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|x−x0|?
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|x−x0| for |x−x0|<δ. Since f is continuous on a compact set, |f(x)|∞<∞. This will give you an L2 such that |f(x)−f(x0)|≤L2|x−x0| for |x−x0|≥δ. Take L=max.
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