Proving Set of Lipschitz Functions of Order b in Order a

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The discussion revolves around proving that the set of Lipschitz functions of order b is contained within those of order a, given that 0 < a < b <= 1. A function f is Lipschitz of order b if there exists a constant K such that |f(x) - f(y)| <= K |x-y|^b. The participants derive that |f(x) - f(y)| can be expressed in terms of |x-y|^a, leading to the conclusion that f is also Lipschitz of order a with a constant C = K(2b)^(b-a). The conversation also touches on the closedness of the Lipschitz functions of order b within those of order a, with suggestions to clarify variable usage and rigor in the proofs. The discussion emphasizes the importance of maintaining distinct notation for the interval endpoints and the Lipschitz exponents.
Carl140
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Homework Statement



1. Let 0 < a < b <= 1. Prove that the set of all Lipschitz functions of order
b is contained in the set of all Lipschitz functions of order a.

2. Is the set of all Lipschitz functions of order b a closed subspace of those
of order a?

Homework Equations



I know that a function f: [a,b] -> R is Lipschitz of order a if there exists a constant K
such that |f(x) - f(y)| <= K |x-y|^a and for all x,y in [a,b].

The Attempt at a Solution



Assume f is a Lipschitz function of order b then there exists some constant K such that
|f(x)-f(y)|<= K |x-y|^b. Then I need to prove that we can find some constant say C
such that |f(x) - f(y)| <= C |x-y|^a , where 0 < a < b=1.

Then I don't know how to proceed. Can you please help?
 
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Fix a and b. Have you considered the equality K|x - y|b = K|x - y|a|x - y|b - a ?
 
slider142 said:
Fix a and b. Have you considered the equality K|x - y|b = K|x - y|a|x - y|b - a ?

OK, thanks for your reply.
So |f(x)-f(y)|<= K |x-y|^b implies |f(x)-f(y)|<= K |x-y|^a |x-y|^(b-a).

Therefore: |f(x) - f(y)| /|x-y|^a <= |x-y|^(b-a)

But x and y are both in [a,b] so |x-y| <= |x|+|y| = b + b = 2b.

Therefore |f(x)-f(y)|/|x-y|^a <= (2b)^(b-a).

So our constant C is then (2b)^(b-a). Is this OK?

How to show the closedness part? I know I have to take a sequence and show its closed
under the limit but really I have no clue how to proceed.
 
Carl140 said:
OK, thanks for your reply.
So |f(x)-f(y)|<= K |x-y|^b implies |f(x)-f(y)|<= K |x-y|^a |x-y|^(b-a).

Therefore: |f(x) - f(y)| /|x-y|^a <= |x-y|^(b-a)
What happened to K?

But x and y are both in [a,b] so |x-y| <= |x|+|y| = b + b = 2b.
The first equality does not make sense, x and y are variables. Add some more rigor to your statements.
 
OK, thanks again.
My try:

Since f is Lipschitz of order b then there exists a constant K >0 such that
for all x, y in [a,b] we have: |f(x)-f(y)|<= K |x-y|^b.

Observe K|x-y|^b = K|x-y|^a |x-y|^(b-a).

Therefore |f(x)-f(y)| <= K |x-y|^a |x-y|^(b-a) and thus:

|f(x)-f(y)|/|x-y|^a <= K |x-y|^(b-a).

Since x, y are points in [a,b] then |x-y|^(b-a) <= (2b)^(b-a).

Therefore |f(x)-f(y)|/|x-y|^a <= K (2b)^(b-a) and hence:

|f(x)-f(y)|<= K (2b)^(b-a) |x-y|^a so f is Lipschitz of order a with constant
C = K (2b)^(b-a).

OK?
 
Carl140 said:
OK, thanks again.
My try:

Since f is Lipschitz of order b then there exists a constant K >0 such that
for all x, y in [a,b] we have: |f(x)-f(y)|<= K |x-y|^b.

Observe K|x-y|^b = K|x-y|^a |x-y|^(b-a).

Therefore |f(x)-f(y)| <= K |x-y|^a |x-y|^(b-a) and thus:

|f(x)-f(y)|/|x-y|^a <= K |x-y|^(b-a).

Since x, y are points in [a,b]
You appear to be using a and b with two different meanings here. I think more important is that since a< b< 1, 0< b-a< 1.

then |x-y|^(b-a) <= (2b)^(b-a).

Therefore |f(x)-f(y)|/|x-y|^a <= K (2b)^(b-a) and hence:

|f(x)-f(y)|<= K (2b)^(b-a) |x-y|^a so f is Lipschitz of order a with constant
C = K (2b)^(b-a).

OK?
 
Halls: Sorry, I do not follow your hint/suggestion, what do you mean?
 
Carl140 said:
Halls: Sorry, I do not follow your hint/suggestion, what do you mean?

Two things that Hall mentioned:
1) You are denoting the endpoints of the closed interval with the same constants you are using to denote the exponents of the Lipschitz inequality. The two are not related; if necessary use different letters, like [c, d].
2) The fact that 0 < b-a < 1 is important.
 
slider142 said:
Two things that Hall mentioned:
1) You are denoting the endpoints of the closed interval with the same constants you are using to denote the exponents of the Lipschitz inequality. The two are not related; if necessary use different letters, like [c, d].
2) The fact that 0 < b-a < 1 is important.

Gotcha guys.

|f(x)-f(y)| / |x-y|^a<= K |x-y|^(b-a).

Since 0 < b-a< 1 then |x-y|^(b-a) < |x-y|.

Actually I meant: then |f(x)-f(y)|/|x-y|^a <= K |x-y|^a |x-y|. But x,y are both points in [c,d] so |x-y| <= d.

Thus we get |f(x)-f(y)| <= K |x-y|^a * d so the constant is C = k*d, correct?
 
Last edited:
  • #10
Well since a and b are endpoints, and x,y are any points in [a,b], the inequality |x-y| =< |b -a| holds, so I don't think you need any extra variables beyond what's given in the problem statement.
 

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