Lipschitz continuity

A strong form of continuity where distances in the image are bounded by a constant times distances in the domain.
Lipschitz continuity

A Lipschitz continuous map between metric spaces (X,dX)(X,d_X) and (Y,dY)(Y,d_Y) is a map f ⁣:XYf\colon X\to Y for which there exists a constant L0L\ge 0 such that for all x,yXx,y\in X,

dY(f(x),f(y))LdX(x,y). d_Y\bigl(f(x),f(y)\bigr)\le L\,d_X(x,y).

Lipschitz continuity is a quantitative strengthening of : every Lipschitz map is uniformly continuous. It also gives direct control of the size of images of sets via .

Examples:

  • On R\mathbb{R} with the usual metric, f(x)=ax+bf(x)=ax+b is Lipschitz with constant L=aL=|a|.
  • On any metric space (X,d)(X,d), the function xd(x,x0)x\mapsto d(x,x_0) (distance to a fixed point x0x_0) is Lipschitz with constant 11.