#lipschitz_continuity

Lipschitz continuity

Strong form of uniform continuity

In mathematical analysis, Lipschitz continuity, named after German mathematician Rudolf Lipschitz, is a strong form of uniform continuity for functions. Intuitively, a Lipschitz continuous function is limited in how fast it can change: there exists a real number such that, for every pair of points on the graph of this function, the absolute value of the slope of the line connecting them is not greater than this real number; the smallest such bound is called the Lipschitz constant of the function. For instance, every function that is defined on an interval and has a bounded first derivative is Lipschitz continuous.

Sat 24th

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