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Bounded variation

From Wikipedia, the free encyclopedia
Real function with finite total variation

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.

In the case of several variables, a functionf defined on anopen subsetΩ ofRn{\displaystyle \mathbb {R} ^{n}} is said to have bounded variation if itsdistributional derivative is avector-valued finiteRadon measure.

One of the most important aspects of functions of bounded variation is that they form analgebra ofdiscontinuous functions whose first derivative existsalmost everywhere: due to this fact, they can and frequently are used to definegeneralized solutions of nonlinear problems involvingfunctionals andordinary andpartial differential equations inmathematics,physics andengineering.

We have the following chains of inclusions for continuous functions over a closed, bounded interval of the real line:

Continuously differentiableLipschitz continuousabsolutely continuouscontinuous and bounded variationdifferentiablealmost everywhere

History

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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]

The first successful step in the generalization of this concept to functions of several variables was due toLeonida Tonelli,[2] who introduced a class ofcontinuous BV functions in 1926 (Cesari 1986, pp. 47–48), to extend hisdirect method for finding solutions to problems in thecalculus of variations in more than one variable. Ten years after, in (Cesari 1936),Lamberto Cesarichanged the continuity requirement in Tonelli's definitionto a less restrictiveintegrability requirement, obtaining for the first time the class of functions of bounded variation of several variables in its full generality: as Jordan did before him, he applied the concept to resolve of a problem concerning the convergence of Fourier series, but for functions oftwo variables. After him, several authors applied BV functions to studyFourier series in several variables,geometric measure theory, calculus of variations, andmathematical physics.Renato Caccioppoli andEnnio De Giorgi used them to definemeasure ofnonsmoothboundaries ofsets (see the entry "Caccioppoli set" for further information).Olga Arsenievna Oleinik introduced her view of generalized solutions fornonlinear partial differential equations as functions from the space BV in the paper (Oleinik 1957), and was able to construct a generalized solution of bounded variation of afirst order partial differential equation in the paper (Oleinik 1959): few years later,Edward D. Conway andJoel A. Smoller applied BV-functions to the study of a singlenonlinear hyperbolic partial differential equation of first order in the paper (Conway & Smoller 1966), proving that the solution of theCauchy problem for such equations is a function of bounded variation, provided theinitial value belongs to the same class.Aizik Isaakovich Vol'pert developed extensively a calculus for BV functions: in the paper (Vol'pert 1967) he proved thechain rule for BV functions and in the book (Hudjaev & Vol'pert 1985) he, jointly with his pupilSergei Ivanovich Hudjaev, explored extensively the properties of BV functions and their application. His chain rule formula was later extended byLuigi Ambrosio andGianni Dal Maso in the paper (Ambrosio & Dal Maso 1990).

Formal definition

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BV functions of one variable

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Definition 1.1. Thetotal variation of areal-valued (or more generallycomplex-valued)functionf, defined on aninterval[a,b]R{\displaystyle [a,b]\subset \mathbb {R} } is the quantity

Vab(f)=supPPi=0nP1|f(xi+1)f(xi)|.{\displaystyle V_{a}^{b}(f)=\sup _{P\in {\mathcal {P}}}\sum _{i=0}^{n_{P}-1}|f(x_{i+1})-f(x_{i})|.\,}

where thesupremum is taken over the setP={P={x0,,xnP}P is a partition of [a,b] satisfying xixi+1 for 0inP1}{\textstyle {\mathcal {P}}=\left\{P=\{x_{0},\dots ,x_{n_{P}}\}\mid P{\text{ is a partition of }}[a,b]{\text{ satisfying }}x_{i}\leq x_{i+1}{\text{ for }}0\leq i\leq n_{P}-1\right\}} 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,

Vab(f)=ab|f(x)|dx.{\displaystyle V_{a}^{b}(f)=\int _{a}^{b}|f'(x)|\,\mathrm {d} x.}

Definition 1.2. A real-valued functionf{\displaystyle f} on thereal line is said to be ofbounded variation (BV function) on a choseninterval[a,b]R{\displaystyle [a,b]\subset \mathbb {R} } if its total variation is finite,i.e.

fBV([a,b])Vab(f)<+{\displaystyle f\in \operatorname {BV} ([a,b])\iff V_{a}^{b}(f)<+\infty }

It can be proved that a real functionf{\displaystyle f} is of bounded variation in[a,b]{\displaystyle [a,b]} if and only if it can be written as the differencef=f1f2{\displaystyle f=f_{1}-f_{2}} of two non-decreasing functionsf1{\displaystyle f_{1}} andf2{\displaystyle f_{2}} on[a,b]{\displaystyle [a,b]}: this result is known as theJordan decomposition of a function and it is related to theJordan decomposition of a measure.

Through theStieltjes integral, any function of bounded variation on a closed interval[a,b]{\displaystyle [a,b]} defines abounded linear functional onC([a,b]){\displaystyle C([a,b])}. In this special case,[3] theRiesz–Markov–Kakutani representation theorem states that every bounded linear functional arises uniquely in this way. The normalized positive functionals orprobability measures correspond to positive non-decreasing lowersemicontinuous functions. This point of view has been important inspectral theory,[4] in particular in its application toordinary differential equations.

BV functions of several variables

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Functions of bounded variation, BVfunctions, are functions whose distributionalderivative is afinite[5]Radon measure. More precisely:

Definition 2.1. LetΩ{\displaystyle \Omega } be anopen subset ofRn{\displaystyle \mathbb {R} ^{n}}. A functionu{\displaystyle u} belonging toL1(Ω){\displaystyle L^{1}(\Omega )} is said to be ofbounded variation (BV function), and written

uBV(Ω){\displaystyle u\in \operatorname {\operatorname {BV} } (\Omega )}

if there exists afinitevectorRadon measureDuM(Ω,Rn){\displaystyle Du\in {\mathcal {M}}(\Omega ,\mathbb {R} ^{n})} such that the following equality holds

Ωu(x)divϕ(x)dx=Ωϕ,Du(x)ϕCc1(Ω,Rn){\displaystyle \int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x=-\int _{\Omega }\langle {\boldsymbol {\phi }},Du(x)\rangle \qquad \forall {\boldsymbol {\phi }}\in C_{c}^{1}(\Omega ,\mathbb {R} ^{n})}

that is,u{\displaystyle u} defines alinear functional on the spaceCc1(Ω,Rn){\displaystyle C_{c}^{1}(\Omega ,\mathbb {R} ^{n})} ofcontinuously differentiablevector functionsϕ{\displaystyle {\boldsymbol {\phi }}} ofcompact support contained inΩ{\displaystyle \Omega }: the vectormeasureDu{\displaystyle Du} represents therefore thedistributional orweakgradient ofu{\displaystyle u}.

BV can be defined equivalently in the following way.

Definition 2.2. Given a functionu{\displaystyle u} belonging toL1(Ω){\displaystyle L^{1}(\Omega )}, thetotal variation ofu{\displaystyle u}[6] inΩ{\displaystyle \Omega } is defined as

V(u,Ω):=sup{Ωu(x)divϕ(x)dx:ϕCc1(Ω,Rn), ϕL(Ω)1}{\displaystyle V(u,\Omega ):=\sup \left\{\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x:{\boldsymbol {\phi }}\in C_{c}^{1}(\Omega ,\mathbb {R} ^{n}),\ \Vert {\boldsymbol {\phi }}\Vert _{L^{\infty }(\Omega )}\leq 1\right\}}

whereL(Ω){\displaystyle \Vert \;\Vert _{L^{\infty }(\Omega )}} is theessential supremumnorm. Sometimes, especially in the theory ofCaccioppoli sets, the following notation is used

Ω|Du|=V(u,Ω){\displaystyle \int _{\Omega }\vert Du\vert =V(u,\Omega )}

in order to emphasize thatV(u,Ω){\displaystyle V(u,\Omega )} is the total variation of thedistributional /weakgradient ofu{\displaystyle u}. This notation reminds also that ifu{\displaystyle u} is of classC1{\displaystyle C^{1}} (i.e. acontinuous anddifferentiable function havingcontinuousderivatives) then itsvariation is exactly theintegral of theabsolute value of itsgradient.

The space offunctions of bounded variation (BV functions) can then be defined as

BV(Ω)={uL1(Ω):V(u,Ω)<+}{\displaystyle \operatorname {\operatorname {BV} } (\Omega )=\{u\in L^{1}(\Omega )\colon V(u,\Omega )<+\infty \}}

The two definitions are equivalent since ifV(u,Ω)<+{\displaystyle V(u,\Omega )<+\infty } then

|Ωu(x)divϕ(x)dx|V(u,Ω)ϕL(Ω)ϕCc1(Ω,Rn){\displaystyle \left|\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x\right|\leq V(u,\Omega )\Vert {\boldsymbol {\phi }}\Vert _{L^{\infty }(\Omega )}\qquad \forall {\boldsymbol {\phi }}\in C_{c}^{1}(\Omega ,\mathbb {R} ^{n})}

thereforeϕΩu(x)divϕ(x)dx{\textstyle \displaystyle {\boldsymbol {\phi }}\mapsto \,\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,dx} defines acontinuous linear functional on the spaceCc1(Ω,Rn){\displaystyle C_{c}^{1}(\Omega ,\mathbb {R} ^{n})}. SinceCc1(Ω,Rn)C0(Ω,Rn){\displaystyle C_{c}^{1}(\Omega ,\mathbb {R} ^{n})\subset C^{0}(\Omega ,\mathbb {R} ^{n})} as alinear subspace, thiscontinuous linear functional can be extendedcontinuously andlinearly to the wholeC0(Ω,Rn){\displaystyle C^{0}(\Omega ,\mathbb {R} ^{n})} by theHahn–Banach theorem. Hence the continuous linear functional defines aRadon measure by theRiesz–Markov–Kakutani representation theorem.

Locally BV functions

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If thefunction space oflocally integrable functions, i.e.functions belonging toLloc1(Ω){\displaystyle L_{\text{loc}}^{1}(\Omega )}, is considered in the preceding definitions1.2,2.1 and2.2 instead of the one ofglobally integrable functions, then the function space defined is that offunctions of locally bounded variation. Precisely, developing this idea fordefinition 2.2, alocal variation is defined as follows,

V(u,U):=sup{Ωu(x)divϕ(x)dx:ϕCc1(U,Rn), ϕL(Ω)1}{\displaystyle V(u,U):=\sup \left\{\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x:{\boldsymbol {\phi }}\in C_{c}^{1}(U,\mathbb {R} ^{n}),\ \Vert {\boldsymbol {\phi }}\Vert _{L^{\infty }(\Omega )}\leq 1\right\}}

for everysetUOc(Ω){\displaystyle U\in {\mathcal {O}}_{c}(\Omega )}, having definedOc(Ω){\displaystyle {\mathcal {O}}_{c}(\Omega )} as the set of allprecompactopen subsets ofΩ{\displaystyle \Omega } with respect to the standardtopology offinite-dimensionalvector spaces, and correspondingly the class of functions of locally bounded variation is defined as

BVloc(Ω)={uLloc1(Ω):(UOc(Ω))V(u,U)<+}{\displaystyle \operatorname {BV} _{\text{loc}}(\Omega )=\{u\in L_{\text{loc}}^{1}(\Omega )\colon \,(\forall U\in {\mathcal {O}}_{c}(\Omega ))\,V(u,U)<+\infty \}}

Notation

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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

The second one, which is adopted in referencesVol'pert (1967) andMaz'ya (1985) (partially), is the following:

Basic properties

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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

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In the case of one variable, the assertion is clear: for each pointx0{\displaystyle x_{0}} in theinterval[a,b]R{\displaystyle [a,b]\subset \mathbb {R} } of definition of the functionu{\displaystyle u}, either one of the following two assertions is true

limxx0u(x)=limxx0+u(x){\displaystyle \lim _{x\rightarrow x_{0^{-}}}\!\!\!u(x)=\!\!\!\lim _{x\rightarrow x_{0^{+}}}\!\!\!u(x)}
limxx0u(x)limxx0+u(x){\displaystyle \lim _{x\rightarrow x_{0^{-}}}\!\!\!u(x)\neq \!\!\!\lim _{x\rightarrow x_{0^{+}}}\!\!\!u(x)}

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 pointx0{\displaystyle x_{0}} belonging to the domainΩ{\displaystyle \Omega }Rn{\displaystyle \mathbb {R} ^{n}}. It is necessary to make precise a suitable concept oflimit: choosing aunit vectora^Rn{\displaystyle {\boldsymbol {\hat {a}}}\in \mathbb {R} ^{n}} it is possible to divideΩ{\displaystyle \Omega } in two sets

Ω(a^,x0)=Ω{xRn|xx0,a^>0}Ω(a^,x0)=Ω{xRn|xx0,a^>0}{\displaystyle \Omega _{({\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}=\Omega \cap \{{\boldsymbol {x}}\in \mathbb {R} ^{n}|\langle {\boldsymbol {x}}-{\boldsymbol {x}}_{0},{\boldsymbol {\hat {a}}}\rangle >0\}\qquad \Omega _{(-{\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}=\Omega \cap \{{\boldsymbol {x}}\in \mathbb {R} ^{n}|\langle {\boldsymbol {x}}-{\boldsymbol {x}}_{0},-{\boldsymbol {\hat {a}}}\rangle >0\}}

Then for each pointx0{\displaystyle x_{0}} belonging to the domainΩRn{\displaystyle \Omega \in \mathbb {R} ^{n}} of the BV functionu{\displaystyle u}, only one of the following two assertions is true

limxΩ(a^,x0)xx0u(x)=limxΩ(a^,x0)xx0u(x){\displaystyle \lim _{\overset {{\boldsymbol {x}}\rightarrow {\boldsymbol {x}}_{0}}{{\boldsymbol {x}}\in \Omega _{({\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}}}\!\!\!\!\!\!u({\boldsymbol {x}})=\!\!\!\!\!\!\!\lim _{\overset {{\boldsymbol {x}}\rightarrow {\boldsymbol {x}}_{0}}{{\boldsymbol {x}}\in \Omega _{(-{\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}}}\!\!\!\!\!\!\!u({\boldsymbol {x}})}
limxΩ(a^,x0)xx0u(x)limxΩ(a^,x0)xx0u(x){\displaystyle \lim _{\overset {{\boldsymbol {x}}\rightarrow {\boldsymbol {x}}_{0}}{{\boldsymbol {x}}\in \Omega _{({\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}}}\!\!\!\!\!\!u({\boldsymbol {x}})\neq \!\!\!\!\!\!\!\lim _{\overset {{\boldsymbol {x}}\rightarrow {\boldsymbol {x}}_{0}}{{\boldsymbol {x}}\in \Omega _{(-{\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}}}\!\!\!\!\!\!\!u({\boldsymbol {x}})}

orx0{\displaystyle x_{0}} belongs to asubset ofΩ{\displaystyle \Omega } having zeron1{\displaystyle n-1}-dimensionalHausdorff measure. The quantities

limxΩ(a^,x0)xx0u(x)=ua^(x0)limxΩ(a^,x0)xx0u(x)=ua^(x0){\displaystyle \lim _{\overset {{\boldsymbol {x}}\rightarrow {\boldsymbol {x}}_{0}}{{\boldsymbol {x}}\in \Omega _{({\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}}}\!\!\!\!\!\!u({\boldsymbol {x}})=u_{\boldsymbol {\hat {a}}}({\boldsymbol {x}}_{0})\qquad \lim _{\overset {{\boldsymbol {x}}\rightarrow {\boldsymbol {x}}_{0}}{{\boldsymbol {x}}\in \Omega _{(-{\boldsymbol {\hat {a}}},{\boldsymbol {x}}_{0})}}}\!\!\!\!\!\!\!u({\boldsymbol {x}})=u_{-{\boldsymbol {\hat {a}}}}({\boldsymbol {x}}_{0})}

are calledapproximate limits of the BV functionu{\displaystyle u} at the pointx0{\displaystyle x_{0}}.

V(⋅, Ω) is lower semi-continuous onL1(Ω)

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ThefunctionalV(,Ω):BV(Ω)R+{\displaystyle V(\cdot ,\Omega ):\operatorname {\operatorname {BV} } (\Omega )\rightarrow \mathbb {R} ^{+}} islower semi-continuous:to see this, choose aCauchy sequence of BV-functions{un}nN{\displaystyle \{u_{n}\}_{n\in \mathbb {N} }} converging touLloc1(Ω){\displaystyle u\in L_{\text{loc}}^{1}(\Omega )}. Then, since all the functions of the sequence and their limit function areintegrable and by the definition oflower limit

lim infnV(un,Ω)lim infnΩun(x)divϕdxΩlimnun(x)divϕdx=Ωu(x)divϕdxϕCc1(Ω,Rn),ϕL(Ω)1{\displaystyle {\begin{aligned}\liminf _{n\rightarrow \infty }V(u_{n},\Omega )&\geq \liminf _{n\rightarrow \infty }\int _{\Omega }u_{n}(x)\operatorname {div} \,{\boldsymbol {\phi }}\,\mathrm {d} x\\&\geq \int _{\Omega }\lim _{n\rightarrow \infty }u_{n}(x)\operatorname {div} \,{\boldsymbol {\phi }}\,\mathrm {d} x\\&=\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}\,\mathrm {d} x\qquad \forall {\boldsymbol {\phi }}\in C_{c}^{1}(\Omega ,\mathbb {R} ^{n}),\quad \Vert {\boldsymbol {\phi }}\Vert _{L^{\infty }(\Omega )}\leq 1\end{aligned}}}

Now considering thesupremum on the set of functionsϕCc1(Ω,Rn){\displaystyle {\boldsymbol {\phi }}\in C_{c}^{1}(\Omega ,\mathbb {R} ^{n})} such thatϕL(Ω)1{\displaystyle \Vert {\boldsymbol {\phi }}\Vert _{L^{\infty }(\Omega )}\leq 1} then the following inequality holds true

lim infnV(un,Ω)V(u,Ω){\displaystyle \liminf _{n\rightarrow \infty }V(u_{n},\Omega )\geq V(u,\Omega )}

which is exactly the definition oflower semicontinuity.

BV(Ω) is a Banach space

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By definitionBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )} is asubset ofL1(Ω){\displaystyle L^{1}(\Omega )}, whilelinearity follows from the linearity properties of the definingintegral i.e.

Ω[u(x)+v(x)]divϕ(x)dx=Ωu(x)divϕ(x)dx+Ωv(x)divϕ(x)dx==Ωϕ(x),Du(x)Ωϕ(x),Dv(x)=Ωϕ(x),[Du(x)+Dv(x)]{\displaystyle {\begin{aligned}\int _{\Omega }[u(x)+v(x)]\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x&=\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x+\int _{\Omega }v(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x=\\&=-\int _{\Omega }\langle {\boldsymbol {\phi }}(x),Du(x)\rangle -\int _{\Omega }\langle {\boldsymbol {\phi }}(x),Dv(x)\rangle =-\int _{\Omega }\langle {\boldsymbol {\phi }}(x),[Du(x)+Dv(x)]\rangle \end{aligned}}}

for allϕCc1(Ω,Rn){\displaystyle \phi \in C_{c}^{1}(\Omega ,\mathbb {R} ^{n})} thereforeu+vBV(Ω){\displaystyle u+v\in \operatorname {\operatorname {BV} } (\Omega )}for allu,vBV(Ω){\displaystyle u,v\in \operatorname {\operatorname {BV} } (\Omega )}, and

Ωcu(x)divϕ(x)dx=cΩu(x)divϕ(x)dx=cΩϕ(x),Du(x){\displaystyle \int _{\Omega }c\cdot u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x=c\int _{\Omega }u(x)\operatorname {div} {\boldsymbol {\phi }}(x)\,\mathrm {d} x=-c\int _{\Omega }\langle {\boldsymbol {\phi }}(x),Du(x)\rangle }

for allcR{\displaystyle c\in \mathbb {R} }, thereforecuBV(Ω){\displaystyle cu\in \operatorname {\operatorname {BV} } (\Omega )} for alluBV(Ω){\displaystyle u\in \operatorname {\operatorname {BV} } (\Omega )}, and allcR{\displaystyle c\in \mathbb {R} }. The provedvector space properties imply thatBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )} is avector subspace ofL1(Ω){\displaystyle L^{1}(\Omega )}. Consider now the functionBV:BV(Ω)R+{\displaystyle \|\;\|_{\operatorname {BV} }:\operatorname {\operatorname {BV} } (\Omega )\rightarrow \mathbb {R} ^{+}} defined as

uBV:=uL1+V(u,Ω){\displaystyle \|u\|_{\operatorname {BV} }:=\|u\|_{L^{1}}+V(u,\Omega )}

whereL1{\displaystyle \|\;\|_{L^{1}}} is the usualL1(Ω){\displaystyle L^{1}(\Omega )} norm: it is easy to prove that this is anorm onBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )}. To see thatBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )} iscomplete respect to it, i.e. it is aBanach space, consider aCauchy sequence{un}nN{\displaystyle \{u_{n}\}_{n\in \mathbb {N} }} inBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )}. By definition it is also aCauchy sequence inL1(Ω){\displaystyle L^{1}(\Omega )} and therefore has alimitu{\displaystyle u} inL1(Ω){\displaystyle L^{1}(\Omega )}: sinceun{\displaystyle u_{n}} is bounded inBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )} for eachn{\displaystyle n}, thenuBV<+{\displaystyle \Vert u\Vert _{\operatorname {BV} }<+\infty } bylower semicontinuity of the variationV(,Ω){\displaystyle V(\cdot ,\Omega )}, thereforeu{\displaystyle u} is a BV function. Finally, again by lower semicontinuity, choosing an arbitrary small positive numberε{\displaystyle \varepsilon }

ujukBV<εj,kNNV(uku,Ω)lim infj+V(ukuj,Ω)ε{\displaystyle \Vert u_{j}-u_{k}\Vert _{\operatorname {BV} }<\varepsilon \quad \forall j,k\geq N\in \mathbb {N} \quad \Rightarrow \quad V(u_{k}-u,\Omega )\leq \liminf _{j\rightarrow +\infty }V(u_{k}-u_{j},\Omega )\leq \varepsilon }

From this we deduce thatV(,Ω){\displaystyle V(\cdot ,\Omega )} is continuous because it's a norm.

BV(Ω) is not separable

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To see this, it is sufficient to consider the following example belonging to the spaceBV([0,1]){\displaystyle \operatorname {\operatorname {BV} } ([0,1])}:[7] for each 0 < α < 1 define

χα=χ[α,1]={0if x[α,1]1if x[α,1]{\displaystyle \chi _{\alpha }=\chi _{[\alpha ,1]}={\begin{cases}0&{\mbox{if }}x\notin \;[\alpha ,1]\\1&{\mbox{if }}x\in [\alpha ,1]\end{cases}}}

as thecharacteristic function of theleft-closed interval[α,1]{\displaystyle [\alpha ,1]}. Then, choosingα,β[0,1]{\displaystyle \alpha ,\beta \in [0,1]} such thatαβ{\displaystyle \alpha \neq \beta } the following relation holds true:

χαχβBV=2{\displaystyle \Vert \chi _{\alpha }-\chi _{\beta }\Vert _{\operatorname {BV} }=2}

Now, in order to prove that everydense subset ofBV(]0,1[){\displaystyle \operatorname {\operatorname {BV} } (]0,1[)} cannot becountable, it is sufficient to see that for everyα[0,1]{\displaystyle \alpha \in [0,1]} it is possible to construct theballs

Bα={ψBV([0,1]);χαψBV1}{\displaystyle B_{\alpha }=\left\{\psi \in \operatorname {\operatorname {BV} } ([0,1]);\Vert \chi _{\alpha }-\psi \Vert _{\operatorname {BV} }\leq 1\right\}}

Obviously those balls arepairwise disjoint, and also are anindexed family ofsets whoseindex set is[0,1]{\displaystyle [0,1]}. This implies that this family has thecardinality of the continuum: now, since every dense subset ofBV([0,1]){\displaystyle \operatorname {\operatorname {BV} } ([0,1])} 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 forBVloc{\displaystyle \operatorname {BV} _{loc}}.

Chain rule for locally BV(Ω) functions

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Chain rules fornonsmooth functions are very important inmathematics andmathematical physics since there are several importantphysical models whose behaviors are described byfunctions orfunctionals with a very limited degree ofsmoothness. The following chain rule is proved in the paper (Vol'pert 1967, p. 248). Note allpartial derivatives must be interpreted in a generalized sense, i.e., asgeneralized derivatives.

Theorem. Letf:RpR{\displaystyle f:\mathbb {R} ^{p}\rightarrow \mathbb {R} } be a function of classC1{\displaystyle C^{1}} (i.e. acontinuous anddifferentiable function havingcontinuousderivatives) and letu(x)=(u1(x),,up(x)){\displaystyle {\boldsymbol {u}}({\boldsymbol {x}})=(u_{1}({\boldsymbol {x}}),\ldots ,u_{p}({\boldsymbol {x}}))} be a function inBVloc(Ω){\displaystyle \operatorname {\operatorname {BV} } _{loc}(\Omega )} withΩ{\displaystyle \Omega } being anopen subset ofRn{\displaystyle \mathbb {R} ^{n}}.Thenfu(x)=f(u(x))BVloc(Ω){\displaystyle f\circ {\boldsymbol {u}}({\boldsymbol {x}})=f({\boldsymbol {u}}({\boldsymbol {x}}))\in \operatorname {\operatorname {BV} } _{loc}(\Omega )} and

f(u(x))xi=k=1pf¯(u(x))ukuk(x)xii=1,,n{\displaystyle {\frac {\partial f({\boldsymbol {u}}({\boldsymbol {x}}))}{\partial x_{i}}}=\sum _{k=1}^{p}{\frac {\partial {\bar {f}}({\boldsymbol {u}}({\boldsymbol {x}}))}{\partial u_{k}}}{\frac {\partial {u_{k}({\boldsymbol {x}})}}{\partial x_{i}}}\qquad \forall i=1,\ldots ,n}

wheref¯(u(x)){\displaystyle {\bar {f}}({\boldsymbol {u}}({\boldsymbol {x}}))} is the mean value of the function at the pointxΩ{\displaystyle x\in \Omega }, defined as

f¯(u(x))=01f(ua^(x)t+ua^(x)(1t))dt{\displaystyle {\bar {f}}({\boldsymbol {u}}({\boldsymbol {x}}))=\int _{0}^{1}f\left({\boldsymbol {u}}_{\boldsymbol {\hat {a}}}({\boldsymbol {x}})t+{\boldsymbol {u}}_{-{\boldsymbol {\hat {a}}}}({\boldsymbol {x}})(1-t)\right)\,dt}

A more generalchain ruleformula forLipschitz continuous functionsf:RpRs{\displaystyle f:\mathbb {R} ^{p}\rightarrow \mathbb {R} ^{s}} 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(u(x),v(x)){\displaystyle (u({\boldsymbol {x}}),v({\boldsymbol {x}}))} in place ofu(x){\displaystyle {\boldsymbol {u}}({\boldsymbol {x}})}, wherev(x){\displaystyle v({\boldsymbol {x}})} is also aBVloc{\displaystyle BV_{loc}} function. We have to assume also thatu¯(x){\displaystyle {\bar {u}}({\boldsymbol {x}})} is locally integrable with respect to the measurev(x)xi{\displaystyle {\frac {\partial v({\boldsymbol {x}})}{\partial x_{i}}}} for eachi{\displaystyle i}, and thatv¯(x){\displaystyle {\bar {v}}({\boldsymbol {x}})} is locally integrable with respect to the measureu(x)xi{\displaystyle {\frac {\partial u({\boldsymbol {x}})}{\partial x_{i}}}} for eachi{\displaystyle i}. Then choosingf((u,v))=uv{\displaystyle f((u,v))=uv}, the preceding formula gives theLeibniz rule for 'BV' functions

v(x)u(x)xi=u¯(x)v(x)xi+v¯(x)u(x)xi{\displaystyle {\frac {\partial v({\boldsymbol {x}})u({\boldsymbol {x}})}{\partial x_{i}}}={{\bar {u}}({\boldsymbol {x}})}{\frac {\partial v({\boldsymbol {x}})}{\partial x_{i}}}+{{\bar {v}}({\boldsymbol {x}})}{\frac {\partial u({\boldsymbol {x}})}{\partial x_{i}}}}

Generalizations and extensions

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Weighted BV functions

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It is possible to generalize the above notion oftotal variation so that different variations are weighted differently. More precisely, letφ:[0,+)[0,+){\displaystyle \varphi :[0,+\infty )\longrightarrow [0,+\infty )} be any increasing function such thatφ(0)=φ(0+)=limx0+φ(x)=0{\displaystyle \varphi (0)=\varphi (0+)=\lim _{x\rightarrow 0_{+}}\varphi (x)=0} (theweight function) and letf:[0,T]X{\displaystyle f:[0,T]\longrightarrow X} be a function from theinterval[0,T]{\displaystyle [0,T]}R{\displaystyle \subset \mathbb {R} } taking values in anormed vector spaceX{\displaystyle X}. Then theφ{\displaystyle {\boldsymbol {\varphi }}}-variation off{\displaystyle f} over[0,T]{\displaystyle [0,T]} is defined as

φ-Var[0,T](f):=supj=0kφ(|f(tj+1)f(tj)|X),{\displaystyle \mathop {\varphi {\text{-}}\operatorname {Var} } _{[0,T]}(f):=\sup \sum _{j=0}^{k}\varphi \left(|f(t_{j+1})-f(t_{j})|_{X}\right),}

where, as usual, the supremum is taken over all finitepartitions of the interval[0,T]{\displaystyle [0,T]}, i.e. all thefinite sets ofreal numbersti{\displaystyle t_{i}} such that

0=t0<t1<<tk=T.{\displaystyle 0=t_{0}<t_{1}<\cdots <t_{k}=T.}

The original notion ofvariation considered above is the special case ofφ{\displaystyle \varphi }-variation for which the weight function is theidentity function: therefore anintegrable functionf{\displaystyle f} is said to be aweighted BV function (of weightφ{\displaystyle \varphi }) if and only if itsφ{\displaystyle \varphi }-variation is finite.

fBVφ([0,T];X)φ-Var[0,T](f)<+{\displaystyle f\in \operatorname {BV} _{\varphi }([0,T];X)\iff \mathop {\varphi {\text{-}}\operatorname {Var} } _{[0,T]}(f)<+\infty }

The spaceBVφ([0,T];X){\displaystyle \operatorname {BV} _{\varphi }([0,T];X)} is atopological vector space with respect to thenorm

fBVφ:=f+φ-Var[0,T](f),{\displaystyle \|f\|_{\operatorname {BV} _{\varphi }}:=\|f\|_{\infty }+\mathop {\varphi {\text{-}}\operatorname {Var} } _{[0,T]}(f),}

wheref{\displaystyle \|f\|_{\infty }} denotes the usualsupremum norm off{\displaystyle f}. Weighted BV functions were introduced and studied in full generality byWładysław Orlicz andJulian Musielak in the paperMusielak & Orlicz 1959:Laurence Chisholm Young studied earlier the caseφ(x)=xp{\displaystyle \varphi (x)=x^{p}} wherep{\displaystyle p} is a positive integer.

SBV functions

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SBV functionsi.e.Special functions of Bounded Variation were introduced byLuigi Ambrosio andEnnio De Giorgi in the paper (Ambrosio & De Giorgi 1988), dealing with free discontinuityvariational problems: given anopen subsetΩ{\displaystyle \Omega } ofRn{\displaystyle \mathbb {R} ^{n}}, the spaceSBV(Ω){\displaystyle \operatorname {SBV} (\Omega )} is a properlinear subspace ofBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )}, since theweakgradient of each function belonging to it consists precisely of thesum of ann{\displaystyle n}-dimensionalsupport and ann1{\displaystyle n-1}-dimensionalsupportmeasure andno intermediate-dimensional terms, as seen in the following definition.

Definition. Given alocally integrable functionu{\displaystyle u}, thenuSBV(Ω){\displaystyle u\in \operatorname {SBV} (\Omega )} if and only if

1. There exist twoBorel functionsf{\displaystyle f} andg{\displaystyle g} ofdomainΩ{\displaystyle \Omega } andcodomainRn{\displaystyle \mathbb {R} ^{n}} such that

Ω|f|dHn+Ω|g|dHn1<+.{\displaystyle \int _{\Omega }\vert f\vert \,dH^{n}+\int _{\Omega }\vert g\vert \,dH^{n-1}<+\infty .}

2. For all ofcontinuously differentiablevector functionsϕ{\displaystyle \phi } ofcompact support contained inΩ{\displaystyle \Omega },i.e. for allϕCc1(Ω,Rn){\displaystyle \phi \in C_{c}^{1}(\Omega ,\mathbb {R} ^{n})} the following formula is true:

ΩudivϕdHn=Ωϕ,fdHn+Ωϕ,gdHn1.{\displaystyle \int _{\Omega }u\operatorname {div} \phi \,dH^{n}=\int _{\Omega }\langle \phi ,f\rangle \,dH^{n}+\int _{\Omega }\langle \phi ,g\rangle \,dH^{n-1}.}

whereHα{\displaystyle H^{\alpha }} is theα{\displaystyle \alpha }-dimensionalHausdorff measure.

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.

BV sequences

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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

TV(x)=i=1|xi+1xi|.{\displaystyle \operatorname {TV} (x)=\sum _{i=1}^{\infty }|x_{i+1}-x_{i}|.}

The space of all sequences of finite total variation is denoted by BV. The norm on BV is given by

xBV=|x1|+TV(x)=|x1|+i=1|xi+1xi|.{\displaystyle \|x\|_{\operatorname {BV} }=|x_{1}|+\operatorname {TV} (x)=|x_{1}|+\sum _{i=1}^{\infty }|x_{i+1}-x_{i}|.}

With this norm, the space BV is a Banach space which is isomorphic to1{\displaystyle \ell _{1}}.

The total variation itself defines a norm on a certain subspace of BV, denoted by BV0, consisting of sequencesx = (xi) for which

limnxn=0.{\displaystyle \lim _{n\to \infty }x_{n}=0.}

The norm on BV0 is denoted

xBV0=TV(x)=i=1|xi+1xi|.{\displaystyle \|x\|_{\operatorname {BV} _{0}}=\operatorname {TV} (x)=\sum _{i=1}^{\infty }|x_{i+1}-x_{i}|.}

With respect to this norm BV0 becomes a Banach space as well, which is isomorphicand isometric to1{\displaystyle \ell _{1}} (although not in the natural way).

Measures of bounded variation

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Asigned (orcomplex)measureμ{\displaystyle \mu } on ameasurable space(X,Σ){\displaystyle (X,\Sigma )} is said to be of bounded variation if itstotal variationμ=|μ|(X){\displaystyle \Vert \mu \Vert =|\mu |(X)} is bounded: seeHalmos (1950, p. 123),Kolmogorov & Fomin (1969, p. 346) or the entry "Total variation" for further details.

Examples

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The functionf(x) = sin(1/x) isnot of bounded variation on the interval[0,2/π]{\displaystyle [0,2/\pi ]}.

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

f(x)={0,if x=0sin(1/x),if x0{\displaystyle f(x)={\begin{cases}0,&{\mbox{if }}x=0\\\sin(1/x),&{\mbox{if }}x\neq 0\end{cases}}}

isnot of bounded variation on the interval[0,2/π]{\displaystyle [0,2/\pi ]}

The functionf(x) = x sin(1/x) isnot of bounded variation on the interval[0,2/π]{\displaystyle [0,2/\pi ]}.

While it is harder to see, the continuous function

f(x)={0,if x=0xsin(1/x),if x0{\displaystyle f(x)={\begin{cases}0,&{\mbox{if }}x=0\\x\sin(1/x),&{\mbox{if }}x\neq 0\end{cases}}}

isnot of bounded variation on the interval[0,2/π]{\displaystyle [0,2/\pi ]} either.

The functionf(x) = x2 sin(1/x)is of bounded variation on the interval[0,2/π]{\displaystyle [0,2/\pi ]}.

At the same time, the function

f(x)={0,if x=0x2sin(1/x),if x0{\displaystyle f(x)={\begin{cases}0,&{\mbox{if }}x=0\\x^{2}\sin(1/x),&{\mbox{if }}x\neq 0\end{cases}}}

is of bounded variation on the interval[0,2/π]{\displaystyle [0,2/\pi ]}. However,all three functions are of bounded variation on each interval[a,b]{\displaystyle [a,b]}witha>0{\displaystyle a>0}.

Every monotone, bounded function is of bounded variation. For such a functionf{\displaystyle f} on the interval[a,b]{\displaystyle [a,b]} and any partitionP={x0,,xnP}{\displaystyle P=\{x_{0},\ldots ,x_{n_{P}}\}} of this interval, it can be seen that

i=0nP1|f(xi+1)f(xi)|=|f(b)f(a)|{\displaystyle \sum _{i=0}^{n_{P}-1}|f(x_{i+1})-f(x_{i})|=|f(b)-f(a)|}

from the fact that the sum on the left istelescoping. From this, it follows that for suchf{\displaystyle f},

Vab(f)=|f(b)f(a)|.{\displaystyle V_{a}^{b}(f)=|f(b)-f(a)|.}

In particular, the monotoneCantor function is a well-known example of a function of bounded variation that is notabsolutely continuous.[9]

TheSobolev spaceW1,1(Ω){\displaystyle W^{1,1}(\Omega )} is aproper subset ofBV(Ω){\displaystyle \operatorname {\operatorname {BV} } (\Omega )}. In fact, for eachu{\displaystyle u} inW1,1(Ω){\displaystyle W^{1,1}(\Omega )} it is possible to choose ameasureμ:=uL{\displaystyle \mu :=\nabla u{\mathcal {L}}} (whereL{\displaystyle {\mathcal {L}}} is theLebesgue measure onΩ{\displaystyle \Omega }) such that the equality

udivϕ=ϕdμ=ϕuϕCc1{\displaystyle \int u\operatorname {div} \phi =-\int \phi \,d\mu =-\int \phi \,\nabla u\qquad \forall \phi \in C_{c}^{1}}

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 notW1,1{\displaystyle W^{1,1}}: in dimension one, any step function with a non-trivial jump will do.

Applications

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Mathematics

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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. Iff{\displaystyle f} is arealfunction of bounded variation on an interval[a,b]{\displaystyle [a,b]} then

Forrealfunctions of several real variables

Physics and engineering

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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.

See also

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Notes

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  1. ^Thomas W. Hawkins Jr. (1970)Lebesgue’s Theory of Integration: Its Origins and Development, page 85University of Wisconsin PressISBN 0-299-05550-7
  2. ^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".
  3. ^See for exampleKolmogorov & Fomin (1969, pp. 374–376).
  4. ^For a general reference on this topic, seeRiesz & Szőkefalvi-Nagy (1990)
  5. ^In this context, "finite" means that its value is neverinfinite, i.e. it is afinite measure.
  6. ^See the entry "Total variation" for further details and more information.
  7. ^The example is taken fromGiaquinta, Modica & Souček (1998, p. 331): see also (Kannan & Krueger 1996, example 9.4.1, p. 237).
  8. ^The same argument is used byKolmogorov & Fomin (1969, example 7, pp. 48–49), in order to prove the nonseparability of the space ofbounded sequences, and alsoKannan & Krueger (1996, example 9.4.1, p. 237).
  9. ^"Real analysis - Continuous and bounded variation does not imply absolutely continuous".

References

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Historical references

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