The Euclidean Norm is Lipschitz Continuous .... D&K Example 1.3.5 .... ....

In summary, in the conversation, Peter is reading "Multidimensional Real Analysis I: Differentiation" by J. J. Duistermaat and J. A. C. Kolk and is focused on Chapter 1: Continuity. He asks for help with an aspect of Example 1.3.5 and provides a portion of the example from the book. The conversation then continues with a user named castor28 providing a helpful explanation for proving a statement about the norm function.
  • #1
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I am reading "Multidimensional Real Analysis I: Differentiation" by J. J. Duistermaat and J. A. C. Kolk ...

I am focused on Chapter 1: Continuity ... ...

I need help with an aspect of Example 1.3.5 ... ...

The start of Duistermaat and Kolk's Example 1.3.5 reads as follows:https://www.physicsforums.com/attachments/7752In the above example we read the following:

" ... ... The norm function \(\displaystyle x \mapsto \mid \mid x \mid \mid\) is Lipschitz continuous on \(\displaystyle \mathbb{R}^n\) with Lipschitz constant 1"To rigorously prove this statement we need to show that:

\(\displaystyle \mid \mid \ \mid \mid x \mid \mid \ - \ \mid \mid x' \mid \mid \ \mid \mid \ \le \ \mid \mid x - x' \mid \mid\) ...Can someone help me to formally and rigorously show this ... ?Help will be much appreciated ...

Peter
 
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  • #2
Hi Peter,

The norm is a real number; this means that what you want to prove is about absolute values:
$$\left|\Vert x\Vert - \Vert x'\Vert\right|\le \Vert x-x'\Vert$$

If $\Vert x\Vert\ge\Vert x'\Vert$, this gives $\Vert x\Vert\le\Vert x-x'\Vert+\Vert x'\Vert$, which is true because of the triangle inequality; if $\Vert x\Vert<\Vert x'\Vert$, you can interchange $x$ and $x'$.
 
  • #3
castor28 said:
Hi Peter,

The norm is a real number; this means that what you want to prove is about absolute values:
$$\left|\Vert x\Vert - \Vert x'\Vert\right|\le \Vert x-x'\Vert$$

If $\Vert x\Vert\ge\Vert x'\Vert$, this gives $\Vert x\Vert\le\Vert x-x'\Vert+\Vert x'\Vert$, which is true because of the triangle inequality; if $\Vert x\Vert<\Vert x'\Vert$, you can interchange $x$ and $x'$.
Thanks castor28 ... for a most helpful post ...

Peter
 

FAQ: The Euclidean Norm is Lipschitz Continuous .... D&K Example 1.3.5 .... ....

How is the Euclidean norm defined?

The Euclidean norm is defined as the length of a vector in a Euclidean space, which can be calculated by taking the square root of the sum of squared components of the vector.

What does it mean for the Euclidean norm to be Lipschitz continuous?

A function is Lipschitz continuous if there is a constant value that bounds the ratio of the change in output to the change in input. In the case of the Euclidean norm, this means that the rate of change of the norm with respect to the vector components is bounded by a constant value.

How is Example 1.3.5 related to the Euclidean norm being Lipschitz continuous?

Example 1.3.5 in the D&K textbook demonstrates the Lipschitz continuity of the Euclidean norm by showing that the rate of change of the norm with respect to the vector components is bounded by a constant value.

What is the significance of the Euclidean norm being Lipschitz continuous?

The Lipschitz continuity of the Euclidean norm is important in various mathematical and scientific applications. It allows for the use of efficient algorithms and mathematical techniques for solving problems involving the Euclidean norm.

Are there any limitations to the Lipschitz continuity of the Euclidean norm?

While the Lipschitz continuity of the Euclidean norm is generally beneficial, there are some limitations. For example, it assumes that the vector components are real numbers and that the norm is defined in a Euclidean space. In other contexts, different norms may be used which may not exhibit Lipschitz continuity.

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