TheoremBase

Growth Bound for a Lipschitz Function with Small Derivative

If a Lipschitz function on an interval has derivative bounded by KK at every point of a set AA, its image of AA has outer measure at most KK times that of AA; consequently a derivative bound holding almost everywhere makes the function Lipschitz with that constant.

Statement

We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background with the dimension 11, throughout identifying a point of R1\mathbb{R}^{1} with its single coordinate, so that R1\mathbb{R}^{1} and R\mathbb{R} are written interchangeably; under this convention the Euclidean norm of a point is its absolute value and dE(s,t)=∣s−t∣d_{E}(s,t)=|s-t|, by claims 1 and 2 of Properties of the Euclidean Norm on Rn\mathbb{R}^n: Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square, so that the closed ball Bˉ(y,r)\bar{B}(y,r) is the closed interval with endpoints y−ry-r and y+ry+r. By Lebesgue Measure on Rn\mathbb{R}^n the measure λ1\lambda_{1} is the Lebesgue measure λ\lambda on the Borel σ\sigma-algebra of R\mathbb{R}. Accordingly λ∗\lambda^{\ast} denotes Lebesgue outer measure on subsets of R\mathbb{R}, and null, Lipschitz and the image notation ϕ(A)\phi(A) have the meanings fixed in that setting.

Let I⊆RI\subseteq\mathbb{R} be a nonempty open interval, let L∈RL\in\mathbb{R} with 0<L0<L, let ϕ:I→R\phi:I\to\mathbb{R} be Lipschitz with constant LL, and let K∈RK\in\mathbb{R} with 0≤K0\le K. Derivatives are those of Derivative of a Real Function on an Interval. Then the following hold.

1. (Growth bound) Let A⊆IA\subseteq I satisfy λ∗(A)<∞\lambda^{\ast}(A)<\infty, and suppose that at every x∈Ax\in A the function ϕ\phi has a derivative ϕ′(x)\phi'(x) with ∣ϕ′(x)∣≤K|\phi'(x)|\le K. Then

λ∗(ϕ(A))≤K λ∗(A).\lambda^{\ast}\bigl(\phi(A)\bigr)\le K\,\lambda^{\ast}(A).

2. (Increment bound from an almost everywhere derivative bound) Suppose there is a null set N⊆IN\subseteq I such that at every x∈I∖Nx\in I\setminus N the function ϕ\phi has a derivative ϕ′(x)\phi'(x) with ∣ϕ′(x)∣≤K|\phi'(x)|\le K. Then

∣ϕ(y)−ϕ(x)∣≤K ∣y−x∣for all x,y∈I.|\phi(y)-\phi(x)|\le K\,|y-x|\qquad\text{for all }x,y\in I .

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