# Thread:

1. ## sum of two lipschitz funtions

Let f : R ->R be a function.

We say that f is Lipschitz continuous if there is some
L > 0 such that |f(x) − f(y)| < L|x − y| for all x, y in R.

letting f, g : R -> R be lipschitz continious funtions,
(a) i want to show that f+g is lipschitz continious too

and also if f,g are bounded lip continuos funtions
(b) then i want to show that f.g is lipschitz continous too

does anyone know how to show these?

2. Originally Posted by dopi
Let f : R ->R be a function.

We say that f is Lipschitz continuous if there is some
L > 0 such that |f(x) − f(y)| < L|x − y| for all x, y in R.

letting f, g : R -> R be lipschitz continious funtions,
(a) i want to show that f+g is lipschitz continious too
Proof:

Since $f$ and $g$ are Lipschitz continuous, we have that $|f(x) - f(y)| < \frac {L_1}2|x - y|$ for $L_1 >0$ and $|g(x) - g(y)| < \frac {L_2}2|x - y|$ for $L_2 > 0$

Now let $L = \mbox{max} \{ L_1, L_2 \}$, and note that $(f + g)(x) = f(x) + g(x)$, then we have:

$|(f + g)(x) - (f + g)(y)| = |f(x) + g(x) - f(x) - g(x)| \le |f(x) - f(y)| + |g(x) - g(y)|$ $< \frac {L_1}2|x - y| + \frac {L_2}2|x - y| < \frac L2|x - y| + \frac L2|x - y| = L|x - y|$

QED

you do (b), it should be similar

3. Originally Posted by dopi
Let f : R ->R be a function.

and also if f,g are bounded lip continuos funtions
(b) then i want to show that f.g is lipschitz continous too
If $f$ is Lipschitz then $|f(x)-f(y)|\leq A|x-y|$ similarly $g$ so $|g(x)-g(y)|\leq A|x-y|$. We want to show $|f(x)g(x)-f(y)g(y)|\leq C|x-y|$ for some $C$. Note that $|f(x)g(x)-f(x)g(y)+f(x)g(y)-f(y)g(y)|\leq$ $|f(x)||g(x)-g(y)|+|g(y)||f(x)-f(y)| \leq M_1B|x-y|+M_2A|x-y| = C|x-y|$ where $C=M_1B+M_2A$. Q.E.D.

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