I have no idea how to prove this. But my teacher gave me a hint of taking cases of $\epsilon\ge 1$ and $0\lt\epsilon\lt1$ .
Please give some insight and thank you so much.
Additional information (suggestions from teacher):
- Note the range of the function. Also, note that the function is invertible and continuous.
- Take cases of $\epsilon\ge 1$ and $0\lt\epsilon\lt1$.
- Continuous functions on an interval of the form $[a, b]$ are uniformly continuous.
- Exploit (3) together with (1) to flush out a proof for $0\lt\epsilon\lt1$.
Hint: the derivative is $-2xe^{-x^{2}}$, it is continuous and in $0$ is $0$ and it goes to $0$ while $x\to \infty$. It is also non-positive in your domain. Then it has a minimum. Consider the absolute value of this minimum, it represent your lipschitz constant for the function.