8-1.
Lipschitz continuity
MAU22200 - Advanced Analysis
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Dmitri Zaitsev zaitsev@[Link]
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 1/7
An important stronger notion of continuity tracking more precisely the
dependence of δ on ε is due to Rudolf Lipschitz (1832 – 1903):
Definition (Lipschitz continuity)
A map f : X → Y between metric spaces is Lipschitz continuous (or simply
Lipschitz) if there is a number L > 0, called a Lipschitz constant, with
dY (f (x1 ), f (x2 )) ≤ L · dX (x1 , x2 ). (∗)
Theorem (Lipschitz =⇒ continuous)
Every Lipschitz map f : X → Y is continuous.
Proof.
For ε > 0 choose δ = ε/L, then for all x, x0 ∈ X we use (∗) to show
∀x ∈ X dX (x, x0 ) < δ =⇒ dY (f (x), f (x0 )) ≤ L · dX (x, x0 ) < L · δ = ε
and the continuity of f at each x0 ∈ X0 follows from the definition.
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 2/7
Coordinate functions are Lipschitz and hence continuous
Example (coordinate functions)
Consider the jth coordinate function
πj : Rn → R : (x1 , . . . , xj , . . . , xn ) 7→ xj ,
assigning to every vector x its jth coordinate xj . Then
|xj − yj | ≤ max |xi − yi | =d∞ (x, y ),
i
X
|xj − yj | = (|xj − yj |p )1/p ≤( |xj − yj |p )1/p =dp (x, y ), p ≥ 1,
j
shows that πj is Lipschitz with Lipschitz constant 1 as function on (Rn , dp )
for any 1 ≤ p ≤ ∞. In particular, each πj : Rn → R is also continuous.
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 3/7
Distance function in any metric space is Lipschitz
We shall use the product metric d1 on X × X :
d1 ((x1 , y1 ), (x2 , y2 )) := d(x1 , x2 ) + d(y1 , y2 ).
Lemma
For every metric space (X , d), the distance function d : X × X → R is
Lipschitz with constant 1 with respect to the product metric d1 on X × X .
In particular, the distance function is always continuous on (X × X , d1 ).
Proof. Directly from the triangle inequalities:
d(x, y ) ≤ d(x, x0 ) + d(x0 , y0 ) + d(y0 , y ) =⇒
d(x, y ) − d(x0 , y0 ) ≤ d(x, x0 ) + d(y0 , y ) =⇒
d(x0 , y0 ) − d(x, y ) ≤ d(x, x0 ) + d(y0 , y ) =⇒
|d(x, y ) − d(x0 , y0 )| ≤ d1 ((x, y ), (x0 , y0 )).
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 4/7
Open and closed sets in arbitrary metric spaces
Example
In any metric space (X , d) and for any A < B, the set
S := {(x, y ) ∈ X × X : A < d(x, y ) < B}
equals the preimage of the interval (A, B) under the distance map
d : X × X → R. Hence S is open by the open set criterion for continuity.
Similarly, the sets
S := {(x, y ) ∈ X × X : A ≤ d(x, y ) ≤ B}
are preimages of closed intervals under d, hence are closed by the closed
set criterion.
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 5/7
Isometries
Definition
A map f : X → Y is called an isometry if
dY (f (x1 ), f (x2 )) = dX (x1 , x2 ) ∀x1 , x2 ∈ X .
Isometries are obviously Lipschitz with constant 1.
Example (isometric embeddings of components into their products)
For every product X × Y of metric spaces with product metric d1 and any
fixed x0 ∈ X , y0 ∈ Y , the following natural inclusions are isometries:
f : X → X × Y , x 7→ (x, y0 ), g : Y → X × Y , y 7→ (x0 , y ).
Showing for f (as the argument for g is similar):
d1 (f (x1 ), f (x2 )) = d1 ((x1 , y0 ), (x2 , y0 ))
= dX (x1 , x2 ) + dY (y0 , y0 ) = dX (x1 , x2 )
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 6/7
Consequences for open and closed balls in any metric space
Corollary
Open and closed balls are respectively open and closed in any metric space.
Proof.
We express the open and closed balls Br (x0 ), B
er (x0 ) as preimages of the
intervals (−∞, r ), (−∞, r ] under the map
f : X → R, x 7→ d(x, x0 ),
which is continuous as composition of the isometric embedding
x 7→ (x, x0 ) and the distance function d. Since (−∞, r ) is open and
(−∞, r ] is closed, their preimages Br (x0 ), B
er (x0 ) are respectively open and
closed as desired.
Dmitri Zaitsev (Trinity College Dublin) 8-1. Lipschitz continuity 7/7
