Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Bounded variation
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
=== BV functions of one variable === {{EquationRef|1|Definition 1.1.}} The '''[[total variation]]''' of a [[real number|real]]-valued (or more generally [[complex number|complex]]-valued) [[function (mathematics)|function]] ''f'', defined on an [[interval (mathematics)|interval]] <math>[a,b] \subset \mathbb{R}</math> is the quantity :<math> V_a^b(f)=\sup_{P \in \mathcal{P}} \sum_{i=0}^{n_{P}-1} | f(x_{i+1})-f(x_i) |. \,</math> where the [[supremum]] is taken over the set <math display="inline"> \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\} </math> of all [[partition of an interval|partitions]] of the interval considered. If ''f'' is [[derivative|differentiable]] and its derivative is Riemann-integrable, its total variation is the vertical component of the [[arc length|arc-length]] of its graph, that is to say, :<math> V_a^b(f) = \int _a^b |f'(x)|\,\mathrm{d}x.</math> {{EquationRef|2|Definition 1.2.}} A real-valued function <math> f </math> on the [[real line]] is said to be of '''bounded variation''' ('''BV function''') on a chosen [[interval (mathematics)|interval]] <math>[a,b] \subset \mathbb{R}</math> if its total variation is finite, ''i.e.'' :<math> f \in \operatorname{BV}([a,b]) \iff V_a^b(f) < +\infty </math> It can be proved that a real function <math>f</math> is of bounded variation in <math>[a,b]</math> if and only if it can be written as the difference <math>f=f_1-f_2</math> of two non-decreasing functions <math>f_1</math> and <math>f_2</math> on <math>[a,b]</math>: this result is known as the [https://www.encyclopediaofmath.org/index.php/Jordan_decomposition_(of_a_function) Jordan decomposition of a function] and it is related to the [[Hahn decomposition theorem#Jordan measure decomposition|Jordan decomposition of a measure]]. Through the [[Stieltjes integral]], any function of bounded variation on a closed interval <math>[a, b]</math> defines a [[bounded linear functional]] on <math>C([a, b])</math>. In this special case,<ref>See for example {{harvtxt|Kolmogorov|Fomin|1969|pp=374–376}}.</ref> the [[Riesz–Markov–Kakutani representation theorem]] states that every bounded linear functional arises uniquely in this way. The normalized positive functionals or [[probability measure]]s correspond to positive non-decreasing lower [[semicontinuous function]]s. This point of view has been important in [[spectral theory]],<ref>For a general reference on this topic, see {{harvtxt|Riesz|Szőkefalvi-Nagy|1990}}</ref> in particular in its application to [[spectral theory of ordinary differential equations|ordinary differential equations]].
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)