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Chap 07 Real Analysis: Functions of Bounded Variation

Chap 07 Real Analysis: Functions of Bounded Variation

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W
e shall now discuss the concept of functions of bounded variation which isclosely associated to the concept of monotonic functions and has wide application inmathematics. These functions are used in Riemann-Stieltjes integrals and Fourierseries.Let a function
 f 
be defined on an interval [,]
a b
and
{ }
01
,,........,
n
P a x x x b
= = =
 be a partition of [,]
a b
. Consider the sum
11
()()
ni ii
 f x f x
-=
-
å
. The set of these sumsis infinite. It changes when we make a refinement in a partition. If this set of sums isbounded above then the function
 f 
is said to be a
bounded variation
and thesupremum of the set is called the
total variation
of the function
 f 
on [,]
a b
, and isdenoted by
( )
;,
V f a b
or
( )
,
 f 
V a b
and it is also affiliated as ()
V
or
 f 
.Thus
( )
11
;,sup()()
ni ii
V f a b f x f x
-=
= -
å
 The supremum being taken over all the partition of [,]
a b
.Hence the function
 f 
is said to be of 
bounded variation
on [,]
a b
if, and only, if its total variation is finite i.e.
( )
;,
V f a b
<¥
.
Ð
 
 Note
 Since for
 x c y
£ £
, we have
()()()()()()
 f y f x f y f c f c f x
- £ - + -
 Therefore the sum
1
()()
i i
 f x f x
-
-
å
can not be decrease (it can, in fact onlyincrease) by the refinement of the partition.
Ð
 
Theorem
A bounded monotonic function is a function of bounded variation.
 Proof 
Suppose a function
 f 
is monotonically increasing on [,]
a b
and
P
is any partitionof [,]
a b
then
11
()()
ni ii
 f x f x
-=
-
å
 
( )
11
()()
ni ii
 f x f x
-=
= -
å
()()
 f b f a
= -
 
( )
1
;,sup()()
i i
V f a b f x f x
-
\ = -
å
()()
 f b f a
= -
(finite)Hence the function
 f 
is of bounded variation on [,]
a b
.Similarly a monotonically decreasing bounded function is of bounded variationwith total variation ()()
 f a f b
= -
.Thus for a bounded monotonic function
 f 
 
()()()
V f f b f a
= -
 
q
 
{{{{{{{{{{{{{{{{{{{{{{{{{{{
 
Chapter 7 – Functions of Bounded Variation.
Subject:
Real Analysis
 Level:
M.Sc.
Source:
Syed Gul Shah (Chairman, Department of Mathematics, US Sargodha)
Collected & Composed by:
 
 Atiq ur Rehman (atiq@mathcity.org), http://www.mathcity.org
 
 
 
ap unctions o oune variation.
 2
Ð
 
 Example
A continuous function may not be a function of bounded variation.e.g. Consider a function
 f 
, where;when 01sin();when 00
 x x f xx x
ì< £ïí=ïî
 It is clear that
 f 
is continuous on [0,1].Let us choose the partition22220,,,........,,,1212153
Pn n
ì ü=í ý+ -î þ
 Then
1
()()
i i
 f x f x
-
-
å
( )
222233521
(1).......0
n
 f f f f f
+
æ ö æ ö æ ö æ ö= - + - + + -ç ÷ ç ÷ ç ÷ ç ÷è ø è ø è ø è ø
 232325sinsinsinsin..........323252
p p
æ ö æ ö æ ö= - + - +ç ÷ ç ÷ ç ÷è ø è ø è ø
 2(21).....sin0212
nn
+æ ö+ -ç ÷+è ø
 22222222............33557212121
n n n
æ ö æ ö æ ö= + + + + + + + +ç ÷ ç ÷ ç ÷- + +è ø è ø è ø
 2222222.............235721
n
æ öæ ö æ ö æ ö æ ö= + + + +ç ÷ ç ÷ ç ÷ ç ÷ç ÷+è ø è ø è ø è øè ø
 11114.............35721
n
æ ö= + + + +ç ÷+è ø
 Since the infinite series111...........357
+ + +
is divergent, therefore its partial sumssequence
{ }
n
S
, where1111........35721
n
Sn
= + + + ++
, is not bounded above.Thus
1
()()
i i
 f x f x
-
-
å
can be made arbitrarily large by taking
n
sufficientlylarge.
( )
;0,1
V
Þ ®¥
and so
 f 
is not of bounded variation.
q
 
Ð
 
 Remarks
A function of bounded variation is not necessarily continuous.e.g. the step-function ()[]
 f x x
=
, where []
 x
denotes the greatest integer notgreater than
 x
, is a function of bounded variation on [0,2] but is not continuous.
Ð
 
Theorem
If the derivative of the function
 f 
exists and is bounded on [,]
a b
, then
 f 
is of bounded variation on [,]
a b
.
 Proof 
Q
 
 f 
¢
is bounded on [,]
a b
 
\ $
such that
()
 f x
¢£
[,]
 x a b
" Î
.Let
P
be any partition of the interval [,]
a b
then
11
()()()
i i i i
 f x f x x x f c
- -
¢- = -
å å
, [,]
c a b
Î
(by M.V.T)
k b a
£ -
 
( )
;,
V f a b
Þ
is finite.
 f 
Þ
is of bounded variation.
q
 
 
 
ap unctions o oune variation.
 Note
Boundedness of 
 f 
¢
is a sufficient condition for ()
V
to be finite and is notnecessary.
Ð
 
Theorem
 A function of bounded variation is necessarily bounded.
 Proof 
Suppose
 f 
is of bounded variation on [,]
a b
.For any [,]
 x a b
Î
, consider the partition
{ }
,,
a x b
, consisting of just three pointsthen
()()()()(;,)
 f x f a f b f x V f a b
- + - £
 
()()(;,)
 f x f a V f a b
Þ - £
 Again
()()()()
 f x f a f x f a
= + -
 
()()()
 f a f x f a
£ + -
 
( )
();,
 f a V f a b
£ + < ¥
 
 f 
Þ
is bounded on [,]
a b
.
q
 
Ð
 
 Properties of functions of bounded variation
 
1)
The sum (difference) of two functions of bounded variation is also of boundedvariation.
 Proof 
Let
 f 
and
g
be two functions of bounded variation on [,]
a b
. Then for anypartition
P
of [,]
a b
we have
( ) ( )
1
()()
i i
 f g x f g x
-
+ - +
å
{ } { }
11
()()()()
i i i i
 f x g x f x g x
- -
= + - +
å
 
11
()()()()
i i i i
 f x f x g x g x
- -
= - + -
å
 
11
()()()()
i i i i
 f x f x g x g x
- -
£ - + -
å å
 (;,)(;,)
V f a b V g a b
£ +
 
( )
;,(;,)(;,)
V f g a b V f a b V g a b
Þ + £ +
 This show that the function
 f g
+
is of bounded variation.Similarly it can be shown that
 f g
-
is also of bounded variation.i.e. ()()()
V f g V f V g
- £ +
 
q
 
 Note
(
i
)
If 
 f 
and
g
are monotonic increasing on [,]
a b
then ()
 f g
-
is of boundedvariation on [,]
a b
.
(
ii
)
If 
c
is constant, the sums
1
()()
i i
 f x f x
-
-
å
and therefore the total variationfunction, ()
V
is same for
 f 
and
 f c
-
.
 2)
The product of two functions of bounded variation is also of boundedvariation.
 Proof 
Let
 f 
and
g
be two functions of bounded variation on [,]
a b
.
 f 
Þ
and
g
are bounded and
$
a number
such that
()
 f x
£
&
()
g x
£
[,]
 x a b
" Î
.For any partition
P
of [,]
a b
we have

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