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If f(x)f(y)Cxyα|f(x) - f(y)| \le C|x-y|^{\alpha} on an interval for some rational α>1\alpha > 1 then ff is constant

Statement

Let IRI \subseteq \mathbb{R} be order-convex (Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length), let f:IRf : I \to \mathbb{R}, let CRC \in \mathbb{R} with C0C \ge 0, and let αQ\alpha \in \mathbb{Q} with α>1\alpha > 1 (Order on the rationals). Suppose

f(x)f(y)    Cxyαfor all x,yI,|f(x) - f(y)| \;\le\; C\,|x - y|^{\alpha} \qquad \text{for all } x, y \in I ,

the power being the rational power of a nonnegative base (Rational powers ara^r of a positive base, with the convention 0α=00^{\alpha} = 0 for α>0\alpha > 0). Then ff is constant on II: f(x)=f(y)f(x) = f(y) for all x,yIx, y \in I.

The hypothesis is written out, and not expressed through Lipschitz map, α\alpha-Hölder map for rational 0<α10 < \alpha \le 1, and contraction, because it cannot be. That definition introduces the α\alpha-Hölder condition for rational α\alpha with 0<α10 < \alpha \le 1 only, and says explicitly that no claim is made about an exponent above 11. The displayed inequality is the natural extension of the formula to α>1\alpha > 1, and this theorem is what that extension is worth: for rational 0<α10 < \alpha \le 1 the same inequality is the α\alpha-Hölder condition of Lipschitz map, α\alpha-Hölder map for rational 0<α10 < \alpha \le 1, and contraction instantiated at IRI \subseteq \mathbb{R} by Dictionary: for ARA \subseteq \mathbb{R} with the metric d(x,y)=xyd(x,y) = |x-y|, continuity and uniform continuity of f:ARf : A \to \mathbb{R} agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of R\mathbb{R} is compact in the open-cover sense of R\mathbb{R} exactly when it is a compact metric subspace, clause 4, and then it makes ff uniformly continuous, hence 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, Continuity of f:ARf : A \to \mathbb{R} at a point of AA and on AA: the ε\varepsilon-δ\delta condition, its agreement with limxcf(x)=f(c)\lim_{x \to c} f(x) = f(c) at a limit point, and continuity at an isolated point); above 11 it makes ff constant, which is why the definition stops at 11.

Order-convexity is essential. On a domain that is not order-convex the conclusion fails: on I={0}{1}I = \{0\} \cup \{1\} the function f(0)=0f(0) = 0, f(1)=1f(1) = 1 satisfies the inequality with C=1C = 1 and any α\alpha, and is not constant. What the proof uses is that the whole segment between two points of II lies in II, so that the distance between them can be subdivided.

Facts & Assumptions

Given: An order-convex IRI \subseteq \mathbb{R}, a function f:IRf : I \to \mathbb{R}, a real C0C \ge 0 and a rational α>1\alpha > 1 with f(x)f(y)Cxyα|f(x) - f(y)| \le C|x-y|^{\alpha} for all x,yIx, y \in I. Natural numbers are identified with their canonical images in R\mathbb{R}, as elsewhere in this library.

[L1]

Order-convexity: x,yIx, y \in I with xzyx \le z \le y gives zIz \in I (Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length).

[L2]

Rational powers of a positive base: ara^{r} is defined for a>0a > 0 and rQr \in \mathbb{Q}, with a1=aa^{1} = a and aq/1=aqa^{q/1} = a^{q} agreeing with the integer power; and 0r=00^{r} = 0 for rational r>0r > 0 (Rational powers ara^r of a positive base, Existence and uniqueness of nn-th roots: a unique a1/n0a^{1/n} \ge 0 with (a1/n)n=a(a^{1/n})^n = a, Integer powers ama^m).

[L3]

Laws of rational exponents for a,b>0a, b > 0 and r,sQr, s \in \mathbb{Q}: ar>0a^{r} > 0; ar+s=arasa^{r+s} = a^{r}a^{s}; (ab)r=arbr(ab)^{r} = a^{r}b^{r}; ar=1/ara^{-r} = 1/a^{r}; (ar)s=ars(a^{r})^{s} = a^{rs} (Laws of rational exponents).

[L4]

Monotonicity of rational powers: for a>1a > 1 and rationals r<sr < s one has ar<asa^{r} < a^{s}; and for rational r>0r > 0 and 0<a<b0 < a < b one has ar<bra^{r} < b^{r} (Monotonicity of rarr \mapsto a^{r} and of aara \mapsto a^{r}).

[L5]

Finite sums: k<n(ck+1ck)=cnc0\sum_{k<n}(c_{k+1} - c_k) = c_n - c_0; k<nλ=nλ\sum_{k<n} \lambda = n\lambda; and k<nakk<nak\bigl|\sum_{k<n} a_k\bigr| \le \sum_{k<n} |a_k| (Laws of finite sums and finite products, Finite sums and finite products, by recursion, Triangle inequality for finite sums).

[L6]

Archimedean property: for every real tt there is a natural m1m \ge 1 with t<mt < m; and for every real η>0\eta > 0 there is a natural q1q \ge 1 with 1/q<η1/q < \eta (Every complete ordered field is Archimedean, For every ε>0\varepsilon > 0 in a complete ordered field there is a natural n1n \ge 1 with 1/n<ε1/n < \varepsilon).

[L7]

Reciprocals: 0<st0 < s \le t implies 0<1/t1/s0 < 1/t \le 1/s, and 0<s<t0 < s < t implies 1/t<1/s1/t < 1/s (Inverses of positives are positive, and reciprocation reverses order).

[L8]

Absolute value and ordered-field arithmetic: u0|u| \ge 0; u=0|u| = 0 exactly when u=0u = 0; u=u|u| = u for u0u \ge 0; the order is total; a real that is 0\ge 0 and smaller than every positive real is 00 (Basic properties of the absolute value, Ordered field, Complete ordered field (least-upper-bound property)).

Proof

technique · direct
1.1

Normalisations. Since xyα0|x-y|^{\alpha} \ge 0 by [L2] and [L3], the hypothesis with the constant CC implies the same inequality with the constant C+1>0C + 1 > 0; so we may and do assume C>0C > 0. Also, the hypothesis and the conclusion are symmetric in xx and yy and are trivial when x=yx = y, so it suffices to prove f(x)=f(y)f(x) = f(y) for x,yIx, y \in I with x<yx < y; fix such a pair and put A:=C(yx)αA := C\,(y-x)^{\alpha}, a real with A>0A > 0 by [L3].

L2L3L8suffices: prove it for C positive and x strictly less than y
1.2

The exponent gap. Put β:=α1\beta := \alpha - 1, a rational with β>0\beta > 0. By [L6] fix a natural q1q \ge 1 with 1/q<β1/q < \beta.

L6choose
1.3

Subdividing. Let nNn \in \mathbb{N} with n1n \ge 1 and put h:=(yx)/n>0h := (y-x)/n > 0 and tk:=x+kht_k := x + k h for kNk \in \mathbb{N}. For knk \le n one has xtkyx \le t_k \le y, so tkIt_k \in I by [L1]; and tk+1tk=h|t_{k+1} - t_k| = h for k<nk < n. Define the sequence c:NRc : \mathbb{N} \to \mathbb{R} by ck:=f(tmin{k,n})c_k := f\bigl(t_{\min\{k,n\}}\bigr), so that c0=f(x)c_0 = f(x), cn=f(y)c_n = f(y), and ck+1ck=f(tk+1)f(tk)c_{k+1} - c_k = f(t_{k+1}) - f(t_k) for every k<nk < n.

L1L8
2.1

The telescoped estimate. By [L5], f(y)f(x)=cnc0=k<n(ck+1ck)f(y) - f(x) = c_n - c_0 = \sum_{k<n}(c_{k+1} - c_k), hence f(y)f(x)k<nck+1ck=k<nf(tk+1)f(tk)k<nChα=nChα|f(y) - f(x)| \le \sum_{k<n} |c_{k+1} - c_k| = \sum_{k<n} |f(t_{k+1}) - f(t_k)| \le \sum_{k<n} C h^{\alpha} = n\,C\,h^{\alpha}, the middle inequality being the hypothesis applied to the pair tk,tk+1t_k, t_{k+1} of points of II and the last equality being the constant-sum rule of [L5].

step 1.3L5
2.2

The bound can be made arbitrarily small. Let a real η>0\eta > 0 be given and put R:=A/η>0R := A/\eta > 0. By [L6] fix a natural NN with Rq<NR^{q} < N; then N1N \ge 1, since Rq>0R^{q} > 0 by [L3] and [L2]. By [L4] applied with the rational exponent 1/q>01/q > 0 to the bases Rq<NR^{q} < N, and by [L2] and [L3] which give (Rq)1/q=Rq(1/q)=R1=R(R^{q})^{1/q} = R^{q \cdot (1/q)} = R^{1} = R, we get N1/q>RN^{1/q} > R.

step 1.1step 1.2L2L3L4L6choose
3.1

Rewriting the bound. By [L3], hα=((yx)n1)α=(yx)α(n1)α=(yx)αnαh^{\alpha} = \bigl((y-x)\cdot n^{-1}\bigr)^{\alpha} = (y-x)^{\alpha}\,(n^{-1})^{\alpha} = (y-x)^{\alpha}\,n^{-\alpha}, and nnα=n1nα=n1α=nβ=1/nβn\,n^{-\alpha} = n^{1}n^{-\alpha} = n^{1-\alpha} = n^{-\beta} = 1/n^{\beta}. Hence nChα=A/nβn\,C\,h^{\alpha} = A/n^{\beta}, and step 2.1 gives f(y)f(x)A/nβ|f(y) - f(x)| \le A/n^{\beta} for every natural n1n \ge 1.

step 1.1step 1.2step 2.1L2L3
3.2

By [L4], N1/qNβN^{1/q} \le N^{\beta}: this is an equality if N=1N = 1, since then both sides are 11 by [L3], and it is the strict inequality of [L4] for the base N>1N > 1 and the exponents 1/q<β1/q < \beta. Hence NβN1/q>R>0N^{\beta} \ge N^{1/q} > R > 0, so 1/Nβ<1/R1/N^{\beta} < 1/R by [L7] and therefore A/Nβ<A/R=ηA/N^{\beta} < A/R = \eta.

step 1.2step 2.2L3L4L7
4.1

Combining steps 3.1 and 3.2, f(y)f(x)A/Nβ<η|f(y) - f(x)| \le A/N^{\beta} < \eta. The real η>0\eta > 0 was arbitrary and f(y)f(x)0|f(y) - f(x)| \ge 0, so f(y)f(x)=0|f(y) - f(x)| = 0 by [L8], that is f(y)=f(x)f(y) = f(x). Since x<yx < y in II were arbitrary, and by the reduction of step 1.1, ff is constant on II.

step 1.1step 3.1step 3.2L8

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