Lipschitz continuity
Definition
Let , let be a function, and let be real. The function is Lipschitz with constant if It is Lipschitz if it is Lipschitz with some constant .
Remarks
Lipschitz functions are uniformly continuous.
A differentiable function on an interval with is Lipschitz with constant .
For example, and are Lipschitz with constant . The function on is not Lipschitz.
A Lipschitz map with constant from a set to itself is a contraction. Mathlib defines it as LipschitzWith.
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About this page
| Tag | 0QNVQ4VD9T |
|---|---|
| URI | m2://0QNVQ4VD9T |
| Kind | definition |
| Writing | W1 stated |
| MSC | 26A16 |
| Defines | Lipschitz condition |
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- edge instance_of in: one example (0 of 1)
- edge not_instance_of in: one non-example that fails one clause (0 of 1)
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Used by
- Lipschitz functions are uniformly continuous
- A function with bounded derivative is Lipschitz
- Geometric measure theory
- Stochastic optimal control
- Modulus of continuity
- Gauss–Newton algorithm
- Lipschitz class
- Rademacher's theorem
- Differential game