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Lipschitz continuity

A function f:D is said to be Lipschitz if it satisfies the Lipschitz condition, that there exists a real number M0 such that for all x,yD,

f(x)f(y)Mxy.\left\vert f(x) - f(y) \right\vert \leq M \left\vert x - y \right\vert.

The smallest such K is called the Lipschitz constant (Marsden and Hoffman, 1993, p. 195).

References

category: Mathematics, Analysis