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Mathematics · Glossary

What is locally Lipschitz?

Definition 19.1 University Mathematics — Year 3 · Chapter 19 — Ordinary Differential Equations

ff is locally Lipschitz in xx if every point of UU has a neighborhood VV and a constant LL with ∥f(t,x1)−f(t,x2)∥≤L∥x1−x2∥\norm{f(t, x_1) - f(t, x_2)} \leq L\norm{x_1 - x_2} for (t,x1),(t,x2)∈V(t, x_1), (t, x_2) \in V. If ff is C1\mathcal C^1 (or merely ∂xf\partial_xf exists and is continuous), it is locally Lipschitz in xx: on a compact convex neighborhood, the mean value inequality with L=sup⁡∣∣∣∂xf∣∣∣L = \sup\vertiii{\partial_xf}.

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