Lipschitz Functions

Lorianne Ricco
February 4, 2004
Denition 1 Let f(x) be dened on an interval I and suppose we can nd two
positive constants M and such that
|f(x
1
) f(x
2
)| M|x
1
x
2
|

for all x
1
, x
2
I.
Then f is said to satisfy a Lipschitz Condition of order and we say that
f Lip().
Example 1 Take f(x) = x on the interval [a, b]. Then
|f(x
1
) f(x
2
)| = |x
1
x
2
|
That implies that f Lip(1).
Now take f(x) = x
2
on the interval [a, b]. Then
|f(x
1
) f(x
2
)| = |x
1
2
x
2
2
| = |x
1
x
2
||x
1
+ x
2
| M|x
1
x
2
|
with M = 2max(|a|, |b|). Hence, again f Lip(1).
The function f(x) = 1/x on (0, 1). Is it Lip(1) ? How about Lip(1/2)? How
about Lip()?
Theorem 1 Lip() is a linear space.
Proof We will look at a part of this proof. Let f, g Lip().
(f + g)(x) Lip()
Then,
|f(x) + g(x) f(y) + g(y)| M|x y|

If f Lip() it implies that

|f(x) f(y)| M
1
|x y|

If g Lip() it implies that

1
|g(x) g(y)| M
2
|x y|

If (f + g) Lip() it imples that

|(f + g)(x) (f + g)(y)| M
3
|x y|

|f(x) + g(x) f(y) g(y)| =

|f(x) f(y) + g(x) g(y)| =
|f(x) f(y)| +|g(x) g(y)| =
By the triangle inequality,
|f(x) f(y)| +|g(x) g(y)|
M
1
|x y|

+ M
2
|x y|

= |M
1
+ M
2
||x y|

Theorem 2 If f Lip() with > 1 then f = constant.

Proof Left as homework for everyone.
1 Lipschitz and Continuity
Theorem 3 If f Lip() on I, then f is continous; indeed, uniformly contiu-
ous on I.
Last time we did continuity with and . An alternative denition of con-
tinuity familar from calculus is: f is continuous at x = c if:
f(c) exists
lim
xc
f(x) exists
lim
xc
f(x) = f(c)
In order to be continuous, if |x x
0
| < , then |f(x) f(x
0
)| < .
Proof
|f(x) f(c)| M|x c|

lim
xc
|f(x) f(c)| Mlim
xc
|x c|

= 0
This implies
lim
xc
f(x) = f(c)
How about continuous implies Lip()?
2
2 Lipschitz and Dierentiability
Theorem 4 If f Lip(), it may fail to be dierentiable, but if it possesses a
derivative satisfying |f

(x)| M then f Lip(1).

In order to be dierentiable,
lim
x
f(x) f(x
0
)
x x
0
= f

(x
0
)
By the Mean Value Theorem,

|f(x) f(y)|
|x y|
= |f

(c)|, c (x, y)
This implies that
|f(x) f(y)| = |f

(c)||x y|
Now if
|f

(x)|
exsits and is bounded by M, then
|f(x) f(y)| M|x y|
which implies f Lip(1).
3