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Lipschitz

Anthill

24 May 2011

Contents

1 Lipschitz constant and max f ’ 1

1.1 e.g. of a function continuous on a closed interval but not


lipschitz there . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1 Lipschitz constant and max f ’

Let f be di erentiable on I = [a, b] s.t. jf j  L there. Then f is lipschitz


0

continuous with lipschitz constant L.

Proof. Let x; y 2 I . Then the mean value theorem says that there's
a c in (x, y) s.t.
jfy fxj = j jj
0
f c y x j j
L y j
x :

1
1.1 e.g. of a function continuous on a closed interval
but not lipschitz there

The half unit circle p


fx = 1 x
2

has unbounded slope, so no nite lipschitz constant.