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Lipschitz Cont Slides

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52 views11 pages

Lipschitz Cont Slides

Uploaded by

HVR Mittal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Uniform Continuity

Let f(x) be continuous in an interval. Then, by definition, at each point a


of the interval and for every number ε > 0 (however small) there is some
number δ > 0 (usually depending on ε and a) such that
| f(x) – f(a)| < ε whenever |x-a| < δ. If we can find δ for
each ε which holds for all points of the interval (i.e. δ depends only one ε
and not on a) we say that is uniformly continuous in the interval.

A function f(x) is said to be uniformly continuous in an interval if for


every number ε > 0 (however small) there is some number δ > 0
(depending on ε ) such that
| f(x1) – f(x2)| < ε whenever |x1-x2| < δ, where x1and
x2 are any two points in the interval.
Uniform Continuity

f(x1)
ε
f(x2)

f(x)
a x1 x2 b
δ
Uniform Continuity
Theorem
If f is continuous in a closed interval, it is uniformly continuous in the
interval.
Problem
Prove that f (x) = x2 is uniformly continuous in 0 < x < 1.
Solution
We must show that, given any ε > 0, we can find δ > 0 such that
| x12– x22| < ε whenever |x1-x2| < δ, where x1, x2 ϵ (0, 1).
Now
| x12– x22)| = |x1+ x2| |x1-x2| ≤ (|x1| + |x2|) < (1 + 1) |x1-x2| =2 |x1-x2|

Therefore given ε > 0 let δ = ε /2. Then if |x1-x2| < δ, then | x12– x22| < ε .
Uniform Continuity
Problem
Prove that f (x) = x2 is not uniformly continuous in R = (-∞, ∞).

Solution
Suppose that f (x) = x2 is uniformly continuous in R, then for all ε > 0,
there would exist a δ > 0 such that | x12– x22| < ε whenever |x1-x2| < δ
where x1, x2 ϵ (0, 1).
Take x1 > 0 and let x2 = x1 + δ/2. Write
ε ≥ | x12– x22)| = |x1+ x2| |x1-x2| = (2x1 + δ/2)δ/2 > x1δ

Therefore x1 ≤ ε/δ for all x1 > 0, which is a contradiction. It follows that f


(x) = x2 cannot be uniformly continuous in R = (-∞, ∞).
Uniform Continuity
Problem
Prove that f (x) = 1/x is not uniformly continuous in 0 < x < 1.

Solution
Suppose that f (x) = 1/x is uniformly continuous in R, then for all ε > 0,
there would exist a δ > 0 such that | 1/x1 – 1/x2| < ε whenever |x1-x2| < δ
where x1, x2 ϵ (0, 1).
ε > | 1/x1 – 1/x2| = (|x2-x1| )/ (x1x2)
Or |x1-x2| < x1x2 ε

Therefore, to satisfy the definition of uniform continuity we would have


to have δ ≤ x1x2 ε for all x1, x2 ϵ (0, 1), but that would mean that δ ≤ 0.
Therefore there is no single δ > 0. Therefore f (x) = 1/x is not uniformly
continuous in 0 < x < 1.
Lipschitz continuity
Lipschitz continuity

since
Lipschitz continuity

since
Lipschitz continuity

differentiable at x Lipchitz continuous at x continuous at x.

is continuous at x = 0 but not Lipschitz continuous


there because its derivative is unbounded as x
approaches zero.

f(x) = |x| is Lipschitz continous at x = 0 but not differentiable


there.

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