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Unit 2: Functions of Bounded Variation




                                                                                                Notes
                 f x – f x i 1  f x – f x i 1  f x – f x i 1
                                     1
                                              2
                                  i
                                1
                                                 i
                                                    2
                    i
                                             f b – f a  f b – f a
                               1
                                               2
                                          2
                                    1
          as f and f  are monotonically increasing.
             1    2
                b
               V f  f b   f b  f a  f a , which is a finite quantity.
                          2
                                     1
                     1
                               2
                a
                b
               V f    and hence f is of bounded variation.
                a
          Theorem 4: If  f BV [a,b] and  c  a,b , then  f BV [a,c]  and  f BV [c,b] .  Also
                b    c    b
               V f  V f   V f
                a    a    c
          Proof: Since  f BV[a,b] and [a,c] [a,b] we get
                c    b
               V f  V f
                a    a
             f BV [a,c] and similarly f BV [c,b] .
          Now if P  and P are  any subdivisions  of  [a,c] and  [c,b]  respectively, then  P P  P is  a
                  1     2                                                      1  2
          subdivision of [a,b].
             c      b       b      b
             V f,P 1  V f,P 2  V f,P  V f .
             a      c       a      a
          But P  and P  are any subdivisions. So taking supremums on P  and P , we get
              1     2                                       1     2
           c    b    b
          V f   V f  V f .                                                         ...(1)
           a    c    a
          Now let  P  a x ,x ,x ,...,x  b be a subdivision of [a,b] and  c  x  ,x
                         0  1  2  n                                r 1  r
             P 1  x ,x ,x ,...,x ,c and
                      2
                  0
                    1
                           r 1
               P  c,x ,x ,x ,...,x  are the subdivisions of [a,c] and [c,b] respectively.
             2     r  r 1  r 2  n
               b      r 1                        n
          Now V f,P     f x i  f x i 1  f x  r  f x r 1  f x  i  f x  i 1
               a
                      i 1                       i r 1
                      r 1                                 n
                                  f x i  f x i 1  f x  r  f c  f c  f x  r 1  f x i  f x i 1
                      i 1                                i r 1
                      r 1                                    n
                                 f x  i  f x i 1  f c  f x r 1  f x r  f c  f x  i  f x  i 1
                      i 1                                   i r 1
                      c      b       c    b
                                 V f,P 1  V f,P 2  V f  V f
                      a      c       a    c
                      b    c    b
          (i) and (ii)   V f  V f  V f .                                          ...(ii)
                      a    a    c






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