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Hölder condition

Hölder condition

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In mathematics, a real or complex-valued function ƒ on d-dimensional Euclidean space satisfies a Hölder condition, or is Hölder continuous, when there are nonnegative real constants C, α, such that

for all x and y in the domain of ƒ. More generally, the condition can be formulated for functions between any two metric spaces. The number α is called the exponent of the Hölder condition. If α = 1, then the function satisfies a Lipschitz condition. If α = 0, then the function simply is bounded.

Hölder spaces

Hölder spaces consisting of functions satisfying a Hölder condition are basic in areas of functional analysis relevant

to solving partial differential equations, and in dynamical systems. The Hölder space

subset of some Euclidean space and k 0 an integer, consists of those functions on Ω having derivatives up to order k and such that the kth partial derivatives are Hölder continuous with exponent α, where 0 < α 1. This is a locally convex topological vector space. If the Hölder coefficient

, where Ω is an open

is finite, then the function ƒ is said to be (uniformly) Hölder continuous with exponent α in Ω. In this case, Hölder coefficient serves as a seminorm. If the Hölder coefficient is merely bounded on compact subsets of Ω, then the function ƒ is said to be locally Hölder continuous with exponent α in Ω.

If the function ƒ and its derivatives up to order k are bounded on the closure of Ω, then the Hölder space

can be assigned the norm

where β ranges over multi-indices and

These norms and seminorms are often denoted simply

to stress the dependence on the domain of f. If

and

or also

and

is a Banach space with

in order

is open and bounded, then

respect to the norm .

Compact embedding of Hölder spaces

Let Ω be a bounded subset of some Euclidean space (or more generally, any totally bounded metric space) and let 0 < α < β 1 two Hölder exponents. Then, there is an obvious inclusion of the corresponding Hölder spaces:

which is continuous since, by definition of the Hölder norms, the inequality

holds for all
are relatively compact in the
be a bounded sequence in

Moreover, this inclusion is compact, meaning that bounded sets in the

norm

norm. This is a direct consequence of the Ascoli-Arzelà theorem. Indeed, let

. Thanks to the Ascoli-Arzelà theorem we can assume without loss of

generality that uniformly, and we can also assume . Then

because

Hölder condition

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Examples

• If 0 < α β 1 then all

Hölder continuous functions on a bounded set

are also

Hölder

continuous. This also includes β = 1 and therefore all Lipschitz continuous functions on a bounded set are also Hölder continuous.

• The function

defined on [0, 3] is not Lipschitz continuous, but is

Hölder continuous for

α 1/2.

• In the same manner, the function

(with β 1) defined on [0, 3] serves as a prototypical example of a

function that is

Hölder continuous for 0 < α β, but not for α > β.

• There are examples of uniformly continuous functions that are not αHölder continuous for any α. For instance,

the function defined on [0,0.19] by

continuous, and therefore uniformly continuous. It does not satisfy a Hölder condition of any order, however.

and by

otherwise is

• For α > 1, any αHölder continuous function on [0, 1] is a constant.

Peano curves from [0, 1] onto the square [0, 1] 2 can be constructed to be 1/2Hölder continuous. It can be proved that when α > 1/2, the image of a αHölder continuous function from the unit interval to the square cannot fill the square.

• A closed additive subgroup of an infinite dimensional Hilbert space H, connected by αHölder continuous arcs

with α > 1/2, is a linear subspace. There are closed additive subgroups of H, not linear subspaces, connected by

1/2Hölder continuous arcs. An example is the additive subgroup

is

on a metric space

-Lipschitz and

of the Hilbert space

admits a Lipschitz approximation by means of a

.

• Any αHölder continuous function

sequence of functions

such sequence

such that

on a subset

• Any αHölder function

Conversely, any

of Lipschitz functions converges to an αHölder continuous uniform limit

of a normed space

whole space, which is Hölder continuous with the same constant C and the same exponent α. The larger such extension is:

• Functions in Sobolev space can be embedded into the appropriate Hölder space via Morrey's inequality if the

spatial dimension is less than the exponent of the Sobolev space. To be precise, if n < p ≤ ∞ then there exists a

constant C, depending only on p and n, such that

where

being redefined on a set of measure 0.

for all u C 1 (R n ) L p (R n ),

Thus if u W 1,p (R n ), then u is in fact Hölder continuous of exponent γ, after possibly

References

Lawrence C. Evans (1998). Partial Differential Equations. American Mathematical Society, Providence. ISBN 0-8218-0772-2.

• Gilbarg, D.; Trudinger, Neil (1983). Elliptic Partial Differential Equations of Second Order. New York: Springer. ISBN 3-540-41160-7

Article Sources and Contributors

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Article Sources and Contributors

Hölder condition Source: http://en.wikipedia.org/w/index.php?oldid=392412375 Contributors: AMR, Alecobbe, Bdmy, Calle, Charles Matthews, Chip McShoulder, Ewjw, Giftlite, Igny, Lunch, Michael Hardy, Milek80, OoberMick, PMajer, Paul Laroque, Pfm77, R'n'B, RayAYang, Salgueiro, Sławomir Biały, Tobias Bergemann, Vanish2, 17 anonymous edits