In plain words
Continuous means small input changes give small output changes, with how small depending on where you stand. Uniform means one answer works everywhere. Lipschitz puts an actual number on the steepness.
The chain
Lipschitz ──▶ uniformly continuous ──▶ continuous
✗ ◀──── (√x on [0,1]) ✗ ◀──── (1/x on (0,1), x² on ℝ)
Heine–Cantor: continuous on a compact set ⇒ uniformly continuous. This is the single most-used theorem here.
Portable tests
- Bounded derivative ⇒ Lipschitz (mean value theorem). So sin, cos, arctan are Lipschitz on .
- Uniformly continuous on a bounded set ⇒ bounded. So 1/x is not uniformly continuous on (0,1).
- Uniformly continuous ⇒ maps Cauchy sequences to Cauchy sequences. Spoiler for is Cauchy, is not.
- Uniformly continuous on (a, b) ⇔ extends continuously to [a, b]. sin(1/x) on (0,1): no limit at 0 ⇒ not uniformly continuous.
- Unbounded domain: f uniformly continuous on |f(x)| ≤ A + B|x| (at most linear growth). So ˣ fail; ? — is bounded yet not uniformly continuous (oscillates faster and faster: points and get arbitrarily close but values differ by 1).
- Sum/product: sums of uniformly continuous functions are uniformly continuous; products need not be on .
The standard six
| f | Domain | Continuous | Unif. cont. | Lipschitz |
|---|---|---|---|---|
| [0, 1] | ✓ | ✓ (compact) | ✗ | |
| 1/x | (0, 1) | ✓ | ✗ | ✗ |
| ✓ | ✗ | ✗ | ||
| [0, 1] | ✓ | ✓ | ✓ | |
| sin(1/x) | (0, 1) | ✓ | ✗ | ✗ |
| ✓ | ✗ | ✗ |
Discontinuity types worth knowing
- Thomae's function: continuous at irrationals, discontinuous at rationals (Riemann integrable).
- Dirichlet : discontinuous everywhere.
- Monotone functions have only jump discontinuities, countably many.
- A function continuous exactly on cannot exist (continuity set is is not).
Key takeaways
- Compact domain turns continuity into uniform continuity for free.
- To kill uniform continuity: find two sequences with || → 0 but || ↛ 0.
- Bounded does not imply uniformly continuous ; uniformly continuous does not imply bounded (x on .