A Measure Zero Universal Differentiability Set in the Heisenberg Group

We show that the Heisenberg group $\mathbb{H}^n$ contains a measure zero set $N$ such that every Lipschitz function $f\colon \mathbb{H}^n \to \mathbb{R}$ is Pansu differentiable at a point of $N$. The proof adapts the construction of small 'universal differentiability sets' in the Euclidean setting: we find a point of $N$ and a horizontal direction where the directional derivative in horizontal directions is almost locally maximal, then deduce Pansu differentiability at such a point.

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