Inmathematical analysis, a function ofbounded variation, also known asBV function, is areal-valuedfunction whosetotal variation is bounded (finite): thegraph of a function having this property is well behaved in a precise sense. For acontinuous function of a singlevariable, being of bounded variation means that thedistance along thedirection of they-axis, neglecting the contribution of motion alongx-axis, traveled by apoint moving along the graph has a finite value. For a continuous function of several variables, the meaning of the definition is the same, except for the fact that the continuous path to be considered cannot be the whole graph of the given function (which is ahypersurface in this case), but can be everyintersection of the graph itself with ahyperplane (in the case of functions of two variables, aplane) parallel to a fixedx-axis and to they-axis.
Functions of bounded variation are precisely those with respect to which one may findRiemann–Stieltjes integrals of all continuous functions.
Another characterization states that the functions of bounded variation on a compact interval are exactly thosef which can be written as a differenceg − h, where bothg andh are boundedmonotone. In particular, a BV function may have discontinuities, but at most countably many.
According to Boris Golubov, BV functions of a single variable were first introduced byCamille Jordan, in the paper (Jordan 1881) dealing with the convergence ofFourier series. "The properties of functions of bounded variation became widely known because they were discussed by Jordan in a note appended to the third volume of hisCourse d’analyse (1887).[1]
where thesupremum is taken over the set of allpartitions of the interval considered.
Iff isdifferentiable and its derivative is Riemann-integrable, its total variation is the vertical component of thearc-length of its graph, that is to say,
Definition 1.2. A real-valued function on thereal line is said to be ofbounded variation (BV function) on a choseninterval if its total variation is finite,i.e.
It can be proved that a real function is of bounded variation in if and only if it can be written as the difference of two non-decreasing functions and on: this result is known as theJordan decomposition of a function and it is related to theJordan decomposition of a measure.
There are basically two distinct conventions for the notation of spaces of functions of locally or globally bounded variation, and unfortunately they are quite similar: the first one, which is the one adopted in this entry, is used for example in referencesGiusti (1984) (partially),Hudjaev & Vol'pert (1985) (partially),Giaquinta, Modica & Souček (1998) and is the following one
identifies thespace of functions of globally bounded variation
identifies thespace of functions of locally bounded variation
Only the properties common tofunctions of one variable and tofunctions of several variables will be considered in the following, andproofs will be carried on only for functions of several variables since theproof for the case of one variable is a straightforward adaptation of the several variables case: also, in each section it will be stated if the property is shared also by functions of locally bounded variation or not. References (Giusti 1984, pp. 7–9), (Hudjaev & Vol'pert 1985) and (Màlek et al. 1996) are extensively used.
BV functions have only jump-type or removable discontinuities
In the case of one variable, the assertion is clear: for each point in theinterval of definition of the function, either one of the following two assertions is true
while bothlimits exist and are finite. In the case of functions of several variables, there are some premises to understand: first of all, there is acontinuum ofdirections along which it is possible to approach a given point belonging to the domain⊂. It is necessary to make precise a suitable concept oflimit: choosing aunit vector it is possible to divide in two sets
Then for each point belonging to the domain of the BV function, only one of the following two assertions is true
By definition is asubset of, whilelinearity follows from the linearity properties of the definingintegral i.e.
for all thereforefor all, and
for all, therefore for all, and all. The provedvector space properties imply that is avector subspace of. Consider now the function defined as
where is the usual norm: it is easy to prove that this is anorm on. To see that iscomplete respect to it, i.e. it is aBanach space, consider aCauchy sequence in. By definition it is also aCauchy sequence in and therefore has alimit in: since is bounded in for each, then bylower semicontinuity of the variation, therefore is a BV function. Finally, again by lower semicontinuity, choosing an arbitrary small positive number
From this we deduce that is continuous because it's a norm.
Now, in order to prove that everydense subset of cannot becountable, it is sufficient to see that for every it is possible to construct theballs
Obviously those balls arepairwise disjoint, and also are anindexed family ofsets whoseindex set is. This implies that this family has thecardinality of the continuum: now, since every dense subset of must have at least a point inside each member of this family, its cardinality is at least that of the continuum and therefore cannot a be countable subset.[8] This example can be obviously extended to higher dimensions, and since it involves onlylocal properties, it implies that the same property is true also for.
where is the mean value of the function at the point, defined as
A more generalchain ruleformula forLipschitz continuous functions has been found byLuigi Ambrosio andGianni Dal Maso and is published in the paper (Ambrosio & Dal Maso 1990). However, even this formula has very important direct consequences: we use in place of, where is also a function. We have to assume also that is locally integrable with respect to the measure for each, and that is locally integrable with respect to the measure for each. Then choosing, the preceding formula gives theLeibniz rule for 'BV' functions
It is possible to generalize the above notion oftotal variation so that different variations are weighted differently. More precisely, let be any increasing function such that (theweight function) and let be a function from theinterval taking values in anormed vector space. Then the-variation of over is defined as
The original notion ofvariation considered above is the special case of-variation for which the weight function is theidentity function: therefore anintegrable function is said to be aweighted BV function (of weight) if and only if its-variation is finite.
Details on the properties ofSBV functions can be found in works cited in the bibliography section: particularly the paper (De Giorgi 1992) contains a usefulbibliography.
As particular examples ofBanach spaces,Dunford & Schwartz (1958, Chapter IV) consider spaces ofsequences of bounded variation, in addition to the spaces of functions of bounded variation. The total variation of asequencex = (xi) of real or complex numbers is defined by
The space of all sequences of finite total variation is denoted by BV. The norm on BV is given by
With this norm, the space BV is a Banach space which is isomorphic to.
The total variation itself defines a norm on a certain subspace of BV, denoted by BV0, consisting of sequencesx = (xi) for which
The norm on BV0 is denoted
With respect to this norm BV0 becomes a Banach space as well, which is isomorphicand isometric to (although not in the natural way).
The functionf(x) = sin(1/x) isnot of bounded variation on the interval.
As mentioned in the introduction, two large class of examples of BV functions are monotone functions, and absolutely continuous functions. For a negative example: the function
isnot of bounded variation on the interval
The functionf(x) = x sin(1/x) isnot of bounded variation on the interval.
While it is harder to see, the continuous function
isnot of bounded variation on the interval either.
The functionf(x) = x2 sin(1/x)is of bounded variation on the interval.
At the same time, the function
is of bounded variation on the interval. However,all three functions are of bounded variation on each intervalwith.
Every monotone, bounded function is of bounded variation. For such a function on the interval and any partition of this interval, it can be seen that
from the fact that the sum on the left istelescoping. From this, it follows that for such,
holds, since it is nothing more than the definition ofweak derivative, and hence holds true. One can easily find an example of a BV function which is not: in dimension one, any step function with a non-trivial jump will do.
Functions of bounded variation have been studied in connection with the set ofdiscontinuities of functions and differentiability of real functions, and the following results are well-known. If is arealfunction of bounded variation on an interval then
The ability of BV functions to deal with discontinuities has made their use widespread in the applied sciences: solutions of problems in mechanics, physics, chemical kinetics are very often representable by functions of bounded variation. The book (Hudjaev & Vol'pert 1985) details a very ample set of mathematical physics applications of BV functions. Also there is some modern application which deserves a brief description.
TheMumford–Shah functional: the segmentation problem for a two-dimensional image, i.e. the problem of faithful reproduction of contours and grey scales is equivalent to theminimization of suchfunctional.
^Tonelli introduced what is now called after himTonelli plane variation: for an analysis of this concept and its relations to other generalizations, see the entry "Total variation".
Dunford, Nelson;Schwartz, Jacob T. (1958),Linear operators. Part I: General Theory, Pure and Applied Mathematics, vol. VII, New York–London–Sydney: Wiley-Interscience,ISBN0-471-60848-3,Zbl0084.10402{{citation}}:ISBN / Date incompatibility (help). Includes a discussion of the functional-analytic properties of spaces of functions of bounded variation.
Kannan, Rangachary; Krueger, Carole King (1996),Advanced analysis on the real line, Universitext, Berlin–Heidelberg–New York: Springer Verlag, pp. x+259,ISBN978-0-387-94642-9,MR1390758,Zbl0855.26001. Maybe the most complete book reference for the theory ofBV functions in one variable: classical results and advanced results are collected in chapter 6 "Bounded variation" along with several exercises. The first author was a collaborator ofLamberto Cesari.
Leoni, Giovanni (2017),A First Course in Sobolev Spaces, Graduate Studies in Mathematics (Second ed.), American Mathematical Society, pp. xxii+734,ISBN978-1-4704-2921-8.
Màlek, Josef; Nečas, Jindřich; Rokyta, Mirko; Růžička, Michael (1996),Weak and measure-valued solutions to evolutionary PDEs, Applied Mathematics and Mathematical Computation, vol. 13, London–Weinheim–New York–Tokyo–Melbourne–Madras: Chapman & Hall CRC Press, pp. xi+331,ISBN0-412-57750-X,MR1409366,Zbl0851.35002. One of the most complete monographs on the theory ofYoung measures, strongly oriented to applications in continuum mechanics of fluids.
Cesari, Lamberto (1986), "L'opera di Leonida Tonelli e la sua influenza nel pensiero scientifico del secolo", in Montalenti, G.;Amerio, L.; Acquaro, G.; Baiada, E.; et al. (eds.),Convegno celebrativo del centenario della nascita di Mauro Picone e Leonida Tonelli (6–9 maggio 1985), Atti dei Convegni Lincei (in Italian), vol. 77, Roma:Accademia Nazionale dei Lincei, pp. 41–73, archived fromthe original on 23 February 2011. "The work of Leonida Tonelli and his influence on scientific thinking in this century" (English translation of the title) is an ample commemorative article, reporting recollections of the Author about teachers and colleagues, and a detailed survey of his and theirs scientific work, presented at theInternational congress in occasion of the celebration of the centenary of birth of Mauro Picone and Leonida Tonelli (held in Rome on 6–9 May 1985).
Luigi Ambrosiohome page at theScuola Normale Superiore di Pisa. Academic home page (with preprints and publications) of one of the contributors to the theory and applications of BV functions.