Let f:(X,dX)→(Y,dY) and A⊆X. The function f is uniformly continuous on A if
∀ε>0 ∃δ>0 such that ∀x,y∈A, dX(x,y)<δ⇒dY(f(x),f(y))<ε.
Compared to ordinary continuity on A, the key point is that δ depends only on ε, not on the location in A.
Useful properties:
- Uniformly continuous functions send Cauchy sequences to Cauchy sequences; this links naturally with completeness.
- If f is continuous on a compact set K, then f is uniformly continuous on K (Heine–Cantor).
- Every Lipschitz function (i.e., dY(f(x),f(y))≤LdX(x,y)) is uniformly continuous.
Examples in R:
- f(x)=x2 is not uniformly continuous on R, but it is uniformly continuous on [0,1].
- f(x)=1/x is continuous on (0,1) but not uniformly continuous there.