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Feb 28 at 19:24 comment added Terry Tao Another approach (relying not on discretization, but on the vector space structure on ${\bf R}^d$) is to take $g$ to be a convolution of $f$ with a standard bump function of unit mass. Verifying the required estimates is then a nice undergraduate real analysis exercise.
Feb 27 at 16:18 comment added Nik Weaver Yeah, good point.
Feb 27 at 16:05 comment added Terry Tao One does not even need triangulation, since any scalar Lipschitz function on a subset of a metric space can be extended to a Lipschitz function on the full space with the same Lipschitz constant. Since the restriction of $f$ to say ${\bf Z}^d$ is already Lipschitz, just extend each component to get $g$. (Presumably the general theory of quasi-isometries would also handle this question, though I didn't see a particularly slick way to do so.)
Feb 27 at 13:30 vote accept Akira
Feb 27 at 13:14 history answered Nik Weaver CC BY-SA 4.0