维基百科：Lipschitz continuity（英文）
For a Lipschitz continuous function, there exists a double cone (white) whose origin can be moved along the graph so that the whole graph always stays outside the double cone
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 (or modulus of uniform continuity). For instance, every function that has bounded first derivatives is Lipschitz continuous.[1]
In the theory of differential equations, Lipschitz continuity is the central condition of the Picard–Lindelöf theorem which guarantees the existence and uniqueness of the solution to an initial value problem. A special type of Lipschitz continuity, called contraction, is used in the Banach fixed-point theorem.[2]
We have the following chain of strict inclusions for functions over a closed and bounded non-trivial interval of the real line:
- Continuously differentiable ⊂ Lipschitz continuous ⊂ –Hölder continuous,
where . We also have Lipschitz continuous ⊂ absolutely continuous ⊂ uniformly continuous.
. We also have Lipschitz continuous ⊂ 维基百科：利普希茨连续（中文）
在数学中，特别是实分析，利普希茨连续（Lipschitz continuity）以德国数学家鲁道夫·利普希茨命名，是一个比一致连续更强的光滑性条件。直觉上，利普希茨连续函数限制了函数改变的速度，符合利普希茨条件的函数的斜率，必小于一个称为利普希茨常数的实数（该常数依函数而定）。
在微分方程，利普希茨连续是皮卡-林德洛夫定理中确保了初值问题存在唯一解的核心条件。一种特殊的利普希茨连续，称为压缩应用于巴拿赫不动点定理。
利普希茨连续可以定义在度量空间上以及赋范向量空间上；利普希茨连续的一种推广称为赫尔德连续。
