In
mathematical analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series ( ...
, a function of bounded variation, also known as ' function, is a
real-valued
function whose
total variation
In mathematics, the total variation identifies several slightly different concepts, related to the (local property, local or global) structure of the codomain of a Function (mathematics), function or a measure (mathematics), measure. For a real ...
is bounded (finite): the
graph of a function
In mathematics, the graph of a function f is the set of ordered pairs (x, y), where f(x) = y. In the common case where x and f(x) are real numbers, these pairs are Cartesian coordinates of points in a plane (geometry), plane and often form a P ...
having this property is well behaved in a precise sense. For a
continuous function
In mathematics, a continuous function is a function such that a small variation of the argument induces a small variation of the value of the function. This implies there are no abrupt changes in value, known as '' discontinuities''. More preci ...
of a single
variable, being of bounded variation means that the
distance
Distance is a numerical or occasionally qualitative measurement of how far apart objects, points, people, or ideas are. In physics or everyday usage, distance may refer to a physical length or an estimation based on other criteria (e.g. "two co ...
along the
direction of the
-axis, neglecting the contribution of motion along
-axis, traveled by a
point 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 a
hypersurface
In geometry, a hypersurface is a generalization of the concepts of hyperplane, plane curve, and surface. A hypersurface is a manifold or an algebraic variety of dimension , which is embedded in an ambient space of dimension , generally a Euclidea ...
in this case), but can be every
intersection
In mathematics, the intersection of two or more objects is another object consisting of everything that is contained in all of the objects simultaneously. For example, in Euclidean geometry, when two lines in a plane are not parallel, their ...
of the graph itself with a
hyperplane
In geometry, a hyperplane is a generalization of a two-dimensional plane in three-dimensional space to mathematical spaces of arbitrary dimension. Like a plane in space, a hyperplane is a flat hypersurface, a subspace whose dimension is ...
(in the case of functions of two variables, a
plane) parallel to a fixed -axis and to the -axis.
Functions of bounded variation are precisely those with respect to which one may find
Riemann–Stieltjes integral
In mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes. The definition of this integral was first published in 1894 by Stieltjes. It serves as an inst ...
s of all continuous functions.
Another characterization states that the functions of bounded variation on a compact interval are exactly those which can be written as a difference , where both and are bounded
monotone. In particular, a BV function may have discontinuities, but at most countably many.
In the case of several variables, a function defined on an
open subset
In mathematics, an open set is a generalization of an open interval in the real line.
In a metric space (a set with a distance defined between every two points), an open set is a set that, with every point in it, contains all points of the met ...
of
is said to have bounded variation if its
distributional derivative
Distributions, also known as Schwartz distributions are a kind of generalized function in mathematical analysis. Distributions make it possible to derivative, differentiate functions whose derivatives do not exist in the classical sense. In par ...
is a
vector-valued finite
Radon measure
In mathematics (specifically in measure theory), a Radon measure, named after Johann Radon, is a measure on the -algebra of Borel sets of a Hausdorff topological space that is finite on all compact sets, outer regular on all Borel sets, and ...
.
One of the most important aspects of functions of bounded variation is that they form an
algebra
Algebra is a branch of mathematics that deals with abstract systems, known as algebraic structures, and the manipulation of expressions within those systems. It is a generalization of arithmetic that introduces variables and algebraic ope ...
of
discontinuous functions whose first derivative exists
almost everywhere
In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
: due to this fact, they can and frequently are used to define
generalized solutions of nonlinear problems involving
functionals,
ordinary and
partial differential equation
In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.
The function is often thought of as an "unknown" that solves the equation, similar to ho ...
s in
mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
,
physics
Physics is the scientific study of matter, its Elementary particle, fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge whi ...
and
engineering
Engineering is the practice of using natural science, mathematics, and the engineering design process to Problem solving#Engineering, solve problems within technology, increase efficiency and productivity, and improve Systems engineering, s ...
.
We have the following chains of inclusions for continuous functions over a closed, bounded interval of the real line:
:
Continuously differentiable
In mathematics, a differentiable function of one Real number, real variable is a Function (mathematics), function whose derivative exists at each point in its Domain of a function, domain. In other words, the Graph of a function, graph of a differ ...
⊆
Lipschitz continuous
In mathematical analysis, Lipschitz continuity, named after Germany, German mathematician Rudolf Lipschitz, is a strong form of uniform continuity for function (mathematics), functions. Intuitively, a Lipschitz continuous function is limited in h ...
⊆
absolutely continuous
In calculus and real analysis, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity. The notion of absolute continuity allows one to obtain generalizations of the relationship betwe ...
⊆ continuous and bounded variation ⊆
differentiable
In mathematics, a differentiable function of one real variable is a function whose derivative exists at each point in its domain. In other words, the graph of a differentiable function has a non- vertical tangent line at each interior point in ...
almost everywhere
In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
History
According to Boris Golubov, BV functions of a single variable were first introduced by
Camille Jordan
Marie Ennemond Camille Jordan (; 5 January 1838 – 22 January 1922) was a French mathematician, known both for his foundational work in group theory and for his influential ''Cours d'analyse''.
Biography
Jordan was born in Lyon and educated at ...
, in the paper dealing with the convergence of
Fourier series
A Fourier series () is an Series expansion, expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric series. By expressing a function as a sum of sines and cosines, many problems ...
. The first successful step in the generalization of this concept to functions of several variables was due to
Leonida Tonelli
Leonida Tonelli (19 April 1885 – 12 March 1946) was an Italian people, Italian mathematician, noted for proving Fubini's theorem#Tonelli's theorem for non-negative measurable functions, Tonelli's theorem, a variation of Fubini's theorem, and f ...
, who introduced a class of ''continuous'' BV functions in 1926 , to extend his
direct method for finding solutions to problems in the
calculus of variations
The calculus of variations (or variational calculus) is a field of mathematical analysis that uses variations, which are small changes in Function (mathematics), functions
and functional (mathematics), functionals, to find maxima and minima of f ...
in more than one variable. Ten years after, in ,
Lamberto Cesari ''changed the continuity requirement'' in Tonelli's definition ''to a less restrictive
integrability 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 of ''two variables''. After him, several authors applied BV functions to study
Fourier series
A Fourier series () is an Series expansion, expansion of a periodic function into a sum of trigonometric functions. The Fourier series is an example of a trigonometric series. By expressing a function as a sum of sines and cosines, many problems ...
in several variables,
geometric measure theory
In mathematics, geometric measure theory (GMT) is the study of geometric properties of sets (typically in Euclidean space) through measure theory. It allows mathematicians to extend tools from differential geometry to a much larger class of surfac ...
, calculus of variations, and
mathematical physics
Mathematical physics is the development of mathematics, mathematical methods for application to problems in physics. The ''Journal of Mathematical Physics'' defines the field as "the application of mathematics to problems in physics and the de ...
.
Renato Caccioppoli
Renato Caccioppoli (; 20 January 1904 – 8 May 1959) was an Italian mathematician, known for his contributions to mathematical analysis, including the theory of functions of several complex variables, functional analysis, measure theory.
Life a ...
and
Ennio De Giorgi used them to define
measure of
nonsmooth boundaries of
sets (see the entry "''
Caccioppoli set''" for further information).
Olga Arsenievna Oleinik introduced her view of generalized solutions for
nonlinear partial differential equation
In mathematics and physics, a nonlinear partial differential equation is a partial differential equation with nonlinear system, nonlinear terms. They describe many different physical systems, ranging from gravitation to fluid dynamics, and have b ...
s as functions from the space BV in the paper , and was able to construct a generalized solution of bounded variation of a
first order
In mathematics and other formal sciences, first-order or first order most often means either:
* "linear" (a polynomial of degree at most one), as in first-order approximation and other calculus uses, where it is contrasted with "polynomials of high ...
partial differential equation in the paper : few years later,
Edward D. Conway and
Joel A. Smoller applied BV-functions to the study of a single
nonlinear hyperbolic partial differential equation of first order in the paper , proving that the solution of the
Cauchy problem for such equations is a function of bounded variation, provided the
initial value
In multivariable calculus, an initial value problem (IVP) is an ordinary differential equation together with an initial condition which specifies the value of the unknown function at a given point in the domain. Modeling a system in physics or ...
belongs to the same class.
Aizik Isaakovich Vol'pert developed extensively a calculus for BV functions: in the paper he proved the
chain rule for BV functions and in the book he, jointly with his pupil
Sergei Ivanovich Hudjaev, explored extensively the properties of BV functions and their application. His chain rule formula was later extended by
Luigi Ambrosio
Luigi Ambrosio (born 27 January 1963) is a professor at Scuola Normale Superiore in Pisa, Italy. His main fields of research are the calculus of variations and geometric measure theory.
Biography
Ambrosio entered the Scuola Normale Superiore d ...
and
Gianni Dal Maso in the paper .
Formal definition
BV functions of one variable
The
total variation
In mathematics, the total variation identifies several slightly different concepts, related to the (local property, local or global) structure of the codomain of a Function (mathematics), function or a measure (mathematics), measure. For a real ...
of a
real-valued (or more generally
complex
Complex commonly refers to:
* Complexity, the behaviour of a system whose components interact in multiple ways so possible interactions are difficult to describe
** Complex system, a system composed of many components which may interact with each ...
-valued)
function ''f'', defined on an
interval is the quantity
:
where the
supremum
In mathematics, the infimum (abbreviated inf; : infima) of a subset S of a partially ordered set P is the greatest element in P that is less than or equal to each element of S, if such an element exists. If the infimum of S exists, it is unique, ...
is taken over the set
of all
partitions of the interval considered.
If ''f'' is
differentiable
In mathematics, a differentiable function of one real variable is a function whose derivative exists at each point in its domain. In other words, the graph of a differentiable function has a non- vertical tangent line at each interior point in ...
and its derivative is Riemann-integrable, its total variation is the vertical component of the
arc-length of its graph, that is to say,
:
A real-valued function
on the
real line
A number line is a graphical representation of a straight line that serves as spatial representation of numbers, usually graduated like a ruler with a particular origin (geometry), origin point representing the number zero and evenly spaced mark ...
is said to be of bounded variation (BV function) on a chosen
interval if its total variation is finite, ''i.e.''
:
It can be proved that a real function
is of bounded variation in