Lipschitz Condition and Uniform Continuity

In summary, the Lipschitz condition is a mathematical concept that describes the smoothness or regularity of a function. It is a stronger form of uniform continuity and is important in proving the existence and uniqueness of solutions to certain differential equations. The Lipschitz constant must be a non-negative value and a function that satisfies the Lipschitz condition is automatically differentiable, but not all differentiable functions are Lipschitz continuous.
  • #1
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I am reading "Introduction to Real Analysis" (Fourth Edition) by Robert G Bartle and Donald R Sherbert ...

I am focused on Chapter 5: Continuous Functions ...

I need help in fully understanding an aspect of Example 5.4.6 (b) ...Example 5.4.6 (b) ... ... reads as follows:
View attachment 7285In the above text from Bartle and Sherbert we read the following:

"... ... However, there is no number \(\displaystyle K \gt 0\) such that \(\displaystyle \lvert g(x) \lvert \le K \lvert x \lvert \) for all \(\displaystyle x \in I\). ... ... "Can someone please explain why the above quoted statement holds true ...

Peter*** EDIT 1 ***Just noticed that for \(\displaystyle x\) less than \(\displaystyle 1\) we have \(\displaystyle \sqrt{x}\) is larger than \(\displaystyle x\) ... ...

e.g. \(\displaystyle \sqrt{0.0004}\) is \(\displaystyle 0.02\) ... ... and then we require \(\displaystyle K\) such that ...

\(\displaystyle \lvert 0.02 \lvert \le K \lvert 0.0004 \lvert\)

... so a large \(\displaystyle K\) is required ... ... and the required number will get larger and larger without bound as \(\displaystyle x\) gets smaller ...
Is the above the correct explanation for \(\displaystyle f\) not being Lipschitz on \(\displaystyle I\) ... ... ?Peter
*** EDIT 2 ***It may be helpful for readers of the above post to have access to B&S's definition of the Lipschitz function/condition ... ... so I am providing the following text from Bartle and Sherbert ...
View attachment 7286
Note that in the above example B&S take \(\displaystyle u \) as the point \(\displaystyle u = 0\) ... ... Peter
 
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Hi Peter,

Your reasoning in Edit 1 is correct. Symbolically you could note that for $x\in (0,2]$, $x^{-1/2}\leq K$, verifying your claim that $K$ grows without bound as $x\rightarrow 0^{+}$.
 
  • #3


Hi Peter,

You are correct in your understanding of why f is not Lipschitz on I. The statement \lvert g(x) \lvert \le K \lvert x \lvert for all x \in I means that there exists a constant K such that the absolute value of g(x) is always less than or equal to the absolute value of x. However, in this example, as x gets smaller and smaller, the value of \sqrt{x} also decreases and eventually becomes smaller than x, making it impossible to find a constant K that satisfies the condition for all x in I.

In other words, for any given K, we can always find an x in I (specifically, x = \frac{1}{K^2}) where \lvert g(x) \lvert = \frac{1}{K} > \frac{1}{K^2} = \lvert x \lvert, breaking the Lipschitz condition.

I hope this explanation helps clarify the concept. And thank you for including the relevant text from B&S for reference. It is always helpful to have the source material available for better understanding.

 

FAQ: Lipschitz Condition and Uniform Continuity

What is the Lipschitz condition?

The Lipschitz condition is a mathematical concept that describes the smoothness or regularity of a function. It states that a function is Lipschitz continuous if there exists a constant K such that the absolute value of the difference between the function's output for any two points is less than or equal to K times the distance between those two points.

How is the Lipschitz condition related to uniform continuity?

The Lipschitz condition is a stronger form of uniform continuity. A function that satisfies the Lipschitz condition is automatically uniformly continuous, but the converse is not always true. This means that all Lipschitz continuous functions are uniformly continuous, but not all uniformly continuous functions are Lipschitz continuous.

What is the significance of the Lipschitz condition in mathematics?

The Lipschitz condition is important in mathematics because it allows us to prove the existence and uniqueness of solutions to certain differential equations. It is also used in optimization problems and in the study of stability and convergence of numerical methods.

Can the Lipschitz constant K be negative?

No, the Lipschitz constant K must be a non-negative value. This is because the Lipschitz condition requires the absolute value of the difference between the function's output to be less than or equal to K times the distance between the two points. A negative Lipschitz constant would violate this condition.

How is the Lipschitz condition related to differentiability?

A function that satisfies the Lipschitz condition is automatically differentiable. This means that if a function is Lipschitz continuous, it must also be continuous and differentiable within its domain. However, the converse is not true - a function can be differentiable without being Lipschitz continuous.

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