A comparative Study on Functions of Bounded Variation and Riemann Integral

Similar documents
Integration. Darboux Sums. Philippe B. Laval. Today KSU. Philippe B. Laval (KSU) Darboux Sums Today 1 / 13

f (x) dx = F (b) F (a), where F is any function whose derivative is

Lebesgue Integration: A non-rigorous introduction. What is wrong with Riemann integration?

Contents. 2 Sequences and Series Approximation by Rational Numbers Sequences Basics on Sequences...

The Dirichlet s P rinciple. In this lecture we discuss an alternative formulation of the Dirichlet problem for the Laplace equation:

The Lebesgue Integral

INDEX. Bolzano-Weierstrass theorem, for sequences, boundary points, bounded functions, 142 bounded sets, 42 43

MAS221 Analysis Semester Chapter 2 problems

The Way of Analysis. Robert S. Strichartz. Jones and Bartlett Publishers. Mathematics Department Cornell University Ithaca, New York

Mathematical Analysis

+ 2x sin x. f(b i ) f(a i ) < ɛ. i=1. i=1

Notions such as convergent sequence and Cauchy sequence make sense for any metric space. Convergent Sequences are Cauchy

AN ELEMENTARY PROOF OF THE SPECTRAL RADIUS FORMULA FOR MATRICES

Bounded Infinite Sequences/Functions : Orders of Infinity

N AT E S T E M E N & K E V I N Y E H R U D I N : T R A N S L AT E D

We denote the space of distributions on Ω by D ( Ω) 2.

Mathematical Methods for Physics and Engineering

Tools from Lebesgue integration

FUNDAMENTALS OF REAL ANALYSIS

B553 Lecture 1: Calculus Review

LEBESGUE MEASURE AND L2 SPACE. Contents 1. Measure Spaces 1 2. Lebesgue Integration 2 3. L 2 Space 4 Acknowledgments 9 References 9

Theorems. Theorem 1.11: Greatest-Lower-Bound Property. Theorem 1.20: The Archimedean property of. Theorem 1.21: -th Root of Real Numbers

Measure, Integration & Real Analysis

MATHEMATICAL ANALYSIS

Advanced Calculus of a Single Variable

Standards for AP Calculus AB

Problem Set 5: Solutions Math 201A: Fall 2016

A Short Journey Through the Riemann Integral

Beyond Newton and Leibniz: The Making of Modern Calculus. Anthony V. Piccolino, Ed. D. Palm Beach State College Palm Beach Gardens, Florida

for all x,y [a,b]. The Lipschitz constant of f is the infimum of constants C with this property.

1 Math 241A-B Homework Problem List for F2015 and W2016

A Measure and Integral over Unbounded Sets

ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM

Chapter 1 The Real Numbers

Indeed, if we want m to be compatible with taking limits, it should be countably additive, meaning that ( )

David M. Bressoud Macalester College, St. Paul, Minnesota Given at Allegheny College, Oct. 23, 2003

Appendix A. Sequences and series. A.1 Sequences. Definition A.1 A sequence is a function N R.

i. v = 0 if and only if v 0. iii. v + w v + w. (This is the Triangle Inequality.)

1 Definition of the Riemann integral

Functional Limits and Continuity

Quick Tour of the Topology of R. Steven Hurder, Dave Marker, & John Wood 1

PROBLEMS. (b) (Polarization Identity) Show that in any inner product space

Mean Value Theorems Lesson: Mean Value Theorems Paper : Analysis-II Lesson Developer :

Measure Theory & Integration

Chapter 8. General Countably Additive Set Functions. 8.1 Hahn Decomposition Theorem

Lebesgue Measure on R n

On Kusuoka Representation of Law Invariant Risk Measures

GRADUATE MATHEMATICS COURSES, FALL 2018

Three hours THE UNIVERSITY OF MANCHESTER. 24th January

Contents Ordered Fields... 2 Ordered sets and fields... 2 Construction of the Reals 1: Dedekind Cuts... 2 Metric Spaces... 3

convergence theorem in abstract set up. Our proof produces a positive integrable function required unlike other known

Solutions Final Exam May. 14, 2014

Math212a1413 The Lebesgue integral.

300-Level Math Courses

Solutions Manual for: Understanding Analysis, Second Edition. Stephen Abbott Middlebury College

Final. due May 8, 2012

Measure and Integration: Solutions of CW2

Real and Complex Analysis, 3rd Edition, W.Rudin Elementary Hilbert Space Theory

A Brief Introduction to the Theory of Lebesgue Integration

Solutions to Tutorial 1 (Week 2)

MATHS 730 FC Lecture Notes March 5, Introduction

REAL VARIABLES: PROBLEM SET 1. = x limsup E k

MAT 417, Fall 2017, CRN: 1766 Real Analysis: A First Course

Researcher, 1(1), 2009, Uniformly Convex Spaces. Usman, M.A, Hammed, F.A. And Olayiwola, M.

Set, functions and Euclidean space. Seungjin Han

Week 2: Sequences and Series

Notes on the Lebesgue Integral by Francis J. Narcowich November, 2013

Introduction to Real Analysis Alternative Chapter 1

Czechoslovak Mathematical Journal

Lecture 10. Riemann-Stieltjes Integration

MTH 404: Measure and Integration

Notes on Measure Theory and Markov Processes

Lebesgue measure on R is just one of many important measures in mathematics. In these notes we introduce the general framework for measures.

Real Analysis Problems

A LITTLE REAL ANALYSIS AND TOPOLOGY

Chapter 19 Clifford and the Number of Holes

Lebesgue Measure on R n

Analysis Finite and Infinite Sets The Real Numbers The Cantor Set

HARMONIC ANALYSIS TERENCE TAO

ON CONTINUITY OF MEASURABLE COCYCLES

Real Analysis, 2nd Edition, G.B.Folland Elements of Functional Analysis

Prentice Hall Calculus: Graphical, Numerical, and Algebraic AP* Student Edition 2007

Analytical Aproach on the Dynamics of the Quadratic Map Fµ(X) = µx(1-x), For 1 < µ < 3 And 0 < X < 1

FUNCTIONAL ANALYSIS-NORMED SPACE

Hyperreals and a Brief Introduction to Non-Standard Analysis Math 336

5 Measure theory II. (or. lim. Prove the proposition. 5. For fixed F A and φ M define the restriction of φ on F by writing.

Extension of coherent lower previsions to unbounded random variables

The Kurzweil-Henstock integral and its extensions : a historical survey

Journal of Inequalities in Pure and Applied Mathematics

Sr. No. Subject Code. Subject Name

3 Integration and Expectation

A NOTE ON COMPACT OPERATORS

Summary of Real Analysis by Royden

Differentiation of Measures and Functions

The Skorokhod reflection problem for functions with discontinuities (contractive case)

Integration on Measure Spaces

THE REAL NUMBERS Chapter #4

6.2 Deeper Properties of Continuous Functions

l(y j ) = 0 for all y j (1)

Stanford Mathematics Department Math 205A Lecture Supplement #4 Borel Regular & Radon Measures

Transcription:

International Journal of Mathematics and Statistics Invention (IJMSI) E-ISSN: 2321 4767 P-ISSN: 2321-4759 Volume 2 Issue 1 ǁ January. 2014 ǁ PP-01-05 A comparative Study on Functions of Bounded Variation and Riemann Integral DR. A. K. Choudhary 1, S. M. Nengem 1, S. Musa 1 1 Department of Mathematical Sciences, Adamawa State University, P.M.B. 25, Mubi, Nigeria ABSTRACT: the concept of bounded variation functions have many common characteristics with the notion of Riemann integral, however, in this paper, we examine the criteria for which a function belong to the two notions. We proved that a continuous function is of bounded variation if and only if it can be expressed as a difference of two monotonic increasing functions, and we concluded that an R integrable function is also of bounded variation if and only if it can be expressed as a difference of two monotonic increasing functions. KEYWORDS: Bounded Variation Function, Riemann Integral, Continuous Function, Monotonic Increasing Function. I. INTRODUCTION Historically, the subject arose in an attempt to find lengths, areas and volumes of curve enclosed within the ordinates and the axis. This area can be viewed as made up of a very large number of thin strips of area and the limit of the sum of the area of these strips tends to infinity, represent the area in question. Thus, historically the subject is based on the notion of the limit of a type of sum when the number of terms in the sum tends to infinity, each term tending to zero. The definition of integration from summation point of view is always associated with geometrical intuition and is applicable to those functions which may be represented graphically. As we know there are even many continuous functions which con not be represented graphically. Hence, it become all the more important and necessary to give a purely arithmetic treatment of the subject of integration which may be independent of all geometrical intuition and the notion of differentiation [3]. Riemann (1782-1867) was the first mathematician who give the satisfactory rigorous arithmetic treatment of integration and we shall follow the definition given by him. Riemann integration covers only bounded functions. Towards the end of the last century Thomas J. Stieltjes (1856-1894) introduce a broader concept of integration. Later on, early in the twentieth century (1902) Henry Lebesgue (1875-1941) developed the concept of measure of a set of real numbers and with it came a contribution of Lebesgue to the theory of integration [4]. The concept of functions of bounded variation has been well-known since Jordan gave the complete characterization of functions of bounded variation as a difference of two increasing functions in 1881. This class of functions immediately proved to be important in connection with the rectification of curves and with the Dirichlet s theorem on convergence of Fourier series. Functions of bounded variation exhibit so many interesting properties that make them a suitable class of functions in a variety of contexts with wide applications in pure and applied mathematics. Functions of bounded variation are precisely those with respect to which one may find Riemannstieltjes integrals of all continuous functions. Another characterization State that the function of bounded variation on a closed interval (as we shall prove letter) are exactly those ƒ which can be written as a difference g-h, where g and h are bounded monotone.one of the most important aspects of functions of bounded variation is that they form algebra of discontinuous functions whose first derivatives exist almost everywhere. Due to this fact, they can and frequently are used to define generalized solutions of nonlinear problems involving functional, ordinary and partial differential equations in mathematics, physics and engineering [2]. BV functions were first introduced by Jordan (1881) in an attempt dealing with the convergence of Fourier series [1]. After him, several authors applied BV functions to study Fourier series in several variables, geometric measure theory, calculus of variations and mathematical physics. Caccipoli and Giorgi used them to define measure of non-smooth bodies of sets (cacciopoli set). Oleinik introduced her view of generalized 1 P a g e

solution of nonlinear partial differential equations as functions from the space BV in the paper [5], and was able to construct a generalized solution of bounded variation of a first order differential equation. Few years later Edward D Conway and Joel A. Smaller applied BV functions to study a single nonlinear hyperbolic partial differential equation of first order, providing that the solution of the Cauchy problem for such equations is a function of bounded variation. Aizik developed extensively a calculus of BV functions in the paper [8]. He proved the chain rule for BV functions andhe jointly with his pupil Sergei explored extensively the properties of BV functions. His chain rule formula was later expanded by Ambrosio and Gianno. A real valued function ƒ on the real line is said to be of bounded variation (BV function) on a chosen interval [a,b] R if its total variation is finite. That is, f a BV ( a, b ) V ( f ) [6]. b II. PRELIMINARY Definition 1. A partition p: let be a closed bounded interval, by a partition p of we mean a finite subset of such that Such a partition p is often denoted by, } The points are called partitioning points of the partition p and the subsets are called the sub-intervals (sometimes they are called cells) of the partition p. the length of the subintervals is and is denoted by. The greatest of the length is defined as the norm of the partition p and is denoted by or. Thus [4]. Definition 2. Greatest lower bound or infimum: given a subset S of real numbers, if there exists a finite real number m such that Then, the set is said to be bounded below and the number m is called a lower bound of S [4]. Definition 3.Least Upper Bound or suprimum: Given a subset S of real numbers, if there exist a finite real number M such that Then, the set S is said to be bounded above and the number number can be found, we say that the set is not bounded above [4]. is called the upper bound of S. if no such Definition 4.Upper and Lower Riemann Sum: Let denote the (suprimum) and denote the (infimum) of in and be the partition of, we form the sums Then, is called the upper Riemann sum of on = corresponding to the partition and is called the lower Riemann sum of corresponding to the partition. Clearly, the of the set U is and the of the set is. But since the set are both bounded posses and posses Definition 5. Lower and upper Riemann Integral: The least upper bound of the set Riemann integral of over and is denoted by is called the least Where is taken over all partitions of. 2 P a g e

The greatest lower bound of the set is called the upper Riemann integral of over and is denoted by Where is taken over all partitions of [4]. Definition 6. Let the lower Riemann integral be and the upper Riemann integral be, then if, that is the lower and upper Riemann integral are equal, then we say that the Riemann integral of exist or that is Riemann integrable (or simply R integrable). The common value of these integrals is called the Riemann integral [4]. Definition 7. Variation of a function ƒ: Let ƒ : [a,b] R be a function and let [c,d] be any closed interval of [a, b] if the set S = such that, is bounded then, the variation of ƒ on [c, d] is defined to be V(ƒ,[c, d]) = sup S. If S is unbounded then, the variation of ƒ is said to be. A function ƒ is of bounded variation on [c, d], if V(ƒ,[c, d]) is finite [7] Definition 8. Let be a function. For each partition of the interval [a, b], we define Where the suprimum is taken over all partitions of the interval. If, we say that has bounded variation. Denoted by the collection of all functions of bounded variation on [7]. Properties BV[a,b]: The following are some well known properties of the space of functions of. (1) If the function is monotone, then. (2) If, then is bounded on. (3) A function is of bounded variation of an interval if and only if it can be decomposed as a difference of increasing functions. (4) Every function of bounded variation has left- and right- hand limits at each point of its domain. (5) is Banach space endowed with the norm III. BASIC THEORIES Here we shall obtain the concept of Riemann integral from bounded variation function. Let and, let be any partition of and denote by the length of the largest interval that is For every partition of = we consider the sum. There exist a number with the property that for every there is a such that implies = is called the Riemann Stieltjes integral of with respect to. Hence as a limit of the sums for the sequence of partition of satisfying we get Now, if for, the integral above is the familiar Riemann integral of. Remark 1. From the above by deductive reasoning, we assert that if is a continuous function of bounded variation, then its Riemann integral necessarily exist.. Theorem 2. If is continuous on, then [4]. 3 P a g e

Proof: Let be any partition of with the norm. Since is continuous on the closed interval, therefore it is uniformly continuous on that interval. Hence (by definition) to every, there exist such that (1) For all points. Again since is continuous on it is bounded on and attains its infimum and suprimum on and so on every closed sub-intervals of, let attains its infimum and suprimum at some points respectively of. That is. Now where. Hence it follows from (1) that. Now. Since necessarily true.. Hence is integrable on. Notice that the converse is not Theorem 3. If is monotone on, then [4]. Proof: let us suppose that is monotonically increasing on. If, then would be a constant function, then is R integrable, therefore we assume that. Let be a partition of and let. Let the norm of the partition. Consider the sub intervals, let be the inf. and sup. Of respectively on. Since is monotonically increasing on, therefore, Hence, Now, taking we get. It follows therefore that. In a similar manner if is monotonically decreasing on it can be shown that. Theorem 4. A function of bounded variation is expressible as a difference of two monotonic increasing functions [4]. Proof: In other words, we need to show that if f is a function of bounded variation on [a, b], then there exist monotonic increasing functions g and h on [a, b] such that for, Proof: let us define g and h by so that (1) and (2) holds.now for, we have (1) (2) (3) But since, therefore from (3), we have, which implies Therefore g is monotonic increasing on [a, b]. Similarly, we have, which implies Therefore is monotonic increasing on [a,b]. Hence f is expressible as a difference g-h of two monotonic increasing functions g, h on [a, b]. Theorem 5. If is a continuous function of bounded variation on, then its variation function is continuous on.proof: (see [4]) 4 P a g e

Theorem 6. Ifthe variation function of is continuous on, then is a continuous function of bounded variation on. Proof: Let the variation function be continuous at. Let be given, then there exist such that Suppose, then. And if, then. Hence, we have and is continuous at. IV. RESULT In this section we present our result in the two remark below in form of deductive reasoning. Remark 1. From theorem 4, 5 and 6 we deduced that a function is of bounded variation if and only if it can be expressed as a difference of two continuous monotonic increasing functions. Proof: By theorem 4, if is a function of bounded variation on, then there exist monotone increasing functions on such that for Where g and h are defined by Now if is continuous function of bounded variation then is continuous by theorem 5 and consequently are continuous monotonic increasing functions. Conversely, if a continuous function can be expressed as a difference of two continuous monotonic increasing functions say, then from page 421 of [4] are functions of bounded variation on and so is their difference, that is is of bounded variation. Remark 2. Noticed that from theorem 2 we see that if is continuous on, then is R integrable on. Hence, taking from the above remark, the following statement has sense; an R integrable function is also of bounded variation if and only if it can be expressed as a difference of two monotonic increasing functions. V. CONCLUSION Functions of bounded variation and Riemann integrable functions have many interwoven concepts. Such properties as continuity and been monotonic are some example, however our study is concerned mainly on the relationship between the two notions. That is, an R integrable function is also of bounded variation if and only if it can be expressed as a difference of two monotonic increasing functions. Though more effort from any interesting reader can also yield more result. REFERENCES [1] C. Jordan (1881), Sur la serie de Fourier, Camptes rendus hebdomadairesdes séances de l Academie des sciences 92:228-230. [2] E. Kreyszig (1978). Introduction to Functional Analysis with Applications,John Wiley & Sons, Inc. PP: 225-231. [3] H. L. Royden (1989). Real Analysis, Stanford University, Macmillan PublishingCompany New York, Collier Macmillan Publishing London. PP: 49, 108-109. [4] L. Prasad, Real Analysis (New Edition, 2008), Paramount Publications, Govind Mitra Road, Patna-4, pp 341-428. [5] Oleinik, Olga A. (1959) Construction of a Generalized Solution of the Cauchy sproblem for a quasi-linear equation of first order by introduction of Vanishing Viscosity, UMN 14 (2(86)):159-164. [6] R.G. Vyas, (2006). Properties of Functions of Generalized Bounded Variation,Department of mathematics, Faculty of Science, The Maharaja SarajiraoUniversity of Baroda, Vadodara-390002, Gujarat, India. [7] S. M. Nengem et al, On the Convolution of functions of Bounded Variation and a Locally Compact Topological Group, IOSR Journals vol. 8, Issue 3, Sep.-Oct. 2013. [8] Vol pert, Aizik Isaakovich (1967). spaces BV and Quasi-Linear Equations,Matematicheskii sbornik, (N.S.) 73(115)(2):255-302 5 P a g e