定義
![lipschitz條件](/img/e/3e5/wZwpmLyETM3MTO1cjN1IDN0UTMyITNykTO0EDMwAjMwUzL3YzLygzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/0/c26/wZwpmLyAjM2QTMyETN0YzM1UTM1QDN5MjM5ADMwAjMwUzLxUzL0QzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![lipschitz條件](/img/a/5f2/wZwpmLzQjN0YzN4ETN0YzM1UTM1QDN5MjM5ADMwAjMwUzLxUzL4MzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/e/3e5/wZwpmLyETM3MTO1cjN1IDN0UTMyITNykTO0EDMwAjMwUzL3YzLygzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/e/65f/wZwpmLwMDO2MTN4QjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL0YzL0YzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
對於在實數集的子集的函式,若存在常數,使得,則稱符合利普希茨條件,對於最小的常數稱為的 利普希茨常數。若,稱為收縮映射。
利普希茨條件也可對任意度量空間的函式定義:
![lipschitz條件](/img/b/a92/wZwpmL4UjNxAjNyMjN0YzM1UTM1QDN5MjM5ADMwAjMwUzLzYzLwUzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/b7c/wZwpmL1ITMxcDMzgjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4YzL3UzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![lipschitz條件](/img/0/219/wZwpmL2EDO5MTMwUjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1YzL1IzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![lipschitz條件](/img/e/3e5/wZwpmLyETM3MTO1cjN1IDN0UTMyITNykTO0EDMwAjMwUzL3YzLygzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
給定兩個度量空間,。若對於函式,存在常數使得
![lipschitz條件](/img/a/f43/wZwpmLyMTOykjN1gTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4UzL0gzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
則說它符合利普希茨條件。
![lipschitz條件](/img/d/43c/wZwpmLzUzMwcTM3cjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL3YzL1czLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
若存在使得
![lipschitz條件](/img/8/925/wZwpmL2ADN4EDO0gjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4YzLwczLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
則稱為 雙李普希茨(bi-Lipschitz)的。
皮卡-林德洛夫定理
![lipschitz條件](/img/4/7ea/wZwpmL1EzMzEDNxcDOwMzM1UTM1QDN5MjM5ADMwAjMwUzL3gzL3MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/5/122/wZwpmL3MjM1YDM4kTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL5UzL1YzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
若已知有界,符合利普希茨條件,則微分方程初值問題剛好有一個解。
![lipschitz條件](/img/3/895/wZwpmLyAzNwUTO5QTMwEDN0UTMyITNykTO0EDMwAjMwUzL0EzL2gzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![lipschitz條件](/img/9/7ea/wZwpmL0UDN1MDNxQzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL0czLzMzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![lipschitz條件](/img/4/7ea/wZwpmL1EzMzEDNxcDOwMzM1UTM1QDN5MjM5ADMwAjMwUzL3gzL3MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/2/047/wZwpmL4YzMwUTN3ADO3EDN0UTMyITNykTO0EDMwAjMwUzLwgzLygzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
在套用上,通常屬於一有界閉區間(如)。於是必有界,故有唯一解。
例子
![lipschitz條件](/img/3/87e/wZwpmL3cDNyQTNxgzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4czLzUzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
![lipschitz條件](/img/d/117/wZwpmL4IDM4kzMzAzN0YzM1UTM1QDN5MjM5ADMwAjMwUzLwczLxAzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
符合利普希茨條件,。
![lipschitz條件](/img/9/2f4/wZwpmL1MTN5UzM3UTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1UzLyEzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/c/8bb/wZwpmL0EzNzIzM1EzN0YzM1UTM1QDN5MjM5ADMwAjMwUzLxczL0UzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
不符合利普希茨條件,當。
![lipschitz條件](/img/1/26b/wZwpmLwYDM1ITO4gzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4czL4czLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![lipschitz條件](/img/4/c3c/wZwpmLxETMwATM5IjN0YzM1UTM1QDN5MjM5ADMwAjMwUzLyYzL1czLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
定義在所有實數值的符合利普希茨條件,。
![lipschitz條件](/img/6/228/wZwpmLzMDM3AzM3YTM2EzM1UTM1QDN5MjM5ADMwAjMwUzL2EzL0czLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/4/c3c/wZwpmLxETMwATM5IjN0YzM1UTM1QDN5MjM5ADMwAjMwUzLyYzL1czLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
符合利普希茨條件,。由此可見符合利普希茨條件的函式未必可微。
![lipschitz條件](/img/c/1bb/wZwpmLxAjM4UTMwUTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1UzLyMzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
![lipschitz條件](/img/3/e6c/wZwpmL0YDO1AzN0UzN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1czL1czLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
不符合利普希茨條件,。不過,它符合赫爾德條件。
![lipschitz條件](/img/9/dec/wZwpmLyIzM0ADMwMTOwMzM1UTM1QDN5MjM5ADMwAjMwUzLzkzLxEzLt92YucmbvRWdo5Cd0FmL0E2LvoDc0RHa.jpg)
若且唯若處處可微函式f的一次導函式有界,f符利普希茨條件。這是中值定理的結果。所有函式都是局部利普希茨的,因為局部緊緻空間的連續函式必定有界。
性質
符合利普希茨條件的函式一致連續,也連續。
bi-Lipschitz函式是單射的。
![lipschitz條件](/img/c/073/wZwpmLwEDO1YTN4gjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL4YzLxMzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/c/c8f/wZwpmL3gTMycjM4QTOwADN0UTMyITNykTO0EDMwAjMwUzL0kzL3MzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/b/b24/wZwpmLzATO2YzNwUjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1YzL4gzLt92YucmbvRWdo5Cd0FmLyE2LvoDc0RHa.jpg)
Rademacher定理:若且為開集,符利普希茨條件,則f幾乎處處可微。
![lipschitz條件](/img/4/f3a/wZwpmLxUjNzADN5UjN0YzM1UTM1QDN5MjM5ADMwAjMwUzL1YzLxEzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
![lipschitz條件](/img/e/815/wZwpmLyYTN4kjM2QDO0YzM1UTM1QDN5MjM5ADMwAjMwUzL0gzL1UzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/7/264/wZwpmL0MTM4YDM0AzN0YzM1UTM1QDN5MjM5ADMwAjMwUzLwczLxMzLt92YucmbvRWdo5Cd0FmLxE2LvoDc0RHa.jpg)
![lipschitz條件](/img/d/15a/wZwpmL4UTNxEjMxMTMzEDN0UTMyITNykTO0EDMwAjMwUzLzEzLyMzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/8/778/wZwpmL2MzN5UzM2MzNwIDN0UTMyITNykTO0EDMwAjMwUzLzczL4MzLt92YucmbvRWdo5Cd0FmLzE2LvoDc0RHa.jpg)
![lipschitz條件](/img/4/488/wZwpmLwMjN1QTMwkTN0YzM1UTM1QDN5MjM5ADMwAjMwUzL5UzLwQzLt92YucmbvRWdo5Cd0FmLwE2LvoDc0RHa.jpg)
Kirszbraun定理:給定兩個希爾伯特空間,符合利普希茨條件,則存在符合利普希茨條件的,使得的利普希茨常數和的相同,且。