Lipschitz continuity

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 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; the
smallest such bound is called the Lipschitz
constant of the function (or modulus of
uniform continuity). For instance, every
function that has bounded first derivatives
is Lipschitz.[1]

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[2]
subset of the real line

Continuously differentiable ⊆ Lipschitz

continuous ⊆ α-Hölder continuous ⊆
uniformly continuous = continuous

where 0 < α ≤1. We also have

Lipschitz continuous ⊆ absolutely

continuous ⊆ bounded variation ⊆
differentiable almost everywhere

Definitions
For a Lipschitz continuous function, there is a double

cone (shown in white) whose vertex can be translated

along the graph, so that the graph always remains
entirely outside the cone.

Given two metric spaces (X, dX) and (Y, dY),

where dX denotes the metric on the set X
and dY 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,
 [3]

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.

In particular, a real-valued function f : R →

R is called Lipschitz continuous if there
exists a positive real constant K such that,
for all real x1 and x2,
In this case, Y is the set of real numbers R
with the metric dY(y1, y2) = |y1 − y2|, and X
might be a subset of R.

In general, the inequality is (trivially)

satisfied if x1 = x2. Otherwise, one can
equivalently define a function to be
Lipschitz continuous if and only if there
exists a constant K ≥ 0 such that, for all x1
≠ x2,

For real-valued functions of several real

variables, this holds if and only if the
absolute value of the slopes of all secant
lines are bounded by K. The set of lines of
slope K passing through a point on the
graph of the function forms a circular
cone, and a function is Lipschitz if and
only if the graph of the function
everywhere lies completely outside of this
cone (see figure).

A function is called locally Lipschitz

continuous if for every x in X there exists a
neighborhood U of x such that f restricted
to U is Lipschitz continuous. Equivalently,
if X is a locally compact metric space, then
f is locally Lipschitz if and only if it is
Lipschitz continuous on every compact
subset of X. In spaces that are not locally
compact, this is a necessary but not a
sufficient condition.

More generally, a function f defined on X is

said to be Hölder continuous or to satisfy
a Hölder condition of order α > 0 on X if
there exists a constant M > 0 such that

for all x and y in X. Sometimes a Hölder

condition of order α is also called a
uniform Lipschitz condition of order α > 0.

If there exists a K ≥ 1 with

then f is called bilipschitz (also written bi-
Lipschitz). A bilipschitz mapping is
injective, and is in fact a homeomorphism
onto its image. A bilipschitz function is the
same thing as an injective Lipschitz
function whose inverse function is also
Lipschitz.

Examples
Lipschitz continuous functions
The function f(x) = √x2 + 5 defined for
all real numbers is Lipschitz
continuous with the Lipschitz
constant K = 1, because it is
everywhere differentiable and the
absolute value of the derivative is
bounded above by 1. See the first
property listed below under
"Properties".
Likewise, the sine function is Lipschitz
continuous because its derivative, the
cosine function, is bounded above by
1 in absolute value.
The function f(x) = |x| defined on the
reals is Lipschitz continuous with the
Lipschitz constant equal to 1, by the
reverse triangle inequality. This is an
example of a Lipschitz continuous
 function that is not differentiable.
More generally, a norm on a vector
space is Lipschitz continuous with
respect to the associated metric, with
the Lipschitz constant equal to 1.
Lipschitz continuous functions that are
not everywhere differentiable
The function f(x) = |x|.
Continuous functions that are not
(globally) Lipschitz continuous
The function f(x) = √x defined on [0, 1]
is not Lipschitz continuous. This
function becomes infinitely steep as x
approaches 0 since its derivative
becomes infinite. However, it is
uniformly continuous[4] as well as
 Hölder continuous of class C0, α for
α ≤ 1/2.
Differentiable functions that are not
(globally) Lipschitz continuous
The function f(x) = x3/2sin(1/x) where
x ≠ 0 and f(0) = 0, restricted on [0, 1],
gives an example of a function that is
differentiable on a compact set while
not locally Lipschitz because its
derivative function is not bounded.
See also the first property below.
Analytic functions that are not
(globally) Lipschitz continuous
The exponential function becomes
arbitrarily steep as x → ∞, and
therefore is not globally Lipschitz
 continuous, despite being an analytic
function.
The function f(x) = x2 with domain all
real numbers is not Lipschitz
continuous. This function becomes
arbitrarily steep as x approaches
infinity. It is however locally Lipschitz
continuous.

Properties
An everywhere differentiable function
g : R → R is Lipschitz continuous (with
K = sup |g′(x)|) if and only if it has
bounded first derivative; one direction
follows from the mean value theorem. In
particular, any continuously
differentiable function is locally
Lipschitz, as continuous functions are
locally bounded so its gradient is locally
bounded as well.
A Lipschitz function g : R → R is
absolutely continuous and therefore is
differentiable almost everywhere, that is,
differentiable at every point outside a
set of Lebesgue measure zero. Its
derivative is essentially bounded in
magnitude by the Lipschitz constant,
and for a < b, the difference g(b) − g(a) is
equal to the integral of the derivative g′
on the interval [a, b].
Conversely, if f : I → R is absolutely
continuous and thus differentiable
almost everywhere, and satisfies |f′
(x)| ≤ K for almost all x in I, then f is
Lipschitz continuous with Lipschitz
constant at most K.
More generally, Rademacher's
theorem extends the
differentiability result to Lipschitz
mappings between Euclidean
spaces: a Lipschitz map f : U → Rm,
where U is an open set in Rn, is
almost everywhere differentiable.
Moreover, if K is the best Lipschitz
constant of f, then
whenever the total derivative Df
exists.
For a differentiable Lipschitz map
f : U → Rm the inequality
holds for the best
Lipschitz constant of f, and it turns out
to be an equality if the domain U is
convex.
Suppose that {fn} is a sequence of
Lipschitz continuous mappings between
two metric spaces, and that all fn have
Lipschitz constant bounded by some K.
If fn converges to a mapping f uniformly,
then f is also Lipschitz, with Lipschitz
constant bounded by the same K. In
particular, this implies that the set of
real-valued functions on a compact
metric space with a particular bound for
the Lipschitz constant is a closed and
convex subset of the Banach space of
continuous functions. This result does
not hold for sequences in which the
functions may have unbounded
Lipschitz constants, however. In fact, the
space of all Lipschitz functions on a
compact metric space is a subalgebra
of the Banach space of continuous
functions, and thus dense in it, an
elementary consequence of the Stone–
Weierstrass theorem (or as a
consequence of Weierstrass
approximation theorem, because every
polynomial is Lipschitz continuous).
Every Lipschitz continuous map is
uniformly continuous, and hence a
fortiori continuous. More generally, a set
of functions with bounded Lipschitz
constant forms an equicontinuous set.
The Arzelà–Ascoli theorem implies that
if {fn} is a uniformly bounded sequence
of functions with bounded Lipschitz
constant, then it has a convergent
subsequence. By the result of the
previous paragraph, the limit function is
also Lipschitz, with the same bound for
the Lipschitz constant. In particular the
set of all real-valued Lipschitz functions
on a compact metric space X having
Lipschitz constant ≤ K  is a locally
compact convex subset of the Banach
space C(X).
For a family of Lipschitz continuous
functions fα with common constant, the
function (and ) is
Lipschitz continuous as well, with the
same Lipschitz constant, provided it
assumes a finite value at least at a
point.
If U is a subset of the metric space M
and f : U → R is a Lipschitz continuous
function, there always exist Lipschitz
continuous maps M → R which extend f
and have the same Lipschitz constant
 as f (see also Kirszbraun theorem). An
extension is provided by
 

where k is a Lipschitz constant for f on

U.

Lipschitz manifolds
Let U and V be two open sets in Rn. A
function T : U → V is called bi-Lipschitz if
it is a Lipschitz homeomorphism onto its
image, and its inverse is also Lipschitz.

Using bi-Lipschitz mappings, it is possible

to define a Lipschitz structure on a
topological manifold, since there is a
pseudogroup structure on bi-Lipschitz
homeomorphisms. This structure is
intermediate between that of a piecewise-
linear manifold and a smooth manifold. In
fact a PL structure gives rise to a unique
Lipschitz structure;[5] it can in that sense
'nearly' be smoothed.

One-sided Lipschitz
Let F(x) be an upper semi-continuous
function of x, and that F(x) is a closed,
convex set for all x. Then F is one-sided
Lipschitz[6] if

for some C for all x1 and x2.

It is possible that the function F could have
a very large Lipschitz constant but a
moderately sized, or even negative, one-
sided Lipschitz constant. For example, the
function

has Lipschitz constant K = 50 and a one-

sided Lipschitz constant C = 0. An
example which is one-sided Lipschitz but
not Lipschitz continuous is   ,
with C = 0.

See also
 Dini continuity
Modulus of continuity
Quasi-isometry

References
1. Sohrab, H. H. (2003). Basic real analysis
(Vol. 231). Birkhäuser
2. Compactness
3. Searcóid, Mícheál Ó (2006), Metric
spaces , Springer undergraduate
mathematics series, Berlin, New York:
Springer-Verlag, ISBN 978-1-84628-369-7,
section 9.4
4. Robbin, Joel W., Continuity and Uniform
Continuity (PDF)
5. SpringerLink: Topology of manifolds
6. Donchev, Tzanko; Farkhi, Elza (1998).
"Stability and Euler Approximation of One-
sided Lipschitz Differential Inclusions".
SIAM Journal on Control and Optimization.
36 (2): 780–796.
doi:10.1137/S0363012995293694 .

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