Hölder continuity
In mathematics, a real or complex-valued function f on d-dimensional Euclidean space satisfies a Hölder condition, or is Hölder continuous, when there are nonnegative real constants C, α, such that
for all x and y in the domain of f. More generally, the condition can be formulated for functions between any two metric spaces. The number α is called the exponent of the Hölder condition. If α = 1, then the function satisfies a Lipschitz condition. If α > 0, the condition implies the function is continuous. If α = 0, the function need not be continuous, but it is bounded. The condition is named after Otto Hölder.
We have the following chain of inclusions for functions over a compact subset of the real line
where 0 < α ≤1.
Hölder spaces consisting of functions satisfying a Hölder condition are basic in areas of functional analysis relevant to solving partial differential equations, and in dynamical systems. The Hölder space Ck,α(Ω), where Ω is an open subset of some Euclidean space and k ≥ 0 an integer, consists of those functions on Ω having continuous derivatives up to order k and such that the kth partial derivatives are Hölder continuous with exponent α, where 0 < α ≤ 1. This is a locally convex topological vector space. If the Hölder coefficient
is finite, then the function f is said to be (uniformly) Hölder continuous with exponent α in Ω. In this case, the Hölder coefficient serves as a seminorm. If the Hölder coefficient is merely bounded on compact subsets of Ω, then the function f is said to be locally Hölder continuous with exponent α in Ω.
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