Proving Set of Lipschitz Functions of Order b in Order a

In summary, we are trying to prove that the set of all Lipschitz functions of order b is contained in the set of all Lipschitz functions of order a, where 0 < a < b <= 1. By definition, a function f: [a,b] -> R is Lipschitz of order a if there exists a constant K such that |f(x) - f(y)| <= K |x-y|^a for all x,y in [a,b]. We can show that if f is Lipschitz of order b, then it is also Lipschitz of order a with a new constant C = K*d, where d = |b-a| is the length of the interval [a,b]. Therefore
  • #1
Carl140
49
0

Homework Statement



1. Let 0 < a < b <= 1. Prove that the set of all Lipschitz functions of order
b is contained in the set of all Lipschitz functions of order a.

2. Is the set of all Lipschitz functions of order b a closed subspace of those
of order a?

Homework Equations



I know that a function f: [a,b] -> R is Lipschitz of order a if there exists a constant K
such that |f(x) - f(y)| <= K |x-y|^a and for all x,y in [a,b].

The Attempt at a Solution



Assume f is a Lipschitz function of order b then there exists some constant K such that
|f(x)-f(y)|<= K |x-y|^b. Then I need to prove that we can find some constant say C
such that |f(x) - f(y)| <= C |x-y|^a , where 0 < a < b=1.

Then I don't know how to proceed. Can you please help?
 
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  • #2
Fix a and b. Have you considered the equality K|x - y|b = K|x - y|a|x - y|b - a ?
 
  • #3
slider142 said:
Fix a and b. Have you considered the equality K|x - y|b = K|x - y|a|x - y|b - a ?

OK, thanks for your reply.
So |f(x)-f(y)|<= K |x-y|^b implies |f(x)-f(y)|<= K |x-y|^a |x-y|^(b-a).

Therefore: |f(x) - f(y)| /|x-y|^a <= |x-y|^(b-a)

But x and y are both in [a,b] so |x-y| <= |x|+|y| = b + b = 2b.

Therefore |f(x)-f(y)|/|x-y|^a <= (2b)^(b-a).

So our constant C is then (2b)^(b-a). Is this OK?

How to show the closedness part? I know I have to take a sequence and show its closed
under the limit but really I have no clue how to proceed.
 
  • #4
Carl140 said:
OK, thanks for your reply.
So |f(x)-f(y)|<= K |x-y|^b implies |f(x)-f(y)|<= K |x-y|^a |x-y|^(b-a).

Therefore: |f(x) - f(y)| /|x-y|^a <= |x-y|^(b-a)
What happened to K?

But x and y are both in [a,b] so |x-y| <= |x|+|y| = b + b = 2b.
The first equality does not make sense, x and y are variables. Add some more rigor to your statements.
 
  • #5
OK, thanks again.
My try:

Since f is Lipschitz of order b then there exists a constant K >0 such that
for all x, y in [a,b] we have: |f(x)-f(y)|<= K |x-y|^b.

Observe K|x-y|^b = K|x-y|^a |x-y|^(b-a).

Therefore |f(x)-f(y)| <= K |x-y|^a |x-y|^(b-a) and thus:

|f(x)-f(y)|/|x-y|^a <= K |x-y|^(b-a).

Since x, y are points in [a,b] then |x-y|^(b-a) <= (2b)^(b-a).

Therefore |f(x)-f(y)|/|x-y|^a <= K (2b)^(b-a) and hence:

|f(x)-f(y)|<= K (2b)^(b-a) |x-y|^a so f is Lipschitz of order a with constant
C = K (2b)^(b-a).

OK?
 
  • #6
Carl140 said:
OK, thanks again.
My try:

Since f is Lipschitz of order b then there exists a constant K >0 such that
for all x, y in [a,b] we have: |f(x)-f(y)|<= K |x-y|^b.

Observe K|x-y|^b = K|x-y|^a |x-y|^(b-a).

Therefore |f(x)-f(y)| <= K |x-y|^a |x-y|^(b-a) and thus:

|f(x)-f(y)|/|x-y|^a <= K |x-y|^(b-a).

Since x, y are points in [a,b]
You appear to be using a and b with two different meanings here. I think more important is that since a< b< 1, 0< b-a< 1.

then |x-y|^(b-a) <= (2b)^(b-a).

Therefore |f(x)-f(y)|/|x-y|^a <= K (2b)^(b-a) and hence:

|f(x)-f(y)|<= K (2b)^(b-a) |x-y|^a so f is Lipschitz of order a with constant
C = K (2b)^(b-a).

OK?
 
  • #7
Halls: Sorry, I do not follow your hint/suggestion, what do you mean?
 
  • #8
Carl140 said:
Halls: Sorry, I do not follow your hint/suggestion, what do you mean?

Two things that Hall mentioned:
1) You are denoting the endpoints of the closed interval with the same constants you are using to denote the exponents of the Lipschitz inequality. The two are not related; if necessary use different letters, like [c, d].
2) The fact that 0 < b-a < 1 is important.
 
  • #9
slider142 said:
Two things that Hall mentioned:
1) You are denoting the endpoints of the closed interval with the same constants you are using to denote the exponents of the Lipschitz inequality. The two are not related; if necessary use different letters, like [c, d].
2) The fact that 0 < b-a < 1 is important.

Gotcha guys.

|f(x)-f(y)| / |x-y|^a<= K |x-y|^(b-a).

Since 0 < b-a< 1 then |x-y|^(b-a) < |x-y|.

Actually I meant: then |f(x)-f(y)|/|x-y|^a <= K |x-y|^a |x-y|. But x,y are both points in [c,d] so |x-y| <= d.

Thus we get |f(x)-f(y)| <= K |x-y|^a * d so the constant is C = k*d, correct?
 
Last edited:
  • #10
Well since a and b are endpoints, and x,y are any points in [a,b], the inequality |x-y| =< |b -a| holds, so I don't think you need any extra variables beyond what's given in the problem statement.
 

FAQ: Proving Set of Lipschitz Functions of Order b in Order a

What is the definition of a Lipschitz function?

A Lipschitz function is a type of continuous function in which the rate of change of the function is bounded by a constant value, known as the Lipschitz constant. This means that the function cannot have a steep slope or sharp corners, and the distance between any two points on the function's graph cannot increase too quickly.

What does it mean to prove a set of Lipschitz functions of order b in order a?

Proving a set of Lipschitz functions of order b in order a means showing that a certain set of functions satisfies the Lipschitz condition with a Lipschitz constant of order b, when the rate of change between any two points on the function's graph is bounded by a constant value of order a. This is often used in mathematical analysis to prove the existence and uniqueness of solutions to differential equations.

How do you prove a set of Lipschitz functions of order b in order a?

To prove a set of Lipschitz functions of order b in order a, you must first show that the functions in the set satisfy the Lipschitz condition with a Lipschitz constant of order b. This can be done by calculating the rate of change between any two points on the function's graph and showing that it is bounded by a constant value of order a. This can be a complex mathematical process and may require various techniques and theorems.

What is the importance of proving a set of Lipschitz functions of order b in order a?

Proving a set of Lipschitz functions of order b in order a is important because it allows us to make rigorous mathematical statements about the behavior of these functions. It also enables us to prove the existence and uniqueness of solutions to differential equations, which have significant applications in many fields, including physics, engineering, and economics.

Can a set of Lipschitz functions of order b in order a be proved using different methods?

Yes, there are various methods that can be used to prove a set of Lipschitz functions of order b in order a. Some common approaches include using the definition of Lipschitz continuity, the mean value theorem, and the fixed point theorem. The specific method used may depend on the particular set of functions and the problem at hand.

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