How Does Lipschitz Continuity Constrain a Function's Graph Between Two Lines?

In summary, we have proven that for a lipschitz continuous function f:[0,\infty) \rightarrow \mathbb{R} with lipschitz constant K, the graph of the function must lie between two straight lines with slopes k and -k over any small interval [a,b] within its domain. This can also be extended to a local lipschitz continuous function, where the slopes of the straight lines may vary between different intervals within the domain.
  • #1
Azael
257
1
Let the function
[tex]f:[0,\infty) \rightarrow \mathbb{R}[/tex] be lipschitz continuous with lipschits constant K. Show that over small intervalls [tex] [a,b] \subset [0,\infty) [/tex] the graph has to lie betwen two straight lines with the slopes k and -k.

This is how I have started:

Definition of lipschits continuity [tex]|f(x)-f(y)| \leq k|x-y|[/tex]

[tex]b>a[/tex]
[tex]|f(b)-f(a)| \leq k(b-a) \Leftrightarrow -k(b-a) \leq f(b)-f(a) \leq k(b-a)[/tex]

But after this I am a bit stumped. I don't know how to continue
 
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  • #2
Is it enough to just divide all sides with (b-a) to show that the slope of the grap is always less than K and more than -K?? To me it feels like it but I don't know if that is proof enough??
 
  • #3
Replace b by x in your equations, and restrict x to lie between a and b. Then there is just one step left.
 
  • #4
like this??

continuing from the last step of post one

=>
[tex] -k(x-a) \leq f(x)-f(a) \leq k(x-a) [/tex] with [tex] a \leq x \leq b[/tex]
<=>
[tex] f(a)-k(x-a) \leq f(x) \leq k(x-a)+f(a) [/tex]

thanks alot!
that seems to have solved it :)
 
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  • #5
If I want to show the same thing for a local lipschitz continuous function(that it lies betwen two straight lines with slope K(a,b) and -K(a,b) where K can be different for different intervalls) how do I proced. It is exactly the same as above but with K replaced with K(a,b) in all places?

so that I instead get as last line
[tex] f(a)-K(a,x)(x-a) \leq f(x) \leq f(a)+K(a,x)(x-a) [/tex]
 
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FAQ: How Does Lipschitz Continuity Constrain a Function's Graph Between Two Lines?

What is Lipschitz continuity?

Lipschitz continuity is a mathematical concept that describes the behavior of a function. A function is considered Lipschitz continuous if there exists a constant value that bounds the ratio of its output change to its input change. This means that the function does not change too quickly, and its rate of change is limited within a certain range.

Why is Lipschitz continuity important?

Lipschitz continuity is important because it provides a measure of the stability and smoothness of a function. It is used in various areas of mathematics and science, such as in optimization problems, differential equations, and numerical analysis. It also has applications in fields such as engineering, computer science, and economics.

How is Lipschitz continuity different from other types of continuity?

Unlike other types of continuity, Lipschitz continuity places a bound on the rate of change of a function. This means that the function cannot change too quickly, and its behavior is more predictable and controlled. In contrast, other types of continuity only require that the function is continuous, without any restrictions on its rate of change.

What are the benefits of Lipschitz continuity?

Lipschitz continuity has several benefits, such as ensuring the existence and uniqueness of solutions to differential equations and optimization problems. It also allows for the use of more efficient numerical algorithms and provides a measure of error control in mathematical models. Additionally, it can help in proving the convergence of certain functions and algorithms.

Can a function be Lipschitz continuous but not continuous?

No, a function cannot be Lipschitz continuous but not continuous. Lipschitz continuity is a stronger condition than continuity, meaning that if a function is Lipschitz continuous, it is also continuous. However, the inverse is not true, as there are functions that are continuous but not Lipschitz continuous.

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