Decay of a nonnegative uniformly continuous integrable function Created 2026-10-06 Updated 2026-10-18
A nonnegative function that is a uniformly continuous function on the interval and has a finite integral tends to zero. Otherwise uniform continuity gives disjoint intervals of a fixed width on which the function exceeds a fixed positive value, contradicting integrability. This supplies a useful decay argument for Lyapunov functions with merely continuous vector fields.
To make the fixed width explicit, suppose some occurs as a lower bound along a sequence with . Choose from uniform continuity for output tolerance . On every interval lying in , the function is greater than . Extract a subsequence whose centers are more than apart. Each disjoint interval contributes at least to the integral, so the first contribute at least . This contradicts finiteness of the integral. The same input width at every center is the essential step; continuity alone would allow progressively narrower peaks.
A standard form of the Kakutani solution of the Dirichlet problem uses a bounded domain , continuous Dirichlet boundary data , and regularity of every boundary point for the Dirichlet problem. The boundedness of makes a compact set, so is a bounded function and a uniformly continuous function. A bounded domain with boundary is a sufficient geometric case; one must not omit boundary regularity for an arbitrary bounded domain.
One standard analytic characterization of a regular boundary point on a bounded domain is the existence of a positive harmonic barrier: for each there is a harmonic function with and for . This is the harmonic form of a barrier for the Dirichlet problem; the barrier characterization of regularity is a standard fact of potential theory.
Let be -dimensional Brownian motion started at and let be its Brownian exit time. Then the unique solution in is
Equivalently, , where is harmonic measure, the exit probability distribution of Brownian motion. The harmonic function equation is , with the Laplace operator convention .
Uniformly continuous function Created 2026-09-24 Updated 2026-10-18
A uniformly continuous function has one input tolerance valid throughout its domain of a function. For , with , uniform continuity means
Choose the output tolerance first, then a positive valid for every pair of function inputs. It may depend on , the function and its domain of a function, but not on the pair’s location. The absolute values measure input and output distance.[ref]
Compare the quantifier order with the epsilon-delta definition of continuity:
Both lines end with . In the first, can depend on the point ; in the second, it is chosen before . Thus uniform continuity implies continuity at every point. Each requested gets its own shared tolerance.
For an exact example, take the polynomial function on the closed interval . For every pair of function inputs in that interval, polynomial factorization gives
Consequently works everywhere on this domain of a function. With , the common tolerance is . Near the right endpoint, for example, and have input distance and output distance . The bound is sufficient; it does not claim the largest admissible input window at each point.
On the whole real line, the same polynomial function is a continuous function but fails uniform continuity. Take the sequences and , for positive integers . Then
For any proposed , choose an integer . The inputs are closer than , yet their outputs violate the fixed tolerance . The sequences need not themselves have a finite limit: their mutual distance is what tends to zero. This is the obstruction captured by the sequential criterion for uniform continuity. Restricting the domain of a function to removes these escaping pairs.
Figure 1.
The square function: local input windows shrink, but a bounded interval admits one shared tolerance
. The left panel computes sufficient windows from the continuity bounds for the square function; shrinking these particular windows alone does not prove failure of uniform continuity. The middle panel displays the exact bound on the interval . The right panel gives the decisive sequence pairs on the real line. All plotted values are calculated from the displayed formulas. Details.
A uniformly continuous function need not be a bounded function. The identity function on the real line has , so always works, although its image of a function is the unbounded real line. Uniform continuity controls changes between nearby inputs, not the overall size of outputs. Likewise, an unbounded domain of a function does not by itself prevent uniform continuity.
The square root supplies a different common tolerance on the interval . Assuming , put and . Since ,
Interchanging the inputs when necessary proves
Thus guarantees uniform continuity on the entire domain of a function, including zero. For , any input distance below suffices. The pairs and both have input distance ; their output distances are respectively and . The common guarantee accommodates quite different local sensitivities.
This Hölder continuity bound allows a curved tolerance rule. It is weaker than a Lipschitz bound: at zero the output change divided by the input change is
No finite Lipschitz constant works near zero, even though uniform continuity does. A Lipschitz function does have uniform continuity, choosing when its Lipschitz bound is positive; when it is a constant function.[ref]
Figure 2.
Square-root input changes share an output tolerance even though amplification near zero is unbounded
. At left, the exact output changes for base points stay inside whenever and . The right panel computes the amplification for inputs : it grows without bound as decreases. These are calculated function graphs, with no experimental measurements. Details.
For general metric spaces, replace the absolute values by the respective distance functions. The Heine-Cantor theorem gives an existence guarantee: every continuous function on a compact metric space is uniformly continuous. In particular, continuity on a finite closed interval provides a common tolerance, even when no simple formula for it is known.[ref]
For a short proof outline, fix . Continuity gives each point an open ball of radius within which outputs differ from by less than . The open balls of half these radii still cover the domain of a function. Compactness supplies a finite subcover. Take to be the smallest half-radius in this finite set. Two inputs closer than lie together in one of the original open balls, so the triangle inequality bounds their output distance by . The beautiful step is that the compact set turns local choices into finitely many choices, whose minimum stays positive.
A shared tolerance also makes uniformly continuous functions preserve Cauchy sequences: after choosing for , all sufficiently late input pairs are closer than , so all corresponding output pairs are closer than . Unlike a convergent sequence argument, this does not require an input limit inside the domain of a function. It is why uniform continuity is useful for extending a function toward missing endpoints and for the decay argument below.
If a uniformly continuous function belongs to Lp space for some , then as . Otherwise choose points escaping to infinity with . Uniform continuity gives one radius on which around every . Extract disjoint such balls. Their contributions to are each at least , a contradiction. The finite- condition is essential: the constant function one lies in and does not vanish at infinity.