[分析] local Lipschitz => global on compact
偶然在ODE的書看到:
if f:A → R , A is a subset of R^n
and f is local Lipschitz on A
then for any compact subset K of A , f is global Lipschitz on K
(btw 我猜把R改成R^m也是對的)
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思路:
這問題我一直卡在一件事情
即便設K是convex set
然後x€U1,y€U2 是分別在不同Lip constant C,C'兩集合集合的兩點
而且又假設存在z€ U1交集U2
│f(x)-f(y)│<=│f(x)-f(z)│+│f(z)-f(y)│
<= C│x-z│+ C'│z-y│
然後又卡住了,因為│x-z│+│z-y│推不出與│x-y│有關的事情
之後我一直google,大多點到為止說:(http://ppt.cc/EUmv)
因為compact所以對於每點取local lip後
存在finite open cover,之後取constant就取這些Lip constant的max
可是這樣有兩個問題
1.compact不一定connected,不一定存在橋梁z點
2.就算有橋梁z點,C│x-z│+ C'│z-y│又過不去
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之後我有google到一個case:(http://ppt.cc/llkj)
if f:R→R is local Lip
then f is global lip on every [a,b]
他的證明說用到Lebesgue covering lemma
因為在R的話,可以用covering lemma造出x<x1<x2<...<x_n<y
然後│f(x)-f(y)│<=│f(x)-f(x1)│+...+│f(x_n)-f(y)│
<= C1│x-x1│+ ... + Cn│x_n-y│
~~~~~~~ ~~~~~~~~
↓ ↓
x1-x y-x_n
所以這重點在:R^1的時候可以去絕對值!
所以仿造這個概念的話,最原始的問題可以解決,只要K是compact and convex
但是general的compact就不知道怎麼辦了...
謝謝幫忙!
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