In "continuous" mathematics there are several important notions such as covering space, fibre bundle, Morse theory, simplicial complex, differential equation, real numbers, real projective plane, etc. that have a "discrete" analog: covering graph, graph bundle, discrete Morse theory, abstract simplicial complex, difference equation, finite field, finite projective plane, etc. I would like to know if there are others. But the real question is: Are there any important "continuous" mathematical concepts without "discrete" analog and vice versa?
9 Answers
Is there a discrete analogue of the notion of discreteness?

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The notion of a discrete metric space being $R$-separated for some large $R$ (i.e., any two points are distance at least $R$ apart) might qualify as a discrete analogue of discreteness. – Terry Tao Jan 05 '15 at 04:42
A timely example would be the lack of a combinatorial Ricci flow in dimensions $n \geq 3$. In principle I think many people believe there should be one, but a combinatorial/discrete formalism has yet to be found.

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A lot of ideas from topology and analysis don't have obvious discrete analogues to me. At least, the obvious discrete analogues are vacuous.
- Compactness.
- Boundedness.
- Limits.
The interior of a set.
I think a better question is which ideas have surprisingly interesting discrete analogues, like cohomology or scissors congruence.

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1It depends on what you mean by obvious... One example: the interior of a set $X$ of vertices in a graph may very well be defined as that subset of those elements in $X$ all of whose neighbors are in $X$. – Mariano Suárez-Álvarez Mar 08 '10 at 22:24
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3I'd agree that some of these discrete analogues can be vacuous, but isn't that the point? For example, when we study compact sets in topology are we not, at least sometimes, trying to find non-trivial analogues of results that are trivially true of finite sets in the discrete case? – Dan Piponi Mar 08 '10 at 22:41
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1Actually, boundedness is one of the possible continuous generalization of finiteness. Compactness is another. As for "the interior of a set", there is linear optimization where one is talking about interiors of polytopes, and while it is usually done in R^n, it could equally well be studied over Q^n or (any ordered field)^n, and actually is a combinatorial science where discrete algorithms such as the simplex method matter, and the continuous structure of the field is just a red herring. – darij grinberg Mar 08 '10 at 22:46
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22It amuses me that this answer has been accepted when discrete mathematicians would use analogues of every single one of these. I recommend a look at this post of Terry Tao: http://terrytao.wordpress.com/2007/05/23/soft-analysis-hard-analysis-and-the-finite-convergence-principle/ – gowers Mar 08 '10 at 23:51
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The interior of a subset of a simplicial complex makes sense, so I've struck that out. It's not an inherently topological concept. I wouldn't consider $\mathbb Q^n$ discrete. I'm not convinced that compactness or boundedness are attempts to generalize important properties of finite sets rather than of $[0,1]$. Thanks for bringing up that blog entry. I certainly expected that my answer would bring out contrary ideas, and I hope people will contribute more. – Douglas Zare Mar 09 '10 at 00:08
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3I don't know if compactness is a "generalization of finiteness properties" as such, but it certainly gets used as a substitute for finiteness all the time. There are various parts of Banach space/Banach algebra theory where a desire to interchange the order of various iterated limits can be done by judicious appeal to weak compactness of various sets. – Yemon Choi Mar 09 '10 at 08:50
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2It should also be pointed out that in some sense discreteness and compactness sit at opposite ends of the spectrum of locally compact spaces, so that it's not clear what a "discrete analogue" (as opposed to a "quantitative, finite analogue" might be – Yemon Choi Mar 09 '10 at 08:52
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I am coming from graph theory. I was fascinated by the fact, that "conectedness" and "path conectedness" coincide for graphs. Obviously, one has to prove that. However, the topological notion of a "path" corresponds to the idea of a "trail" in graph theory, while an "open set" corresponds to a union of connected components of graphs. – Tomaž Pisanski Mar 30 '10 at 19:33
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I strongly would argue finiteness is the analogue of compactness for discrete. Just compare the representation theory of compact groups and finite groups. – Benjamin Steinberg Aug 20 '12 at 02:01
The intermediate value theorem wouldn't be true in a discrete setting.

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3There is even a discrete analog (Sperner's lemma) to the fixed point theorem. – Gil Kalai Dec 13 '10 at 16:30
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5I've used the following discrete analogue of the intermediate value theorem in a paper. If you have a function $f$ from the integers to the integers such that $|f(x)-f(x-1)|\le 1$ for ever integer $x$, then having $f(x)<0$ and $f(y)>0$ implies there is some integer $z$ with $x<z<y$ or $y<z<x$ such that $f(z)=0$. – Patricia Hersh Jun 06 '12 at 12:46
Is "continuous function" an important concept? Does it have a discrete analog?

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Wikipeadia claims:
Any function from a discrete topological space to another topological space is continuous,
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1@Tomaž: that's a very uninteresting analogy... I don't think it deserves that name, really! – Mariano Suárez-Álvarez Mar 08 '10 at 21:46
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2@Mariano: again, not necessarily. For instance, the (relative) Zariski topology on $\mathbb{F}_q^n$ is discrete, and this is a nonvacuous statement: it has the important consequence that every function $\mathbb{F}_q^n \rightarrow \mathbb{F}$ is a polynomial function. (I think I need a few more rules in order to be comfortable playing this particular game.) – Pete L. Clark Mar 08 '10 at 21:51
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1I agree with Pete. "Regular function between varieties over a finite field" is, in my opinion, a great discrete analogue of "continuous function between topological spaces." – Qiaochu Yuan Mar 08 '10 at 22:00
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3Well, there are incredibly interesting discrete analogues of analytic functions (Google should find the notes by Lovász on the subject, for example; this is a whole subject by now) Discreteness of topologies is absolutely irrelevant there---I have no reason to believe the 'canonical' discrete analogue for continuous functions has anything to do with them, either! :) – Mariano Suárez-Álvarez Mar 08 '10 at 22:19
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1(In particular, darij's comment, while witty, is not sure to resist the ingenuity of future mathematicians :) ) – Mariano Suárez-Álvarez Mar 08 '10 at 22:33
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In my question I tried to define "analogy" by examples. Sometimes, a motivation from "continuous" maths may be a great source of inspiration for "discrete" analogy. I find discrete Morse theory a "proof" of my claim. – Tomaž Pisanski Mar 08 '10 at 22:36
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1Well, "analytic" is not an analogue of "continuous" in any way, Mariano. Continuity is, in most contexts, just a well-behavedness condition, while analyticity means that derivatives in different directions exist and are related to each other by an equation, i. e., a well-behavedness condition plus an equation condition. This is why the discrete analogue of "continuous" is vacuous, while that of "analytic" is not (the equation condition survives). – darij grinberg Mar 08 '10 at 22:43
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@DG: I agree with your distinction between continuous and analytic. For functions $f: \mathbb{Z}^+ \rightarrow \mathbb{R}$, every function should be continuous. A function should be analytic iff it coincides with its discrete Taylor expansion. But doesn't this happen iff $f$ is a polynomial? Or are you thinking of some multivariable case where there is a discrete analogue of the Cauchy-Riemann equations? Do tell... – Pete L. Clark Mar 08 '10 at 23:41
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5I'd say the discrete analogue of a continuous function is one that is continuous in some quantitative way (such as being Lipschitz) on a finite metric space. If the finite metric space is one of a sequence of spaces with unbounded size, this can be very useful. – gowers Mar 08 '10 at 23:53
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3I did not say that "analytic" is an analogue of "continuous", as far as I can tell. I simply cannot understand what argument there can possibly be supporting a claim of the form 'there is no discrete analogue of X', apart from a standard argument from ignorance. – Mariano Suárez-Álvarez Mar 09 '10 at 01:17
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2@Pete: I was imprecise; the discrete case I had in my mind was the notion of a harmonic function on a graph ( http://www.cs.elte.hu/~lovasz/telaviv.pdf ). – darij grinberg Mar 09 '10 at 08:14
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@DG: Thanks, that's helpful. (Such discrete harmonic functions are popular in my neck of the woods.) – Pete L. Clark Mar 09 '10 at 18:26
It seems to me there is no good (powerful) discrete version of Atiyah–Singer theorem.

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Maybe Grothendieck-Riemann-Roch? But honestly I have no idea what exactly it states... At least I know there is no analysis involved in its statement. However, I fear getting something really discrete (= a statement on finite sets) out of it would require some serious constructivization. – darij grinberg Mar 08 '10 at 22:52
What do You mean by word analogy here? From wikipedia we have ( among others):
The word analogy can also refer to the relation between the source and the target themselves, which is often, though not necessarily, a similarity
So You see similarity in differential equation versus difference equation, but this is mostly matter of aesthetic. In practice if You need discrete equation for continues one, You have to put usually a large amount of work in order to make this analogy working. Of course in principle there is relation among differential and difference equation. But what is important here is not what is similar, but what is a gap between them.
When You say, that discrete case may approximate continues one, in fact You take many assumptions, for example about criteria which constitutes what is that mean approximation.
Say what is analogy of holomorphic function? Is discrete complex function on lattice of Gauss integers, good approximation for some complex analytical function? In what meaning? What are criteria? Are all properties of holomorphic function shared by "discrete analogy" and vice versa?
For example, it is not true that whole theory of differential equations may be deduced from difference equations. We have several equations when we cannot find correct approximations, for example Navier-Stokes equation has no discrete model, at least till now. You may say: but chaos is analogous to turbulence. Why? Because is similar? Why do You may say that? Is that someone think two things are similar enough to say that they are?
Then analogy is so broad in meaning word, that I may say, I can see analogy between every things You may point. It may be very useful as inspiration, sometimes it lead us to great discoveries. For every thing You say is analogous to some continues case, we may have differences between them which allows us to distinguish this cases. They nearly almost are non equivalent even in approximate meaning. They are never the same. It is a matter of criteria, if You may say two things are in analogy.

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Contrary to the comments appended to the question, I think the notion of analogy can be made precise.
Definition: An analogy of concept A defined in setting SA, is a concept B defined in setting SB such that there exists a generalized setting SX which includes both SA and SB as example settings, and such that there also exists a concept X defined in setting SX which reduces to concept A or concept B when attention is restricted to either setting SA or SB.
In general, an analogy is not unique. A concept could have many analogies, and even for a particular analogous concept there could be more than one way in which it is considered to be analogous.
Example: In Time scale calculus which unifies difference and differential equations, there have been publications with differing answers over how to define the analogy between discrete and continuous transforms. A particular description which encapsulates both the integer and real number transforms may apply to other sets such as the rationals, but a different description might not apply to Q. So an analogy is not just two objects but also the link between them.

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Searching Google Web, Google Books and Google Scholar for "no discrete version" OR "no discrete analog" OR "no discrete analogue" OR "no continuous version" OR "no continuous analog" OR "no continuous analogue" produces some examples including a comment that a continuous version of a discrete concept doesn't necessarily enable you to guess the properties of the discrete case.

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@Gerald: You are right. One should probably rephrase this question to make it more balanced. A step in the reverse direction would probably be a move from finite to infinite, say from matrices to Banach spaces and I am sure one can find more.
– Tomaž Pisanski Mar 09 '10 at 06:59