# Lipschitz function with somewhere dense image

Let $Q=[-1,1]^2$ denote the unit square and let $f:Q\to Q$ be a Lipschitz function such that for any ball $B(a,r)\subset Q$ with radius $r$, the width of the image $f(B(a,r))$ is at least $cr$ for some absolute constant $c>0$. (The width of a compact set is defined (as in here) to be the smallest distance between two parallel lines containing the set within them).

Can such a function have a nowhere dense image? In other words is there such a function $f$ for which $f(Q)$ contains no open ball?

• What if you look at the image of a small ball around a point at which $f$ is differentiable? – Bill Johnson Sep 2 '14 at 21:28

A Lipschitz function is almost everywhere differentiable, so let $a\in Q$ be a point where $f$ is differentiable. For simplicity, we can take $a$ to be an interior point. There is a $2\times2$ matrix $A$ and a continuous function $R:Q\to\mathbb R^2$ so that $$f(a+x)=f(a)+Ax+|x|R(x)$$ and $R(0)=0$.
(This paragraph is not necessary, but may give better insight to the next one.) If $A=0$, then $|f(a+x)-f(a)|\leq|x||R(x)|$ and so $\text{diam}(f(B(a,r)))\leq2r\sup_{B(0,r)}|R|$. Since the width of $f(B(a,r))$ is at least $cr$, its diameter also has this lower bound. Thus $c\leq2\sup_{B(0,r)}|R|$ for all $r>0$. But this is impossible since the supremum tends to zero as $r\to0$. Therefore $A\neq0$.
Suppose $A$ does not have full rank and let $v$ be a unit vector perpendicular to its image. Now $$v\cdot(f(x+a)-f(a)) = |x|v\cdot R(x).$$ The width of $f(B(a,r))$ is bounded from above by its width in the direction of $v$, which in turn is bounded by $$\sup_{y\in B(a,r)}|v\cdot(f(y)-f(a))| = \sup_{x\in B(0,r)}|x||R(x)|.$$ As this is bounded from below by $cr$, we get $$c \leq \sup_{x\in B(0,r)}|R(x)|$$ for all $r>0$. This is a contradiction since the supremum tends to zero as $r\to0$ by continuity of $R$. Thus $A$ has full rank.
The mapping $x\mapsto f(x)-Ax$ is Lipschitz. Suppose one can show that the Lipschitz constant can be made arbitrarily small by restricting it to $B(a,r)$ for $r$ small enough. (This would be easy if $f$ was continuously differentiable.) If this Lipschitz constant is less than $\frac12\|A^{-1}\|^{-1}$, then $f(x)=f(y)$ implies $$|x-y| = |A^{-1}(f(x)-Ax-f(y)+Ay)| \leq \frac12|x-y|$$ and thus $x=y$. Thus $f$ is injective in a small neighborhood of $a$. Then it follows from invariance of domain that $f(a)$ is an interior point of $f(Q)$.