Lipschitz Continuous

Definition (Lipschitz continuous)

Let U⊂RnU\subset \mathbb{R}^{n} be open and let f:U→Rnf:U\to \mathbb{R}^{n} be a mapping. Then f is said to be Lipschitz continuous if ∃k>0\exists k>0 s.t. ∥f(x)−f(y)∥≤k∥x−y∥∀x,y∈U\lVert f(x)-f(y) \rVert \le k\lVert x-y \rVert \quad\forall x,y\in U

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