In mathematical analysis, a function of bounded variation, also known as BV function, is a real-valued function whose total variation is bounded (finite): the graph of a function having this property is well behaved in a precise sense. For a continuous function of a single variable, being of bounded variation means that the distance along the direction of the y-axis, neglecting the contribution of motion along x-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 this case), but can be every intersection of the graph itself with a hyperplane (in the case of functions of two variables, a plane) parallel to a fixed x-axis and to the y-axis.
Functions of bounded variation are precisely those with respect to which one may find Riemann–Stieltjes integrals of all continuous functions.
Another characterization states that the functions of bounded variation on a compact interval are exactly those f which can be written as a difference g − h, where both g and h are bounded monotone. In particular, a BV function may have discontinuities, but at most countably many.
where the supremum is taken over the set of all partitions of the interval considered.
If f is differentiable and its derivative is Riemann-integrable, its total variation is the vertical component of the arc-length of its graph, that is to say,
Definition 1.2. A real-valued function on the real line 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 if and only if it can be written as the difference of two non-decreasing functions and on : this result is known as the Jordan decomposition of a function and it is related to the Jordan 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 references Giusti (1984) (partially), Hudjaev & Vol'pert (1985) (partially), Giaquinta, Modica & Souček (1998) and is the following one
identifies the space of functions of globally bounded variation
identifies the space of functions of locally bounded variation
identifies the space of functions of globally bounded variation
identifies the space of functions of locally bounded variation
Basic properties
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Only the properties common to functions of one variable and to functions of several variables will be considered in the following, and proofs will be carried on only for functions of several variables since the proof 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 point in the interval of definition of the function , either one of the following two assertions is true
while both limits exist and are finite. In the case of functions of several variables, there are some premises to understand: first of all, there is a continuum of directions along which it is possible to approach a given point belonging to the domain ⊂. It is necessary to make precise a suitable concept of limit: choosing a unit 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 a subset of , while linearity follows from the linearity properties of the defining integral i.e.
for all therefore for all , and
for all , therefore for all , and all . The proved vector space properties imply that is a vector subspace of . Consider now the function defined as
where is the usual norm: it is easy to prove that this is a norm on . To see that is complete respect to it, i.e. it is a Banach space, consider a Cauchy sequence in . By definition it is also a Cauchy sequence in and therefore has a limit in : since is bounded in for each , then by lower 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.
BV(Ω) is not separable
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To see this, it is sufficient to consider the following example belonging to the space :[6] for each 0 < α < 1 define
Now, in order to prove that every dense subset of cannot be countable, it is sufficient to see that for every it is possible to construct the balls
Obviously those balls are pairwise disjoint, and also are an indexed family of sets whose index set is . This implies that this family has the cardinality 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.[7] This example can be obviously extended to higher dimensions, and since it involves only local properties, it implies that the same property is true also for .
It is possible to generalize the above notion of total variation so that different variations are weighted differently. More precisely, let be any increasing function such that (the weight function) and let be a function from the interval taking values in a normed vector space. Then the -variation of over is defined as
where, as usual, the supremum is taken over all finite partitions of the interval , i.e. all the finite sets of real numbers such that
The original notion of variation considered above is the special case of -variation for which the weight function is the identity function: therefore an integrable function is said to be a weighted BV function (of weight ) if and only if its -variation is finite.
Details on the properties of SBV functions can be found in works cited in the bibliography section: particularly the paper (De Giorgi 1992) contains a useful bibliography.
BV sequences
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As particular examples of Banach spaces, Dunford & Schwartz (1958, Chapter IV) consider spaces of sequences of bounded variation, in addition to the spaces of functions of bounded variation. The total variation of a sequencex = (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 sequences x = (xi) for which
The norm on BV0 is denoted
With respect to this norm BV0 becomes a Banach space as well, which is isomorphic and isometric to (although not in the natural way).
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
is not of bounded variation on the interval
While it is harder to see, the continuous function
is not of bounded variation on the interval either.
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 is telescoping. From this, it follows that for such ,
holds, since it is nothing more than the definition of weak 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.
Applications
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Mathematics
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Functions of bounded variation have been studied in connection with the set of discontinuities of functions and differentiability of real functions, and the following results are well-known. If is a realfunction 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.
The Mumford–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 the minimization of such functional.
^Tonelli introduced what is now called after him Tonelli plane variation: for an analysis of this concept and its relations to other generalizations, see the entry "Total variation".
^"Real analysis - Continuous and bounded variation does not imply absolutely continuous".
References
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Research works
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Ambrosio, Luigi; Fusco, Nicola; Pallara, Diego (2000), Functions of bounded variation and free discontinuity problems, Oxford Mathematical Monographs, Oxford: The Clarendon Press / Oxford University Press, pp. xviii+434, ISBN 978-0-19-850245-6, MR 1857292, Zbl 0957.49001.
Brudnyi, Yuri (2007), "Multivariate functions of bounded (k, p)–variation", in Randrianantoanina, Beata; Randrianantoanina, Narcisse (eds.), Banach Spaces and their Applications in Analysis. Proceedings of the international conference, Miami University, Oxford, OH, USA, May 22--27, 2006. In honor of Nigel Kalton's 60th birthday, Berlin–Boston: Walter De Gruyter, pp. 37–58, doi:10.1515/9783110918298.37, ISBN 978-3-11-019449-4, MR 2374699, Zbl 1138.46019
Dunford, Nelson; Schwartz, Jacob T. (1958), Linear operators. Part I: General Theory, Pure and Applied Mathematics, vol. VII, New York–London–Sydney: Wiley-Interscience, ISBN 0-471-60848-3, Zbl 0084.10402. Includes a discussion of the functional-analytic properties of spaces of functions of bounded variation.
Giaquinta, Mariano; Modica, Giuseppe; Souček, Jiří (1998), Cartesian Currents in the Calculus of Variation I, Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge. A Series of Modern Surveys in Mathematics, vol. 37, Berlin-Heidelberg-New York: Springer Verlag, ISBN 3-540-64009-6, Zbl 0914.49001.
Giusti, Enrico (1984), Minimal surfaces and functions of bounded variations, Monographs in Mathematics, vol. 80, Basel–Boston–Stuttgart: Birkhäuser Verlag, pp. XII+240, ISBN 978-0-8176-3153-6, MR 0775682, Zbl 0545.49018, particularly part I, chapter 1 "Functions of bounded variation and Caccioppoli sets". A good reference on the theory of Caccioppoli sets and their application to the minimal surface problem.
Halmos, Paul (1950), Measure theory, Van Nostrand and Co., ISBN 978-0-387-90088-9, Zbl 0040.16802. The link is to a preview of a later reprint by Springer-Verlag.
Hudjaev, Sergei Ivanovich; Vol'pert, Aizik Isaakovich (1985), Analysis in classes of discontinuous functions and equations of mathematical physics, Mechanics: analysis, vol. 8, Dordrecht–Boston–Lancaster: Martinus Nijhoff Publishers, ISBN 90-247-3109-7, MR 0785938, Zbl 0564.46025. The whole book is devoted to the theory of BV functions and their applications to problems in mathematical physics involving discontinuous functions and geometric objects with non-smoothboundaries.
Kannan, Rangachary; Krueger, Carole King (1996), Advanced analysis on the real line, Universitext, Berlin–Heidelberg–New York: Springer Verlag, pp. x+259, ISBN 978-0-387-94642-9, MR 1390758, Zbl 0855.26001. Maybe the most complete book reference for the theory of BV 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 of Lamberto Cesari.
Leoni, Giovanni (2017), A First Course in Sobolev Spaces, Graduate Studies in Mathematics (Second ed.), American Mathematical Society, pp. xxii+734, ISBN 978-1-4704-2921-8.
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, ISBN 0-412-57750-X, MR 1409366, Zbl 0851.35002. One of the most complete monographs on the theory of Young measures, strongly oriented to applications in continuum mechanics of fluids.
Maz'ya, Vladimir G. (1985), Sobolev Spaces, Berlin–Heidelberg–New York: Springer-Verlag, ISBN 0-387-13589-8, Zbl 0692.46023; particularly chapter 6, "On functions in the space BV(Ω)". One of the best monographs on the theory of Sobolev spaces.
Moreau, Jean Jacques (1988), "Bounded variation in time", in Moreau, J. J.; Panagiotopoulos, P. D.; Strang, G. (eds.), Topics in nonsmooth mechanics, Basel–Boston–Stuttgart: Birkhäuser Verlag, pp. 1–74, ISBN 3-7643-1907-0, Zbl 0657.28008
Musielak, Julian; Orlicz, Władysław (1959), "On generalized variations (I)" (PDF), Studia Mathematica, 18, Warszawa–Wrocław: 13–41, doi:10.4064/sm-18-1-11-41, Zbl 0088.26901. In this paper, Musielak and Orlicz developed the concept of weighted BV functions introduced by Laurence Chisholm Young to its full generality.
Vol'pert, Aizik Isaakovich (1967), "Spaces BV and quasi-linear equations", Matematicheskii Sbornik, (N.S.) (in Russian), 73 (115) (2): 255–302, MR 0216338, Zbl 0168.07402. A seminal paper where Caccioppoli sets and BV functions are thoroughly studied and the concept of functional superposition is introduced and applied to the theory of partial differential equations: it was also translated in English as Vol'Pert, A I (1967), "Spaces BV and quasi-linear equations", Mathematics of the USSR-Sbornik, 2 (2): 225–267, Bibcode:1967SbMat...2..225V, doi:10.1070/SM1967v002n02ABEH002340, hdl:10338.dmlcz/102500, MR 0216338, Zbl 0168.07402.
Alberti, Giovanni; Mantegazza, Carlo (1997), "A note on the theory of SBV functions", Bollettino dell'Unione Matematica Italiana, IV Serie, 11 (2): 375–382, MR 1459286, Zbl 0877.49001. In this paper, the authors prove the compactness of the space of SBV functions.
Ambrosio, Luigi; De Giorgi, Ennio (1988), "Un nuovo tipo di funzionale del calcolo delle variazioni" [A new kind of functional in the calculus of variations], Atti della Accademia Nazionale dei Lincei, Rendiconti della Classe di Scienze Fisiche, Matematiche e Naturali, VIII (in Italian), LXXXII (2): 199–210, MR 1152641, Zbl 0715.49014. The first paper on SBV functions and related variational problems.
Cesari, Lamberto (1936), "Sulle funzioni a variazione limitata", Annali della Scuola Normale Superiore, Serie II (in Italian), 5 (3–4): 299–313, MR 1556778, Zbl 0014.29605. Available at Numdam. In the paper "On the functions of bounded variation" (English translation of the title) Cesari he extends the now called Tonelli plane variation concept to include in the definition a subclass of the class of integrable functions.
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 from the 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 the International 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).
Conway, Edward D.; Smoller, Joel A. (1966), "Global solutions of the Cauchy problem for quasi–linear first–order equations in several space variables", Communications on Pure and Applied Mathematics, 19 (1): 95–105, doi:10.1002/cpa.3160190107, MR 0192161, Zbl 0138.34701. An important paper where properties of BV functions were applied to obtain a global in time existence theorem for singlehyperbolic equations of first order in any number of variables.
De Giorgi, Ennio (1992), "Problemi variazionali con discontinuità libere", in Amaldi, E.; Amerio, L.; Fichera, G.; Gregory, T.; Grioli, G.; Martinelli, E.; Montalenti, G.; Pignedoli, A.; Salvini, Giorgio; Scorza Dragoni, Giuseppe (eds.), Convegno internazionale in memoria di Vito Volterra (8–11 ottobre 1990), Atti dei Convegni Lincei (in Italian), vol. 92, Roma: Accademia Nazionale dei Lincei, pp. 39–76, ISSN 0391-805X, MR 1783032, Zbl 1039.49507, archived from the original on 7 January 2017. A survey paper on free-discontinuity variational problems including several details on the theory of SBV functions, their applications and a rich bibliography.
Faleschini, Bruno (1956a), "Sulle definizioni e proprietà delle funzioni a variazione limitata di due variabili. Nota I." [On the definitions and properties of functions of bounded variation of two variables. Note I], Bollettino dell'Unione Matematica Italiana, Serie III (in Italian), 11 (1): 80–92, MR 0080169, Zbl 0071.27901. The first part of a survey of many different definitions of "Total variation" and associated functions of bounded variation.
Faleschini, Bruno (1956b), "Sulle definizioni e proprietà delle funzioni a variazione limitata di due variabili. Nota II." [On the definitions and properties of functions of bounded variation of two variables. Note I], Bollettino dell'Unione Matematica Italiana, Serie III (in Italian), 11 (2): 260–75, MR 0080169, Zbl 0073.04501. The second part of a survey of many different definitions of "Total variation" and associated functions of bounded variation.
Oleinik, Olga A. (1959), "Construction of a generalized solution of the Cauchy problem for a quasi-linear equation of first order by the introduction of "vanishing viscosity"", Uspekhi Matematicheskikh Nauk, 14 (2(86)): 159–164, Zbl 0096.06603 ((in Russian)). An important paper where the author constructs a weak solution in BV for a nonlinearpartial differential equation with the method of vanishing viscosity.
Tony F. Chan and Jianhong (Jackie) Shen (2005), Image Processing and Analysis - Variational, PDE, Wavelet, and Stochastic Methods, SIAM Publisher, ISBN 0-89871-589-X (with in-depth coverage and extensive applications of Bounded Variations in modern image processing, as started by Rudin, Osher, and Fatemi).
Rowland, Todd & Weisstein, Eric W. "Bounded Variation". MathWorld.
Function of bounded variation at Encyclopedia of Mathematics
Other
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Luigi Ambrosio home page at the Scuola Normale Superiore di Pisa. Academic home page (with preprints and publications) of one of the contributors to the theory and applications of BV functions.