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FUNCTIONS OF BOUNDED VARIATION
NOELLA GRADY
Abstract. In this paper we explore functions of bounded variation. We
discuss properties of functions of bounded variation and consider three re
lated topics. The related topics are absolute continuity, arc length, and the
RiemannStieltjes integral.
1. Introduction
In this paper we discuss functions of bounded variation and three related topics.
We begin by deﬁning the variation of a function and what it means for a function to
be of bounded variation. We then develop some properties of functions of bounded
variation. We consider algebraic properties as well as more abstract properties
such as realizing that every function of bounded variation can be written as the
diﬀerence of two increasing functions.
After we have discussed some of the properties of functions of bounded variation,
we consider three related topics. We begin with absolute continuity. We show
that all absolutely continuous functions are of bounded variation, however, not all
continuous functions of bounded variation are absolutely continuous. The Cantor
Ternary function provides a counter example. The second related topic we consider
is arc length. Here we show that a curve has a ﬁnite length if and only if it is of
bounded variation. The third related topic that we examine is RiemannStieltjes
integration. We examine the deﬁnition of the RiemannStieltjes integral and see
when functions of bounded variation are RiemannStieltjes integrable.
2. Functions of Bounded Variation
Before we can deﬁne functions of bounded variation, we must lay some ground
work. We begin with a discussion of upper bounds and then deﬁne partition.
2.1. Deﬁnitions.
Deﬁnition 2.1. Let S be a nonempty set of real numbers.
(1) The set S is bounded above if there is a number M such that M ≥ x for
all x ∈ S. The number M is called an upper bound of S.
(2) The set S is bounded below if there exists a number m such that m ≤ x
for all x ∈ S. The number m is called a lower bound of S.
(3) The set S is bounded if it is bounded above and below. Equivalently S is
bounded if there exists a number r such that x ≤ r for all x ∈ S. The
number r is called a bound for S.
Deﬁnition 2.2. Let S be a nonempty set of real numbers.
1
2 NOELLA GRADY
(1) Suppose that S is bounded above. A number β is the supremum of S if β
is an upper bound of S and there is no number less than β that is an upper
bound of S. We write β = sup S.
(2) Suppose that S is bounded below. A number α is the inﬁmum of S if α is
a lower bound of S and there is no number greater than α that is a lower
bound of S. We write α = inf S.
We can restate Deﬁnition 2.2 (1) in equivalent terms as follows.
Theorem 2.1. Let S be a nonempty set of real numbers that is bounded above,
and let b be an upper bound of S. Then the following are equivalent.
(1) b = sup S
(2) For all > 0 there exists an x ∈ S such that b −x < .
(3) For all > 0 there exists x ∈ S such that x ∈ (b −, b]
A proof of Theorem 2.1 can be found in Schumacher’s text [3]. We often refer to
sup S as the least upper bound of S and to inf S as the greatest lower bound of S.
The following axiom is often useful for determining the existence of the least
upper bound of a set.
Axiom 2.1. Every nonempty set of real numbers that is bounded above has a least
upper bound.
Deﬁnition 2.3. A partition of an interval [a, b] is a set of points {x
0
, x
1
, ..., x
n
}
such that a = x
0
< x
1
< x
2
· · · < x
n
= b.
With these deﬁnitions in hand we can deﬁne the variation of a function.
Deﬁnition 2.4. Let f : [a, b] → R be a function and let [c, d] be any closed subin
terval of [a, b]. If the set
S =
_
n
i=1
f(x
i
) −f(x
i−1
) : {x
i
: 1 ≤ i ≤ n} is a partition of [c, d]
_
is bounded then the variation of f on [c, d] is deﬁned to be V (f, [c, d]) = sup S. If
S is unbounded then the variation of f is said to be ∞. A function f is of bounded
variation on [c, d] if V (f, [c, d]) is ﬁnite.
2.2. Examples. We now examine a couple of examples of functions of bounded
variation, and one example of a function that is not of bounded variation.
Example 2.1. If f is constant on [a, b] then f is of bounded variation on [a, b].
Consider the constant function f(x) = c on [a, b]. Notice that
n
i=1
f(x
i
) −f(x
i−1
)
is zero for every partition of [a, b]. Thus V (f, [a, b]) is zero.
Another example of a function of bounded variation is a monotone function on
[a, b].
Theorem 2.2. If f is increasing on [a, b], then f is of bounded variation on [a, b]
and V (f, [a, b]) = f(b) −f(a).
FUNCTIONS OF BOUNDED VARIATION 3
Proof. Let {x
i
: 1 ≤ i ≤ n} be a partition of [a, b]. Consider
n
i=1
f(x
i
) −f(x
i−1
) =
n
i=1
_
f(x
i
) −f(x
i−1
)
_
= f(b) −f(a).
Because of the telescoping nature of this sum, it is the same for every partition
of [a, b]. Thus we see that V (f, [a, b]) = f(b) − f(a) < ∞. Thus f is of bounded
variation on [a, b].
Similarly, if f is decreasing on [a, b] then V (f, [a, b]) = f(a) −f(b).
For the next example we ﬁrst recall a theorem involving rational and irrational
numbers.
Theorem 2.3. Between any two distinct real numbers there is a rational number
and an irrational number.
We will not prove this here, but a proof is provided in Gordon’s text [1].
Example 2.2. The function f deﬁned by
f(x) =
_
0 if x is irrational
1 if x is rational
is not of bounded variation on any interval.
Proof. Let n ∈ Z and n > 0. Let [a, b] be a closed interval in R. We construct
a partition P = {x
0
, x
1
, ..., x
n+2
} of [a, b] such that V (f, [a, b]) ≥
n+2
i=1
f(x
i
) −
f(x
i−1
) > n as follows.
Recall that by deﬁnition x
0
= a. By Theorem 2.3 we know that between any two
real numbers there is a rational number and an irrational number. Take x
1
to be an
irrational number between a and b. Then take x
2
to be a rational number between
x
1
and b. Continue like this, taking x
2i+1
to be an irrational number between x
2i
and b, and x
2i
to be a rational number between x
2i−1
and b. Finally x
n+2
= b.
Thus we have created a partition that begins with a and then alternates between
rational and irrational numbers, until it ﬁnally ends with b. Now consider the sum
n+2
i=1
f(x
i
) −f(x
i−1
), which we know is at most the variation of f on [a, b]. Thus
V (f, [a, b]) ≥
n+2
i=1
f(x
i
) −f(x
i−1
)
≥
n+1
i=2
f(x
i
) −f(x
i−1
)
= f(x
2
) −f(x
1
) +· · · +f(x
n+1
) −f(x
n
)
= 1 −0 +0 −1 +· · · +1 −0
= 1 + 1 + 1 +· · · + 1
= n.
Thus V (f, [a, b]) is arbitrarily large, and so V (f, [a, b]) = ∞.
We have now examined a couple of examples of functions of bounded variation,
and one example of a function not of bounded variation. This should give us
4 NOELLA GRADY
some insight into the behavior of functions of bounded variation and motivate the
exploration of some algebraic properties of these functions, which we do in Section
2.3.
2.3. Algebraic Properties of Functions of Bounded Variation. In this sec
tion we consider some of the properties of functions of bounded variation. Properties
that are listed but not proven have proofs in Gordon’s text [1].
Theorem 2.4. Let f and g be functions of bounded variation on [a, b] and let k be
a constant. Then
(1) f is bounded on [a, b];
(2) f is of bounded variation on every closed subinterval of [a, b];
(3) kf is of bounded variation on [a, b];
(4) f + g and f −g are of bounded variation on [a, b];
(5) fg is of bounded variation on [a, b];
(6) if 1/g is bounded on [a, b], then f/g is of bounded variation on [a, b].
We begin with a useful lemma.
Lemma 2.1. Let f : [a, b] →R be a function, let {x
i
: 0 ≤ i ≤ n} be a partition of
[a, b], and let {y
i
: 0 ≤ i ≤ m} be a partition of [a, b] such that {x
i
: 0 ≤ i ≤ n} ⊆
{y
i
: 0 ≤ i ≤ m}. Then
n
i=1
f(x
i
) −f(x
i−1
) ≤
m
i=1
f(y
i
) −f(y
i−1
).
Proof. We begin by showing that adding one point to the partition {x
i
: 0 ≤ i ≤ n}
gives the desired result, and then appeal to induction.
Let {x
i
: 0 ≤ i ≤ n} and {y
i
: 0 ≤ i ≤ m} be partitions as in the statement
of the lemma. Suppose y ∈ {y
i
: 0 ≤ i ≤ m}. If y = x
j
for some j then the sum
does not change. Thus we will suppose that y = x
j
for all j. In this case y falls
between two points x
k−1
and x
k
in {x
i
: 0 ≤ i ≤ n} for some k. We take the sum
n
i=1
f(x
i
) −f(x
i−1
) and write it out as follows:
k−1
i=1
f(x
i
) −f(x
i−1
) +f(x
k
) −f(x
k−1
) +
n
i=k+1
f(x
i
) −f(x
i−1
).
We focus on f(x
k
) −f(x
k−1
). We know that
f(x
k
) −f(x
k−1
) = f(x
k
) −f(x
k−1
) + f(y) −f(y)
≤ f(x
k
) −f(y
i
) +f(y
i
) −f(x
k−1
)
by the triangle inequality. We relabel the partition with the extra point as {x
i
:
0 ≤ i ≤ n + 1}. Thus, since all the addends are positive, we can write
n
i=1
f(x
i
) −f(x
i−1
) ≤
n+1
i=1
f(x
i
) −f(x
i−1
).
Because there are at most a ﬁnite number of the y
i
the desired results follows by
induction.
FUNCTIONS OF BOUNDED VARIATION 5
Lemma 2.1 tells us that if we add points to a partition the sum of f(x
i
)−f(x
i−1
)
either does not change, or increases. This is useful when we are trying to prove
things about the supremum of such sums, as we need to when looking at functions
of bounded variation.
Now we prove parts of Theorem 2.4.
Proof. To prove (2) we begin by assuming that f is of bounded variation on [a, b].
Thus V (f, [a, b]) = sup{
n
i=1
f(x
i
) −f(x
i−1
)} = r where r is a real number. Let
[c, d] be a closed subinterval of [a, b] and {x
i
: 1 ≤ i ≤ n} be a partition of [c, d].
Then extend this partition to [a, b] by adding the points a and b, and relabeling.
So {x
i
: 0 ≤ i ≤ n + 2} is a partition of [a, b] such that x
1
= c, x
n+1
= d. Then
n+1
i=2
f(x
i
) −f(x
i−1
) ≤ f(x
1
) −f(a) +
n+1
i=2
f(x
i
) −f(x
i−1
) +f(b) −f(x
n
)
≤ r
Because the original partition of [c, d] was arbitrary we can conclude that r ≥
V (f, [c, d]).
To prove (3) we begin by letting {x
i
: 1 ≤ i ≤ n} be a partition of [a, b]. Consider
n
i=1
kf(x
i
) −kf(x
i−1
) = k
n
i=1
f(x
i
) −f(x
i−1
)
≤ kV (f, [a, b]).
Because the partition was arbitrary kf is of bounded variation. Further, we can
observe that V (kf, [a, b]) = kV (f, [a, b]).
To prove (4) we begin again by letting {x
i
: 1 ≤ i ≤ n} be a partition of [a, b].
By repeated use of the triangle inequality we write
n
i=1
f(x
i
) + g(x
i
) −f(x
i−1
) −g(x
i−1
)
≤
n
i=1
f(x
i
) −f(x
i−1
) +
n
i=1
g(x
i
) −g(x
i−1
)
≤ V (f, [a, b]) + V (g, [a, b]).
Notice that V (f, [a, b])+V (g, [a, b]) is ﬁnite and the partition we chose was arbitrary.
Thus by the least upper bound axiom (Axiom 2.1) f + g is of bounded variation.
To prove that f −g is of bounded variation on [a, b] we simply note that f −g =
f +(−1)g. Since (−1)g is of bounded variation on [a, b] by Theorem 2.4(3) we know
from what we have just shown that f −g is of bounded variation on [a, b].
A proof of (5) is provided in Gordon’s text [1].
To prove (6) we assume that f and g are of bounded variation on [a, b] and that
1
g
is bounded on [a, b]. Thus we know that there exists a number M such that
for all x ∈ [a, b], 1/g(x) ≤ M. By Theorem 2.4(5) it suﬃces to show that 1/g is
of bounded variation on [a, b]. Thus we begin by taking {x
i
: 0 ≤ i ≤ n} as an
arbitrary partition of [a, b] and consider the usual sum,
6 NOELLA GRADY
n
i=1
¸
¸
¸
¸
1
g(x
i
)
−
1
g(x
i−1
)
¸
¸
¸
¸
=
n
i=1
¸
¸
¸
¸
g(x
i−1
) −g(x
i
)
g(x
i
)g(x
i−1
)
¸
¸
¸
¸
≤ M
2
n
i=1
g(x
i
) −g(x
i−1
)
≤ M
2
· V (g, [a, b]).
Because the partition was arbitrary, we see that the sum is bounded above by
M
2
· V (g, [a, b]) and so by the least upper bound axiom (Axiom 2.1) 1/g is of
bounded variation.
Theorem 2.5. Let f : [a, b] → R be a function and let c ∈ (a, b). If f is of
bounded variation on [a, c] and [c, b], then f is of bounded variation on [a, b] and
V (f, [a, b]) = V (f, [a, c]) + V (f, [c, b])
A proof of Theorem 2.5 is provided in Gordon’s text [1].
2.4. Examples. We now consider some functions that are not of bounded varia
tion on a particular interval. These examples are helpful for gaining insight into
what kinds of functions we might expect not to be of bounded variation, and for
examining the mechanics of showing that a particular function is not of bounded
variation.
Example 2.3. If f : [a, b] →R is of bounded variation on every closed subinterval
of (a, b) it may yet fail to be of bounded variation on [a, b].
We can see this by a counterexample. Consider the following function,
f(x) =
_
1
1−x
, when x = 1;
0, when x = 1.
This function is increasing on (0, 1) and so on every closed subinterval of (0, 1)
it is of bounded variation by Theorem 2.2. However, because it has a vertical
asymptote at x = 1 we can make the sum
n
i=1
f(x
i
) − f(x
i−1
) as large as we
like by choosing partition points close to 1. Thus V (f, [0, 1]) = ∞ and f is not of
bounded variation on [0, 1].
The following example is especially interesting because it shows that a continuous
function need not be of bounded variation.
Example 2.4. The function f deﬁned by
f(x) =
_
3
√
xsin(π/x), for x = 0;
0, if x = 0;
is not of bounded variation on [0, 1].
We begin by making a partition of [0, 1]. We assume, without loss of generality,
that the number of partition points is even, so n is even. We make our partition as
follows: x
n
= 1, x
(n−(2k+1))
= 1/(k + 3), x
(n−2k)
= 2/(2k + 3), for k = 1, 2, ... and
x
0
= 0.
Then
FUNCTIONS OF BOUNDED VARIATION 7
V (f, [0, 1] ≥
n
i=1
f(x
i
) −f(x
i−1
)
≥
n/2
i=1
f(x
2i+1
) −f(x
2i
).
That is to say that we remove every other interval from the sum. Over the remaining
intervals, our function has some convenient properties. The intervals we are now
considering have the form [1/(k +3), 2/(2k +3)]. Also notice that f(2/(2k +3)) =
3
_
2/(2k + 3) and f(1/(k +3)) = 0. Because
3
√
x is an increasing function, sin(π/x)
is the only component aﬀecting when f is increasing or decreasing. Knowing how
the sine function behaves we can see that f is monotone on each interval of the
form [1/(k + 3), 2/((2k + 3)]. Thus
V (f, [0, 1] ≥
n/2
i=1
f(x
2i
) −f(x
2i−1
)
=
n
k=1
f(1/(k + 3))) −f(2/(2k + 3))
=
n
k=1
¸
¸
¸
¸
¸
3
¸
2
(2k + 3)
¸
¸
¸
¸
¸
=
n
k=1
3
√
2
3
_
(2k + 3)
.
Notice that each term is smaller than the last, since the denominator is getting
larger as k increases. Thus
n
k=1
3
√
2
3
√
2k + 3
≥
n
k=1
1
3
√
k + 3
=
n+1
k=2
1
3
√
k
.
This is a pseries, with p = 1/3, so we know that it diverges. This means that by
choosing n large enough we can make the sum
n
k=1
3
√
2
3
_
(2k + 3)
as large as we like and thus V (f, [0, 1]) = ∞. Thus, though the function is contin
uous it is not of bounded variation on [0, 1].
2.5. Functions of Bounded Variation as a Diﬀerence of Two Increasing
Functions. In this section we examine the fact that a function of bounded variation
can be written as the diﬀerence of two increasing functions. Later in the section we
reﬁne this property, showing that a function of bounded variation can be written
as the diﬀerence of two strictly increasing functions.
8 NOELLA GRADY
Figure 1. The graph of f(x) =
3
√
xsin(π/x). This graph was
created in Maple.
Theorem 2.6. If f : [a, b] →R is a function of bounded variation then there exist
two increasing functions, f
1
and f
2
, such that f = f
1
−f
2
.
We deﬁne an increasing function as a function f such that if x
1
< x
2
then
f(x
1
) ≤ f(x
2
). Before we begin the proof of Theorem 2.6 we introduce Lemma 2.2
and 2.3.
Lemma 2.2. For a function f, V (f, [a, b]) = 0 if and only if f is constant on [a, b].
Proof. Suppose that f is constant. Then f is a monotone function and by Theorem
2.2 V (f, [a, b]) = f(b) −f(a). However, f(b) = f(a) and so V (f, [a, b]) = 0.
For the other direction we proceed by contraposition. Suppose that f is not
constant on [a, b]. We wish to show that V (f, [a, b]) = 0. Since f is not constant
on [a, b] there exist an x
1
and an x
2
such that both x
1
and x
2
are between a and b
and such that f(x
1
) = f(x
2
). If we take these two points as a partition of [a, b] we
have
V (f, [a, b]) ≥ f(x
1
) −f(a) +f(x
2
) −f(x
1
) +f(b) −f(x
2
).
However, we know that f(x
2
) −f(x
1
) > 0. Since each other addend is at least
zero, we see that the sum must be greater than zero, and thus V (f, [a, b]) > 0 and
V (f, [a, b]) = 0.
Lemma 2.3. If f is a function of bounded variation on [a, b] and x ∈ [a, b] then
the function g(x) = V (f, [a, x]) is an increasing function.
Proof. We begin by introducing x
1
and x
2
such that x
1
< x
2
. We wish to show
that g(x
1
) ≤ g(x
2
). Because f is of bounded variation on [a, b], by Theorem 2.5
V (f, [a, x
2
]) = V (f, [a, x
1
]) + V (f, [x
1
, x
2
])
V (f, [a, x
2
]) −V (f, [a, x
1
]) = V (f, [x
1
, x
2
])
g(x
2
) −g(x
1
) = V (f, [x
1
, x
2
]).
Since V (f, [x
1
, x
2
]) ≥ 0 we see that g(x
2
) ≥ g(x
1
). Furthermore, by Lemma 2.2
we have equality only if f is constant on [x
1
, x
2
].
Now we prove Theorem 2.6.
FUNCTIONS OF BOUNDED VARIATION 9
Proof. We begin by deﬁning f
1
= V (f, [a, x]) for x ∈ (a, b] and f
1
(a) = 0. We know
this function to be increasing by Lemma 2.3. Deﬁne f
2
as f
2
(x) = f
1
(x) − f(x).
Then f = f
1
−f
2
. We need only show that f
2
is increasing.
Suppose that a ≤ x < y ≤ b. Using Theorem 2.5 we can write
f
1
(y) −f
1
(x) = V (f, [x, y])
≥ f(y) −f(x)
≥ f(y) −f(x).
From this we see that
f
1
(y) −f
1
(x) ≥ f(y) −f(x)
f
1
(y) −f(y) ≥ f
1
(x) −f(x)
f
2
(y) ≥ f
2
(x).
This shows that f
2
is increasing on [a, b] and so completes the proof.
Corollary 2.1 is a reﬁnement of Theorem 2.6.
Corollary 2.1. If f : [a, b] → R is of bounded variation on [a, b] then f is the
diﬀerence of two strictly increasing functions.
Proof. We know from Theorem 2.6 that f can be written as the diﬀerence of two
increasing functions. We call these functions f
1
and f
2
and write f = f
1
−f
2
where
f
1
and f
2
are increasing.
Create two new functions, g
1
(x) = f
1
(x)+x and g
2
(x) = f
2
(x)+x. Because both
f
i
and x are increasing functions, their sum is also increasing. However, since x is
a strictly increasing function, the result of this addition is also a strictly increasing
function. Thus we write
f(x) = f
1
(x) −f
2
(x) = (f
1
(x) + x) −(f
2
(x) + x) = g
1
(x) −g
2
(x)
where g
1
and g
2
are strictly increasing functions.
2.6. Continuity and Functions of Bounded Variation. The following theorem
gives us some interesting properties of functions of bounded variation involving
continuity.
Theorem 2.7. Let f : [a, b] → R be a function of bounded variation on [a, b] and
deﬁne a function V on [a, b] by V (a) = 0 and V (x) = V (f, [a, x]) for all x ∈ (a, b].
Then
(1) If a ≤ x < y ≤ b then V (y) −V (x) = V (f, [x, y]).
(2) V is increasing on [a, b].
(3) If V is continuous at c ∈ [a, b] then f is continuous at c ∈ [a, b].
(4) If f is continuous at c ∈ [a, b] then V is continuous at c ∈ [a, b].
(5) If f is continuous on [a, b] then f can be written as the diﬀerence of two
increasing continuous functions.
10 NOELLA GRADY
Proof. The proof of (1) is contained in the proof of Lemma 2.3. Part (2) is Lemma
2.3. To begin the proof of (3) let > 0. By the continuity of V choose δ such that
if x −c < δ then V (x) −V (c) < . Notice the following.
If c < x then V (x) −V (c) = V (f, [c, x]). If x < c then V (c) −V (x) = V (f, [x, c]).
Thus
f(x) −f(c) ≤
_
V (f, [c, x]) = V (x) −V (c)
V (f, [x, c]) = V (x) −V (c).
This shows that when x − c < δ we have f(x) − f(c) ≤ V (x) − V (c) < .
Thus f is continuous.
To prove (4) we us (2), which tells us that V is an increasing function. Thus,
both one sided limits exist at all points in c ∈ [a, b]. We have only to show that
lim
x→c
V (x) = V (c). We will do this by showing that the righthand limit of V (x)
as x → c is equal to V (c). The case for the lefthand limit is similar.
Let > 0. Choose δ > 0 by the continuity of f at c such that f(x) −f(c) < /2
when 0 < x −c < δ.
Find partition P = {p
0
, p
1
, . . . p
n
} of [c, b] as follows. We know, by the deﬁnition
of V (f, [c, b]), that there exists a partition P such that
V (f, [c, b]) <
n
i=1
f(p
i
) −f(p
i−1
) +
2
. (1)
If p
1
− c < δ then we are ﬁnished. If p
1
− c ≥ δ we take a point, x such that
x − c < δ and add it to the partition. By Lemma 2.1 this does not inﬂuence
the inequality in (1). This is now the partition P, and x = p
1
. Notice that
V (f, [x, b]) ≥
n
i=2
f(p
i
) −f(p
i−1
).
Consider
V (x) −V (c) = V (f, [c, x])
= V (f, [c, b]) −V (f, [x, b])
<
n
i=1
f(p
i
) −f(p
i−1
) +
2
−
n
i=2
f(p
i
) −f(p
i−1
)
= f(x) −f(c) +
2
<
2
+
2
= .
To prove (5) we begin by assuming that f is continuous on [a, b]. Thus, by
part (4) we know that V is continuous on [a, b]. Since the diﬀerence of continuous
functions is also continuous, we know that V − f is also continuous. Thus we
can write f = V − (V − f) and f is the diﬀerence of two continuous, increasing
functions.
Now we turn to possible discontinuities of functions of bounded variation.
Theorem 2.8. Let f be a function of bounded variation on [a, b].
(1) The function f has onesided limits at each point of [a, b].
(2) The function f has at most countably many discontinuities on [a, b].
FUNCTIONS OF BOUNDED VARIATION 11
Before we can prove this theorem we need a few theorems which can be found
in most real analysis books, or speciﬁcally in Gordon’s text [1].
Theorem 2.9. Let I be an interval. If a function f : I →R is a monotone function
on I then f has onesided limits at each point of I.
Theorem 2.10. If a function f : [a, b] →R is monotone, then the set of disconti
nuities of f in [a, b] is countable.
Now we are ready to prove Theorem 2.8.
Proof. To prove (1) we begin by assuming that f is of bounded variation on [a, b].
By Theorem 2.6f can be written as the diﬀerence of two increasing functions, f
1
and f
2
, such that f = f
1
−f
2
. By Theorem 2.9 we know that f
1
and f
2
both have
onesided limits at each point of [a, b]. Let c ∈ [a, b) be an arbitrary point in the
domain of f. Because the diﬀerence of limits is the limit of the diﬀerence we can
write
lim
x
+
→c
f(x) = lim
x
+
→c
_
f
1
(x) −f
2
(x)
_
= lim
x
+
→c
f
1
(x) − lim
x
+
→c
f
2
(x)
Because both these limits exist, we see that lim
x
+
→c
f(x) exists as well. A proof
for lefthanded limits can be found by replacing all the righthanded limits with
lefthanded limits and considering c ∈ (a, b].
To prove (2) we once again rely on the fact that f can be written as the diﬀerence
of two increasing functions such that f = f
1
− f
2
where f
1
and f
2
are monotone
increasing functions. Thus by Theorem 2.10 we know that f
1
and f
2
each have
countably many discontinuities. Let the set D
1
= {xf
1
is discontinuous at x} and
the set D
2
= {xf
2
is discontinuous at x}. By Theorem 2, D
1
and D
2
are countable.
Then let D = D
1
∪D
2
. Now, f can not be discontinuous at a point where neither f
1
nor f
2
was discontinuous. Thus we can conclude that the number of discontinuities
of f is at most the number of points in D. Since the union of two countable sets is
countable we see that f has a countable number of discontinuities on [a, b].
3. Absolute Continuity
In this section we discuss absolute continuity and its relationship to bounded
variation. We begin by deﬁning uniform continuity and absolute continuity, and
show that absolute continuity implies uniform continuity.
3.1. Introduction to Absolute Continuity.
Deﬁnition 3.1. Let I be an interval. A function f : I →R is uniformly continuous
on I if for each > 0 there exists δ > 0 such that f(y) −f(x) < for all x, y ∈ I
that satisfy y −x < δ.
We need the following deﬁnition in order to deﬁne absolute continuity. Two
intervals are nonoverlapping if their intersection contains at most one point.
Deﬁnition 3.2. Let I be an interval. A function f : I → R is absolutely contin
uous on I if for each > 0 there exists δ > 0 such that
n
i=1
f(d
i
) − f(c
i
) <
whenever {[c
i
, d
i
] : 1 ≤ i ≤ n} is a ﬁnite collection of nonoverlapping intervals in
I such that
n
i=1
(d
i
−c
i
) < δ.
12 NOELLA GRADY
Theorem 3.1. An absolutely continuous function is uniformly continuous.
Proof. This result is a trivial consequence of the deﬁnition of absolute continuity.
We choose n = 1 in Deﬁnition 3.2 and the desired result follows immediately.
We now consider a speciﬁc example of an absolutely continuous function.
Example 3.1. The function g(x) =
√
x is absolutely continuous on [0, 1].
We begin by letting > 0 and taking {[c
i
, d
i
] : 1 ≤ i ≤ n} to be a nonoverlapping
collection of intervals in [0, 1] such that
n
i=1
(d
i
−c
i
) <
2
. Choose a =
2
/4. Now
we break the sum
n
i=1
g(d
i
)−g(c
i
) into two parts, those intervals that are in [0, a]
and those that are in [a, 1]. If a happens to fall in the middle of an interval we break
the interval at a. By Lemma 2.1 this will only make the sum
n
i=1
g(d
i
) − g(c
i
)
larger if it has any eﬀect. We will say that a = d
m
.
Now we consider the sum over the intervals that are in [0, a],
m
i=1
g(d
i
) −g(c
i
) =
m
i=1

_
d
i
−
√
c
i

≤
√
a
= /2.
This follows from the fact that
√
x is an increasing function.
Now we consider the sum over the intervals that are in [a, 1]
n
i=m+1
g(d
i
) −g(c
i
) =
n
i=m+1

_
d
i
−
√
c
i

=
n
i=m+1

_
d
i
−
√
c
i
 ·

√
d
i
+
√
c
i


√
d
i
+
√
c
i

=
n
i=m+1
d
i
−c
i
√
d
i
+
√
c
i
≤
n
i=m+1
d
i
−c
i
2
√
a
=
1
2
√
a
·
n
i=1
(d
i
−c
i
)
<
1
·
2
= .
Combining these two sums we see that
n
i=1
g(d
i
) −g(c
i
) ≤
m
i=1
g(d
i
) −g(c
i
) +
n
i=m
g(d
i
) −g(c
i
)
< /2 +
< 2.
Thus g(x) =
√
x is absolutely continuous on [0, 1].
FUNCTIONS OF BOUNDED VARIATION 13
Now we consider some general examples of absolutely continuous functions, such
as Lipschitz functions. We also consider some of the algebraic properties of absolute
continuity.
Deﬁnition 3.3. Let f : I →R be a function with I an interval, and let k ∈ R such
that k > 0. Then f satisﬁes a Lipschitz condition with constant k if f(b) −f(a) ≤
kb −a for all a, b ∈ I. The function f is called a Lipschitz function.
Theorem 3.2. If f : I → R is a Lipschitz function with Lipschitz constant k > 0
then f is absolutely continuous on I.
Proof. Let > 0 and choose δ = /k. Let {[c
i
, d
i
] : 1 ≤ i ≤ n} be a ﬁnite set of
nonoverlapping intervals in I such that
n
i=1
(d
i
− c
i
) < δ. Using the Lipschitz
condition we obtain
n
i=1
f(d
i
) −f(c
i
) ≤
n
i=1
k(d
i
−c
i
) <
k
<
Thus f is absolutely continuous on I.
Notice that a linear function of the form f(x) = ax +b is Lipschitz with k = a
on all of R and so linear functions are absolutely continuous.
Theorem 3.3. If f : I →R is absolutely continuous then so is f.
Proof. Notice that
n
i=1
¸
¸
f(d
i
) −f(c
i
)
¸
¸
≤
n
i=1
f(d
i
) −f(c
i
)
and because f is absolutely continuous on I we can make
n
i=1
f(d
i
) − f(c
i
)
arbitrarily small. Thus f is absolutely continuous on I.
The following two theorems tell us that the sum and product of two absolutely
continuous functions are also absolutely continuous.
Theorem 3.4. If f and g are absolutely continuous on the interval I , then f +g
is absolutely continuous on I.
Proof. Let > 0. Choose δ
f
> 0 and δ
g
> 0 according to the deﬁnition of absolute
continuity such that
n
i=1
f(d
i
) − f(c
i
) < /2 and
n
i=1
g(b
i
) − g(a
i
) < /2.
Deﬁne δ = min{δ
f
, δ
g
}. Let {[x
i
, y
i
] : 1 ≤ i ≤ n} to be a ﬁnite collection of non
overlapping intervals in I such that
n
i=1
(y
i
−x
i
) < δ. Then, with repeated use of
the triangle inequality, we can deduce that
n
i=1
(f + g)(y
i
) −(f + g)(x
i
) ≤
n
i=1
f(y
i
) −f(x
i
) +
n
i=1
g(y
i
) −g(x
i
) <
and so f + g is absolutely continuous on I.
Theorem 3.5. If f and g are absolutely continuous on [a, b], then fg is absolutely
continuous on [a, b].
Proof. Notice that because f and g are absolutely continuous on [a, b] both are
continuous on [a, b] and so achieve a maximum value on [a, b]. Choose M
f
and
M
g
such that M
f
≥ f(x) and M
g
≥ g(x) for all x ∈ [a, b]. Let > 0. Choose
δ
f
> 0 and δ
g
> 0 according to the deﬁnition of absolute continuity such that
14 NOELLA GRADY
n
i=1
f(d
i
) − f(c
i
) < /2M
g
and
n
i=1
g(d
i
) − g(c
i
) < /2M
f
. Deﬁne δ =
min{δ
f
, δ
g
} and let {[c
i
, d
i
] : 1 ≤ i ≤ n} be a ﬁnite collection of nonoverlapping
intervals in [a, b] such that
n
i=1
(d
i
−c
i
) < δ. Consider the following:
n
i=1
¸
¸
f(d
i
)g(d
i
) −f(c
i
)g(c
i
)
¸
¸
=
n
i=1
¸
¸
g(d
i
)[f(d
i
) −f(c
i
)] + f(c
i
)[g(d
i
) −g(c
i
)]
¸
¸
≤
n
i=1
¸
¸
g(d
i
)
¸
¸
¸
¸
f(d
i
) −f(c
i
)
¸
¸
+
n
i=1
¸
¸
f(c
i
)
¸
¸
¸
¸
g(d
i
) −g(c
i
)
¸
¸
≤ M
g
n
i=1
¸
¸
f(d
i
) −f(c
i
)
¸
¸
+ M
f
n
i=1
¸
¸
g(d
i
) −g(c
i
)
¸
¸
< M
g
·
2M
g
+ M
f
·
2M
f
= .
Thus fg is absolutely continuous on [a, b].
3.2. Connecting Absolute Continuity to Bounded Variation.
Theorem 3.6. If a function f is absolutely continuous on the interval [a, b] then
f is of bounded variation on [a, b].
Proof. Suppose that f : [a, b] → R is absolutely continuous. Use this fact to
ﬁnd a δ > 0 such that
n
i=1
f(d
i
) − f(c
i
) < 1 when
n
i=1
(d
i
− c
i
) < δ and
{[c
i
, d
i
] : 1 ≤ i ≤ n} is a ﬁnite set of nonoverlapping intervals in [a, b]. Round up
(b −a)/δ to the nearest integer value and call it k.
Now construct a partition of [a, b] as follows. {x
i
= a + i(b − a)/k : 0 ≤
i ≤ k}. Now, each subinterval of this partition has length (b − a)/k ≤ δ. Thus
V (f, [x
i
, x
i−1
]) ≤ 1 by the absolute continuity condition. There are at most k of
these subintervals and so by Theorem 2.5 we know that V (f, [a, b]) ≤ k and so f is
of bounded variation on [a, b].
We next use Theorem 3.6 to provide an example of a function that is uniformly
continuous but not absolutely continuous. This example is important as it shows
that there is indeed a diﬀerence between the two kinds of continuity.
Before the next example we need to recall a theorem from analysis.
Theorem 3.7. Let X be a compact set and f a continuous function on X. Then
f is uniformly continuous on X.
Example 3.2. The function f deﬁned by f(x) =
3
√
xsin(π/x) when x = 0 and
f(0) = 0 is uniformly continuous but not absolutely continuous on [0, 1].
In Example 2.4 we showed that this function is not of bounded variation on [0, 1],
and thus by Theorem 3.6 we know that it is not absolutely continuous. However,
this function is uniformly continuous. Because f is continuous on [0, 1], a compact
set, it follows from Theorem 3.7 that f is uniformly continuous on [0, 1].
Theorem 3.8. If f : I → R is an absolutely continuous function then f can be
written as the diﬀerence of two increasing, continuous functions.
Proof. Because f is absolutely continuous on I we know that f is continuous and,
by Theorem 3.6, that f is of bounded variation. Thus, by Theorem 2.6, we know
that f can be written as the diﬀerence of two increasing continuous functions.
FUNCTIONS OF BOUNDED VARIATION 15
3.3. Connecting Absolute Continuity and Derivatives. When the derivative
of a continuous function f is bounded, we can conclude that f is absolutely con
tinuous. This provides a tool for showing that a function is absolutely continuous,
and thus of bounded variation.
Theorem 3.9. If f is continuous on [a, b] and f
exists and is bounded on (a, b),
then f is absolutely continuous on [a, b].
Proof. Suppose that f
(x) < M for all x ∈ (a, b). Let > 0 and consider
n
i=1
f(d
i
) − f(c
i
) where {[c
i
, d
i
] : 1 ≤ i ≤ n} is a ﬁnite collection of non
overlapping intervals in [a, b] such that
n
i=1
d
i
− c
i
 < /M. Then we observe
that
n
i=1
f(d
i
) −f(c
i
) =
n
i=1
f(d
i
) −f(c
i
)
d
i
−c
i

d
i
−c
i
.
The Mean Value Theorem tells us that for every i there exists a value x
i
∈ [c
i
, d
i
]
such that
f(d
i
) −f(c
i
)
d
i
−c
i

= f
(x
i
) < M.
Thus we can write
n
i=1
f(d
i
) −f(c
i
)
d
i
−c
i

d
i
−c
i
 <
n
i=1
Md
i
−c
i

= M
n
i=1
d
i
−c
i

< M
M
= .
Thus f is absolutely continuous on [a, b].
Example 3.3. A continuous function with an unbounded derivative may be abso
lutely continuous.
Consider f(x) =
√
x on [0, 1]. In Example 3.1 we saw that this function is
absolutely continuous. However, f
(x) =
1
2
√
x
which is not bounded on (0, 1).
Example 3.4. The function f(x) = x
2
sin(1/x) for x = 0 and f(0) = 0 is
absolutely continuous on [0, 1].
Consider ﬁrst the function g(x) = x
2
sin(1/x) when x = 0 and g(0) = 0. No
tice that g(x) = f(x). By Theorem 3.3 we need only show that g is absolutely
continuous on [0, 1].
Now, when x = 0, g
(x) = 2xsin(1/x) −cos(1/x). Notice that sin(1/x) ≤ 1 and
−cos(1/x) ≤ 1 and x ≤ 1, so
g
(x) = 2xsin(1/x) −cos(1/x) ≤ 2x sin(1/x) +cos(1/x) ≤ 3.
Thus g
(x) is bounded on [0, 1] by three and by Theorem 3.9 we know that g(x)
is absolutely continuous on [0, 1]. Thus g(x) = f(x) is absolutely continuous on
[0, 1].
16 NOELLA GRADY
We can use Example 3.4 to demonstrate that absolute continuity does not hold
up under composition.
Example 3.5. The composition of two absolutely continuous functions need not be
absolutely continuous.
Consider h = f ◦ g where f(x) =
√
x and g(x) = x
2
 sin(1/x) on [0, 1]. We
know that f and g are absolutely continuous on [0, 1] from Examples 3.1 and 3.4,
respectively. Now, h = x
_
 sin(1/x) and h is increasing on intervals of the form
[2/(2n+1)π, 2/(2n)π]. The intervals over which h is increasing are nonoverlapping,
so by Deﬁnition 2.4
V (h, [0, 1]) ≥
n
i=1
V (h, [2/(2i + 1)π, 2/(2i)π])
for all n. The variation on each of these subintervals is known, however. Because
h is increasing from 0 to x we can use Theorem 2.2 to ﬁnd that V (h, [0, 1]) ≥
n
i=1
2/2iπ. That is
V (h, [0, 1]) ≥
n
i=1
2
2iπ
=
n
i=1
1
π
1
i
which is a harmonic series and so diverges as n → ∞. Thus V (h, [0, 1]) is unbounded
so h is not of bounded variation and thus can not be absolutely continuous on [0, 1]
by Theorem 3.6.
4. Cantor Ternary Function
In this section we explore the Cantor ternary function. This function provides an
interesting example of a function that is uniformly continuous on a closed interval
and of bounded variation on the closed interval but is not absolutely continuous.
The closed, bounded interval that we work on is [0, 1].
First we discuss ternary representations of the numbers in [0, 1]. For all real
numbers x ∈ [0, 1] there is a sequence of integers t
k
∈ {0, 1, 2} such that
x =
t
x1
3
+
t
x2
3
2
+
t
x3
3
3
+
t
x4
3
4
+· · · .
That is to say, x has a ternary expansion. We assume this in our discussion of
the Cantor ternary function. The ternary expansion of a number can be written in
decimal form as x = t
x1
t
x2
t
x3
· · · . Further, the two ternary expansions
t
1
3
+
t
2
3
2
+
t
3
3
3
+· · · +
t
n
3
k
+ 0 + 0 + 0 +· · ·
and
t
1
3
+
t
2
3
2
+
t
3
3
3
+· · · +
t
n
−1
3
k
+
2
3
k+1
+
2
3
k+2
+
2
3
k+3
+· · ·
FUNCTIONS OF BOUNDED VARIATION 17
are equal. This is the only way for two distinct ternary expansions to represent the
same number. These two representations are similar to representing the number
one in base 10 as either 1 or 0.99.
Deﬁnition 4.1. The Cantor ternary function is a function f : [0, 1] →R such that
if the digit 1 does not appear in the ternary expansion of x then
f(x) =
∞
k=1
t
xk
/2
2
k
.
If the digit 1 does appear in the ternary expansion of x, let j
x
= min{k : t
xk
= 1}
and then
f(x) =
jx−1
k=1
t
xk
/2
2
k
+
1
2
jx
.
Observation 4.1. The Cantor ternary function is well deﬁned.
Proof. We show that f is well deﬁned by considering two possible representations
of a number x and showing that f gives the same value for both. In the ternary
expansion of a number, the only way for two numbers to be the same is for them
to be of the following forms.
x =
t
1
3
+
t
2
3
2
+
t
3
3
3
+· · · +
t
n
3
k
+ 0 + 0 + 0 +· · · (2)
x =
t
1
3
+
t
2
3
2
+
t
3
3
3
+· · · +
t
n
−1
3
k
+
2
3
k+1
+
2
3
k+2
+
2
3
k+3
+· · · (3)
Now suppose we have a number x represented in both these ways. If one of the
t
k
such that k < n is one, then for both representations we have
f(x) =
jx−1
k=1
t
xk
/2
2
k
+
1
2
jx
.
Since in this case j
x
is the same for both representations the value of the function
at either representation is the same.
Now, suppose that there are no ones before t
n
and t
n
= 2. Then f of the
representation in line (2) is
f(x) =
∞
k=1
t
xk
/2
2
k
=
n−1
k=1
t
xk
/2
2
k
+
1
2
n
.
In line (3) t
n
= 1 and so we have j
x
= n giving us
f(x) =
n−1
k=1
t
xk
/2
2
k
+
1
2
n
.
Thus the two representations yield the same result.
Finally, suppose that there is no one before t
n
and t
n
= 1. The representation
in line (2) gives us
18 NOELLA GRADY
f(x) =
n−1
k=1
t
k
/2
2
k
+
1
2
n
.
The representation in line (3) gives us
f(x) =
n−1
k=1
t
k
/2
2
k
+ 0 +
∞
k=n+1
1
2
k
=
n−1
k=1
t
k
/2
2
k
+
1
2
n
where the second step follows from simplifying the geometric series. Thus we see
that the two representations give the same result in any case, and so the Cantor
ternary function is well deﬁned.
Observation 4.2. The Cantor ternary function, f, has values such that 0 ≤
f(x) ≤ 1 for all x ∈ [0, 1].
Proof. First notice that all of the addends in either sum are either positive or zero,
and thus f(x) ≥ 0.
If f(x) =
∞
k=1
t
xk
/2
2
k
then we know
f(x) =
∞
k=1
t
xk
/2
2
k
≤
∞
k=1
1
2
k
= 1.
Similarly, if f(x) =
jx−1
k=1
t
xk
/2
2
k
+
1
2
jx
we know
f(x) =
jx−1
k=1
t
xk
/2
2
k
+
1
2
jx
≤
jx−1
k=1
1
2
k
+
1
2
jx
= 1 −
1
2
jx−1
+
1
2
jx
≤ 1.
Thus f(x) is always smaller than 1 and greater than 0 on [0, 1].
Observation 4.3. The Cantor ternary function, f, is increasing on [0, 1].
Proof. If y > x then we know that their ternary representation is the same to some
point, and at the digit where they diﬀer the digit in y is larger than the digit in x.
Writing x and y in the decimal form of their ternary expansion with y > x we have
the following:
FUNCTIONS OF BOUNDED VARIATION 19
y = 0.t
1
t
2
· · · t
n
· · ·
x = 0.s
1
s
2
· · · s
n
· · ·
where t
n
> s
n
and t
i
= s
i
for 1 ≤ i < n.
If one of the t
i
= 1 = s
i
for 1 ≤ i < n, then f(y) = f(x) =
i−1
k=1
t
xk
/2
2
k
+
1
2
i
, and
so f(y) ≥ f(x).
Suppose that there are no ones in the ternary representation of y or x up to n,
and suppose further that t
n
= 2. Then we have
f(y) =
n−1
k=1
t
xk
/2
2
k
+
1
2
n
+ K
and
f(x) =
n−1
k=1
t
k
/2
2
k
+
1
2
n
or
f(x) =
n−1
k=1
t
k
/2
2
k
+ 0 + C
where C and K are the sum of the remaining terms that are not 1. Notice that
C ≤
∞
k=n+1
1
2
k
=
1
2
n
and thus f(y) ≥ f(x) in this case.
The last remaining case is when t
n
= 1. We ﬁnd a similar scenario:
f(y) =
n−1
k=1
t
k
/2
2
k
+
1
2
n
f(x) =
n−1
k=1
t
k
/2
2
k
+ 0 + C.
Once again
C ≤
∞
k=n+1
1
2
k
=
1
2
n
and f(y) ≥ f(x) and so f is increasing on all of [0, 1].
Example 4.1. Determine the intervals on which f is constant.
From Observation 4.3 we know that f is increasing, so we need only ﬁnd two sep
arate points where f gives the same value to know that it has the same value at ev
ery intermediate point. Consider intervals of the form [0.000 · · · 0100, 0.000 · · · 0200]
where these are the ternary expansions in decimal form. In other words, we are
looking at intervals of the form [1/3
n
, 2/3
n
]. If the nonzero digit is in the nth
20 NOELLA GRADY
place, f evaluates to 1/2
n
at both these endpoints. Inspection shows that any
value greater than the right endpoint or smaller than the left gives a diﬀerent value
of f. Thus these are the largest intervals where f is constant at the value of 1/2
n
.
We can generalize this observation by noticing that inserting a two at any place
value gives a similar eﬀect. So intervals of the form [2/3
k
+1/3
n
, 2/3
k
+2/3
n
] also
give constant values of f, and no larger interval will do. Overall, then, f is constant
on intervals of this form,
_
kt
xk
=2
2
3
k
+
1
3
n
,
kt
xk
=2
2
3
k
+
2
3
n
_
.
On a number line this would be the middle third of the interval [0, 1], the middle
third of each of the remaining intervals, the middle third of each the remaining
thirds after that, and so on.
0 1
1
3
2
3
1
9
2
9
7
9
8
9
1
27
2
27
7
27
8
27
19
27
20
27
25
27
26
27
Figure 2. A number line showing some of the intervals for which
the Cantor ternary function is constant.
Example 4.2. Find the sum of the lengths of the intervals where f is constant.
From Example 4.1 we know the form of these intervals. The length of one interval
of this form is
kt
kx
=2
2
3
k
+
2
3
n
−
kt
kx
=2
2
3
k
+
1
3
n
=
2
3
n
−
1
3
n
=
1
3
n
.
Each interval of this length will appear 2
n
times in the interval [0, 1], so we
multiply by 2
n
and sum as n gets large:
∞
n=1
_
2
3
_
n
=
∞
n=0
1
3
·
_
2
3
_
n
= 1.
Observation 4.4. The Cantor ternary function is continuous.
Proof. We know already that the Cantor ternary function is increasing on [0, 1].
Thus, since the Cantor ternary function is monotone increasing, the only possi
ble discontinuities are jump discontinuities. If we show that the Cantor ternary
FUNCTIONS OF BOUNDED VARIATION 21
function maps from [0, 1] onto an interval, then we know that there are no jump
discontinuities and that the function must be continuous.
Suppose y ∈ [0, 1). We would like to show that there exists an x such that f(x) =
y. We know that y must have a binary expansion. We create the ternary expansion
of a number by using the digits from the binary expansion of y multiplied by two.
Notice that this number, x, has only zeros and twos in the ternary expansion, and
also that x ∈ [0, 1]. Now consider f(x):
f(x) =
∞
k=1
t
xk
/2
2
k
.
This is exactly the number y that we started with. Thus we see that f([0, 1]) hits
every point in [0, 1). Fortunately, we also know that f(1) = 1, and so we can say
that f([0, 1]) in fact hits everything in [0, 1] and thus has no jump discontinuities.
Therefor the Cantor ternary function is continuous.
Theorem 4.1. The Cantor ternary function is not absolutely continuous.
Proof. Let = 1/2. Consider the following sets of intervals.
_
[0, 1/3], [2/3, 1]
_
_
[0, 1/9], [2/9, 1/3], [2/3, 7/9], [8/9, 1]
_
_
[0, 1/27], [2/27, 1/9], [2/9, 7/27], [8/27, 1/3],
[2/3, 19/27], [20, 27, 7/9], [8/9, 25/27], [26/27, 1]
_
To obtain one set from the next, we remove the middle third of the previous
intervals. Label these intervals {[c
i
, d
i
] : 1 ≤ i ≤ n}. Then f(d
i
) = f(c
i+1
), that is
to say the value of f at the right end point of an interval is the same as the value
of f at the left end point of the following interval. Because f(0) = 0 and f(1) = 1
we see that
n
i=1
f(d
i
) −f(c
i
) = [f(d
1
) −f(0)] + [f(d
2
) −f(c
2
)] +· · · + [f(1) −f(c
n
)]
= −f(0) + [f(d
1
) −f(c
2
)] +· · · + [f(d
n−1
) −f(c
n
)] + f(1)
= 0 + 0 + 0 +· · · + 0 + 1
= 1
for any set of intervals chosen this way. Now, if we show that a set of intervals
of this type may be made as small as we like, we will have shown that f is not
absolutely continuous.
The length of each interval in the set is 1/3
n
for some n. Also, when the length is
1/3
n
then there are precisely 2
n
such intervals in the set. Thus the length of the sum
of these intervals is given by (2/3)
n
. However, we also know that lim
n→∞
(2/3)
n
= 0
and thus, for large enough n we can make this as small as we like. That is to say,
for any δ we can ﬁnd a set of intervals whose lengths sum to less than δ but where
22 NOELLA GRADY
the sum of the variance of f over those intervals is always 1. This shows that f is
not absolutely continuous.
5. Arc Length
In this section we explore a connection between bounded variation and arc length
and show the equivalence of two deﬁnitions of arc length. We begin with a deﬁnition
of arc length.
Deﬁnition 5.1. Let f be a continuous function deﬁned on [a, b]. The arc length
of the curve y = f(x) on the interval [a, b] is deﬁned by L = sup{S} where
S =
_
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
: {x
i
: 1 ≤ i ≤ n}partitions [a, b]
_
If S is unbounded, then f is said to have inﬁnite length on the given interval.
We now state and prove the theorem connecting arc length and the variation of
a function.
Theorem 5.1. The length of a curve is ﬁnite if and only if f is of bounded variation
on [a, b].
Proof. Suppose that the arc length is ﬁnite, of length L, and {x
i
: 0 ≤ i ≤ n} is a
partition of [a, b]. Then we write
n
i=1
f(x
i
) −f(x
i−1
) ≤
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
≤ L.
Thus the variation of f is bounded and f is of bounded variation on[a, b].
Now, suppose that f is of bounded variation. Recall that
_
x
2
+ y
2
≤ x +y.
Consider that
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
≤
n
i=1
x
i
−x
i−1
 +
n
i=1
f(x
i
) −f(x
i−1
)
= b −a +
n
i=1
f(x
i
) −f(x
i−1
)
≤ b −a + V (f, [a, b]). (4)
Since the variation of f is ﬁnite, line (4) is ﬁnite, and so the arc length is ﬁnite.
Now we show that when f has a continuous derivative on [a, b] then Deﬁnition
5.1 is equivalent to L =
_
b
a
_
1 + (f
(x))
2
dx, another deﬁnition of are length. We
take this as a series of lemmas.
Lemma 5.1. The inequality
_
(d −c)
2
+ (f(d) −f(c))
2
≤
_
d
c
_
1 + (f
(x))
2
dx
holds when [c, d] is a subinterval of [a, b] and f is a function with a continuous
derivative on [a, b].
FUNCTIONS OF BOUNDED VARIATION 23
Proof. Let [c, d] be any subinterval of [a, b]. Deﬁne the following.
r =
_
(d −c)
2
+ (f(d) −f(c))
2
, α =
d −c
r
, and β =
f(d) −f(c)
r
.
Consider the following:
_
d
c
α + βf
(x)dx = αx + βf(x)
¸
¸
¸
¸
d
c
= α(d −c) + β(f(d) −f(c))
=
d −c
r
· (d −c) +
f(d) −f(c)
r
· (f(d) −f(c))
=
r
2
r
=
_
(d −c)
2
+ (f(d) −f(c))
2
.
Also,
_
d
c
α + βf
(x)dx ≤
¸
¸
¸
¸
_
d
c
α + βf
(x)dx
¸
¸
¸
¸
≤
_
d
c
α + βf
(x)dx.
Recall that x =
√
x
2
. Thus we write
_
d
c
α+βf
(x)dx =
_
d
c
_
(α + βf
(x))
2
dx
In two dimensions, the CauchySchwartz inequality says that
(ac + bd)
2
≤ (a
2
+ b
2
)(c
2
+ d
2
).
Taking a = α, b = β, c = 1, and d = f
(x)
_
d
c
_
(α + βf
(x))
2
dx ≤
_
d
c
_
α
2
+ β
2
_
1 + (f
(x))
2
dx.
Finally, notice that
_
α
2
+ β
2
= 1 when we substitute our expressions for α and
β. Stringing all these observations together we have the following inequalities:
_
(d −c)
2
+ (f(d) −f(c))
2
=
_
d
c
α + βf
(x)dx
≤
_
d
c
α + βf
(x)dx
≤
_
d
c
_
α
2
+ β
2
_
1 + (f
(x))
2
dx
=
_
d
c
_
1 + (f
(x))
2
dx.
Lemma 5.2. The inequality
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
≤
_
b
a
_
1 + (f
(x))
2
dx
24 NOELLA GRADY
holds where {x
i
: 0 ≤ i ≤ n} is a partition of [a, b] and f is a function with a
continuous derivative on [a, b].
Proof. Let P = {x
i
: 1 ≤ i ≤ n} be a partition of [a, b]. Consider the following. By
Lemma 5.1 we know that
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
≤
_
xi−1
xi
_
1 + (f
(x))
2
dx
and summing over i we have
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
≤
n
i=1
_
xi−1
xi
_
1 + (f
(x))
2
dx
=
_
b
a
_
1 + (f
(x))
2
dx.
We use the Mean Value Theorem to deﬁne a tagged partition associated with P.
We start with a deﬁnition.
Deﬁnition 5.2. A tagged partition,
t
P, of an interval [a, b] is a partition of [a, b],
P = {x
i
: 0 ≤ i ≤ n}, and a set of points, {t
i
: 1 ≤ i ≤ n}, such that x
i−1
≤ t
i
≤ x
i
for 1 ≤ i ≤ n. We denote this by
t
P = {(t
i
, [x
i−1
, x
i
]) : 1 ≤ i ≤ n} and say that
t
P
is a tagged partition associated with P.
So a tagged partition is a regular partition where we have picked out a particular
point within each subinterval. Consider the following.
Lemma 5.3. For any partition P of [a, b] there exists a tagged partition
t
P asso
ciated with P such that
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
=
n
i=1
(x
i
−x
i−1
)
_
1 + (f
(t
i
))
2
.
Proof. Let {x
i
: 0 ≤ i ≤ n} be a partition P of [a, b]. By the Mean Value Theorem
we know that there exists a t
i
within each subinterval [x
i−1
, x
i
] such that
f
(t
i
) =
f(x
i
) −f(x
i−1
)
x
i
−x
i−1
.
Thus we write
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
=
n
i=1
(x
i
−x
i−1
)
_
1 + (f
(t
i
))
2
.
We take the t
i
to form a tagged partition,
t
P associated with the partition P.
Now we can put everything together. By Lemma 5.2 we know that
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
≤
_
b
a
_
1 + (f
(x))
2
dx.
Thus, L = sup
_
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
_
≤
_
b
a
_
1 + (f
(x))
2
dx.
We need only show that we have equality.
FUNCTIONS OF BOUNDED VARIATION 25
We know that f is Riemann integrable, so there exists δ > 0 such that for all
tagged partitions
t
P of [a, b] with 
t
P < δ
_
b
a
_
1 + (f
(x))
2
dx − ≤
n
i=1
(x
i
−x
i−1
)
_
1 + (f
(t
i
))
2
.
However, we also know by Lemma 5.3 that for one of those tagged partitions
n
i=1
(x
i
−x
i−1
)
_
1 + (f
(t
i
))
2
=
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
.
Thus
_
b
a
_
1 + (f
(x))
2
dx − ≤
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
and, as shown above,
_
b
a
_
1 + (f
(x))
2
dx ≥ sup
_
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
_
.
Thus
_
b
a
_
1 + (f
(x))
2
dx is indeed the supremum, since nothing smaller will work.
Thus we have shown that
L = sup
_
n
i=1
_
(x
i
−x
i−1
)
2
+ (f(x
i
) −f(x
i−1
))
2
_
=
_
b
a
_
1 + (f
(x))
2
dx.
6. RiemannStieltjes Integration
In this section we deﬁne RiemannStieltjes integration and consider some exam
ples of RiemannStieltjes integration. Finally, we present some theorems regarding
RiemannStieltjes integration and use these theorems to discover a relationship be
tween functions which are of bounded variation and functions which are Riemann
Stieltjes integrable.
Deﬁnition 6.1. Let α be a monotonically increasing function on [a, b]. For each
partition P = {x
i
: 0 ≤ i ≤ n} of [a, b] write ∆
i
α = α(x
i
) −α(x
i−1
). For any real
function f that is bounded on [a, b] and any partition P we deﬁne the upper and
lower sums, respectively, as
U(P, f, α) =
n
i=1
M
i
∆
i
α L(P, f, α) =
n
i=1
m
i
∆
i
α
where M
i
and m
i
are the supremum and inﬁmum of f on the interval [x
i−1
, x
i
].
Finally we deﬁne the upper and lower integrals, respectively, as
_
b
a
fdα = inf{U(P, f, α) : P is a partition of [a, b]}
_
b
a
fdα = sup{L(P, f, α) : P is a partition of [a, b]}.
26 NOELLA GRADY
If these two are equal their common value is the RiemannStieltjes integral of f
over α, denoted
_
b
a
fdα. When
_
b
a
fdα exists we say that f is RiemannStieltjes
integrable with respect to α and write f ∈ (α).
The RiemannStieltjes integral with α = x is the regular Riemann integral.
Consider α = x. We know that α is monotonically increasing on all intervals [a, b].
Also, ∆
i
α = (x
i
− x
i−1
) = ∆x. Then the upper and lower sums reduce to the
Riemann sums. If both these sums converge to some common value, we call this
value
_
b
a
fdx which is the Riemann integral of f.
We now proceed with a series of theorems that lead to a relationship between
bounded variation and RiemannStieltjes integration. Proofs of Theorems 6.1 and
6.2 can be found in Rudin’s text [2]. These proofs are similar to those of similar
results involving Riemann integration.
Deﬁnition 6.2. We say the partition P
∗
is a reﬁnement of the partition P if
P ⊂ P
∗
. If P
1
and P
2
are partitions then their common reﬁnement is P = P
1
∪P
2
.
Theorem 6.1. If P
∗
is a reﬁnement of P then L(P, f, α) ≤ L(P
∗
, f, α) and
U(P, f, α) ≥ U(P
∗
, f, α).
Theorem 6.2. The upper and lower integrals of f with respect to α over [a, b] are
related by
_
b
a
fdα ≤
_ b
a
fdα.
Theorem 6.3. A function f is in (α) on [a, b] if and only if for each > 0 there
exists a partition P such that U(P, f, α) −L(P, f, α) < .
Proof. Suppose that for each > 0 there exists a partition P such that U(P, f, α)−
L(P, f, α) < . Let > 0. By the deﬁnition of the upper and lower integrals and
Theorem 6.2 there exists a partition P such that
L(P, f, α) ≤
_
b
a
fdα ≤
_
b
a
fdα ≤ U(P, f, α).
Thus
_
b
a
fdα −
_
b
a
fdα ≤ U(P, f, α) −L(P, f, α) <
Since > 0 was arbitrary, we conclude that
_
b
a
fdα =
_
b
a
fdα. Thus, by Deﬁnition
6.1, f ∈ (α).
Now suppose that f ∈ (α) and let > 0. Because
_
fdα is deﬁned as the com
mon value of the supremum and inﬁmum of U(P, f, α) and L(P, f, α), respectively,
there exist partitions P
1
and P
2
of [a, b] such that
U(P
2
, f, α) −
_
fdα < /2 and
_
fdα −L(P
1
, f, α) < /2.
Let P be the common reﬁnement of P
1
and P
2
. By Theorem 6.1 we know that
U(P, f, α) ≤ U(P
2
, f, α) and L(P
1
, f, α) ≤ L(P, f, α).
Thus
FUNCTIONS OF BOUNDED VARIATION 27
U(P, f, α) ≤ U(P
2
, f, α) <
_
fdα + /2 < L(P
1
, f, α) + ≤ L(P, f, α) +
and
U(P, f, α) −L(P, f, α) ≤ .
Theorem 6.4. If f is monotonic on [a, b] and α is continuous (and monotonic)
on [a, b] then f ∈ (α).
Proof. Suppose that f is monotone increasing. The case where f is decreasing is
similar. The function α is continuous on [a, b], and because [a, b] is a closed interval
α is also uniformly continuous on [a, b]. Thus, we choose δ > 0 such that
α(x) −α(y) <
f(b) −f(a)
when x −y < δ.
Then we take n ∈ N such that (b −a)/n < δ. We now create the partition
P = {x
i
: x
i
= a + i
b −a
n
, 0 ≤ i ≤ n}.
Notice that because f is monotone increasing M
i
= f(x
1
) and m
i
= f(x
i−1
).
Consider
U(P, f, α) −L(P, f, α) =
n
i=1
(f(x
i
) −f(x
i−1
))∆α
≤
f(b) −f(a)
n
i=1
(f(x
i
) −f(x
i−1
))
= .
Thus, by Theorem, 6.3 f ∈ .
Theorem 6.5. Suppose that f is bounded on [a, b] and has only ﬁnitely many
points of discontinuity. Suppose further that α is continuous everywhere that f is
discontinuous. Then f ∈ (α).
Proof. Let > 0. Because f is bounded on [a, b], we can set
M = sup{f(x) : x ∈ [a, b]}.
Let E = {e
i
: f is discontinuous at e
i
, 0 ≤ i ≤ m}. Because α is continuous
at each point, e
i
, in E, we know that there exists an interval [u
i
, v
i
] such that
e
i
∈ (u
i
, v
i
) and α(u
i
) − α(v
i
) < /4mM. Furthermore, these intervals can be
made to be disjoint. The set of intervals L = {[u
i
, v
i
] : 1 ≤ i ≤ n} covers E. The
set K = [a, b] \ L is compact, and f is continuous on K. Because K is compact f is
in fact uniformly continuous on K. Thus there exists a δ such that when s, t ∈ K
and s −t < δ then f(s) −f(t) < /2(α(b) −α(a)).
Make a partition P = {x
i
: 0 ≤ i ≤ n} as follows. Each u
i
and v
i
is in P. No
point in the segments (u
i
, v
i
) is in P. Unless x
i
is one of the v
i
, ∆x
i
< δ. That
28 NOELLA GRADY
is to say, each subinterval formed by the partition points has length less than δ,
unless it is an interval of the form [u
i
, v
i
].
Let M
i
and m
i
be as in Deﬁnition 6.1. Notice that M
i
− m
i
< 2M. Let
π
1
= {i : x
i
= v
i
for some i} and π
2
= {i : x
i
= v
i
for some i}. Notice that if
x
i
∈ π
2
then M
i
−m
i
<
2(α(b)−α(a))
by the uniform continuity condition on f.
Consider the following:
U(P, f, α) −L(P, f, α) =
n
i=1
(M
i
−m
i
)∆
i
α
=
i∈π1
(M
i
−m
i
)∆
i
α +
i∈π2
(M
i
−m
i
)∆
i
α. (5)
Consider the ﬁrst sum in Equation (5).We know that each of the ∆
i
α = [u
i
, v
i
] <
4mM
. We also know that M
i
−m
i
< 2M. There are exactly m terms in this sum,
because there are exactly m of the intervals [u
i
, v
i
]. Thus
i∈π1
(M
i
−m
i
)∆
i
α < 2Mm
4mM
=
2
.
Next we attack the second sum in Equation (5). Here we know M
i
− m
i
<
2(α(b)−α(a))
by the uniform continuity of f. Thus
i∈π2
(M
i
−m
i
)∆
i
α <
2(α(b) −α(a))
(α(b) −α(a)) =
2
.
Thus each sum in Equation (5) is smaller than /2. We conclude that
U(P, f, α) −L(P, f, α) <
and so, by Theorem 6.3, f ∈ (α).
Lemma 6.1. If f = f
1
+ f
2
and P is any partition of [a, b] then
L(P, f
1
, α) + L(P, f
2
, α) ≤ L(P, f, α) (6)
≤ U(P, f, α) ≤ U(P, f
1
, α) + U(P, f
2
, α) (7)
Proof. We already know that L(P, f, α) ≤ U(P, f, α). Thus we have only to prove
the inequalities in (6) and (7). We begin with the inequality in line (6).
Recall that if A = {a
1
, a
2
· · · a
n
: a
i
∈ R}, B = {b
1
, b
2
, · · · b
n
: b
n
∈ R}, and
A + B = {a
1
+ b
1
, a
2
+ b
2
, · · · a
n
+ b
n
} then
inf{A} + inf{B} ≤ inf{A + B}. (8)
Let P = {x
0
, x
1
, . . . x
n
} be a partition of [a, b]. Let
m
1
i
= inf{f
1
(x) : x ∈ [x
i
, x
i−1
]},
m
2
i
= inf{f
2
(x) : x ∈ [x
i
, x
i−1
]},
and
m
i
= inf{f(x) : x ∈ [x
i
, x
i−1
]}.
FUNCTIONS OF BOUNDED VARIATION 29
Thus, by the inequality in line (8), m
1
i
+ m
2
i
≤ m
i
. Consider
L(P, f
1
, α) + L(P, f
2
, α) =
n
i=1
m
1
i
∆
i
α +
n
i=1
m
2
i
∆α
=
n
i=1
(m
1
i
+ m
2
i
)∆
i
α
≤
n
i=1
(m
i
)∆
i
α
= L(P, f, α).
The proof for the inequality in line (7) is similar.
Theorem 6.6. If f ∈ (α) on [a, b] and c is a constant then cf ∈ (α).
Proof. Because f ∈ (α) there exists a partition P = {x
0
, x
1
, · · · x
n
} such that
U(P, f, α) −L(P, f, α) < /c. Let
M
i
= sup{f(x) : x ∈ [x
i
−x
i−1
]},
m
i
= inf{f(x) : x ∈ [x
i
−x
i−1
]},
M
c
i
= sup{cf(x) : x ∈ [x
i
−x
i−1
]},
and
m
c
i
= inf{cf(x) : x ∈ [x
i
−x
i−1
]}.
If c > 0 then M
c
i
= cM
i
and m
c
i
= cm
i
. If c < 0 then M
c
i
= cm
i
and m
c
i
= cM
i
.
In either case, the following is true.
U(P, cf, α) −L(P, cf, α) =
n
i=1
M
c
i
∆
i
α −
n
i=1
m
c
i
∆
i
α
= c
_
n
i=1
M
i
∆
i
α −
n
i=1
m
i
∆
i
α
_
< c
c
= .
This proves that cf ∈ (α).
It can further be shown that
_
b
a
cfdα = c
_
b
a
fdα.
Theorem 6.7. If f
1
and f
2
are in (α) on [a, b] then f
1
+ f
2
∈ (α).
Proof. Let > 0. Then we know that there exist partitions P
1
and P
2
such that
U(P
1
, f
1
, α) − L(P
1
, f
1
, α) < and U(P
2
, f
2
, α) − L(P
2
, f
2
, α) < . Let P be the
common reﬁnement of P
1
and P
2
. Then by Theorem 6.1
U(P, f
1
, α) −L(P, f
1
, α) < (9)
U(P, f
2
, α) −L(P, f
2
, α) < . (10)
30 NOELLA GRADY
By adding the inequalities in (9) and (10) and applying Lemma 6.1 we have
U(P, f, α) −L(P, f, α) < 2. By Theorem 6.3 f ∈ (α).
It can further be shown that
_
b
a
(f
1
+ f
2
)dα =
_
b
a
f
1
dα +
_
b
a
f
2
dα.
Now we are ready to relate bounded variation and RiemannStieltjes integration.
Suppose that f is of bounded variation on an interval [a, b]. Then f can be written
as the diﬀerence of two increasing functions, so f = f
1
− f
2
where f
1
and f
2
are
increasing. By Theorem 6.4 we know that f
1
and f
2
are in (α) whenever α is
continuous. Further, by Theorem 6.7 we know that f ∈ (α) when α is continuous.
Because f
1
and f
2
are increasing on a closed, bounded interval, we know the
functions are themselves bounded on [a, b]. Thus, if they have ﬁnitely many dis
continuities on [a, b] and α is continuous at these discontinuities, we can conclude
that f
1
and f
2
are in (α). Further, by Theorem 6.7 we know that f is also in
(α) when these conditions are met.
7. Conclusion
In this paper we examined functions of bounded variation and provided proofs
for some important properties of these functions. Perhaps the most important
and interesting property is the fact that a function of bounded variation can be
written as the diﬀerence of two increasing functions. We then considered three
related topics. The ﬁrst was absolute continuity. We showed that a function that
is absolutely continuous is also of bounded variation. To provide an interesting
example of a function that is continuous and of bounded variation but not absolutely
continuous we explored some properties of the Cantor Ternary Function. The
second related topic we considered was arc length. Here we showed that the length
of a curve is ﬁnite on an interval if and only if the function is of bounded variation
on that interval. We then considered RiemannStieltjes integration. Here we used
the fact that a function of bounded variation can be written as the diﬀerence of two
increasing functions to ﬁnd conditions under which functions of bounded variation
are RiemannStieltjes integrable. For instance, if f is of bounded variation then f
is RiemannStieltjes integrable over α whenever α is continuous. Similarly, when f
is of bounded variation then it is RiemannStieltjes integrable over α whenever f
has a ﬁnite number of discontinuities and α is continuous where f is not.
We have only brieﬂy considered each of these related topics. Any one of them
could be explored in more depth by the interested reader. Most especially, there are
other connections between RiemannStieltjes integration and functions of bounded
variation that were not covered in this paper. For instance, if f and α are bounded
on [a, b], f is continuous on [a, b], and α is of bounded variation on [a, b], then
f ∈ (α).
References
[1] Gordon, Russell A. Real Analysis: A First Course 2nd edition. Boston, Pearson Education
Inc. 2002.
[2] Rudin, Walter. Principles of Mathematical Analysis 3rd edition. New York, McGrawHill
Book Company. 1964.
[3] Schumacher, Carol S. Closer and Closer: Introducing Real Analysis 1st edition. Boston,
Jones and Bartlett Publishers, Inc. 2008.
[4] http://mathworld.wolfram.com
[5] www.cuttheknot.org
2
NOELLA GRADY
(1) Suppose that S is bounded above. A number β is the supremum of S if β is an upper bound of S and there is no number less than β that is an upper bound of S. We write β = sup S. (2) Suppose that S is bounded below. A number α is the inﬁmum of S if α is a lower bound of S and there is no number greater than α that is a lower bound of S. We write α = inf S. We can restate Deﬁnition 2.2 (1) in equivalent terms as follows. Theorem 2.1. Let S be a nonempty set of real numbers that is bounded above, and let b be an upper bound of S. Then the following are equivalent. (1) b = sup S (2) For all > 0 there exists an x ∈ S such that b − x < . (3) For all > 0 there exists x ∈ S such that x ∈ (b − , b] A proof of Theorem 2.1 can be found in Schumacher’s text [3]. We often refer to sup S as the least upper bound of S and to inf S as the greatest lower bound of S. The following axiom is often useful for determining the existence of the least upper bound of a set. Axiom 2.1. Every nonempty set of real numbers that is bounded above has a least upper bound. Deﬁnition 2.3. A partition of an interval [a, b] is a set of points {x0 , x1 , ..., xn } such that a = x0 < x1 < x2 · · · < xn = b. With these deﬁnitions in hand we can deﬁne the variation of a function. Deﬁnition 2.4. Let f : [a, b] → R be a function and let [c, d] be any closed subinterval of [a, b]. If the set
n
S
=
i=1
f (xi ) − f (xi−1 ) : {xi : 1 ≤ i ≤ n} is a partition of [c, d]
is bounded then the variation of f on [c, d] is deﬁned to be V (f, [c, d]) = sup S. If S is unbounded then the variation of f is said to be ∞. A function f is of bounded variation on [c, d] if V (f, [c, d]) is ﬁnite. 2.2. Examples. We now examine a couple of examples of functions of bounded variation, and one example of a function that is not of bounded variation. Example 2.1. If f is constant on [a, b] then f is of bounded variation on [a, b]. Consider the constant function f (x) = c on [a, b]. Notice that
n
f (xi ) − f (xi−1 )
i=1
is zero for every partition of [a, b]. Thus V (f, [a, b]) is zero. Another example of a function of bounded variation is a monotone function on [a, b]. Theorem 2.2. If f is increasing on [a, b], then f is of bounded variation on [a, b] and V (f, [a, b]) = f (b) − f (a).
FUNCTIONS OF BOUNDED VARIATION
3
Proof. Let {xi : 1 ≤ i ≤ n} be a partition of [a, b]. Consider
n n
f (xi ) − f (xi−1 ) =
i=1 i=1
f (xi ) − f (xi−1 ) = f (b) − f (a).
Because of the telescoping nature of this sum, it is the same for every partition of [a, b]. Thus we see that V (f, [a, b]) = f (b) − f (a) < ∞. Thus f is of bounded variation on [a, b]. Similarly, if f is decreasing on [a, b] then V (f, [a, b]) = f (a) − f (b). For the next example we ﬁrst recall a theorem involving rational and irrational numbers. Theorem 2.3. Between any two distinct real numbers there is a rational number and an irrational number. We will not prove this here, but a proof is provided in Gordon’s text [1]. Example 2.2. The function f deﬁned by 0 if x is irrational 1 if x is rational is not of bounded variation on any interval. f (x) = Proof. Let n ∈ Z and n > 0. Let [a, b] be a closed interval in R. We construct n+2 a partition P = {x0 , x1 , ..., xn+2 } of [a, b] such that V (f, [a, b]) ≥ i=1 f (xi ) − f (xi−1 ) > n as follows. Recall that by deﬁnition x0 = a. By Theorem 2.3 we know that between any two real numbers there is a rational number and an irrational number. Take x1 to be an irrational number between a and b. Then take x2 to be a rational number between x1 and b. Continue like this, taking x2i+1 to be an irrational number between x2i and b, and x2i to be a rational number between x2i−1 and b. Finally xn+2 = b. Thus we have created a partition that begins with a and then alternates between rational and irrational numbers, until it ﬁnally ends with b. Now consider the sum n+2 i=1 f (xi ) − f (xi−1 ), which we know is at most the variation of f on [a, b]. Thus
n+2
V (f, [a, b])
≥
i=1 n+1
f (xi ) − f (xi−1 ) f (xi ) − f (xi−1 )
i=2
≥
= f (x2 ) − f (x1 ) + · · · + f (xn+1 ) − f (xn ) = 1 − 0 + 0 − 1 + · · · + 1 − 0 = 1 + 1 + 1 + ··· + 1 = n. Thus V (f, [a, b]) is arbitrarily large, and so V (f, [a, b]) = ∞. We have now examined a couple of examples of functions of bounded variation, and one example of a function not of bounded variation. This should give us
In this case y falls between two points xk−1 and xk in {xi : 0 ≤ i ≤ n} for some k. b]. b]. Properties that are listed but not proven have proofs in Gordon’s text [1]. f g is of bounded variation on [a. We begin with a useful lemma. If y = xj for some j then the sum does not change. kf is of bounded variation on [a. Theorem 2. b] such that {xi : 0 ≤ i ≤ n} ⊆ {yi : 0 ≤ i ≤ m}. Then n m f (xi ) − f (xi−1 ) ≤ i=1 i=1 f (yi ) − f (yi−1 ). we can write n n+1 f (xi ) − f (xi−1 ) ≤ i=1 i=1 f (xi ) − f (xi−1 ). In this section we consider some of the properties of functions of bounded variation. Thus we will suppose that y = xj for all j. Algebraic Properties of Functions of Bounded Variation. b]. if 1/g is bounded on [a. b]. We begin by showing that adding one point to the partition {xi : 0 ≤ i ≤ n} gives the desired result. and then appeal to induction. We relabel the partition with the extra point as {xi : 0 ≤ i ≤ n + 1}.3. let {xi : 0 ≤ i ≤ n} be a partition of [a. which we do in Section 2. We focus on f (xk ) − f (xk−1 ). f is of bounded variation on every closed subinterval of [a. b]. We know that f (xk ) − f (xk−1 ) = f (xk ) − f (xk−1 ) + f (y) − f (y) ≤ f (xk ) − f (yi ) + f (yi ) − f (xk−1 ) by the triangle inequality. b]. Let f and g be functions of bounded variation on [a. b] → R be a function. f + g and f − g are of bounded variation on [a. Suppose y ∈ {yi : 0 ≤ i ≤ m}. Because there are at most a ﬁnite number of the yi the desired results follows by induction. Then (1) (2) (3) (4) (5) (6) f is bounded on [a. b]. then f /g is of bounded variation on [a. Proof. We take the sum n i=1 f (xi ) − f (xi−1 ) and write it out as follows: k−1 n f (xi ) − f (xi−1 ) + f (xk ) − f (xk−1 ) + i=1 i=k+1 f (xi ) − f (xi−1 ). Let f : [a. .4. b] and let k be a constant.1. 2. since all the addends are positive. Let {xi : 0 ≤ i ≤ n} and {yi : 0 ≤ i ≤ m} be partitions as in the statement of the lemma.4 NOELLA GRADY some insight into the behavior of functions of bounded variation and motivate the exploration of some algebraic properties of these functions. and let {yi : 0 ≤ i ≤ m} be a partition of [a. b]. Thus. Lemma 2.3.
b] we simply note that f − g = f + (−1)g.4(5) it suﬃces to show that 1/g is of bounded variation on [a. b]. [a. d]. Consider n n kf (xi ) − kf (xi−1 ) = k i=1 i=1 f (xi ) − f (xi−1 ) ≤ kV (f. b] and that 1 is bounded on [a. b]) is ﬁnite and the partition we chose was arbitrary. To prove that f − g is of bounded variation on [a. So {xi : 0 ≤ i ≤ n + 2} is a partition of [a. Since (−1)g is of bounded variation on [a. Further. d] was arbitrary we can conclude that r ≥ V (f. By Theorem 2. Thus we begin by taking {xi : 0 ≤ i ≤ n} as an arbitrary partition of [a. A proof of (5) is provided in Gordon’s text [1].4(3) we know from what we have just shown that f − g is of bounded variation on [a. b]. To prove (3) we begin by letting {xi : 1 ≤ i ≤ n} be a partition of [a.4.FUNCTIONS OF BOUNDED VARIATION 5 Lemma 2. Let [c. To prove (2) we begin by assuming that f is of bounded variation on [a. Thus by the least upper bound axiom (Axiom 2. [a. [a. Now we prove parts of Theorem 2. Then n+1 n+1 f (xi ) − f (xi−1 ) i=2 ≤ ≤r f (x1 ) − f (a) + i=2 f (xi ) − f (xi−1 ) + f (b) − f (xn ) Because the original partition of [c. Notice that V (f. [a. b] and {xi : 1 ≤ i ≤ n} be a partition of [c. [a. This is useful when we are trying to prove things about the supremum of such sums. we can observe that V (kf. b]. Thus we know that there exists a number M such that g for all x ∈ [a. [a. b]). To prove (4) we begin again by letting {xi : 1 ≤ i ≤ n} be a partition of [a. d] be a closed subinterval of [a. b]. n Thus V (f. and relabeling. b] and consider the usual sum. Proof.1) f + g is of bounded variation. To prove (6) we assume that f and g are of bounded variation on [a. b]. . b]). [a. b]).1 tells us that if we add points to a partition the sum of f (xi )−f (xi−1 ) either does not change. 1/g(x) ≤ M . b]) + V (g. or increases. [c. b]. d]). By repeated use of the triangle inequality we write n f (xi ) + g(xi ) − f (xi−1 ) − g(xi−1 ) i=1 n n ≤ i=1 f (xi ) − f (xi−1 ) + i=1 g(xi ) − g(xi−1 ) ≤ V (f. b] by adding the points a and b. Then extend this partition to [a. b]) = sup{ i=1 f (xi ) − f (xi−1 )} = r where r is a real number. b] by Theorem 2. b])+V (g. b] such that x1 = c. xn+1 = d. b]. [a. as we need to when looking at functions of bounded variation. Because the partition was arbitrary kf is of bounded variation. b]) = kV (f.
1]. [a. We assume. for k = 1.5 is provided in Gordon’s text [1].6 NOELLA GRADY n i=1 1 1 − g(xi ) g(xi−1 ) n = i=1 g(xi−1 ) − g(xi ) g(xi )g(xi−1 ) n ≤ M2 i=1 g(xi ) − g(xi−1 ) ≤ M 2 · V (g. The function f deﬁned by √ 3 f (x) = 0. 1]. The following example is especially interesting because it shows that a continuous function need not be of bounded variation. 0. x(n−2k) = 2/(2k + 3).4. Theorem 2. b].4. [a. b) it may yet fail to be of bounded variation on [a. b]).. 1]) = ∞ and f is not of bounded variation on [0. and for examining the mechanics of showing that a particular function is not of bounded variation.3. because it has a vertical n asymptote at x = 1 we can make the sum i=1 f (xi ) − f (xi−1 ) as large as we like by choosing partition points close to 1..2. x sin(π/x). [a.5.1) 1/g is of bounded variation. Examples. and x0 = 0. then f is of bounded variation on [a. without loss of generality. This function is increasing on (0. . b] → R be a function and let c ∈ (a. [0. Let f : [a. b] → R is of bounded variation on every closed subinterval of (a. Then . If f is of bounded variation on [a. Example 2. 2. if x = 0. f (x) = 1 1−x . [c. 1) it is of bounded variation by Theorem 2. for x = 0. b] and V (f. x(n−(2k+1)) = 1/(k + 3). Example 2. We make our partition as follows: xn = 1. we see that the sum is bounded above by M 2 · V (g. 1) and so on every closed subinterval of (0. b]) = V (f. If f : [a. c]) + V (f. Because the partition was arbitrary. [a. b]) and so by the least upper bound axiom (Axiom 2. However. These examples are helpful for gaining insight into what kinds of functions we might expect not to be of bounded variation. that the number of partition points is even. 1]. 2. when x = 1. We now consider some functions that are not of bounded variation on a particular interval. is not of bounded variation on [0. c] and [c. b]) A proof of Theorem 2. Thus V (f. so n is even. We begin by making a partition of [0. b]. We can see this by a counterexample. Consider the following function. b). when x = 1.
This means that by choosing n large enough we can make the sum √ n 3 2 3 k=1 (2k + 3) as large as we like and thus V (f. Functions of Bounded Variation as a Diﬀerence of Two Increasing Functions. though the function is continuous it is not of bounded variation on [0. Thus. 3 k This is a pseries. with p = 1/3. 2/(2k + 3)]. Over the remaining intervals. Later in the section we reﬁne this property.FUNCTIONS OF BOUNDED VARIATION 7 n V (f. 1] ≥ i=1 n/2 f (xi ) − f (xi−1 ) ≥ i=1 f (x2i+1 ) − f (x2i ). since the denominator is getting larger as k increases. The intervals we are now considering have the form [1/(k + 3). In this section we examine the fact that a function of bounded variation can be written as the diﬀerence of two increasing functions. Thus n √ 3 k=1 2 2k + 3 √ 3 n ≥ k=1 n+1 √ 3 1 k+3 = k=2 1 √ . . [0.5. [0. 1] ≥ i=1 n f (x2i ) − f (x2i−1 ) f (1/(k + 3))) − f (2/(2k + 3)) k=1 n = = k=1 n 3 = k=1 3 2 (2k + 3) √ 3 2 . (2k + 3) Notice that each term is smaller than the last. so we know that it diverges. 2. showing that a function of bounded variation can be written as the diﬀerence of two strictly increasing functions. Also notice that f (2/(2k + 3)) = √ 3 2/(2k + 3) and f (1/(k + 3)) = 0. sin(π/x) is the only component aﬀecting when f is increasing or decreasing. 2/((2k + 3)]. 1]. That is to say that we remove every other interval from the sum. 1]) = ∞. Knowing how the sine function behaves we can see that f is monotone on each interval of the form [1/(k + 3). our function has some convenient properties. [0. Thus n/2 V (f. Because 3 x is an increasing function.
b] we have V (f.6. x2 ]) ≥ 0 we see that g(x2 ) ≥ g(x1 ). [a.5 V (f. we see that the sum must be greater than zero. b]) = 0 if and only if f is constant on [a. [a.2 and 2. [a. √ 3 x sin(π/x). . x]) is an increasing function. This graph was Theorem 2. b] and x ∈ [a. Because f is of bounded variation on [a. x2 ]) V (f. [a. b]. b]) > 0 and V (f. [x1 . Lemma 2. However. [a. [x1 . The graph of f (x) = created in Maple. We begin by introducing x1 and x2 such that x1 < x2 . b] then the function g(x) = V (f. [a.3. [a. [a. Lemma 2. x1 ]) + V (f. Proof. [x1 . Suppose that f is not constant on [a. x2 ]) − V (f. by Lemma 2. b] there exist an x1 and an x2 such that both x1 and x2 are between a and b and such that f (x1 ) = f (x2 ).6 we introduce Lemma 2. If we take these two points as a partition of [a.2. V (f. [x1 . b]) = 0. [a. Then f is a monotone function and by Theorem 2.2 we have equality only if f is constant on [x1 . If f : [a. x2 ]). Since V (f. If f is a function of bounded variation on [a. b] → R is a function of bounded variation then there exist two increasing functions. x2 ]. [a. Since each other addend is at least zero.3. We wish to show that V (f.6. Furthermore. Before we begin the proof of Theorem 2. [a. However. b]) = 0. [a. For the other direction we proceed by contraposition. We deﬁne an increasing function as a function f such that if x1 < x2 then f (x1 ) ≤ f (x2 ). f1 and f2 . x1 ]) g(x2 ) − g(x1 ) = V (f. b]) = f (b) − f (a).8 NOELLA GRADY Figure 1. x2 ]) = V (f. For a function f .2 V (f. b]) ≥ f (x1 ) − f (a) + f (x2 ) − f (x1 ) + f (b) − f (x2 ). b]) = 0. Suppose that f is constant. and thus V (f. by Theorem 2. x2 ]) = V (f. Proof. b]. such that f = f1 − f2 . Since f is not constant on [a. we know that f (x2 ) − f (x1 ) > 0. b]. Now we prove Theorem 2. f (b) = f (a) and so V (f. We wish to show that g(x1 ) ≤ g(x2 ).
b] and deﬁne a function V on [a. We know this function to be increasing by Lemma 2. Continuity and Functions of Bounded Variation.6. Corollary 2. [x. b] then f is the diﬀerence of two strictly increasing functions. We call these functions f1 and f2 and write f = f1 − f2 where f1 and f2 are increasing. b] by V (a) = 0 and V (x) = V (f. b] then f is continuous at c ∈ [a. 2.6. [a. (4) If f is continuous at c ∈ [a. Because both fi and x are increasing functions. Proof.6 that f can be written as the diﬀerence of two increasing functions. y]). This shows that f2 is increasing on [a. b] then V is continuous at c ∈ [a. b] and f1 (a) = 0. V (f. We begin by deﬁning f1 = V (f.1. Then (1) If a ≤ x < y ≤ b then V (y) − V (x) = V (f. Suppose that a ≤ x < y ≤ b. the result of this addition is also a strictly increasing function. We know from Theorem 2. We need only show that f2 is increasing. Thus we write f (x) = f1 (x) − f2 (x) = (f1 (x) + x) − (f2 (x) + x) = g1 (x) − g2 (x) where g1 and g2 are strictly increasing functions. Corollary 2. . since x is a strictly increasing function. g1 (x) = f1 (x)+x and g2 (x) = f2 (x)+x. Let f : [a. However.7. (5) If f is continuous on [a. b] → R is of bounded variation on [a. b]. Then f = f1 − f2 . y]) f (y) − f (x) f (y) − f (x). (3) If V is continuous at c ∈ [a. Using Theorem 2. b] and so completes the proof.1 is a reﬁnement of Theorem 2. [x. b]. b]. Deﬁne f2 as f2 (x) = f1 (x) − f (x). x]) for x ∈ (a.3. Create two new functions. b] then f can be written as the diﬀerence of two increasing continuous functions. [a. (2) V is increasing on [a. x]) for all x ∈ (a.5 we can write f1 (y) − f1 (x) = ≥ ≥ From this we see that f1 (y) − f1 (x) ≥ f1 (y) − f (y) ≥ f2 (y) ≥ f (y) − f (x) f1 (x) − f (x) f2 (x). The following theorem gives us some interesting properties of functions of bounded variation involving continuity.FUNCTIONS OF BOUNDED VARIATION 9 Proof. Theorem 2. b] → R be a function of bounded variation on [a. If f : [a. b]. their sum is also increasing.
[c. Thus f (x) − f (c) ≤ V (f.8. increasing functions. Thus we can write f = V − (V − f ) and f is the diﬀerence of two continuous. . and x = p1 . If c < x then V (x) − V (c) = V (f. By Lemma 2. To prove (4) we us (2). Now we turn to possible discontinuities of functions of bounded variation. The proof of (1) is contained in the proof of Lemma 2. b]). c]). x]) = V (f. x]) = V (x) − V (c) V (f. [c. [x. b]. both one sided limits exist at all points in c ∈ [a. Find partition P = {p0 . x]). b]) − V (f. c]) = V (x) − V (c). that there exists a partition P such that n (1) V (f. we know that V − f is also continuous. Thus. by part (4) we know that V is continuous on [a. [c. [c. b]. Thus f is continuous. Since the diﬀerence of continuous functions is also continuous. Consider V (x) − V (c) = V (f. pn } of [c. x such that x − c < δ and add it to the partition. which tells us that V is an increasing function. Notice the following. + 2 To prove (5) we begin by assuming that f is continuous on [a. . The case for the lefthand limit is similar. b]. We know. (1) The function f has onesided limits at each point of [a. We will do this by showing that the righthand limit of V (x) as x → c is equal to V (c). b]) ≥ i=2 f (pi ) − f (pi−1 ). p1 . b] as follows.3. b].10 NOELLA GRADY Proof. [c.3. Notice that n V (f. To begin the proof of (3) let > 0. [x. . Choose δ > 0 by the continuity of f at c such that f (x) − f (c) < /2 when 0 < x − c < δ. [x. b]. . Let > 0. [c. This is now the partition P . We have only to show that limx→c V (x) = V (c). By the continuity of V choose δ such that if x − c < δ then V (x) − V (c) < . by the deﬁnition of V (f.1 this does not inﬂuence the inequality in (1). [x. 2 If p1 − c < δ then we are ﬁnished. This shows that when x − c < δ we have f (x) − f (c) ≤ V (x) − V (c) < . b]) n n < i=1 f (pi ) − f (pi−1 ) + 2 2 − i=2 f (pi ) − f (pi−1 ) = f (x) − f (c) + < = 2 . b]. If x < c then V (c) − V (x) = V (f. Let f be a function of bounded variation on [a. b]) < i=1 f (pi ) − f (pi−1 ) + . If p1 − c ≥ δ we take a point. (2) The function f has at most countably many discontinuities on [a. Theorem 2. Thus. Part (2) is Lemma 2.
di ] : 1 ≤ i ≤ n} is a ﬁnite collection of nonoverlapping intervals in n I such that i=1 (di − ci ) < δ. Let I be an interval. b) be an arbitrary point in the domain of f . b]. and show that absolute continuity implies uniform continuity. A function f : I → R is absolutely continn uous on I if for each > 0 there exists δ > 0 such that i=1 f (di ) − f (ci ) < whenever {[ci . Two intervals are nonoverlapping if their intersection contains at most one point.9. Let c ∈ [a. To prove (2) we once again rely on the fact that f can be written as the diﬀerence of two increasing functions such that f = f1 − f2 where f1 and f2 are monotone increasing functions. Deﬁnition 3.8. A function f : I → R is uniformly continuous on I if for each > 0 there exists δ > 0 such that f (y) − f (x) < for all x. Theorem 2. Thus we can conclude that the number of discontinuities of f is at most the number of points in D. Now. b] is countable. Absolute Continuity In this section we discuss absolute continuity and its relationship to bounded variation.1. Let the set D1 = {xf1 is discontinuous at x} and the set D2 = {xf2 is discontinuous at x}. Because the diﬀerence of limits is the limit of the diﬀerence we can write lim f (x) = = lim f1 (x) − f2 (x) x →c x+ →c x+ →c x+ →c lim f1 (x) − lim f2 (x) + Because both these limits exist.10. Deﬁnition 3. 3. Thus by Theorem 2. . we see that limx+ →c f (x) exists as well. By Theorem 2. If a function f : I → R is a monotone function on I then f has onesided limits at each point of I. A proof for lefthanded limits can be found by replacing all the righthanded limits with lefthanded limits and considering c ∈ (a. b].1. b] → R is monotone. Since the union of two countable sets is countable we see that f has a countable number of discontinuities on [a. Theorem 2. Let I be an interval.9 we know that f1 and f2 both have onesided limits at each point of [a. Proof. 3. Then let D = D1 ∪D2 . We begin by deﬁning uniform continuity and absolute continuity. Let I be an interval. We need the following deﬁnition in order to deﬁne absolute continuity. f1 and f2 . b].10 we know that f1 and f2 each have countably many discontinuities.2. By Theorem 2. By Theorem 2. Now we are ready to prove Theorem 2. If a function f : [a. y ∈ I that satisfy y − x < δ. such that f = f1 − f2 . Introduction to Absolute Continuity. f can not be discontinuous at a point where neither f1 nor f2 was discontinuous.FUNCTIONS OF BOUNDED VARIATION 11 Before we can prove this theorem we need a few theorems which can be found in most real analysis books. then the set of discontinuities of f in [a.6f can be written as the diﬀerence of two increasing functions. D1 and D2 are countable. or speciﬁcally in Gordon’s text [1]. To prove (1) we begin by assuming that f is of bounded variation on [a. b].
An absolutely continuous function is uniformly continuous.1. Now n we break the sum i=1 g(di )−g(ci ) into two parts. Now we consider the sum over the intervals that are in [0. We begin by letting > 0 and taking {[ci .1 this will only make the sum i=1 g(di ) − g(ci ) larger if it has any eﬀect. . 1]. √ Example 3. those intervals that are in [0. Choose a = 2 /4. x is absolutely continuous on [0. di ] : 1 ≤ i ≤ n} to be a nonoverlapping n collection of intervals in [0. This follows from the fact that x is an increasing function. a] and those that are in [a. 1] such that i=1 (di − ci ) < 2 . 1]. Proof. We will say that a = dm . a]. This result is a trivial consequence of the deﬁnition of absolute continuity. We choose n = 1 in Deﬁnition 3. 1].2 and the desired result follows immediately.1.12 NOELLA GRADY Theorem 3. · 2 n = < = Combining these two sums we see that n m n g(di ) − g(ci ) i=1 ≤ i=1 g(di ) − g(ci ) + i=m g(di ) − g(ci ) < < Thus g(x) = √ /2 + 2 . By Lemma 2. We now consider a speciﬁc example of an absolutely continuous function. If a happens to fall in the middle of an interval we break n the interval at a. 1] n n g(di ) − g(ci ) = i=m+1 i=m+1 n  di −  di − i=m+1 n √ √ ci  √ √  d i + ci  ci  · √ √  d i + ci  = = i=m+1 n √ di − ci √ di + ci ≤ di − ci √ 2 a i=m+1 1 √ · (di − ci ) 2 a i=1 1 . m m g(di ) − g(ci ) = i=1  di − √ i=1 √ ci  ≤ = √ a /2. Now we consider the sum over the intervals that are in [a. The function g(x) = x is absolutely continuous on [0.
Thus f  is absolutely continuous on I. we can deduce that n n n (f + g)(yi ) − (f + g)(xi ) ≤ i=1 i=1 f (yi ) − f (xi ) + i=1 g(yi ) − g(xi ) < and so f + g is absolutely continuous on I. If f and g are absolutely continuous on the interval I . yi ] : 1 ≤ i ≤ n} to be a ﬁnite collection of nonn overlapping intervals in I such that i=1 (yi − xi ) < δ. and let k ∈ R such that k > 0. Theorem 3. Theorem 3. Theorem 3. δg }. b]. Then. Let {[ci . Let > 0. Proof. b] and so achieve a maximum value on [a. Choose Mf and Mg such that Mf ≥ f (x) and Mg ≥ g(x) for all x ∈ [a. Proof.FUNCTIONS OF BOUNDED VARIATION 13 Now we consider some general examples of absolutely continuous functions. then f g is absolutely continuous on [a.4. Choose δf > 0 and δg > 0 according to the deﬁnition of absolute n n continuity such that i=1 f (di ) − f (ci ) < /2 and i=1 g(bi ) − g(ai ) < /2. Notice that n n f (di ) − f (ci ) ≤ i=1 i=1 f (di ) − f (ci ) n i=1 and because f is absolutely continuous on I we can make arbitrarily small. with repeated use of the triangle inequality. di ] : 1 ≤ i ≤ n} be a ﬁnite set of n nonoverlapping intervals in I such that i=1 (di − ci ) < δ. Theorem 3. Proof. If f and g are absolutely continuous on [a. Let f : I → R be a function with I an interval. Notice that because f and g are absolutely continuous on [a. The function f is called a Lipschitz function. Choose δf > 0 and δg > 0 according to the deﬁnition of absolute continuity such that . f (di ) − f (ci ) The following two theorems tell us that the sum and product of two absolutely continuous functions are also absolutely continuous. b ∈ I. Notice that a linear function of the form f (x) = ax + b is Lipschitz with k = a on all of R and so linear functions are absolutely continuous. Let {[xi . We also consider some of the algebraic properties of absolute continuity. b]. b]. Then f satisﬁes a Lipschitz condition with constant k if f (b) − f (a) ≤ kb − a for all a. Deﬁne δ = min{δf .3. Let > 0. Deﬁnition 3. b] both are continuous on [a. Let > 0 and choose δ = /k. If f : I → R is absolutely continuous then so is f . Using the Lipschitz condition we obtain n n f (di ) − f (ci ) ≤ i=1 i=1 k(di − ci ) < k < Thus f is absolutely continuous on I.5. b].2. such as Lipschitz functions. If f : I → R is a Lipschitz function with Lipschitz constant k > 0 then f is absolutely continuous on I. Proof. then f + g is absolutely continuous on I.3.
Because f is continuous on [0. If f : I → R is an absolutely continuous function then f can be written as the diﬀerence of two increasing. b]. this function is uniformly continuous. a compact set. Thus f g is absolutely continuous on [a. Suppose that f : [a. If a function f is absolutely continuous on the interval [a. Connecting Absolute Continuity to Bounded Variation. each subinterval of this partition has length (b − a)/k ≤ δ. 1]. continuous functions. Now.6. b] → R is absolutely continuous. b]) ≤ k and so f is of bounded variation on [a.7. This example is important as it shows that there is indeed a diﬀerence between the two kinds of continuity. However. Deﬁne δ = min{δf . 1]. 1]. Round up (b − a)/δ to the nearest integer value and call it k. There are at most k of these subintervals and so by Theorem 2. Before the next example we need to recall a theorem from analysis.2. by Theorem 3. Then f is uniformly continuous on X. di ] : 1 ≤ i ≤ n} is a ﬁnite set of nonoverlapping intervals in [a. δg } and let {[ci .14 n i=1 NOELLA GRADY n f (di ) − f (ci ) < /2Mg and i=1 g(di ) − g(ci ) < /2Mf . di ] : 1 ≤ i ≤ n} be a ﬁnite collection of nonoverlapping n intervals in [a. Consider the following: n n f (di )g(di ) − f (ci )g(ci ) i=1 = i=1 n g(di )[f (di ) − f (ci )] + f (ci )[g(di ) − g(ci )] n ≤ i=1 g(di ) f (di ) − f (ci ) + n i=1 n f (ci ) g(di ) − g(ci ) g(di ) − g(ci ) i=1 ≤ < = Mg i=1 f (di ) − f (ci ) + Mf 2Mg + Mf · 2Mf Mg · . Proof. 3.6 to provide an example of a function that is uniformly continuous but not absolutely continuous. b]. Now construct a partition of [a. b] such that i=1 (di − ci ) < δ. b]. We next use Theorem 3.8. xi−1 ]) ≤ 1 by the absolute continuity condition. that f is of bounded variation. Theorem 3. b].4 we showed that this function is not of bounded variation on [0. b] as follows. [xi . Use this fact to n n ﬁnd a δ > 0 such that i=1 f (di ) − f (ci ) < 1 when i=1 (di − ci ) < δ and {[ci . by Theorem 2. Theorem 3.7 that f is uniformly continuous on [0.6. {xi = a + i(b − a)/k : 0 ≤ i ≤ k}. [a.6 we know that it is not absolutely continuous. Proof. √ Example 3. it follows from Theorem 3. Let X be a compact set and f a continuous function on X. 1]. . Thus. Because f is absolutely continuous on I we know that f is continuous and. b] then f is of bounded variation on [a.5 we know that V (f.6. we know that f can be written as the diﬀerence of two increasing continuous functions. The function f deﬁned by f (x) = 3 x sin(π/x) when x = 0 and f (0) = 0 is uniformly continuous but not absolutely continuous on [0. In Example 2. and thus by Theorem 3. Theorem 3. Thus V (f.2.
3. Let > 0 and consider n i=1 f (di ) − f (ci ) where {[ci . b] and f exists and is bounded on (a. b]. Connecting Absolute Continuity and Derivatives. b] such that i=1 di − ci  < /M . di − ci  Thus we can write n i=1 f (di ) − f (ci ) di − ci  < di − ci  n M di − ci  i=1 n = M i=1 di − ci  M < = Thus f is absolutely continuous on [a. By Theorem 3. Thus g (x) is bounded on [0. then f is absolutely continuous on [a. when x = 0. Notice that sin(1/x) ≤ 1 and − cos(1/x) ≤ 1 and x ≤ 1. . b]. Notice that g(x) = f (x).4. In Example 3. Example 3.1 we saw that this function is 1 absolutely continuous. b). 1] by three and by Theorem 3. A continuous function with an unbounded derivative may be absolutely continuous.3. When the derivative of a continuous function f is bounded. The function f (x) = x2 sin(1/x) for x = 0 and f (0) = 0 is absolutely continuous on [0. Thus g(x) = f (x) is absolutely continuous on [0. 1]. 1]. Suppose that f (x) < M for all x ∈ (a. we can conclude that f is absolutely continuous. f (x) = 2√x which is not bounded on (0. and thus of bounded variation. However. b).9. Proof. di ] such that f (di ) − f (ci ) = f (xi ) < M. 1]. 1). so g (x) = 2x sin(1/x) − cos(1/x) ≤ 2x sin(1/x) + cos(1/x) ≤ 3. Theorem 3. 1]. This provides a tool for showing that a function is absolutely continuous. Example 3. M . √ Consider f (x) = x on [0. di ] : 1 ≤ i ≤ n} is a ﬁnite collection of nonn overlapping intervals in [a. Now. Consider ﬁrst the function g(x) = x2 sin(1/x) when x = 0 and g(0) = 0. If f is continuous on [a.3 we need only show that g is absolutely continuous on [0. g (x) = 2x sin(1/x) − cos(1/x).FUNCTIONS OF BOUNDED VARIATION 15 3. di − ci  The Mean Value Theorem tells us that for every i there exists a value xi ∈ [ci .9 we know that g(x) is absolutely continuous on [0. Then we observe that n n f (di ) − f (ci ) = i=1 i=1 f (di ) − f (ci ) di − ci . 1].
The intervals over which h is increasing are nonoverlapping. so by Deﬁnition 2. We know that f and g are absolutely continuous on [0. [0. Further. however.5. respectively. The composition of two absolutely continuous functions need not be absolutely continuous. 3 3 3 3 That is to say. First we discuss ternary representations of the numbers in [0. 2} such that tx1 tx2 tx3 tx4 + 2 + 3 + 4 + ··· . √ Consider h = f ◦ g where f (x) = x and g(x) = x2  sin(1/x) on [0. 1]. 1. Now. This function provides an interesting example of a function that is uniformly continuous on a closed interval and of bounded variation on the closed interval but is not absolutely continuous. 1].4 n V (h. [0.16 NOELLA GRADY We can use Example 3. 1]) is unbounded so h is not of bounded variation and thus can not be absolutely continuous on [0. That is n V (h. Thus V (h. 1] from Examples 3.2 to ﬁnd that V (h. h = x  sin(1/x) and h is increasing on intervals of the form [2/(2n+1)π. The closed. Example 3. x has a ternary expansion.4 to demonstrate that absolute continuity does not hold up under composition. 1]) ≥ i=1 n 2 2iπ 11 πi = i=1 which is a harmonic series and so diverges as n → ∞. The variation on each of these subintervals is known. [2/(2i + 1)π.4. Because h is increasing from 0 to x we can use Theorem 2. 2/(2n)π]. 2/(2i)π]) for all n. For all real numbers x ∈ [0. bounded interval that we work on is [0. Cantor Ternary Function In this section we explore the Cantor ternary function.1 and 3. 1] there is a sequence of integers tk ∈ {0. We assume this in our discussion of the Cantor ternary function. 1]) ≥ n i=1 2/2iπ. 1] by Theorem 3. the two ternary expansions x= t1 t2 t3 tn + 2 + 3 + ··· + k + 0 + 0 + 0 + ··· 3 3 3 3 and t1 t2 t3 tn − 1 2 2 2 + 2 + 3 + ··· + + k+1 + k+2 + k+3 + · · · 3 3 3 3k 3 3 3 . 1]. 4. [0. 1]) ≥ i=1 V (h. The ternary expansion of a number can be written in decimal form as x = tx1 tx2 tx3 · · · .6. [0.
2k If the digit 1 does appear in the ternary expansion of x.1. 2k 2 Thus the two representations yield the same result. the only way for two numbers to be the same is for them to be of the following forms.1. If one of the tk such that k < n is one. This is the only way for two distinct ternary expansions to represent the same number. k 2 2 k=1 Observation 4. These two representations are similar to representing the number one in base 10 as either 1 or 0. suppose that there are no ones before tn and tn = 2. The representation in line (2) gives us . suppose that there is no one before tn and tn = 1. Finally. t1 t2 t3 tn + 2 + 3 + ··· + k + 0 + 0 + 0 + ··· 3 3 3 3 t1 t2 t3 tn − 1 2 2 2 x = (3) + 2 + 3 + ··· + + k+1 + k+2 + k+3 + · · · 3 3 3 3k 3 3 3 Now suppose we have a number x represented in both these ways. The Cantor ternary function is a function f : [0. let jx = min{k : txk = 1} and then jx −1 txk /2 1 f (x) = + jx . In the ternary expansion of a number. Then f of the representation in line (2) is ∞ f (x) = k=1 n−1 txk /2 2k txk /2 1 + n. The Cantor ternary function is well deﬁned. Proof. then for both representations we have (2) x = jx −1 f (x) = k=1 txk /2 1 + jx . 2k 2 = k=1 In line (3) tn = 1 and so we have jx = n giving us n−1 f (x) = k=1 txk /2 1 + n.FUNCTIONS OF BOUNDED VARIATION 17 are equal. Deﬁnition 4.99. 1] → R such that if the digit 1 does not appear in the ternary expansion of x then ∞ f (x) = k=1 txk /2 . Now. We show that f is well deﬁned by considering two possible representations of a number x and showing that f gives the same value for both. k 2 2 Since in this case jx is the same for both representations the value of the function at either representation is the same.
The Cantor ternary function. f . and so the Cantor ternary function is well deﬁned. Thus we see that the two representations give the same result in any case. If y > x then we know that their ternary representation is the same to some point. 1]. Proof. has values such that 0 ≤ f (x) ≤ 1 for all x ∈ [0. 1]. Thus f (x) is always smaller than 1 and greater than 0 on [0. is increasing on [0. First notice that all of the addends in either sum are either positive or zero. k 2 2 The representation in line (3) gives us n−1 f (x) = k=1 n−1 tk /2 +0+ 2k 1 tk /2 + n k 2 2 ∞ k=n+1 1 2k = k=1 where the second step follows from simplifying the geometric series. we know txk /2 1 + jx 2k 2 1 1 + jx k 2 2 1 1 + jx 2jx −1 2 + 1 2jx jx −1 f (x) = k=1 jx −1 ≤ k=1 = ≤ 1− 1.2. Writing x and y in the decimal form of their ternary expansion with y > x we have the following: . 1]. and at the digit where they diﬀer the digit in y is larger than the digit in x. and thus f (x) ≥ 0. The Cantor ternary function. Observation 4. if f (x) = jx −1 txk /2 k=1 2k 1. ∞ If f (x) = k=1 txkk/2 then we know 2 ∞ f (x) = k=1 ∞ txk /2 2k 1 2k ≤ k=1 = Similarly.3. Proof.18 NOELLA GRADY n−1 f (x) = k=1 1 tk /2 + n. f . Observation 4.
We ﬁnd a similar scenario: n−1 f (y) = k=1 n−1 tk /2 1 + n 2k 2 tk /2 + 0 + C. 1]. If the nonzero digit is in the nth . Suppose that there are no ones in the ternary representation of y or x up to n. 2/3n ]. 2k 1 1 = n 2k 2 f (x) Once again = k=1 ∞ C≤ k=n+1 and f (y) ≥ f (x) and so f is increasing on all of [0. i−1 1 If one of the ti = 1 = si for 1 ≤ i < n. Then we have n−1 f (y) and = k=1 1 txk /2 + n +K k 2 2 n−1 f (x) or = k=1 n−1 1 tk /2 + n 2k 2 f (x) = k=1 tk /2 +0+C 2k where C and K are the sum of the remaining terms that are not 1.FUNCTIONS OF BOUNDED VARIATION 19 y x = = 0. Notice that ∞ C≤ k=n+1 1 1 = n 2k 2 and thus f (y) ≥ f (x) in this case. then f (y) = f (x) = k=1 txkk/2 + 2i . From Observation 4.1. 0. The last remaining case is when tn = 1. Determine the intervals on which f is constant.000 · · · 0200] where these are the ternary expansions in decimal form. we are looking at intervals of the form [1/3n .t1 t2 · · · tn · · · 0.000 · · · 0100.s1 s2 · · · sn · · · where tn > sn and ti = si for 1 ≤ i < n. so we need only ﬁnd two separate points where f gives the same value to know that it has the same value at every intermediate point. and suppose further that tn = 2.3 we know that f is increasing. In other words. Example 4. Consider intervals of the form [0. and 2 so f (y) ≥ f (x).
so we multiply by 2n and sum as n gets large: ∞ n=1 2 3 n = 1 · 3 n=0 ∞ 2 3 n = 1. the middle third of each of the remaining intervals. and no larger interval will do. Observation 4. the middle third of each the remaining thirds after that.2.4. Overall.20 NOELLA GRADY place. 2/3k + 2/3n ] also give constant values of f . If we show that the Cantor ternary . So intervals of the form [2/3k + 1/3n . f is constant on intervals of this form. then. 3k 3 3 3 3 k tkx =2 k tkx =2 Each interval of this length will appear 2n times in the interval [0. Example 4.1 we know the form of these intervals. 1 2 + n. f evaluates to 1/2n at both these endpoints. 1]. We know already that the Cantor ternary function is increasing on [0. the only possible discontinuities are jump discontinuities. k 3 3 k txk =2 k txk =2 On a number line this would be the middle third of the interval [0. We can generalize this observation by noticing that inserting a two at any place value gives a similar eﬀect. The length of one interval of this form is 2 2 + n− 3k 3 1 2 1 1 2 + n = n − n = n. Find the sum of the lengths of the intervals where f is constant. k 3 3 2 2 + n . A number line showing some of the intervals for which the Cantor ternary function is constant. Thus these are the largest intervals where f is constant at the value of 1/2n . The Cantor ternary function is continuous. 1]. Proof. Thus. and so on. 1]. From Example 4. 0 1 2 1 27 27 9 2 7 8 9 27 27 1 3 2 19 20 7 3 27 27 9 8 25 26 9 27 27 1 Figure 2. since the Cantor ternary function is monotone increasing. Inspection shows that any value greater than the right endpoint or smaller than the left gives a diﬀerent value of f .
However. 1]) hits every point in [0. 2k This is exactly the number y that we started with. [2/9. Let = 1/2. 1]) in fact hits everything in [0. Then f (di ) = f (ci+1 ). [8/9. [8/9. 1] and thus has no jump discontinuities. 1] [8/27. 1/3]. 27. [0. di ] : 1 ≤ i ≤ n}. we also know that f (1) = 1. 1/9]. 1]. we will have shown that f is not absolutely continuous. for any δ we can ﬁnd a set of intervals whose lengths sum to less than δ but where . 7/9]. when the length is 1/3n then there are precisely 2n such intervals in the set. if we show that a set of intervals of this type may be made as small as we like. 1/27]. [0. Consider the following sets of intervals. 1] [2/9. and so we can say that f ([0. 1). [20. Fortunately. 1] To obtain one set from the next. Notice that this number. Thus the length of the sum of these intervals is given by (2/3)n . Therefor the Cantor ternary function is continuous. that is to say the value of f at the right end point of an interval is the same as the value of f at the left end point of the following interval. [2/3. 1/3]. has only zeros and twos in the ternary expansion. [2/3. Theorem 4. and also that x ∈ [0. 19/27]. we remove the middle third of the previous intervals. 1). We know that y must have a binary expansion. 25/27]. Now. The length of each interval in the set is 1/3n for some n. [0. 1/3]. Label these intervals {[ci . 7/9]. That is to say. Thus we see that f ([0. for large enough n we can make this as small as we like. We would like to show that there exists an x such that f (x) = y. x. [2/3.FUNCTIONS OF BOUNDED VARIATION 21 function maps from [0. 1] onto an interval. 7/27]. Also. Because f (0) = 0 and f (1) = 1 we see that n f (di ) − f (ci ) = i=1 [f (d1 ) − f (0)] + [f (d2 ) − f (c2 )] + · · · + [f (1) − f (cn )] −f (0) + [f (d1 ) − f (c2 )] + · · · + [f (dn−1 ) − f (cn )] + f (1) 0 + 0 + 0 + ··· + 0 + 1 1 = = = for any set of intervals chosen this way. [26/27. The Cantor ternary function is not absolutely continuous. Now consider f (x): ∞ f (x) = k=1 txk /2 . 1/9]. Suppose y ∈ [0. we also know that limn→∞ (2/3)n = 0 and thus. then we know that there are no jump discontinuities and that the function must be continuous.1. Proof. We create the ternary expansion of a number by using the digits from the binary expansion of y multiplied by two. [2/27.
b] is deﬁned by L = sup{S} where n S= i=1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 : {xi : 1 ≤ i ≤ n}partitions [a.1. b]. We begin with a deﬁnition of arc length. 5. d . line (4) is ﬁnite. b]). This shows that f is not absolutely continuous. The length of a curve is ﬁnite if and only if f is of bounded variation on [a. b]. b]. Thus the variation of f is bounded and f is of bounded variation on[a. suppose that f is of bounded variation. [a. Now. Let f be a continuous function deﬁned on [a. and so the arc length is ﬁnite. Since the variation of f is ﬁnite. Suppose that the arc length is ﬁnite. Consider that n n n (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 i=1 ≤ i=1 xi − xi−1  + i=1 n f (xi ) − f (xi−1 ) = b−a+ i=1 f (xi ) − f (xi−1 ) (4) ≤ b − a + V (f. Arc Length In this section we explore a connection between bounded variation and arc length and show the equivalence of two deﬁnitions of arc length. Then we write n n f (xi ) − f (xi−1 ) ≤ i=1 i=1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 ≤ L. Theorem 5. Lemma 5. Now we show that when f has a continuous derivative on [a. Recall that x2 + y 2 ≤ x + y. b] If S is unbounded. We now state and prove the theorem connecting arc length and the variation of a function. b]. and {xi : 0 ≤ i ≤ n} is a partition of [a. b] and f is a function with a continuous derivative on [a. b] then Deﬁnition b 5. We take this as a series of lemmas. another deﬁnition of are length.22 NOELLA GRADY the sum of the variance of f over those intervals is always 1. The inequality (d − c)2 + (f (d) − f (c))2 ≤ c 1 + (f (x))2 dx holds when [c. then f is said to have inﬁnite length on the given interval.1. of length L. d] is a subinterval of [a. Deﬁnition 5. The arc length of the curve y = f (x) on the interval [a.1 is equivalent to L = a 1 + (f (x))2 dx. b].1. Proof.
Thus we write c α + βf (x)dx = In two dimensions. Stringing all these observations together we have the following inequalities: d (d − c)2 + (f (d) − f (c))2 = c d α + βf (x)dx α + βf (x)dx c d ≤ ≤ c d α2 + β 2 1 + (f (x))2 dx = c 1 + (f (x))2 dx. and d = f (x) d d (α + βf (x))2 dx (α + βf (x))2 dx ≤ c c α2 + β 2 1 + (f (x))2 dx. Finally. d] be any subinterval of [a. and r β= f (d) − f (c) . Deﬁne the following.2.FUNCTIONS OF BOUNDED VARIATION 23 Proof. c = 1. c d c ≤ √ d Recall that x = x2 . notice that α2 + β 2 = 1 when we substitute our expressions for α and β. The inequality n b (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 ≤ i=1 a 1 + (f (x))2 dx . α= d−c . d d α + βf (x)dx c ≤ c d α + βf (x)dx α + βf (x)dx. the CauchySchwartz inequality says that (ac + bd)2 ≤ (a2 + b2 )(c2 + d2 ). r= (d − c)2 + (f (d) − f (c))2 . Let [c. Lemma 5. Taking a = α. Also. b = β. r Consider the following: d d α + βf (x)dx c = αx + βf (x) c = α(d − c) + β(f (d) − f (c)) d−c f (d) − f (c) = · (d − c) + · (f (d) − f (c)) r r r2 = r = (d − c)2 + (f (d) − f (c))2 . b].
2 we know that n b (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 ≤ i=1 a n i=1 1 + (f (x))2 dx. b]. t P associated with the partition P . By Lemma 5. Let P = {xi : 1 ≤ i ≤ n} be a partition of [a. We denote this by t P = {(ti . b] is a partition of [a. We take the ti to form a tagged partition. By the Mean Value Theorem we know that there exists a ti within each subinterval [xi−1 . Let {xi : 0 ≤ i ≤ n} be a partition P of [a. Consider the following. We need only show that we have equality. ≤ b a Thus. L = sup (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 1 + (f (x))2 dx. t P . b] and f is a function with a continuous derivative on [a. b]. Consider the following. xi ]) : 1 ≤ i ≤ n} and say that t P is a tagged partition associated with P . Proof.3. such that xi−1 ≤ ti ≤ xi for 1 ≤ i ≤ n. {ti : 1 ≤ i ≤ n}. b] there exists a tagged partition t P associated with P such that n n (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 i=1 = i=1 (xi − xi−1 ) 1 + (f (ti ))2 . xi ] such that f (ti ) = Thus we write n n f (xi ) − f (xi−1 ) . b]. P = {xi : 0 ≤ i ≤ n}. xi − xi−1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 i=1 = i=1 (xi − xi−1 ) 1 + (f (ti ))2 . A tagged partition. a = We use the Mean Value Theorem to deﬁne a tagged partition associated with P .24 NOELLA GRADY holds where {xi : 0 ≤ i ≤ n} is a partition of [a. Now we can put everything together. [xi−1 . By Lemma 5. Deﬁnition 5. b]. .1 we know that xi−1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 and summing over i we have n ≤ xi 1 + (f (x))2 dx n xi−1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 i=1 ≤ i=1 b xi 1 + (f (x))2 dx 1 + (f (x))2 dx. Proof. and a set of points. of an interval [a. We start with a deﬁnition. So a tagged partition is a regular partition where we have picked out a particular point within each subinterval.2. Lemma 5. For any partition P of [a.
f.1. f. α) : P is a partition of [a. b] and any partition P we deﬁne the upper and lower sums. as shown above. b]. α) = i=1 M i ∆i α L(P.FUNCTIONS OF BOUNDED VARIATION 25 We know that f is Riemann integrable. f dα a . since nothing smaller will work. α) = mi ∆ i α where Mi and mi are the supremum and inﬁmum of f on the interval [xi−1 . we present some theorems regarding RiemannStieltjes integration and use these theorems to discover a relationship between functions which are of bounded variation and functions which are RiemannStieltjes integrable. b]} sup{L(P. 6. f. b] write ∆i α = α(xi ) − α(xi−1 ). xi ]. we also know by Lemma 5. as n n i=1 U (P. respectively.3 that for one of those tagged partitions n n (xi − xi−1 ) 1 + (f (ti ))2 = i=1 i=1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 . RiemannStieltjes Integration In this section we deﬁne RiemannStieltjes integration and consider some examples of RiemannStieltjes integration. Thus b n 1 + (f (x))2 dx − ≤ a i=1 n (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 and. Finally we deﬁne the upper and lower integrals. α) : P is a partition of [a. Finally. 1 + (f is indeed the supremum. For any real function f that is bounded on [a. f. so there exists δ > 0 such that for all tagged partitions t P of [a. respectively. Deﬁnition 6. For each partition P = {xi : 0 ≤ i ≤ n} of [a. b] with t P  < δ b n 1 + (f a (x))2 dx − ≤ i=1 (xi − xi−1 ) 1 + (f (ti ))2 . However. Let α be a monotonically increasing function on [a. b 1 + (f (x))2 dx ≥ sup a b a i=1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 . b]}. Thus Thus we have shown that n b (x))2 dx L = sup i=1 (xi − xi−1 )2 + (f (xi ) − f (xi−1 ))2 = a 1 + (f (x))2 dx. as b f dα a b = = inf{U (P.
by Deﬁnition 6. Theorem 6. . The upper and lower integrals of f with respect to α over [a. By the deﬁnition of the upper and lower integrals and Theorem 6. α). f. α) < . Proof. α) − L(P.1 we know that U (P. there exist partitions P1 and P2 of [a. Then the upper and lower sums reduce to the Riemann sums. f ∈ (α). Now suppose that f ∈ (α) and let > 0. When a f dα exists we say that f is RiemannStieltjes integrable with respect to α and write f ∈ (α). f. We now proceed with a series of theorems that lead to a relationship between bounded variation and RiemannStieltjes integration. We know that α is monotonically increasing on all intervals [a. f. α) and L(P. If both these sums converge to some common value.1 and 6. f. α) − f dα < /2 and f dα − L(P1 . f. α) − L(P. α) and U (P. f. α) ≥ U (P ∗ . ∆i α = (xi − xi−1 ) = ∆x. b]. Thus b b f dα − a a f dα ≤ U (P.2 there exists a partition P such that b b L(P. f.3. we call this b value a f dx which is the Riemann integral of f .26 NOELLA GRADY If these two are equal their common value is the RiemannStieltjes integral of f b b over α. f. we conclude that a f dα = a f dα. α). α) Thus and L(P1 . α) ≤ L(P. Consider α = x.1. Let > 0. A function f is in (α) on [a. > 0 there Theorem 6.2.2 can be found in Rudin’s text [2]. f. f. α) ≤ U (P2 . Also. Deﬁnition 6. Theorem 6. Thus.1. We say the partition P ∗ is a reﬁnement of the partition P if P ⊂ P ∗ . α) < . Because f dα is deﬁned as the common value of the supremum and inﬁmum of U (P. f. α) < b b Since > 0 was arbitrary. denoted a f dα. Suppose that for each > 0 there exists a partition P such that U (P. f. f. f. b] are related by b a b a f dα ≤ f dα. By Theorem 6. f. f. f. f. α) ≤ a f dα ≤ a f dα ≤ U (P. f. α) ≤ L(P ∗ . Proofs of Theorems 6. f. α) < /2. If P1 and P2 are partitions then their common reﬁnement is P = P1 ∪ P2 . If P ∗ is a reﬁnement of P then L(P. respectively. α). b] if and only if for each exists a partition P such that U (P. α) − L(P. α). The RiemannStieltjes integral with α = x is the regular Riemann integral.2. These proofs are similar to those of similar results involving Riemann integration. Let P be the common reﬁnement of P1 and P2 . b] such that U (P2 .
t ∈ K and s − t < δ then f (s) − f (t) < /2(α(b) − α(a)). Suppose that f is monotone increasing. We now create the partition b−a . f (b) − f (a) . α) + U (P. The set of intervals L = {[ui . vi ] : 1 ≤ i ≤ n} covers E. α) − L(P. f. (f (xi ) − f (xi−1 )) i=1 Theorem 6. Thus. α) − L(P. α) = i=1 (f (xi ) − f (xi−1 ))∆α n ≤ = Thus. The case where f is decreasing is similar. 6. ei . Proof. by Theorem. Each ui and vi is in P . If f is monotonic on [a. b]. b]. Suppose further that α is continuous everywhere that f is discontinuous.4. 0 ≤ i ≤ m}. b]. α) + ≤ L(P.FUNCTIONS OF BOUNDED VARIATION 27 U (P. Theorem 6. Unless xi is one of the vi . Let E = {ei : f is discontinuous at ei . The set K = [a. these intervals can be made to be disjoint. That . b] and has only ﬁnitely many points of discontinuity. f. Make a partition P = {xi : 0 ≤ i ≤ n} as follows. b]}. Suppose that f is bounded on [a. No point in the segments (ui . vi ) is in P . α) ≤ U (P2 .5. and f is continuous on K. ∆xi < δ. b] is a closed interval α is also uniformly continuous on [a. vi ] such that ei ∈ (ui . 0 ≤ i ≤ n}. Furthermore. Thus there exists a δ such that when s.3 f ∈ . vi ) and α(ui ) − α(vi ) < /4mM . f. and because [a. f. b] then f ∈ (α). α) < and f dα + /2 < L(P1 . Let > 0. f. The function α is continuous on [a. Proof. f. we can set M = sup{f (x) : x ∈ [a. in E. f. f (b) − f (a) Then we take n ∈ N such that (b − a)/n < δ. Because f is bounded on [a. b] \ L is compact. Because α is continuous at each point. f. Consider P = {xi : xi = a + i n U (P. we choose δ > 0 such that α(x) − α(y) < when x − y < δ. b] and α is continuous (and monotonic) on [a. we know that there exists an interval [ui . n Notice that because f is monotone increasing Mi = f (x1 ) and mi = f (xi−1 ). Then f ∈ (α). α) ≤ . Because K is compact f is in fact uniformly continuous on K.
α) − L(P. We already know that L(P. Thus (Mi − mi )∆i α < i∈π2 2(α(b) − α(a)) (α(b) − α(a)) = 2 . f. vi ]. f1 .3. i and mi = inf{f (x) : x ∈ [xi . · · · an + bn } then (8) inf{A} + inf{B} ≤ inf{A + B}. α) + L(P. a2 + b2 . xi−1 ]}. Next we attack the second sum in Equation (5). Thus each sum in Equation (5) is smaller than /2. xn } be a partition of [a. x1 . If f = f1 + f2 and P is any partition of [a. f. α) + U (P. f. α) ≤ U (P. f. vi ] < 4mM . Let P = {x0 . We also know that Mi − mi < 2M . Let m1 = inf{f1 (x) : x ∈ [xi . f ∈ (α). Let Mi and mi be as in Deﬁnition 6. and A + B = {a1 + b1 . B = {b1 . f. f2 . α) − L(P. b] then (6) (7) L(P. Thus we have only to prove the inequalities in (6) and (7). b2 .1. f2 . Let π1 = {i : xi = vi for some i} and π2 = {i : xi = vi for some i}.1. Consider the following: n U (P. Recall that if A = {a1 . i m2 = inf{f2 (x) : x ∈ [xi . . Consider the ﬁrst sum in Equation (5). α) ≤ L(P. b]. Lemma 6. Here we know Mi − mi < 2(α(b)−α(a)) by the uniform continuity of f .We know that each of the ∆i α = [ui . We begin with the inequality in line (6). . vi ]. We conclude that U (P. by Theorem 6. each subinterval formed by the partition points has length less than δ. xi−1 ]}. f1 . . f. α) Proof. · · · bn : bn ∈ R}. α). There are exactly m terms in this sum. f. α) (5) = i=1 (Mi − mi )∆i α (Mi − mi )∆i α + i∈π1 i∈π2 = (Mi − mi )∆i α. Notice that Mi − mi < 2M . f. xi−1 ]}. Thus (Mi − mi )∆i α < 2M m i∈π1 4mM = 2 . Notice that if xi ∈ π2 then Mi − mi < 2(α(b)−α(a)) by the uniform continuity condition on f .28 NOELLA GRADY is to say. unless it is an interval of the form [ui . . α) ≤ U (P. α) ≤ U (P. α) < and so. a2 · · · an : ai ∈ R}. because there are exactly m of the intervals [ui .
α) < . α) − L(P. α) < and U (P2 . i i In either case. Then we know that there exist partitions P1 and P2 such that U (P1 . α) < . f1 . f2 . b] then f1 + f2 ∈ Proof.1 (9) (10) U (P. cf. the following is true. Let > 0. α) < /c. · · · xn } such that U (P. α) = i=1 Mic ∆i α n − i=1 mc ∆ i α i n = c i=1 Mi ∆i α − i=1 mi ∆i α < c = This proves that cf ∈ (α). If f ∈ (α) on [a. f. Then by Theorem 6. Because f ∈ (α) there exists a partition P = {x0 . f2 . cf. . Proof. Consider i i n n L(P.6. f2 . by the inequality in line (8). α) − L(P1 . i If c > 0 then Mic = cMi and mc = cmi . α). α) − L(P. The proof for the inequality in line (7) is similar. (α). f. α) + L(P. f2 . Theorem 6. Theorem 6.FUNCTIONS OF BOUNDED VARIATION 29 Thus. mi = inf{f (x) : x ∈ [xi − xi−1 ]}. α) − L(P2 . m1 + m2 ≤ mi . f1 . f2 . b a c . α) − L(P. If f1 and f2 are in (α) on [a. Let Mi = sup{f (x) : x ∈ [xi − xi−1 ]}. f1 . and mc = inf{cf (x) : x ∈ [xi − xi−1 ]}. f. α) < U (P. It can further be shown that cf dα = c b a f dα. Let P be the common reﬁnement of P1 and P2 . Mic = sup{cf (x) : x ∈ [xi − xi−1 ]}. f1 . α) = i=1 n m1 ∆i α + i i=1 m2 ∆α i = i=1 n (m1 + m2 )∆i α i i (mi )∆i α i=1 ≤ = L(P. f1 . n n U (P. b] and c is a constant then cf ∈ (α). x1 . If c < 0 then Mic = cmi and mc = cMi . α) − L(P.7.
f. Any one of them could be explored in more depth by the interested reader. 2008. we know the functions are themselves bounded on [a. Walter. then f ∈ (α). References [1] Gordon. To provide an interesting example of a function that is continuous and of bounded variation but not absolutely continuous we explored some properties of the Cantor Ternary Function. b]. Principles of Mathematical Analysis 3rd edition. It can further be shown that a (f1 + f2 )dα = a f1 dα + a f2 dα. Pearson Education Inc. α) − L(P. bounded interval.7 we know that f ∈ (α) when α is continuous. there are other connections between RiemannStieltjes integration and functions of bounded variation that were not covered in this paper. Inc. α) < 2 .4 we know that f1 and f2 are in (α) whenever α is continuous. Further. by Theorem 6. 2002. we can conclude that f1 and f2 are in (α). 7. Russell A. Boston.3 f ∈ (α). b]. By Theorem 6. The second related topic we considered was arc length. b]. We have only brieﬂy considered each of these related topics. Thus. By Theorem 6. Here we showed that the length of a curve is ﬁnite on an interval if and only if the function is of bounded variation on that interval. if f is of bounded variation then f is RiemannStieltjes integrable over α whenever α is continuous. The ﬁrst was absolute continuity.wolfram. Perhaps the most important and interesting property is the fact that a function of bounded variation can be written as the diﬀerence of two increasing functions. b]. Then f can be written as the diﬀerence of two increasing functions. Carol S. Boston. McGrawHill Book Company.7 we know that f is also in (α) when these conditions are met. Here we used the fact that a function of bounded variation can be written as the diﬀerence of two increasing functions to ﬁnd conditions under which functions of bounded variation are RiemannStieltjes integrable. Suppose that f is of bounded variation on an interval [a. so f = f1 − f2 where f1 and f2 are increasing. Real Analysis: A First Course 2nd edition. Jones and Bartlett Publishers. For instance. Closer and Closer: Introducing Real Analysis 1st edition. Further. and α is of bounded variation on [a. by Theorem 6. when f is of bounded variation then it is RiemannStieltjes integrable over α whenever f has a ﬁnite number of discontinuities and α is continuous where f is not. if f and α are bounded on [a. [4] http://mathworld. Now we are ready to relate bounded variation and RiemannStieltjes integration. b] and α is continuous at these discontinuities. f. b]. Because f1 and f2 are increasing on a closed.com [5] www. We showed that a function that is absolutely continuous is also of bounded variation. f is continuous on [a. Similarly.org b b b . [3] Schumacher.1 we have U (P.30 NOELLA GRADY By adding the inequalities in (9) and (10) and applying Lemma 6. [2] Rudin. Conclusion In this paper we examined functions of bounded variation and provided proofs for some important properties of these functions. New York.cuttheknot. We then considered RiemannStieltjes integration. if they have ﬁnitely many discontinuities on [a. We then considered three related topics. Most especially. For instance. 1964.