A function f(x, y) is said to satisfy Lipschitz condition on a domain D⊆R2 , if there exists L>0 such that ∣f(x,y1)−f(x,y2)∣≤L∣y1−y2∣ for all (x,y1),(x,y2)∈D.
On closed rectangle [a,b]×[c,d], the partial derivative fy is continuous and hence bounded and hence f satisfies Lipschitz condition.
Note that ∣x∣≤max(∣a∣,∣b∣)=A and ∣y∣≤max(∣c∣,∣d∣)=C.
∣y1−y2f(x,y1)−f(x,y2)∣=∣y1−y2xy12−xy22∣
=∣x(y1+y2)∣≤∣x∣∣y1+y2∣≤2A⋅C is bound.
The function f(x,y)=xy2 satisfies Lipschitz condition on any rectangle [a,b]×[c,d].
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