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If we have a differentiable function $ f:\mathbb{R}^n \to \mathbb{R}^n $, does it have to be locally Lipschitz? It's obviously true for continuously differentiable functions, but what happens without that assumption?

Ormi
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You can refer to another page, about Cantor function, which is differentiable but not locally Lipschitz. This function is not even weakly differentiable.

Showing the Cantor function is not Lipschitz.

Tony Low
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    The Cantor function is only a.e. differentiable, so this is irrelevant to the question. – Ian Apr 18 '15 at 01:40
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    In fact it is a simpler problem. It is hard to find a everywhere differentiable function that is no-where loc Lipschitz continuous. It suffices to get a point x in the domain, that f is not locally Lipschitz near x. You can just take the example on this page.

    http://math.stackexchange.com/questions/303695/if-f-is-differentiable-at-a-point-x-is-f-also-necessary-lipshitz-continuo/303717#303717

    – Tony Low Apr 18 '15 at 06:39