Martin Lind
Mathematics
Clevel thesis
Date:
Supervisor:
Examiner:
20060130
Viktor Kolyada
Thomas Martinsson
Introduction
In this paper we investigate the functions of bounded variations. We study
basic properties of these functions and solve some problems.
Im very grateful to my supervisor Viktor Kolyada for his guidance.
Contents
Introduction
1 Monotone functions
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5
11
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29
Monotone functions
lim f (c + h) = f (c + 0)
h0
h0
at c to be
if c (a, b)
if c = a
if c = b
n
X
(f (tj ) f (tj1 ))
j=1
= f (b) f (a)
So if Dk = {x : x (f (b)
S f (a))/k} then Dk can have at most k elements. Furthermore, D = k=1 Dk and since every Dk is finite D is at most
countable.
2.1
General properties
where the supremum is taken over all partitions of [a, b]. We clearly have
0 Vab (f ) . The quantity Vab (f ) is called the total variation of f over
[a, b].
Definition 2.1.1 A function f : [a, b] R is said to be of bounded variation on [a, b] if Vab (f ) is finite. If f is of bounded variation on [a, b] we
write f V [a, b].
Occasionally we shall say that a function is of bounded variation, leaving out
the specification of interval, when the interval in question is clear.
We shall state and prove some important properties of functions of bounded
variation and their total variation but first we need a theorem concerning
refinements of partitions.
Theorem 2.1.2 Let f : [a, b] R be a function and any partition of
[a, b]. If 0 is any refinement of then V (f ) V0 (f ).
Proof: Since any refinement of can be obtained by adding points to
one at a time its enough to prove the theorem in the case when we add just
one point. Take = {x0 , x1 , ..., xn } and add the point c to and denote
the result 0 . Assume that xj < c < xj+1 for some 0 j n 1, then the
triangle inequality gives that
f (xj+1 ) f (xj ) = f (xj+1 ) f (c) + f (c) f (xj )
f (xj+1 ) f (c) + f (c) f (xj )
and hence
V (f ) =
n1
X
f (xk+1 ) f (xk )
k=0
= f (xj+1 ) f (xj ) +
n1
X
f (xk+1 ) f (xk )
k=0,k6=j
n1
X
k=0,k6=j
= V0 (f )
5
f (xk+1 ) f (xk )
The theorem above assures us that adding points to a partition will only
make the sum V (f ) larger or perhaps leave it unchanged, a useful fact that
we shall use in the proof of the following theorem, given in [1].
Theorem 2.1.3 [1, p. 120]. Let f : [a, b] R and c an arbitrary point in
(a, b). Then f V [a, b] if and only if f V [a, c] and f V [c, b]. Furthermore, if f V [a, b] then
Vab (f ) = Vac (f ) + Vcb (f )
Proof: Assume that f V [a, b]. We will show that f V [a, c], the proof
is similar to prove that f V [c, b]. Take an arbitrary partition of [a, c]
and add the point b to and denote the result 0 , which is a partition of
[a, b]. We then have
V0 (f ) = V (f ) + f (b) f (c) Vab (f )
V (f ) Vab (f ) f (b) f (c)
Since Vab (f ) is finite, the sums V (f ) are bounded above and thus sup V (f )
is finite, that is f V [a, c].
Now assume that f V [a, c] and f V [c, b]. Let be any partition of [a, b].
Add the point c to and denote the result 1 . Then 1 = 0 00 where
0 is a partition of [a, c] and 00 is a partition of [c, b]. Then we have
V (f ) V1 (f ) = V0 (f ) + V00 (f ) Vac (f ) + Vcb (f )
and since both Vac (f ) and Vcb (f ) are finite the sums V (f ) are bounded above
and thus f V [a, b] and Vab (f ) Vac (f ) + Vcb (f ).
Now we take any two partitions 0 and 00 of [a, c] and [c, b] respectively and
let be the union of 0 and 00 , then is a partition of [a, b]. We have
V0 (f ) + V00 (f ) = V (f ) Vab (f )
and thus V0 (f ) Vab (f ) V00 (f ). For any fixed partition 00 of [c, b] the
number Vab (f ) V00 (f ) is an upper bound for the sums V0 (f ) and therefore
Vac (f ) Vab (f ) V00 (f ). This is equivalent to V00 (f ) Vab (f ) Vac (f ) and
thus Vab (f ) Vac (f ) is an upper bound for the sums V00 (f ) and therefore
Vcb (f ) Vab (f ) Vac (f ) whence Vac (f ) + Vcb (f ) Vab (f ). But then we must
have Vab (f ) = Vac (f ) + Vcb (f ).
6
The following two theorems are given in [1] and are straightforward to prove
and therefore their proofs are omitted.
Theorem 2.1.4 [1, p. 120]. Let f, g : [a, b] R be of bounded variation on
[a, b]. Then (f + g) V [a, b] and Vab (f + g) Vab (f ) + Vab (g).
Theorem 2.1.5 [1, p. 120]. Let f : [a, b] R be of bounded variation on
[a, b]. Then cf V [a, b] for any c R and Vab (cf ) = cVab (f )
Theorem 2.1.6 [1, p. 119]. If f : [a, b] R is monotone on [a, b] then
f V [a, b] and Vab (f ) = f (b) f (a)
Proof: We will give the proof in the case when f is increasing, it is similar
when f is decreasing. Let f be increasing on [a, b], then f (b) f (a) =
f (b) f (a). Take an arbitrary partition = {x0 , x1 , ..., xn } of [a, b]. Since
f is increasing we have f (xk+1 ) f (xk ) = f (xk+1 ) f (xk ) and hence
V (f ) =
n1
X
f (xk+1 ) f (xk ) =
k=0
n1
X
k=0
= 1 + 1 +  cos2 x 1 = 3 cos2 x
Similar calculations for the other subintervals gives that
1 cos2 x 0 x 2
1 + cos2 x 2 x
v(x) =
3 cos2 x x 3
3 + cos2 x 3
2
2
8
Problem 2.1.9 Represent the function
x2 0 x < 1
0
x=1
f (x) =
1
1<x2
as a difference of two increasing functions.
Solution: As above, we determine V0x (f ). On [0, 1) the function f (x) is
decreasing so if x [0, 1) then
V0x (f ) =  x2 0 = x2
To determine V01 (f ), let = {x0 , ..., xn } be any partition of [0, 1] and consider
V (f ). We have
V (f ) =
n1
X
f (xk+1 ) f (xk )
k=0
n2
X
k=0
n2
X
k=0
V (f ) =
n1
X
f (xk+1 ) f (xk )
k=0
= f (x1 ) f (x0 ) +
n1
X
k=1
= 1 0 = 1
f (xk+1 ) f (xk )
3 1<x2
Then f (x) = V0x (f ) (V0x (f ) f (x)) where
2
2x 0 x < 1
x
2
x=1
V0 (f ) f (x) =
2
1<x2
10
2.2
(1)
(2)
+ +  + 
+ +  + 
= + + +
2
2
that is
( + )+ + + +
(3)
Let f : [a, b] R and = {x0 , x1 , ..., xn } any partition of [a, b]. Denote
P (f ) =
n1
X
[f (xk+1 ) f (xk )]
and Q (f ) =
k=0
n1
X
[f (xk+1 ) f (xk )]
k=0
and set
Pab (f ) = sup P (f ) and Qba (f ) = sup Q (f )
Pab (f )
Qba (f )
and
will be referred to as the positive respectively negative
variation of f on [a, b]. There is a connection between Pab (f ), Qba (f ) and
Vab (f ), as the following problem shows:
Problem 2.2.1 If one of the magnitudes Pab (f ), Qba (f ) and Vab (f ) is finite
then so are the two others.
Proof: For any partition of [a, b] we have P (f ) + Q (f ) = V (f ) and
P (f ) Q (f ) = f (b) f (a) according to equations 1 and 2. The equality
P (f ) Q (f ) = f (b) f (a) gives that
(i) P (f ) Qba (f ) + f (b) f (a)
(ii) Q (f ) Pab (f ) + f (a) f (b)
11
n1
X
k=0
n1
X
k=0,k6=j
+
n1
X
k=0,k6=j
= P0 (f )
12
With the useful additivity property established we consider the following
problem.
Problem 2.2.3 Find Pax (f ), Qxa (f ) and Vax (f ) if:
a) f (x) = 4x3 3x4 , 2 x 2
b) f (x) = x + 2[x], 0 x 3
Solution: a) The derivative f 0 (x) = 12x2 12x3 = 12x2 (1 x) gives
that f (x) is increasing on [2, 1] and decreasing on [1, 2]. If x [2, 1] then
x
V2
(f ) = f (x)f (2) = 4x3 3x4 +80 since f (x) is increasing. If x (1, 2]
then
x
1
V2
(f ) = V2
(f ) + V1x (f ) = f (1) f (2) + f (x) f (1)
= 81 + 4x3 3x4 1 = 81 + 1 4x3 + 3x4
Thus
x
V2
(f )
=
=
Qx2 (f )
=
14
2.3
We know that piecewise monotone functions and any function that can be
expressed as the difference of two increasing functions are of bounded variation. In this section we shall give some additional conditions which will
guarantee that a function is of bounded variation.
Definition 2.3.1 Let f : [a, b] R, f is said to satisfy a Lipschitz condition if there exists a constant M > 0 such that for every x, y [a, b] we
have
f (x) f (y) M x y
Theorem 2.3.2 [1, p. 119]. If f : [a, b] R satisfies a Lipschitz condition
on [a, b] with constant K, then f V [a, b] and Vab (f ) K(b a).
Proof: Suppose that f (x) f (y) Kx y for every x, y [a, b]. Take
an arbitrary partition = {x0 , x1 , ..., xn } of [a, b]. Then
V (f ) =
n1
X
f (xk+1 ) f (xk )
k=0
n1
X
Kxk+1 xk  = K(b a)
k=0
Since was arbitrary the inequality above is valid for any partition, which
means that the sums V (f ) are bounded above by K(b a) whence it follows
that f V [a, b] and Vab (f ) K(b a).
Theorem 2.3.3 [1, p. 119]. If f : [a, b] R is differentiable on [a, b] and
if there exists M > 0 such that f 0 (x) M on [a, b] then f V [a, b] and
Vab (f ) M (b a)
Proof: For any x, y [a, b] we have f (x) f (y) = f 0 (c)(x y) for some c
between x and y according to the Mean value theorem. Hence
f (x) f (y) = f 0 (c)x y M x y
for any x, y [a, b], that is f satisfies a Lipschitz condition on [a, b] with
constant M and thus Theorem 2.3.2 gives the result.
Problem 2.3.4 Prove that f V [0, 1] if
3/2
x cos(/ x) 0 < x 1
f (x) =
0
x=0
15
Solution: For any x (0, 1] the function f (x) has the derivative
f (x) f (0)
= lim x1/2 cos(/ x) = 0
x0
x0
x0
f 0 (0) = lim
3
3
f 0 (x)  x1/2 cos(/ x) +  sin(/ x) +
2
2
2 2
Since f has a bounded derivative on [0, 1] we have that f V [0, 1].
With the additional assumption that the derivative f 0 is continuous on [a, b]
we can give a formula for the total variation:
Theorem 2.3.5 If f is continuously differentiable on [a, b] then f V [a, b]
and the total variation is given by
Z b
b
Va (f ) =
f 0 (x)dx
a
Proof: Since f 0 is continuous then f 0 is bounded so f V [a, b]. Furthermore, the continuity of f 0  implies that f 0  is Riemannintegrable on [a, b].
Rb
Set I = a f 0 (x)dx and let > 0 be arbitrary. Then there exists > 0 such
that for any partition P with d(P) < the Riemannsum S(f 0 , P), with
arbitrary intermediate points, satisfy the following inequalities:
I < S(f 0 , P) < I +
So let be a partition of [a, b] with d() < . According to the Mean Value
theorem f (xk+1 )f (xk ) = f 0 (tk )(xk+1 xk ) for some tk (xk , xk+1 ) Hence
V (f ) =
n1
X
f (xk+1 ) f (xk ) =
k=0
n1
X
k=0
16
f 0 (tk )(xk+1 xk )
The right hand side is a Riemann sum S(f 0 , ) and since d() < we have
I < V (f ) < I + I < Vab (f ) whence I Vab (f ) since is
arbitrary. Further, for any partition = {x0 , x1 , ..., xn } we have
n1
n1 Z xk+1
X
X
V (f ) =
f (xk+1 ) f (xk ) =
f 0 (x)dx

k=0
n1
X Z xk+1
k=0
k=0
f 0 (x)dx =
xk
f 0 (x)dx
xk
V0 + f (b) f (xn1 )
Vaxn1 (f ) + f (b) f (xn1 )
M + f (b) f (xn1 )
M + f (b) + (f (a) f (a)) f (xn1 )
M + f (b) f (a) + f (a) f (xn1 )
M + f (b) f (a) + Vaxn1 (f )
2M + f (b) f (a)
Thus V (f ) is bounded above by 2M +f (b)f (a) and therefore f V [a, b].
The problem below demonstrates how one can use theorem 2.3.5 and problem 2.3.6:
Problem 2.3.7 Prove that f V [0, 1] if
3/2
x cos(/x) 0 < x 1
f (x) =
0
x=0
17
Solution: For any x (0, 1] the function f (x) has the derivative
f 0 (x) =
x cos(/x) + sin(/x)
2
x
For any 0 < a < 1 the function f 0 (x) is continuous on [a, 1] and thus
f V [a, 1] and the total variation of f over [a, 1] is given by
Z 1
1
f 0 (x)dx
Va (f ) =
a
Furthermore
f 0 (x) = 
x cos(/x) + sin(/x)
x+
2
2
x
x
so it follows that
Va1 (f )
1
0
f (x)dx
=
a
(
a
x + )dx < 1 + 2
2
x
18
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