Hölder and log-Hölder continuity

In summary: One such property is the ##\gamma##-log-Lipschitz property, which is defined as ##|f(x) - f(y)|\leq C |x-y |\left(\log \frac{M}{|x-y|}\right)^\gamma## for some ##C,M,\gamma \in \mathbb{R}## and any ##x,y\in [a,b]## with ##|x-y|<1##. However, it is not clear if this property is less restrictive than log-Hölder. To prove that the function ##f(x)=\frac{1}{\log (-\log x)}## does not have this property on an interval containing ##0##, we can choose
  • #1
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About the difference of Hölder and log-Hölder continuity.
Now, there's this conventional definition of the Hölder continuity of a function ##f## defined on ##[a,b]\subset\mathbb{R}##:

For some real numbers ##C>0## and ##\alpha >0##, and any ##x,y\in [a,b]##, ##|f(x) - f(y)|<C|x-y|^{\alpha}##.

However, this does not include functions like ##f(x) = -\frac{1}{\log x}## because its value goes to zero "too suddenly" when approaching ##x=0## from the positive side. This kind of functions are, however, log-Hölder continuous which is defined as

For some real number ##C>0##, and any ##x,y\in [a,b]##, ##|f(x) - f(y)|<-\frac{C}{\log |x-y|}##,

or something like that.

But, how about a function like ##f(x)=\frac{1}{\log (-\log x)}## ? Is this also log-Hölder continuous? Or if it isn't, is there some less restrictive version the log-Hölder condition (defined in some actual publication or textbook) that includes also that function?

Edit: Note that here I define ##f(0) = 0## and the interval ##[a,b]## is supposed to contain ##0##, usually as the left endpoint.
 
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  • #2
There seems to be a continuity property less restrictive than log-Hölder - the ##\gamma##-log-Lipschitz property:

For some ##C,M,\gamma \in \mathbb{R}## and any ##x,y\in [a,b]## with ##|x-y|<1##, the inequality

##\displaystyle|f(x) - f(y)|\leq C |x-y |\left(\log \frac{M}{|x-y|}\right)^\gamma## holds.

If this is supposed to be a better upper limit than the log-Hölder, we probably have ##C>1## and ##\gamma \in ]0,1[##.

Now if I try to show that the function ##f(x) = \frac{1}{\log (-\log x)}## doesn't even have this property on an interval containing ##0##, I can choose ##y=0## and set

##x=\exp (-\exp A)##

which leads to

##\displaystyle|f(x)| = \frac{1}{|A|} \leq \exp (-\exp A)\left[\log M + \exp A\right]^\gamma##

Then to prove the claim by contradiction, I should find some value of ##A\in\mathbb{R}## so that the opposite

##\displaystyle|f(x)| = \frac{1}{|A|} > \exp (-\exp A)\left[\log M + \exp A\right]^\gamma##

is true. It shouldn't be impossible because the ##\exp(-\exp A)## on RHS approaches zero really fast when ##A## is increased, but I'm not sure yet how to show this.
 
  • #3


Yes, the function ##f(x)=\frac{1}{\log (-\log x)}## is also log-Hölder continuous. This is because it satisfies the condition that for some real number ##C>0## and any ##x,y\in [a,b]##, ##|f(x) - f(y)|<-\frac{C}{\log |x-y|}##. In this case, the value of ##f(x)## does not go to zero "too suddenly" as ##x## approaches ##0## from the positive side, so it satisfies the log-Hölder condition.

There may be a less restrictive version of the log-Hölder condition that includes this function, but it would depend on the specific context in which it is being used. It is best to consult a publication or textbook on the topic to see if there is a version that includes this function.
 

FAQ: Hölder and log-Hölder continuity

What is Hölder continuity?

Hölder continuity is a mathematical concept that describes the smoothness or regularity of a function. It refers to the degree to which a function's values change as its input values change. A function is considered Hölder continuous if its values change at a rate that is no faster than a power law. This means that as the input values get closer together, the function's values also get closer together at a specific rate.

How is Hölder continuity different from other types of continuity?

Hölder continuity is different from other types of continuity, such as uniform continuity or Lipschitz continuity, because it allows for a wider range of rates at which the function's values can change. While uniform continuity requires that the function's values change uniformly, and Lipschitz continuity requires a specific rate of change, Hölder continuity allows for a range of rates that are bounded by a power law.

What is log-Hölder continuity?

Log-Hölder continuity is a variant of Hölder continuity that involves taking the logarithm of both the input and output values of a function. This allows for a more precise description of the function's regularity, as it takes into account the relative rates of change of both the input and output values. Log-Hölder continuity is often used in the study of fractals and self-similar structures.

How is Hölder continuity related to fractal geometry?

Hölder continuity is closely related to fractal geometry because it is a measure of the regularity or self-similarity of a function. Fractals are geometric objects that exhibit self-similarity at different scales, and they can be described using Hölder continuous functions. The degree of Hölder continuity of a function can also be used to measure the fractal dimension of a set or structure.

What are some real-world applications of Hölder and log-Hölder continuity?

Hölder and log-Hölder continuity have many applications in various fields, including physics, engineering, and finance. In physics, these concepts are used to describe the regularity of physical processes, such as the movement of fluids or the behavior of chaotic systems. In engineering, Hölder continuity is used to analyze the smoothness of signals and to design efficient data compression algorithms. In finance, log-Hölder continuity is used to model the volatility of stock prices and to develop risk management strategies.

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