Lecture Notes (Existence Uniqueness-III)

The function of two variables: Lipschitz condition

Definition:

1. A set of points A of the XY plane will be called connected if any two points of A can be

joined by a continuous curve that lies entirely in A.

2. A set of points A of the XY plane is called open if each point of A is the Centre of a

circle whose interior lies entirely in A .

3. An open, connected set in the XY plane is called a domain.

4. A point P is called a boundary point of domain D if every circle about P contains both

points in D and points in D.

5. A domain plus its boundary points will be called a closed domain.

Example -7

The set of all points ( x, y ) lying within the ellipse x 2 + 2 y 2 = 1 and characterized by

x 2 + 2 y 2  1 is a domain D. The boundary points of D are the points of the ellipse itself. The

set of points ( x, y ) such that x 2 + 2 y 2  1 within and on the ellipse is a closed domain.

Definition:

Let f be a real function defined on a domain D of the XY plane and let ( x0 , y0 ) be

an (interior) point of D . The function f is continuous at ( x0 , y0 ) , if for given   0 there

exist a   0 such that f ( x, y ) − f ( x0 , y0 )   for all ( x, y )  D , Where x − x0   and

y − y0   .

Dr.R. Meher
 Lecture Notes (Existence Uniqueness-III)

Definition:

Let f be a real function defined on D, where D is either a domain or a closed domain

of the XY plane. The function f is bound on D if there is a positive number M such that

f ( x, y )  M for all ( x, y ) in D .

Theorem-1.3

Let f be defined and continuous on a closed rectangle R : a  x  b, c  y  d . Then

the function f is bounded on R .

Example-8

The function f defined by f ( x, y ) = x + y 2 is continuous on the closed rectangle

R :0  x  1,0  y  2 . Thus, by theorem-1.3, The function f is bounded on R .

In fact, f ( x, y ) = x + y 2  5 .

Definition:

Let f be defined on D . Where D is either a domain or a closed domain of the XY

plane. The function f is said to satisfy Lipchitz condition (w.r.t y ) in D , if there exist

constant k  0 such that

f ( x, y1 ) − f ( x, y2 )  K y1 − y2 , for every ( x, y1 ) and ( x, y2 ) which belongs to D . Here the

constant K is called the Lipschitz constant.

f
Suppose that the function f is such that exist and is bounded for all ( x, y )  D .
y

Then by Mean value theorem of Differential calculus, it can be defined as:

Dr.R. Meher
 Lecture Notes (Existence Uniqueness-III)

For any ( x, y1 ) and ( x, y2 )  D , there exist  , where  is between y1 and y2 such that

f ( x,  )
f ( x, y1 ) − f ( x, y2 ) = ( y1 − y2 )
y

Thus

f ( x,  )
f ( x, y1 ) − f ( x, y2 ) = y1 − y2
y
f ( x, y )
 l.u.b . y1 − y2
( x , y )D y

Provided ( x,  )  D .

Thus, the following results have been obtained.

Theorem-1.4

f
Let f be a function such that exists and is bounded for all ( x, y )  D , where D
y

is a domain or a closed domain such that the line segment joining any two points of D lies

entirely within D .

Conclusion:

Then f satisfies a Lipschitz condition (w.r.t y ) in D where the Lipschitz constant is

f ( x, y )
given by K = l.u.b .
( x , y )D y

Example -9

Consider the function f ( x, y ) = y 2 where D is the rectangle defined by x  a and

f ( x, y ) f
y  b . Then = 2 y and so exists and is bounded for all ( x, y )  D .
y y

Dr.R. Meher
 Lecture Notes (Existence Uniqueness-III)

Thus, by theorem, the function f satisfies a Lipschitz condition in D. where the Lipschitz

constant K is given by 2b . Upon directly applying the definition of the Lipschitz condition

instead of the theorem we find that

f ( x, y1 ) − f ( x, y2 ) = y12 − y22
= y1 + y2 y1 − y2
 2b y1 − y2

For all ( x, y1 ) , ( x, y2 )  D .

Remark:

The sufficient condition of Theorem-1.4 is not necessary f to satisfy a Lipschitz

condition in D that f satisfies a Lipschitz condition (w.r.t y ) in D but such that the

hypothesis of Theorem-1.1 is not satisfied.

Example -10

Consider the function f defined by f ( x, y ) = x y , where D is the rectangle defined

by R : x  a, y  b .

We note that

f ( x, y1 ) − f ( x, y2 ) = x y1 − x y2
 x y1 − y2
 a y1 − y2

f
Thus f satisfies a Lipschitz condition (w.r.t y ) in D however, the partial derivative does
y

not exist at any point ( x,0)  D for which x  0 .

Dr.R. Meher
 Lecture Notes (Existence Uniqueness-III)

Lipschitz condition:

A vector-valued function f is said to satisfy a Lipschitz condition on D if there exists

a constant K  0 such that for all ( x, y ) , ( x, z ) in D

f ( x, y ) − f ( x, z )  K y − z

Note: In the space R  n

x − x0  a , y − y0  b , ( a  0, b  0)

rectangles and denoted by R , and call sets of the form

x − x0  a , y   , ( a  0 )

strips and denote by S .

Also, we denote both the rectangles and strips by S . Here x , x0 are real numbers and y , y0

n
are vectors in .

Theorem: -1.5 (Lipschitz Condition)

Let f be a vector-valued function defined on a set S either of the forms

x − x0  a , y − y0  b , ( a  0, b  0)

or of the form x − x0  a , y   , ( a  0 )

f
If for k = 1, 2,..., n , exists and continuous on S , and if there exists a constant K  0 such
yk

that for all ( x, y ) in S

f
( x, y )  K , k = 1, 2,..., n (1.10.1)
yk

then f satisfies a Lipschitz condition on S with Lipschitz constant K .

Dr.R. Meher
 Lecture Notes (Existence Uniqueness-III)

Proof:

Let ( x, y ) , ( x, z ) be any two points, but fixed in S . Define a vector-valued function F for each

real s such that 0  s  1 , by

F ( s ) = f ( x, z + s ( y − z ) )

This is a well-defined function since the points ( x, z + s ( y − z ) ) are in S for 0  s  1 .

Clearly x − x0  a .If then

If y − y0  b , z − y0  b , then

z + s ( y − z ) − y0 = (1 − s )( z − y0 ) + s ( y − y0 )
 (1 − s ) z − y0 + s y − y0
 (1 − s ) b + sb
=b

If y   , z   , then

z + s ( y − z )  (1 − s ) z + s y  z + y  

Now, we have

f
F  ( s ) = ( y1 − z1 )
y1
( x, z + s ( y − z ) ) + ....
f
+ ( yn − z n )
yn
( x, z + s ( y − z ) )

Taking modulus and using relation (1.10.1), we see that

f
F  ( s )  y1 − z1
y1
( x, z + s ( y − z ) ) + ...... + yn − zn yf ( x, z + s ( y − z ) )
n

 K y−z

Now, since

Dr.R. Meher
 Lecture Notes (Existence Uniqueness-III)

f ( x, y ) − f ( x, z ) = F (1) − F ( 0 )
1
=  F  ( s ) ds
0

We have

f ( x, y ) − f ( x, z )  K y − z

Since ( x, y ) , ( x, z ) are arbitrary points in S , the function f satisfies a Lipschitz condition on

S with Lipschitz condition K .

Example: -11

Consider f ( x, y ) = ( 3x + 2 y1 , y1 − y2 ) .

on S : x   , y   , y  2

Since

f
= ( 2,1) = 3 ,
y1

f
and = ( 0, −1) = 1
y2

It implies f satisfies a Lipschitz condition with Lipschitz constant K = 3 on R  2

Dr.R. Meher