If $g$ is continous on $[a,b]$ with bounded upper and lower derivatives on $(a,b)$, will $g$ be Lipschitz

continuityderivativeslipschitz-functionsreal-analysis

By the Mean Value Theorem from ordinary calculus one knows that, if $f$ is continous on $[a,b]$ and differentiable on $(a,b)$ with bounded derivatives, then $f$ has to be Lipschitz on $[a,b]$.

Now I ask a more general question: If $g$ is continous on $[a,b]$ with bounded upper and lower derivatives on $(a,b)$, will $g$ be Lipschitz? If not, what would be a counterexample?

I really don't know how to proceed. One idea I had was approximating $g$ with a piecewise linear function $\phi$, but I don't know if this gets us anywhere.

Best Answer

Suppose that $$M = 1 + \sup_{x\in (a,b)}\{|\overline{D}f(x)|,|\underline{D}f(x)|\}$$ and $f$ is continuous.

Fact. Pick $[c,d]\subseteq (a,b)$. Then $$|f(d) - f(c)|\leq M(d-c)$$ Proof. Define $$S = \big\{x\in [c,d]\,\big|\,|f(x) - f(c)|\leq M(x-c)\big\}$$ Clearly $S$ is closed as $f$ is continuous and $c\in S$. Note that for every $x_0\in [c,d]$ there exists $\delta_{x_0}>0$ such that $$\bigg|\frac{f(x)-f(x_0)}{x-x_0}\bigg|< M$$ for all $x\in (x_0-\delta,x_0+\delta)$. We can rewrite it to $$\big|f(x)-f(x_0)\big| \leq M\cdot |x-x_0|$$ Pick $u = \sup S$. If $u < d$, then $$\bigg|f\left(u+\frac{\delta_{u}}{2}\right) - f(c)\bigg| \leq \bigg|f\left(u+\frac{\delta_{u}}{2}\right) - f(u)\bigg| + \bigg|f(u) - f(c)\bigg|\leq M\cdot \frac{\delta_{u}}{2} + M\cdot (u - c) = M\left(u+\frac{\delta_{u}}{2} - c\right)$$ Then $u+\frac{\delta_{u}}{2}\in S$. This is a contradiction with $u = \sup S$. This implies $u = d$ and hence $$|f(d) - f(c)|\leq M\cdot (d-c)$$

Now Fact implies that $f$ is Lipschitz.

Remark.

Pick a sequence $\{x_n\}_{n\in \mathbb{N}}$ of elements of $S$ such that $\lim x_n = x \in [c,d]$. Then $$|f(x_n) - f(c)| \leq M\cdot (x_n-c)$$ By taking limits of both sides of these inequality and by continuity of $f$ we deduce that $$|f(x) - f(c)|\leq M\cdot (x-c)$$
Hence $x\in S$ and this shows that $S$ is closed.