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A function f such that

$$

|f(x)-f(y)| \leq C|x-y|

$$

for all $x$ and $y$, where $C$ is a constant independent of $x$ and $y$, is called a Lipschitz function

show that $f(x)=\sqrt{x}\hspace{3mm} \forall x \in \mathbb{R_{+}}$ isn’t Lipschitz function

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Indeed, there is no such constant C where

$$

|\sqrt{x}-\sqrt{y}| \leq C|x-y| \hspace{4mm} \forall x,y \in \mathbb{R_{+}}

$$

we have only that inequality

$$

|\sqrt{x}-\sqrt{y}|\leq |\sqrt{x}|+|\sqrt{y}|

$$

Am i right ?

remark for @Vintarel i plot it i don’t know graphically “Lipschitz” mean?

what is the big deal in the graph of the square-root function

in wikipedia they said

Continuous functions that are not (globally) Lipschitz continuous The function f(x) = \sqrt{x} defined on [0, 1] is not Lipschitz continuous. This function becomes infinitely steep as x approaches 0 since its derivative becomes infinite. However, it is uniformly continuous as well as Hölder continuous of class $C^{0,\alpha}$, α for $α ≤ 1/2$.

Reference

1] could someone explain to me this by math not by words please ??

2] what graphically “Lipschitz” mean?

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**Hint:** why is it not possible to find a $C$ such that

$$

|\sqrt{x} – \sqrt{0}|\leq C|x-0|

$$

For all $x \geq 0$?

**As a general rule:** Note that a differentiable function will necessarily be Lipschitz on any interval on which its derivative is bounded.

**In response to the wikipedia excerpt:** “This function becomes infinitely steep as $x$ approaches $0$” is another way of saying that $f'(x) \to \infty$ as $x \to 0$. If you look at slope of the tangent line at each $x$ as $x$ gets closer to $0$, those tangent lines become steeper and steeper, approaching a vertical tangent at $x = 0$.

“Graphically”, we can say that a differentiable function will be Lipschitz (if and) only if it never has a vertical tangent line.

**Some functions that are not Lipschitz due to an unbounded derivative:**

$$

f(x) = x^{1/3}\\

f(x) = x^{1/n},\quad n = 2,3,4,5,\dots

$$

A more subtle example:

$$

f(x) = x^2,\quad x \in \mathbb{R}\\

f(x) = \sin(x^2), \quad x \in \mathbb{R}

$$

Note in these cases that although $f'(x)$ is continuous, there is no upper bound for $f'(x)$ over the domain of interest.

You have

$${\sqrt{1/n} – \sqrt{0}\over{1/n – 0}} = {1/\sqrt{n}\over {1\over n}} = \sqrt{n}.$$

This ratio can be made as large as you like by choosing $n$ large. Therefore the square-root function fails to be Lipschitz.

Suppose that $\sqrt{x}$ is a Lipschitz function, then there exists $C$ such that

$$\Big|\frac{\sqrt{y}-\sqrt{x}}{y-x}\Big| \le C$$

Now, Let $y=2x$, so

$$(\sqrt{2}-1)x^{-\frac{1}{2}}\le C$$

Letting $x→0$ gives a contradiction.

$x \geq y$ implies $\sqrt{x} \geq \sqrt{y}$ (monotonous)

Then you need $\sqrt{x} – \sqrt{y} \leq C(x-y)$ for $x \ge y$

Use $a^2 – b^2 = \left(a-b\right)\left(a+b\right)$ to divide both sides by the (positive) $\sqrt{x} – \sqrt{y}$ to get $1 \leq C(\sqrt{x} + \sqrt{y})$, or $C \geq \frac{1}{\sqrt{x} + \sqrt{y}}$. Obviously the frac diverges as $(x,y)$ approaches $(0,0)$ so there is no upper bound $C$ to satisfy the requirement.

$\sqrt{}$ is monotonous, so just assume $x \geq y$, then you can drop the absolute values and it simplifies to $1 \leq C(\sqrt{x} + \sqrt{y}$. Since you can make the sum of square roots arbitrarily small (by suitably decreasing $x$ and $y$), as soon as it’s smaller than $1/C$ the inequality no longer holds.

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