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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

there are nonnegative real constants C , α , such that for all x and y

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

topological vector space . If the Hölder coefficient , where Ω is an open is finite,

, where Ω is an open

space . If the Hölder coefficient , where Ω is an open is finite, then the

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

of Ω, then the Hölder space can be assigned the norm where β ranges over multi-indices
of Ω, then the Hölder space can be assigned the norm where β ranges over multi-indices

where β ranges over multi-indices and

the norm where β ranges over multi-indices and These norms and seminorms are often denoted simply

These norms and seminorms are often denoted simply

to stress the dependence on the domain of f. If

simply to stress the dependence on the domain of f . If and or also and

and

or alsosimply to stress the dependence on the domain of f . If and and is a

stress the dependence on the domain of f . If and or also and is a

and

is a Banach space with

domain of f . If and or also and is a Banach space with in order

in order

is open and bounded, then

is a Banach space with in order is open and bounded, then respect to the norm

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:

is an obvious inclusion of the corresponding Hölder spaces: which is continuous since, by definition of

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

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

this inclusion is compact, meaning that bounded sets in the norm norm. This is a direct

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

to the Ascoli-Arzelà theorem we can assume without loss of generality that uniformly, and we can
to the Ascoli-Arzelà theorem we can assume without loss of generality that uniformly, and we can

generality that uniformly, and we can also assume . Then

because

the Ascoli-Arzelà theorem we can assume without loss of generality that uniformly, and we can also

Hölder condition

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Examples

• If 0 < α β 1 then all

2 Examples • If 0 < α ≤ β ≤ 1 then all Hölder continuous functions

Hölder continuous functions on a bounded set

1 then all Hölder continuous functions on a bounded set are also Hölder continuous. This also

are also

Hölderall Hölder continuous functions on a bounded set are also continuous. This also includes β =

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

functions on a bounded set are also Hölder continuous. • The function defined on [0, 3]

• The function

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

defined on [0, 3] is not Lipschitz continuous, but is Hölder continuous for α ≤ 1/2.

Hölder continuous for

α 1/2.

• In the same manner, the function

for α ≤ 1/2. • In the same manner, the function (with β ≤ 1) defined

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

function that is

3] serves as a prototypical example of a function that is Hölder continuous for 0 <

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 bydoes not satisfy a Hölder condition of any order, however. otherwise is • For α >

satisfy a Hölder condition of any order, however. and by otherwise is • For α >

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
is

on a metric space

An example is the additive subgroup is on a metric space -Lipschitz and of the Hilbert

-Lipschitz and

of the Hilbert space

admits a Lipschitz approximation by means of a

space admits a Lipschitz approximation by means of a . • Any α – Hölder continuous
.
.

• Any αHölder continuous function

sequence of functions

such sequence

continuous function sequence of functions such sequence such that on a subset • Any α –

such that

on a subset

• Any αHölder function

such that on a subset • Any α – Hölder function Conversely, any of Lipschitz functions

Conversely, any

on a subset • Any α – Hölder function Conversely, any of Lipschitz functions converges to

of Lipschitz functions converges to an αHölder continuous uniform limit

converges to an α – Hölder continuous uniform limit of a normed space . admits a

of a normed space

α – Hölder continuous uniform limit of a normed space . admits a uniformly continuous extension

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

C and the same exponent α. The larger such extension is: • Functions in Sobolev space

• 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.

n , such that where being redefined on a set of measure 0. for all u

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

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

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