On the structure of universal differentiability sets

Abstract: We prove that universal differentiability sets in Euclidean spaces possess distinctive structural properties. Namely, we show that any universal differentiability set contains a `kernel' in which the points of differentiability of each Lipschitz function are dense. We further prove that no universal differentiability set may be decomposed as a countable union of relatively closed, non-universal differentiability sets. The sharpness of this result, with respect to existing decomposibility results of the opposite nature, is discussed.