414 H. CONVEX FUNCTIONS ON RIEMANNIAN MANIFOLDS
for all x 1 , x 2 E X. The Lipschitz constant (or dilatation) off is the
infimum of all such C:
Lip (J) ~inf { C: Vx1, x2 EX, dy (J (x1), f (x2)) :::; Cdx (x1, x2)}.
A map f : X -+ Y is locally Lipschitz if for every x E X there exists a
neighborhood U of x such that flu is Lipschitz. The dilatation off at x
is defined to be
dil x (J) ~ inf {Lip ( f I u) : U is a neighborhood of x}.
PROBLEM H.l. Under what conditions do we have the equality
Lip (f) = sup dil x (J)?
xEX
Exercise 1.4.5 of Burago; Burago, and Ivanov [18] says that this equality
is true if X = JR or X = 51 , where 51 is endowed with the intrinsic (arc
length) metric.
A function f on a differentiable manifold Mn is called locally Lipschitz
if it is locaHy Lipschitz with respect to some Riemannian metric g on M.
Note that the property of a function being locally Lipschitz is independent
of the metric. Hence, locally, a locally Lipschitz function on a manifold is
in essence a Lipschitz function on some Euclidean ball.
Recall that given a Riemannian manifold (Mn, g), there exists an associ-
ated Riemannian measureμ. A set Sc M has measure zero ifμ (S) = 0.
The property of a set having measure zero is independent of the metric g.
We say that a property on a differentiable manifold holds almost every-
where ( a.e.) if the property holds on the complement of a set with measure
zero with respect to some Riemannian measure. Locally Lipschitz functions
on differentiable manifolds have the following property (see Theorem 2 in
§3.1.2 on p. 81 of Evans and Gariepy [59] or Theorem 3 on p. 250 of Stein
[176]).
PROPOSITION H.2 (Rademacher). If Mn is a differentiable manifold and
if f : M -+ JR is a locally Lipschitz function, then f is differentiable almost
everywhere.
In particular, the distance function of a Riemannian manifold, which
has Lipschitz constant 1, is differentiable a.e. (alternatively, the distance
function to a point p is 000 outside the cut locus of p, which has measure
zero).
· When the manifold M is 1-dimensional, a Lipschitz function can be
expressed as the integral of its derivative.
LEMMA H.3 (Fundamental theorem of calculus). If f is a Lipschitz func-
tion defined on an interval [a, b], then for any x E [a, b],
f (x) = f (a)+ 1x f' (s) ds,