Math 2.0

Real functions Definition

Lipschitz continuity

Definition

Let D⊆ℝD \subseteq \mathbb{R}, let f ⁣:D→ℝf \colon D \to \mathbb{R} be a function, and let K≥0K \ge 0 be real. The function ff is Lipschitz with constant KK if ∣f(x)−f(y)∣≤K∣x−y∣for all x,y∈D.|f(x) - f(y)| \le K |x - y| \quad \text{for all } x, y \in D. It is Lipschitz if it is Lipschitz with some constant KK.

Remarks

Lipschitz functions are uniformly continuous. A differentiable function on an interval with ∣f′∣≤K|f'| \le K is Lipschitz with constant KK. For example, ∣x∣|x| and sin⁡x\sin x are Lipschitz with constant 11. The function x\sqrt{x} on [0,1][0, 1] is not Lipschitz. A Lipschitz map with constant K<1K < 1 from a set to itself is a contraction. Mathlib defines it as LipschitzWith.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Lipschitz_continuity, Definitions
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