Friday, 7 November 2014

real analysis - Differentiability implies Lipschitz continuity




Let f:[0,1]R be a continuous function and suppose f is differentiable at x0[0,1]. Is it true that there exists L>0 such that |f(x)f(x0)|L|xx0|?




I know that local continuously differentiable implies local Lipschitz continuity. Is this still true in the case given above?


Answer



From differentiability at x0, you will find an L1 such that |f(x)f(x0)|L1|xx0| for |xx0|<δ. Since f is continuous on a compact set, |f(x)|<. This will give you an L2 such that |f(x)f(x0)|L2|xx0| for |xx0|δ. Take L=max.


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