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Lipschitz Function


A Lipschitz function is a function f:X->Y between metric spaces for which a constant C>=0 satisfies

 d_Y(f(x),f(y))<=Cd_X(x,y)

for all x,y in X, where d_X and d_Y are the respective metrics (Gutev 2020). In particular, a real-valued function f on a subset S of the real numbers is Lipschitz if

 |f(x)-f(y)|<=C|x-y|

for all x,y in S, where C>=0 is a constant independent of x and y. For example, a differentiable real-valued function on an interval with a bounded first derivative is Lipschitz by the mean-value theorem (Hunter 2014, p. 77).


See also

Absolutely Continuous Function, Bi-Lipschitz Map, Contraction Mapping, Integer Lipschitz Height Function, Lipschitz Condition, Lipschitz Constant, Lipschitz Extension Problem, Lipschitz Isomorphism Problem, Metric Embedding Distortion, Metric Space, Nonexpansive Map, Real Lipschitz Height Function, Uniform Rectifiability

Portions of this entry contributed by Todd Rowland

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References

Gutev, V. "Lipschitz Extensions and Approximations." J. Math. Anal. Appl. 491, Article 124242, 2020. https://doi.org/10.1016/j.jmaa.2020.124242.Hunter, J. K. "Lipschitz Functions." §3.A.1 in Notes on Partial Differential Equations. p. 77, 2014. https://www.math.ucdavis.edu/~hunter/pdes/pde_notes.pdf.

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Lipschitz Function

Cite this as:

Weisstein, Eric W., with contributions by Todd Rowland. "Lipschitz Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LipschitzFunction.html

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