Lipschitz constant

In mathematical analysis, Lipschitz continuity, named after Rudolf Lipschitz, is a strong form of uniform continuity for functions. Intuitively, a Lipschitz continuous function is limited in how fast it can change: there exists a definite real number such that, for every pair of points on the graph of this function, the absolute value of the slope of the line connecting them is not greater than this real number; this bound is called a Lipschitz constant of the function (or modulus of uniform continuity). For instance, every function that has bounded first derivatives is Lipschitz.

In the theory of differential equations, Lipschitz continuity is the central condition of the Picard–Lindelöf theorem which guarantees the existence and uniqueness of the solution to an initial value problem. A special type of Lipschitz continuity, called contraction, is used in the Banach fixed point theorem.

We have the following chain of inclusions for functions over a closed and bounded subset of the real line

where 0 < α ≤1. We also have

Given two metric spaces (X, d_X) and (Y, d_Y), where d_X denotes the metric on the set X and d_Y is the metric on set Y, a function f : X → Y is called Lipschitz continuous if there exists a real constant K ≥ 0 such that, for all x₁ and x₂ in X,

Any such K is referred to as a Lipschitz constant for the function f. The smallest constant is sometimes called the (best) Lipschitz constant; however, in most cases, the latter notion is less relevant. If K = 1 the function is called a short map, and if 0 ≤ K < 1 the function is called a contraction.

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