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A Lipschitz function on extends uniquely to a Lipschitz function on with the same constant
Example
Regard as a subspace of with the metric inherited from the usual metric (The rationals embed densely in the reals, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded, Isometry, isometric embedding, and the subspace metric on a subset), let with , and let be Lipschitz with constant (Lipschitz map, -Hölder map for rational , and contraction), that is
Then there is exactly one continuous with for every , and that is again Lipschitz with the same constant .
Facts & Assumptions
Given: as a metric subspace of ; a real ; a Lipschitz with constant ; reals .
Lipschitz hypothesis: for all (Lipschitz map, -Hölder map for rational , and contraction).
A Lipschitz map is uniformly continuous (Contraction implies Lipschitz implies uniformly continuous implies continuous; every Hölder map is uniformly continuous, and a Lipschitz map on a bounded space is Hölder for every exponent, Uniform continuity of a map of metric spaces: one serving every point).
is dense in : every ball of contains a rational (The rationals embed densely in the reals, Interior, closure, boundary, limit point, isolated point and dense subset of a metric space, Open ball, closed ball and sphere in a metric space).
with the usual metric is complete ( and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in , Complete metric space: every Cauchy sequence converges in the space, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded, Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric).
Extension from a dense subspace into a complete space: a uniformly continuous map extends to a uniformly continuous map, and that extension is the only continuous one (A uniformly continuous map from a dense subspace into a complete metric space extends uniquely to a uniformly continuous map on the whole space).
A point of the closure is the limit of a sequence from the set; this direction spends (A point lies in the closure of iff some sequence in converges to it, and a set is closed iff it is sequentially closed, The Axiom of Countable Choice (), Convergence of a sequence in a metric space: iff in ).
A continuous map is sequentially continuous (For a map of metric spaces the following agree: - continuity everywhere, preimages of open sets are open, preimages of closed sets are closed, sequential continuity, and , Continuity of a map between metric spaces, at a point and globally, in the - form).
Algebra of limits, and limits preserve non-strict inequalities holding eventually (Algebra of limits: sums, scalar multiples, products and quotients, Limits preserve non-strict inequalities, Limits and Cauchy sequences of reals).
for reals, which is the reverse triangle inequality of the usual metric of with third point (The reverse triangle inequality in any metric space, Basic properties of the absolute value).
Verification
By [A1] and [L1] the map is uniformly continuous on the subspace of .
Let . By density and [L5] there are sequences and of rationals with and .
is dense in and is complete, so [L4] supplies a uniformly continuous with for every rational , and is the only continuous map with that property.
Likewise , so and .
is continuous, being uniformly continuous, so and ; hence and, by [L8], .
For every the terms are rational and agrees with on them, so by [A1].
Passing to the limit in step 3.2, using steps 3.1 and 2.2, gives ; as were arbitrary reals, is Lipschitz with constant .
So exists, is the unique continuous extension of , and is Lipschitz with the same constant .
Remarks
- The extension theorem gives uniform continuity; the constant is recovered separately. A uniformly continuous map from a dense subspace into a complete metric space extends uniquely to a uniformly continuous map on the whole space transports a modulus of continuity, not a Lipschitz constant, so step 4.1 is genuinely needed. The mechanism is generic: a non-strict inequality that holds on a dense set and whose two sides are continuous holds everywhere, by Limits preserve non-strict inequalities.
- Nothing here is special to and . The same argument extends a Lipschitz map from any dense subspace of any metric space into any complete metric space, with the same constant; is used only because it is the density statement this library already has (The rationals embed densely in the reals).
- Uniqueness is what makes "the" extension meaningful, and it needs only continuity, not the Lipschitz condition: two continuous maps agreeing on a dense set agree everywhere (A point lies in the closure of iff some sequence in converges to it, and a set is closed iff it is sequentially closed, For a map of metric spaces the following agree: - continuity everywhere, preimages of open sets are open, preimages of closed sets are closed, sequential continuity, and ).
- The hypothesis cannot be relaxed to continuity. A continuous need not extend continuously to at all, and the reason is the same one that defeats every argument of this kind: continuity does not control a function along a Cauchy sequence (A uniformly continuous map sends Cauchy sequences to Cauchy sequences, is continuous on and sends the Cauchy sequence to an unbounded one).
Depends on
- A uniformly continuous map from a dense subspace into a complete metric space extends uniquely to a uniformly continuous map on the whole space
- Lipschitz map, $\alpha$-Hölder map for rational $0 < \alpha \le 1$, and contraction
- The rationals embed densely in the reals
- $\mathbb{R}$ and $\mathbb{R}^n$ for $n \ge 1$ with the Euclidean metric are complete, componentwise from the Cauchy criterion in $\mathbb{R}$
- The absolute value makes $\mathbb{R}$ a metric space: $d(x,y) = |x-y|$ is a metric, its open balls are the intervals $(x-r, x+r)$, and it is unbounded
- Isometry, isometric embedding, and the subspace metric on a subset
- Limits preserve non-strict inequalities
- Algebra of limits: sums, scalar multiples, products and quotients
- A point lies in the closure of $A$ iff some sequence in $A$ converges to it, and a set is closed iff it is sequentially closed
- Convergence of a sequence in a metric space: $x_k \to x$ iff $d(x_k, x) \to 0$ in $\mathbb{R}$
- Contraction implies Lipschitz implies uniformly continuous implies continuous; every Hölder map is uniformly continuous, and a Lipschitz map on a bounded space is Hölder for every exponent
- The reverse triangle inequality $|d(x,z) - d(y,z)| \le d(x,y)$ in any metric space
- For a map of metric spaces the following agree: $\varepsilon$-$\delta$ continuity everywhere, preimages of open sets are open, preimages of closed sets are closed, sequential continuity, and $f(\overline{A}) \subseteq \overline{f(A)}$
- Interior, closure, boundary, limit point, isolated point and dense subset of a metric space
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Uniform continuity of a map of metric spaces: one $\delta$ serving every point
- Continuity of a map between metric spaces, at a point and globally, in the $\varepsilon$-$\delta$ form
- Limits and Cauchy sequences of reals
- Basic properties of the absolute value
- Metric space: $d(x,y) = 0$ iff $x = y$, symmetry, and the triangle inequality; pseudometric and ultrametric
- Complete metric space: every Cauchy sequence converges in the space
- Open ball, closed ball and sphere in a metric space
- A uniformly continuous map sends Cauchy sequences to Cauchy sequences
Used by
Nothing in the library uses this result yet.
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Sources
- Lipschitz continuity (Wikipedia) (standard reference, not scraped)
- Uniform continuity (Wikipedia) (standard reference, not scraped)