Proving Real Lipschitz Function Differentiability

In summary, a real Lipschitz function is absolutely continuous and of bounded variation, and a function of bounded variation has a finite derivative almost everywhere. This can be proven using general facts about functions of bounded variation and the fact that a monotonic function has a finite derivative almost everywhere. For more detailed proofs, refer to resources such as "Introductory Real Analysis" by Komogorov and Fomin.
  • #1
ibc
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Hello

I've been told that a (real) Lipschitz function (|f(x)-f(y)|<M|x-y|, for all x and y) must be differentiable almost everywhere.
but I don't see how I can prove it.
anyone has an idea?

Thanks
 
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  • #2
A real lipschitz function is absolutely continuous and hence of bounded variation. These two statements are not too hard to prove. A real function of bounded variation has a finite derivative almost everywhere. This last statement is nontrivial and is a direct consequence of general facts about functions of bounded variation and more importantly the fact that a monotonic function over say a closed interval [a,b] has finite derivative almost everywhere (due to Lebesgue).

For proofs, see if the following link to Introductory Real Analysis by Komogorov and Fomin and Google Books is available:

http://books.google.com/books?id=z8...&resnum=2&ved=0CA8Q6AEwAQ#v=onepage&q&f=false

and refer to chapter 9.

Any text that talks about differentiation and the Lebesgue integral should have the required theorems.
 

Related to Proving Real Lipschitz Function Differentiability

1. What is Lipschitz continuity?

Lipschitz continuity is a mathematical concept that describes the behavior of a function. A function is Lipschitz continuous if there exists a constant value, called the Lipschitz constant, that bounds the ratio of the change in the function's output to the change in its input. In simpler terms, this means that the function does not vary too quickly, and the rate of change is limited.

2. Why is it important to prove Lipschitz continuity?

Proving Lipschitz continuity is important because it guarantees the existence and uniqueness of solutions to certain mathematical problems. It also allows us to analyze the behavior of a function and make predictions about its behavior in different scenarios. In addition, Lipschitz continuity is a necessary condition for proving differentiability of a function.

3. How do you prove that a function is Lipschitz continuous?

To prove that a function is Lipschitz continuous, we need to show that there exists a Lipschitz constant, which is a positive real number, that bounds the ratio of the change in the function's output to the change in its input. This can be done by using the definition of Lipschitz continuity and applying mathematical techniques such as the Mean Value Theorem or the Cauchy-Schwarz inequality.

4. What is the relationship between Lipschitz continuity and differentiability?

Lipschitz continuity is a necessary condition for differentiability. This means that if a function is differentiable, it must also be Lipschitz continuous. However, the converse is not always true. A function can be Lipschitz continuous without being differentiable. This is because differentiability also requires the existence of a well-defined derivative, which may not be present in some cases.

5. Can a function be differentiable but not Lipschitz continuous?

No, a function cannot be differentiable but not Lipschitz continuous. As mentioned before, Lipschitz continuity is a necessary condition for differentiability. This means that if a function is differentiable, it must also be Lipschitz continuous. However, it is possible for a function to be differentiable and have a Lipschitz constant of 0, which means it is not Lipschitz continuous but still satisfies the necessary condition for differentiability.

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