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Encyclopedia > Lipschitz continuous

In mathematics, a function

f : MN

between metric spaces M and N is called Lipschitz continuous (or is said to satisfy a Lipschitz condition) if there exists a constant

K > 0

such that

d(f(x), f(y)) ≤ K d(x, y)

for all x and y in M. In this case, K is called the Lipschitz constant of the map. The name is for the German mathematician Rudolf Lipschitz.


Every Lipschitz continuous map is uniformly continuous, and hence a fortiori continuous.


Lipschitz continuous maps with Lipschitz constant K = 1 are called short maps and with K < 1 are called contraction mappings when M=N also; the latter are the subject of the Banach fixed point theorem.


Lipschitz continuity is an important condition in the existence and uniqueness theorem for ordinary differential equations.


If U is a subset of the metric space M and f : UR is a Lipschitz continuous map, there always exist Lipschitz continuous maps MR which extend f and have the same Lipschitz constant as f (see also Kirszbraun theorem).


A Lipschitz continuous map f : IR, where I is an interval in R, is almost everywhere differentiable (everywhere except on a set of Lebesgue measure 0). If K is the Lipschitz constant of f, then |f'(x)| ≤ K whenever the derivative exists. Conversely, if f : IR is a differentiable map with bounded derivative, |f'(x)| ≤ L for all x in I, then f is Lipschitz continuous with Lipschitz constant KL, a consequence of the mean value theorem.


All Banach spaces have the notion of Lipschitz continuity.


  Results from FactBites:
 
Linear Approximations (236 words)
Thus there is a link between continuity and differentiability: If a function is differentiable at a point, it is also continuous there.
Nevertheless, a function may be uniformly continuous without having a bounded derivative.
is uniformly continuous on [0,1], but its derivative is not bounded on [0,1], since the function has a vertical tangent at 0.
PlanetMath: Lipschitz condition and differentiability result (78 words)
About lipschitz continuity of differentiable functions the following holds.
"Lipschitz condition and differentiability result" is owned by paolini.
This is version 2 of Lipschitz condition and differentiability result, born on 2003-04-04, modified 2004-03-15.
  More results at FactBites »


 

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