Hölder Condition

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Hölder condition 1

Hölder condition
In mathematics, a real or complex-valued function ƒ on d-dimensional Euclidean space satisfies a Hölder condition,
or is Hölder continuous, when there are nonnegative real constants C, α, such that

for all x and y in the domain of ƒ. More generally, the condition can be formulated for functions between any two
metric spaces. The number α is called the exponent of the Hölder condition. If α = 1, then the function satisfies a
Lipschitz condition. If α = 0, then the function simply is bounded.

Hölder spaces
Hölder spaces consisting of functions satisfying a Hölder condition are basic in areas of functional analysis relevant
to solving partial differential equations, and in dynamical systems. The Hölder space , where Ω is an open
subset of some Euclidean space and k ≥ 0 an integer, consists of those functions on Ω having derivatives up to order
k and such that the kth partial derivatives are Hölder continuous with exponent α, where 0 < α ≤ 1. This is a locally
convex topological vector space. If the Hölder coefficient

is finite, then the function ƒ is said to be (uniformly) Hölder continuous with exponent α in Ω. In this case, Hölder
coefficient serves as a seminorm. If the Hölder coefficient is merely bounded on compact subsets of Ω, then the
function ƒ is said to be locally Hölder continuous with exponent α in Ω.
If the function ƒ and its derivatives up to order k are bounded on the closure of Ω, then the Hölder space
can be assigned the norm

where β ranges over multi-indices and

These norms and seminorms are often denoted simply and or also and in order
to stress the dependence on the domain of f. If is open and bounded, then is a Banach space with
respect to the norm .

Compact embedding of Hölder spaces


Let Ω be a bounded subset of some Euclidean space (or more generally, any totally bounded metric space) and let
0 < α < β ≤ 1 two Hölder exponents. Then, there is an obvious inclusion of the corresponding Hölder spaces:

which is continuous since, by definition of the Hölder norms, the inequality

holds for all Moreover, this inclusion is compact, meaning that bounded sets in the norm
are relatively compact in the norm. This is a direct consequence of the Ascoli-Arzelà theorem. Indeed, let
be a bounded sequence in . Thanks to the Ascoli-Arzelà theorem we can assume without loss of
generality that uniformly, and we can also assume . Then
because
Hölder condition 2

Examples
• If 0 < α ≤ β ≤ 1 then all Hölder continuous functions on a bounded set are also Hölder
continuous. This also includes β = 1 and therefore all Lipschitz continuous functions on a bounded set are also
Hölder continuous.
• The function defined on [0, 3] is not Lipschitz continuous, but is Hölder continuous for
α ≤ 1/2.
• In the same manner, the function (with β ≤1) defined on [0, 3] serves as a prototypical example of a
function that is Hölder continuous for 0 < α ≤ β, but not for α > β.
• There are examples of uniformly continuous functions that are not α–Hölder continuous for any α. For instance,
the function defined on [0,0.19] by and by otherwise is
continuous, and therefore uniformly continuous. It does not satisfy a Hölder condition of any order, however.
• For α > 1, any α–Hölder continuous function on [0, 1] is a constant.
• Peano curves from [0, 1] onto the square [0, 1]2 can be constructed to be 1/2–Hölder continuous. It can be proved
that when α > 1/2, the image of a α–Hölder continuous function from the unit interval to the square cannot fill the
square.
• A closed additive subgroup of an infinite dimensional Hilbert space H, connected by α–Hölder continuous arcs
with α > 1/2, is a linear subspace. There are closed additive subgroups of H, not linear subspaces, connected by
1/2–Hölder continuous arcs. An example is the additive subgroup of the Hilbert space .
• Any α–Hölder continuous function on a metric space admits a Lipschitz approximation by means of a
sequence of functions such that is -Lipschitz and Conversely, any
such sequence of Lipschitz functions converges to an α–Hölder continuous uniform limit .
• Any α–Hölder function on a subset of a normed space admits a uniformly continuous extension to the
whole space, which is Hölder continuous with the same constant C and the same exponent α. The larger such
extension is:

• Functions in Sobolev space can be embedded into the appropriate Hölder space via Morrey's inequality if the
spatial dimension is less than the exponent of the Sobolev space. To be precise, if n < p ≤ ∞ then there exists a
constant C, depending only on p and n, such that for all u ∈ C1 (Rn) ∩ Lp(Rn),
where Thus if u ∈ W1,p(Rn), then u is in fact Hölder continuous of exponent γ, after possibly
being redefined on a set of measure 0.

References
• Lawrence C. Evans (1998). Partial Differential Equations. American Mathematical Society, Providence.
ISBN 0-8218-0772-2.
• Gilbarg, D.; Trudinger, Neil (1983). Elliptic Partial Differential Equations of Second Order. New York: Springer.
ISBN 3-540-41160-7..
Article Sources and Contributors 3

Article Sources and Contributors


Hölder condition  Source: http://en.wikipedia.org/w/index.php?oldid=392412375  Contributors: AMR, Alecobbe, Bdmy, Calle, Charles Matthews, Chip McShoulder, Ewjw, Giftlite, Igny,
Lunch, Michael Hardy, Milek80, OoberMick, PMajer, Paul Laroque, Pfm77, R'n'B, RayAYang, Salgueiro, Sławomir Biały, Tobias Bergemann, Vanish2, 17 anonymous edits

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