Lipschitz functions are uniformly continuous
Statement
A function is -Lipschitz if for all . Prove that a Lipschitz function is uniformly continuous. Give two examples.
Hint
Given , find a that depends only on and , not on the point.
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Solution
Definition reminder. is uniformly continuous if for every there is such that for all with , . The difference with ordinary continuity is that must work for all points at once.
Proof. Assume (the case is trivial since is constant). Let and set . If , then
Examples.
- is -Lipschitz on , by the mean value theorem since .
- is -Lipschitz by the reverse triangle inequality, although it is not differentiable at .
Remark. On an interval, a differentiable function with bounded derivative is -Lipschitz (mean value theorem). That is the most common way to prove uniform continuity in practice.