FUNCTIONS OF BOUNDED VARIATION

NOELLA GRADY
Abstract. In this paper we explore functions of bounded variation. We
discuss properties of functions of bounded variation and consider three re-
lated topics. The related topics are absolute continuity, arc length, and the
Riemann-Stieltjes integral.
1. Introduction
In this paper we discuss functions of bounded variation and three related topics.
We begin by dening the variation of a function and what it means for a function to
be of bounded variation. We then develop some properties of functions of bounded
variation. We consider algebraic properties as well as more abstract properties
such as realizing that every function of bounded variation can be written as the
dierence of two increasing functions.
After we have discussed some of the properties of functions of bounded variation,
we consider three related topics. We begin with absolute continuity. We show
that all absolutely continuous functions are of bounded variation, however, not all
continuous functions of bounded variation are absolutely continuous. The Cantor
Ternary function provides a counter example. The second related topic we consider
is arc length. Here we show that a curve has a nite length if and only if it is of
bounded variation. The third related topic that we examine is Riemann-Stieltjes
integration. We examine the denition of the Riemann-Stieltjes integral and see
when functions of bounded variation are Riemann-Stieltjes integrable.
2. Functions of Bounded Variation
Before we can dene functions of bounded variation, we must lay some ground
work. We begin with a discussion of upper bounds and then dene partition.
2.1. Denitions.
Denition 2.1. Let S be a non-empty set of real numbers.
(1) The set S is bounded above if there is a number M such that M x for
all x S. The number M is called an upper bound of S.
(2) The set S is bounded below if there exists a number m such that m x
for all x S. The number m is called a lower bound of S.
(3) The set S is bounded if it is bounded above and below. Equivalently S is
bounded if there exists a number r such that |x| r for all x S. The
number r is called a bound for S.
Denition 2.2. Let S be a non-empty set of real numbers.
1
2 NOELLA GRADY
(1) Suppose that S is bounded above. A number is the supremum of S if
is an upper bound of S and there is no number less than that is an upper
bound of S. We write = sup S.
(2) Suppose that S is bounded below. A number is the inmum of S if is
a lower bound of S and there is no number greater than that is a lower
bound of S. We write = inf S.
We can restate Denition 2.2 (1) in equivalent terms as follows.
Theorem 2.1. Let S be a non-empty set of real numbers that is bounded above,
and let b be an upper bound of S. Then the following are equivalent.
(1) b = sup S
(2) For all > 0 there exists an x S such that |b x| < .
(3) For all > 0 there exists x S such that x (b , b]
A proof of Theorem 2.1 can be found in Schumachers text [3]. We often refer to
sup S as the least upper bound of S and to inf S as the greatest lower bound of S.
The following axiom is often useful for determining the existence of the least
upper bound of a set.
Axiom 2.1. Every non-empty set of real numbers that is bounded above has a least
upper bound.
Denition 2.3. A partition of an interval [a, b] is a set of points {x
0
, x
1
, ..., x
n
}
such that a = x
0
< x
1
< x
2
< x
n
= b.
With these denitions in hand we can dene the variation of a function.
Denition 2.4. Let f : [a, b] R be a function and let [c, d] be any closed subin-
terval of [a, b]. If the set
S =
_
n

i=1
|f(x
i
) f(x
i1
)| : {x
i
: 1 i n} is a partition of [c, d]
_
is bounded then the variation of f on [c, d] is dened to be V (f, [c, d]) = sup S. If
S is unbounded then the variation of f is said to be . A function f is of bounded
variation on [c, d] if V (f, [c, d]) is nite.
2.2. Examples. We now examine a couple of examples of functions of bounded
variation, and one example of a function that is not of bounded variation.
Example 2.1. If f is constant on [a, b] then f is of bounded variation on [a, b].
Consider the constant function f(x) = c on [a, b]. Notice that
n

i=1
|f(x
i
) f(x
i1
)|
is zero for every partition of [a, b]. Thus V (f, [a, b]) is zero.
Another example of a function of bounded variation is a monotone function on
[a, b].
Theorem 2.2. If f is increasing on [a, b], then f is of bounded variation on [a, b]
and V (f, [a, b]) = f(b) f(a).
FUNCTIONS OF BOUNDED VARIATION 3
Proof. Let {x
i
: 1 i n} be a partition of [a, b]. Consider
n

i=1
|f(x
i
) f(x
i1
)| =
n

i=1
_
f(x
i
) f(x
i1
)
_
= f(b) f(a).
Because of the telescoping nature of this sum, it is the same for every partition
of [a, b]. Thus we see that V (f, [a, b]) = f(b) f(a) < . Thus f is of bounded
variation on [a, b].

Similarly, if f is decreasing on [a, b] then V (f, [a, b]) = f(a) f(b).

For the next example we rst recall a theorem involving rational and irrational
numbers.
Theorem 2.3. Between any two distinct real numbers there is a rational number
and an irrational number.
We will not prove this here, but a proof is provided in Gordons text [1].
Example 2.2. The function f dened by
f(x) =
_
0 if x is irrational
1 if x is rational
is not of bounded variation on any interval.
Proof. Let n Z and n > 0. Let [a, b] be a closed interval in R. We construct
a partition P = {x
0
, x
1
, ..., x
n+2
} of [a, b] such that V (f, [a, b])

n+2
i=1
|f(x
i
)
f(x
i1
)| > n as follows.
Recall that by denition x
0
= a. By Theorem 2.3 we know that between any two
real numbers there is a rational number and an irrational number. Take x
1
to be an
irrational number between a and b. Then take x
2
to be a rational number between
x
1
and b. Continue like this, taking x
2i+1
to be an irrational number between x
2i
and b, and x
2i
to be a rational number between x
2i1
and b. Finally x
n+2
= b.
Thus we have created a partition that begins with a and then alternates between
rational and irrational numbers, until it nally ends with b. Now consider the sum

n+2
i=1
|f(x
i
) f(x
i1
)|, which we know is at most the variation of f on [a, b]. Thus
V (f, [a, b])
n+2

i=1
|f(x
i
) f(x
i1
)|

n+1

i=2
|f(x
i
) f(x
i1
)|
= |f(x
2
) f(x
1
)| + +|f(x
n+1
) f(x
n
)|
= |1 0| +|0 1| + +|1 0|
= 1 + 1 + 1 + + 1
= n.
Thus V (f, [a, b]) is arbitrarily large, and so V (f, [a, b]) = .
We have now examined a couple of examples of functions of bounded variation,
and one example of a function not of bounded variation. This should give us
4 NOELLA GRADY
some insight into the behavior of functions of bounded variation and motivate the
exploration of some algebraic properties of these functions, which we do in Section
2.3.
2.3. Algebraic Properties of Functions of Bounded Variation. In this sec-
tion we consider some of the properties of functions of bounded variation. Properties
that are listed but not proven have proofs in Gordons text [1].
Theorem 2.4. Let f and g be functions of bounded variation on [a, b] and let k be
a constant. Then
(1) f is bounded on [a, b];
(2) f is of bounded variation on every closed subinterval of [a, b];
(3) kf is of bounded variation on [a, b];
(4) f + g and f g are of bounded variation on [a, b];
(5) fg is of bounded variation on [a, b];
(6) if 1/g is bounded on [a, b], then f/g is of bounded variation on [a, b].
We begin with a useful lemma.
Lemma 2.1. Let f : [a, b] R be a function, let {x
i
: 0 i n} be a partition of
[a, b], and let {y
i
: 0 i m} be a partition of [a, b] such that {x
i
: 0 i n}
{y
i
: 0 i m}. Then
n

i=1
|f(x
i
) f(x
i1
)|
m

i=1
|f(y
i
) f(y
i1
)|.
Proof. We begin by showing that adding one point to the partition {x
i
: 0 i n}
gives the desired result, and then appeal to induction.
Let {x
i
: 0 i n} and {y
i
: 0 i m} be partitions as in the statement
of the lemma. Suppose y {y
i
: 0 i m}. If y = x
j
for some j then the sum
does not change. Thus we will suppose that y = x
j
for all j. In this case y falls
between two points x
k1
and x
k
in {x
i
: 0 i n} for some k. We take the sum

n
i=1
|f(x
i
) f(x
i1
)| and write it out as follows:
k1

i=1
|f(x
i
) f(x
i1
)| +|f(x
k
) f(x
k1
)| +
n

i=k+1
|f(x
i
) f(x
i1
)|.
We focus on |f(x
k
) f(x
k1
)|. We know that
|f(x
k
) f(x
k1
)| = |f(x
k
) f(x
k1
) + f(y) f(y)|
|f(x
k
) f(y
i
)| +|f(y
i
) f(x
k1
)|
by the triangle inequality. We relabel the partition with the extra point as {x
i
:
0 i n + 1}. Thus, since all the addends are positive, we can write
n

i=1
|f(x
i
) f(x
i1
)|
n+1

i=1
|f(x
i
) f(x
i1
)|.
Because there are at most a nite number of the y
i
the desired results follows by
induction.
FUNCTIONS OF BOUNDED VARIATION 5
Lemma 2.1 tells us that if we add points to a partition the sum of |f(x
i
)f(x
i1
)|
either does not change, or increases. This is useful when we are trying to prove
things about the supremum of such sums, as we need to when looking at functions
of bounded variation.
Now we prove parts of Theorem 2.4.
Proof. To prove (2) we begin by assuming that f is of bounded variation on [a, b].
Thus V (f, [a, b]) = sup{

n
i=1
|f(x
i
) f(x
i1
)|} = r where r is a real number. Let
[c, d] be a closed subinterval of [a, b] and {x
i
: 1 i n} be a partition of [c, d].
Then extend this partition to [a, b] by adding the points a and b, and relabeling.
So {x
i
: 0 i n + 2} is a partition of [a, b] such that x
1
= c, x
n+1
= d. Then
n+1

i=2
|f(x
i
) f(x
i1
)| |f(x
1
) f(a)| +
n+1

i=2
|f(x
i
) f(x
i1
)| +|f(b) f(x
n
)|
r
Because the original partition of [c, d] was arbitrary we can conclude that r
V (f, [c, d]).
To prove (3) we begin by letting {x
i
: 1 i n} be a partition of [a, b]. Consider
n

i=1
|kf(x
i
) kf(x
i1
)| = |k|
n

i=1
|f(x
i
) f(x
i1
)|
|k|V (f, [a, b]).
Because the partition was arbitrary kf is of bounded variation. Further, we can
observe that V (kf, [a, b]) = |k|V (f, [a, b]).
To prove (4) we begin again by letting {x
i
: 1 i n} be a partition of [a, b].
By repeated use of the triangle inequality we write
n

i=1
|f(x
i
) + g(x
i
) f(x
i1
) g(x
i1
)|

i=1
|f(x
i
) f(x
i1
)| +
n

i=1
|g(x
i
) g(x
i1
)|
V (f, [a, b]) + V (g, [a, b]).
Notice that V (f, [a, b])+V (g, [a, b]) is nite and the partition we chose was arbitrary.
Thus by the least upper bound axiom (Axiom 2.1) f + g is of bounded variation.
To prove that f g is of bounded variation on [a, b] we simply note that f g =
f +(1)g. Since (1)g is of bounded variation on [a, b] by Theorem 2.4(3) we know
from what we have just shown that f g is of bounded variation on [a, b].
A proof of (5) is provided in Gordons text [1].
To prove (6) we assume that f and g are of bounded variation on [a, b] and that
1
g
is bounded on [a, b]. Thus we know that there exists a number M such that
for all x [a, b], |1/g(x)| M. By Theorem 2.4(5) it suces to show that 1/g is
of bounded variation on [a, b]. Thus we begin by taking {x
i
: 0 i n} as an
arbitrary partition of [a, b] and consider the usual sum,
6 NOELLA GRADY
n

i=1

1
g(x
i
)

1
g(x
i1
)

=
n

i=1

g(x
i1
) g(x
i
)
g(x
i
)g(x
i1
)

M
2
n

i=1
|g(x
i
) g(x
i1
)|
M
2
V (g, [a, b]).
Because the partition was arbitrary, we see that the sum is bounded above by
M
2
V (g, [a, b]) and so by the least upper bound axiom (Axiom 2.1) 1/g is of
bounded variation.
Theorem 2.5. Let f : [a, b] R be a function and let c (a, b). If f is of
bounded variation on [a, c] and [c, b], then f is of bounded variation on [a, b] and
V (f, [a, b]) = V (f, [a, c]) + V (f, [c, b])
A proof of Theorem 2.5 is provided in Gordons text [1].
2.4. Examples. We now consider some functions that are not of bounded varia-
tion on a particular interval. These examples are helpful for gaining insight into
what kinds of functions we might expect not to be of bounded variation, and for
examining the mechanics of showing that a particular function is not of bounded
variation.
Example 2.3. If f : [a, b] R is of bounded variation on every closed subinterval
of (a, b) it may yet fail to be of bounded variation on [a, b].
We can see this by a counterexample. Consider the following function,
f(x) =
_
1
1x
, when x = 1;
0, when x = 1.
This function is increasing on (0, 1) and so on every closed subinterval of (0, 1)
it is of bounded variation by Theorem 2.2. However, because it has a vertical
asymptote at x = 1 we can make the sum

n
i=1
|f(x
i
) f(x
i1
)| as large as we
like by choosing partition points close to 1. Thus V (f, [0, 1]) = and f is not of
bounded variation on [0, 1].
The following example is especially interesting because it shows that a continuous
function need not be of bounded variation.
Example 2.4. The function f dened by
f(x) =
_
3

xsin(/x), for x = 0;
0, if x = 0;
is not of bounded variation on [0, 1].
We begin by making a partition of [0, 1]. We assume, without loss of generality,
that the number of partition points is even, so n is even. We make our partition as
follows: x
n
= 1, x
(n(2k+1))
= 1/(k + 3), x
(n2k)
= 2/(2k + 3), for k = 1, 2, ... and
x
0
= 0.
Then
FUNCTIONS OF BOUNDED VARIATION 7
V (f, [0, 1]
n

i=1
|f(x
i
) f(x
i1
)|

n/2

i=1
|f(x
2i+1
) f(x
2i
)|.
That is to say that we remove every other interval from the sum. Over the remaining
intervals, our function has some convenient properties. The intervals we are now
considering have the form [1/(k +3), 2/(2k +3)]. Also notice that |f(2/(2k +3))| =
3
_
2/(2k + 3) and f(1/(k +3)) = 0. Because
3

x is an increasing function, sin(/x)

is the only component aecting when f is increasing or decreasing. Knowing how
the sine function behaves we can see that f is monotone on each interval of the
form [1/(k + 3), 2/((2k + 3)]. Thus
V (f, [0, 1]
n/2

i=1
|f(x
2i
) f(x
2i1
)|
=
n

k=1
|f(1/(k + 3))) f(2/(2k + 3))|
=
n

k=1

2
(2k + 3)

=
n

k=1
3

2
3
_
(2k + 3)
.
Notice that each term is smaller than the last, since the denominator is getting
larger as k increases. Thus
n

k=1
3

2
3

2k + 3

n

k=1
1
3

k + 3
=
n+1

k=2
1
3

k
.
This is a p-series, with p = 1/3, so we know that it diverges. This means that by
choosing n large enough we can make the sum
n

k=1
3

2
3
_
(2k + 3)
as large as we like and thus V (f, [0, 1]) = . Thus, though the function is contin-
uous it is not of bounded variation on [0, 1].
2.5. Functions of Bounded Variation as a Dierence of Two Increasing
Functions. In this section we examine the fact that a function of bounded variation
can be written as the dierence of two increasing functions. Later in the section we
rene this property, showing that a function of bounded variation can be written
as the dierence of two strictly increasing functions.
8 NOELLA GRADY
Figure 1. The graph of f(x) =
3

xsin(/x). This graph was

created in Maple.
Theorem 2.6. If f : [a, b] R is a function of bounded variation then there exist
two increasing functions, f
1
and f
2
, such that f = f
1
f
2
.
We dene an increasing function as a function f such that if x
1
< x
2
then
f(x
1
) f(x
2
). Before we begin the proof of Theorem 2.6 we introduce Lemma 2.2
and 2.3.
Lemma 2.2. For a function f, V (f, [a, b]) = 0 if and only if f is constant on [a, b].
Proof. Suppose that f is constant. Then f is a monotone function and by Theorem
2.2 V (f, [a, b]) = f(b) f(a). However, f(b) = f(a) and so V (f, [a, b]) = 0.
For the other direction we proceed by contraposition. Suppose that f is not
constant on [a, b]. We wish to show that V (f, [a, b]) = 0. Since f is not constant
on [a, b] there exist an x
1
and an x
2
such that both x
1
and x
2
are between a and b
and such that f(x
1
) = f(x
2
). If we take these two points as a partition of [a, b] we
have
V (f, [a, b]) |f(x
1
) f(a)| +|f(x
2
) f(x
1
)| +|f(b) f(x
2
)|.
However, we know that |f(x
2
) f(x
1
)| > 0. Since each other addend is at least
zero, we see that the sum must be greater than zero, and thus V (f, [a, b]) > 0 and
V (f, [a, b]) = 0.
Lemma 2.3. If f is a function of bounded variation on [a, b] and x [a, b] then
the function g(x) = V (f, [a, x]) is an increasing function.
Proof. We begin by introducing x
1
and x
2
such that x
1
< x
2
. We wish to show
that g(x
1
) g(x
2
). Because f is of bounded variation on [a, b], by Theorem 2.5
V (f, [a, x
2
]) = V (f, [a, x
1
]) + V (f, [x
1
, x
2
])
V (f, [a, x
2
]) V (f, [a, x
1
]) = V (f, [x
1
, x
2
])
g(x
2
) g(x
1
) = V (f, [x
1
, x
2
]).
Since V (f, [x
1
, x
2
]) 0 we see that g(x
2
) g(x
1
). Furthermore, by Lemma 2.2
we have equality only if f is constant on [x
1
, x
2
].
Now we prove Theorem 2.6.
FUNCTIONS OF BOUNDED VARIATION 9
Proof. We begin by dening f
1
= V (f, [a, x]) for x (a, b] and f
1
(a) = 0. We know
this function to be increasing by Lemma 2.3. Dene f
2
as f
2
(x) = f
1
(x) f(x).
Then f = f
1
f
2
. We need only show that f
2
is increasing.
Suppose that a x < y b. Using Theorem 2.5 we can write
f
1
(y) f
1
(x) = V (f, [x, y])
|f(y) f(x)|
f(y) f(x).
From this we see that
f
1
(y) f
1
(x) f(y) f(x)
f
1
(y) f(y) f
1
(x) f(x)
f
2
(y) f
2
(x).
This shows that f
2
is increasing on [a, b] and so completes the proof.

Corollary 2.1 is a renement of Theorem 2.6.

Corollary 2.1. If f : [a, b] R is of bounded variation on [a, b] then f is the
dierence of two strictly increasing functions.
Proof. We know from Theorem 2.6 that f can be written as the dierence of two
increasing functions. We call these functions f
1
and f
2
and write f = f
1
f
2
where
f
1
and f
2
are increasing.
Create two new functions, g
1
(x) = f
1
(x)+x and g
2
(x) = f
2
(x)+x. Because both
f
i
and x are increasing functions, their sum is also increasing. However, since x is
a strictly increasing function, the result of this addition is also a strictly increasing
function. Thus we write
f(x) = f
1
(x) f
2
(x) = (f
1
(x) + x) (f
2
(x) + x) = g
1
(x) g
2
(x)
where g
1
and g
2
are strictly increasing functions.

2.6. Continuity and Functions of Bounded Variation. The following theorem

gives us some interesting properties of functions of bounded variation involving
continuity.
Theorem 2.7. Let f : [a, b] R be a function of bounded variation on [a, b] and
dene a function V on [a, b] by V (a) = 0 and V (x) = V (f, [a, x]) for all x (a, b].
Then
(1) If a x < y b then V (y) V (x) = V (f, [x, y]).
(2) V is increasing on [a, b].
(3) If V is continuous at c [a, b] then f is continuous at c [a, b].
(4) If f is continuous at c [a, b] then V is continuous at c [a, b].
(5) If f is continuous on [a, b] then f can be written as the dierence of two
increasing continuous functions.
10 NOELLA GRADY
Proof. The proof of (1) is contained in the proof of Lemma 2.3. Part (2) is Lemma
2.3. To begin the proof of (3) let > 0. By the continuity of V choose such that
if |x c| < then |V (x) V (c)| < . Notice the following.
If c < x then V (x) V (c) = V (f, [c, x]). If x < c then V (c) V (x) = V (f, [x, c]).
Thus
|f(x) f(c)|
_
V (f, [c, x]) = |V (x) V (c)|
V (f, [x, c]) = |V (x) V (c)|.
This shows that when |x c| < we have |f(x) f(c)| |V (x) V (c)| < .
Thus f is continuous.
To prove (4) we us (2), which tells us that V is an increasing function. Thus,
both one sided limits exist at all points in c [a, b]. We have only to show that
lim
xc
V (x) = V (c). We will do this by showing that the right-hand limit of V (x)
as x c is equal to V (c). The case for the left-hand limit is similar.
Let > 0. Choose > 0 by the continuity of f at c such that |f(x) f(c)| < /2
when 0 < x c < .
Find partition P = {p
0
, p
1
, . . . p
n
} of [c, b] as follows. We know, by the denition
of V (f, [c, b]), that there exists a partition P such that
V (f, [c, b]) <
n

i=1
|f(p
i
) f(p
i1
)| +

2
. (1)
If p
1
c < then we are nished. If p
1
c we take a point, x such that
x c < and add it to the partition. By Lemma 2.1 this does not inuence
the inequality in (1). This is now the partition P, and x = p
1
. Notice that
V (f, [x, b])

n
i=2
|f(p
i
) f(p
i1
)|.
Consider
V (x) V (c) = V (f, [c, x])
= V (f, [c, b]) V (f, [x, b])
<
n

i=1
|f(p
i
) f(p
i1
)| +

2

n

i=2
|f(p
i
) f(p
i1
)|
= |f(x) f(c)| +

2
<

2
+

2
= .
To prove (5) we begin by assuming that f is continuous on [a, b]. Thus, by
part (4) we know that V is continuous on [a, b]. Since the dierence of continuous
functions is also continuous, we know that V f is also continuous. Thus we
can write f = V (V f) and f is the dierence of two continuous, increasing
functions.
Now we turn to possible discontinuities of functions of bounded variation.
Theorem 2.8. Let f be a function of bounded variation on [a, b].
(1) The function f has one-sided limits at each point of [a, b].
(2) The function f has at most countably many discontinuities on [a, b].
FUNCTIONS OF BOUNDED VARIATION 11
Before we can prove this theorem we need a few theorems which can be found
in most real analysis books, or specically in Gordons text [1].
Theorem 2.9. Let I be an interval. If a function f : I R is a monotone function
on I then f has one-sided limits at each point of I.
Theorem 2.10. If a function f : [a, b] R is monotone, then the set of disconti-
nuities of f in [a, b] is countable.
Now we are ready to prove Theorem 2.8.
Proof. To prove (1) we begin by assuming that f is of bounded variation on [a, b].
By Theorem 2.6f can be written as the dierence of two increasing functions, f
1
and f
2
, such that f = f
1
f
2
. By Theorem 2.9 we know that f
1
and f
2
both have
one-sided limits at each point of [a, b]. Let c [a, b) be an arbitrary point in the
domain of f. Because the dierence of limits is the limit of the dierence we can
write
lim
x
+
c
f(x) = lim
x
+
c
_
f
1
(x) f
2
(x)
_
= lim
x
+
c
f
1
(x) lim
x
+
c
f
2
(x)
Because both these limits exist, we see that lim
x
+
c
f(x) exists as well. A proof
for left-handed limits can be found by replacing all the right-handed limits with
left-handed limits and considering c (a, b].
To prove (2) we once again rely on the fact that f can be written as the dierence
of two increasing functions such that f = f
1
f
2
where f
1
and f
2
are monotone
increasing functions. Thus by Theorem 2.10 we know that f
1
and f
2
each have
countably many discontinuities. Let the set D
1
= {x|f
1
is discontinuous at x} and
the set D
2
= {x|f
2
is discontinuous at x}. By Theorem 2, D
1
and D
2
are countable.
Then let D = D
1
D
2
. Now, f can not be discontinuous at a point where neither f
1
nor f
2
was discontinuous. Thus we can conclude that the number of discontinuities
of f is at most the number of points in D. Since the union of two countable sets is
countable we see that f has a countable number of discontinuities on [a, b].
3. Absolute Continuity
In this section we discuss absolute continuity and its relationship to bounded
variation. We begin by dening uniform continuity and absolute continuity, and
show that absolute continuity implies uniform continuity.
3.1. Introduction to Absolute Continuity.
Denition 3.1. Let I be an interval. A function f : I R is uniformly continuous
on I if for each > 0 there exists > 0 such that |f(y) f(x)| < for all x, y I
that satisfy |y x| < .
We need the following denition in order to dene absolute continuity. Two
intervals are non-overlapping if their intersection contains at most one point.
Denition 3.2. Let I be an interval. A function f : I R is absolutely contin-
uous on I if for each > 0 there exists > 0 such that

n
i=1
|f(d
i
) f(c
i
)| <
whenever {[c
i
, d
i
] : 1 i n} is a nite collection of non-overlapping intervals in
I such that

n
i=1
(d
i
c
i
) < .
12 NOELLA GRADY
Theorem 3.1. An absolutely continuous function is uniformly continuous.
Proof. This result is a trivial consequence of the denition of absolute continuity.
We choose n = 1 in Denition 3.2 and the desired result follows immediately.
We now consider a specic example of an absolutely continuous function.
Example 3.1. The function g(x) =

x is absolutely continuous on [0, 1].
We begin by letting > 0 and taking {[c
i
, d
i
] : 1 i n} to be a non-overlapping
collection of intervals in [0, 1] such that

n
i=1
(d
i
c
i
) <
2
. Choose a =
2
/4. Now
we break the sum

n
i=1
|g(d
i
)g(c
i
)| into two parts, those intervals that are in [0, a]
and those that are in [a, 1]. If a happens to fall in the middle of an interval we break
the interval at a. By Lemma 2.1 this will only make the sum

n
i=1
|g(d
i
) g(c
i
)|
larger if it has any eect. We will say that a = d
m
.
Now we consider the sum over the intervals that are in [0, a],
m

i=1
|g(d
i
) g(c
i
)| =
m

i=1
|
_
d
i

c
i
|

a
= /2.
This follows from the fact that

x is an increasing function.
Now we consider the sum over the intervals that are in [a, 1]
n

i=m+1
|g(d
i
) g(c
i
)| =
n

i=m+1
|
_
d
i

c
i
|
=
n

i=m+1
|
_
d
i

c
i
|
|

d
i
+

c
i
|
|

d
i
+

c
i
|
=
n

i=m+1
d
i
c
i

d
i
+

c
i

i=m+1
d
i
c
i
2

a
=
1
2

a

n

i=1
(d
i
c
i
)
<
1

2
= .
Combining these two sums we see that
n

i=1
|g(d
i
) g(c
i
)|
m

i=1
|g(d
i
) g(c
i
)| +
n

i=m
|g(d
i
) g(c
i
)|
< /2 +
< 2.
Thus g(x) =

x is absolutely continuous on [0, 1].
FUNCTIONS OF BOUNDED VARIATION 13
Now we consider some general examples of absolutely continuous functions, such
as Lipschitz functions. We also consider some of the algebraic properties of absolute
continuity.
Denition 3.3. Let f : I R be a function with I an interval, and let k R such
that k > 0. Then f satises a Lipschitz condition with constant k if |f(b) f(a)|
k|b a| for all a, b I. The function f is called a Lipschitz function.
Theorem 3.2. If f : I R is a Lipschitz function with Lipschitz constant k > 0
then f is absolutely continuous on I.
Proof. Let > 0 and choose = /k. Let {[c
i
, d
i
] : 1 i n} be a nite set of
non-overlapping intervals in I such that

n
i=1
(d
i
c
i
) < . Using the Lipschitz
condition we obtain
n

i=1
|f(d
i
) f(c
i
)|
n

i=1
k(d
i
c
i
) <

k
<
Thus f is absolutely continuous on I.
Notice that a linear function of the form f(x) = ax +b is Lipschitz with k = |a|
on all of R and so linear functions are absolutely continuous.
Theorem 3.3. If f : I R is absolutely continuous then so is |f|.
Proof. Notice that
n

i=1

|f(d
i
)| |f(c
i
)|

i=1
|f(d
i
) f(c
i
)|
and because f is absolutely continuous on I we can make

n
i=1
|f(d
i
) f(c
i
)|
arbitrarily small. Thus |f| is absolutely continuous on I.
The following two theorems tell us that the sum and product of two absolutely
continuous functions are also absolutely continuous.
Theorem 3.4. If f and g are absolutely continuous on the interval I , then f +g
is absolutely continuous on I.
Proof. Let > 0. Choose
f
> 0 and
g
> 0 according to the denition of absolute
continuity such that

n
i=1
|f(d
i
) f(c
i
)| < /2 and

n
i=1
|g(b
i
) g(a
i
)| < /2.
Dene = min{
f
,
g
}. Let {[x
i
, y
i
] : 1 i n} to be a nite collection of non-
overlapping intervals in I such that

n
i=1
(y
i
x
i
) < . Then, with repeated use of
the triangle inequality, we can deduce that
n

i=1
|(f + g)(y
i
) (f + g)(x
i
)|
n

i=1
|f(y
i
) f(x
i
)| +
n

i=1
|g(y
i
) g(x
i
)| <
and so f + g is absolutely continuous on I.
Theorem 3.5. If f and g are absolutely continuous on [a, b], then fg is absolutely
continuous on [a, b].
Proof. Notice that because f and g are absolutely continuous on [a, b] both are
continuous on [a, b] and so achieve a maximum value on [a, b]. Choose M
f
and
M
g
such that M
f
|f(x)| and M
g
|g(x)| for all x [a, b]. Let > 0. Choose

f
> 0 and
g
> 0 according to the denition of absolute continuity such that
14 NOELLA GRADY

n
i=1
|f(d
i
) f(c
i
)| < /2M
g
and

n
i=1
|g(d
i
) g(c
i
)| < /2M
f
. Dene =
min{
f
,
g
} and let {[c
i
, d
i
] : 1 i n} be a nite collection of non-overlapping
intervals in [a, b] such that

n
i=1
(d
i
c
i
) < . Consider the following:
n

i=1

f(d
i
)g(d
i
) f(c
i
)g(c
i
)

=
n

i=1

g(d
i
)[f(d
i
) f(c
i
)] + f(c
i
)[g(d
i
) g(c
i
)]

i=1

g(d
i
)

f(d
i
) f(c
i
)

+
n

i=1

f(c
i
)

g(d
i
) g(c
i
)

M
g
n

i=1

f(d
i
) f(c
i
)

+ M
f
n

i=1

g(d
i
) g(c
i
)

< M
g


2M
g
+ M
f


2M
f
= .
Thus fg is absolutely continuous on [a, b].
3.2. Connecting Absolute Continuity to Bounded Variation.
Theorem 3.6. If a function f is absolutely continuous on the interval [a, b] then
f is of bounded variation on [a, b].
Proof. Suppose that f : [a, b] R is absolutely continuous. Use this fact to
nd a > 0 such that

n
i=1
|f(d
i
) f(c
i
)| < 1 when

n
i=1
(d
i
c
i
) < and
{[c
i
, d
i
] : 1 i n} is a nite set of non-overlapping intervals in [a, b]. Round up
(b a)/ to the nearest integer value and call it k.
Now construct a partition of [a, b] as follows. {x
i
= a + i(b a)/k : 0
i k}. Now, each subinterval of this partition has length (b a)/k . Thus
V (f, [x
i
, x
i1
]) 1 by the absolute continuity condition. There are at most k of
these subintervals and so by Theorem 2.5 we know that V (f, [a, b]) k and so f is
of bounded variation on [a, b].
We next use Theorem 3.6 to provide an example of a function that is uniformly
continuous but not absolutely continuous. This example is important as it shows
that there is indeed a dierence between the two kinds of continuity.
Before the next example we need to recall a theorem from analysis.
Theorem 3.7. Let X be a compact set and f a continuous function on X. Then
f is uniformly continuous on X.
Example 3.2. The function f dened by f(x) =
3

xsin(/x) when x = 0 and

f(0) = 0 is uniformly continuous but not absolutely continuous on [0, 1].
In Example 2.4 we showed that this function is not of bounded variation on [0, 1],
and thus by Theorem 3.6 we know that it is not absolutely continuous. However,
this function is uniformly continuous. Because f is continuous on [0, 1], a compact
set, it follows from Theorem 3.7 that f is uniformly continuous on [0, 1].
Theorem 3.8. If f : I R is an absolutely continuous function then f can be
written as the dierence of two increasing, continuous functions.
Proof. Because f is absolutely continuous on I we know that f is continuous and,
by Theorem 3.6, that f is of bounded variation. Thus, by Theorem 2.6, we know
that f can be written as the dierence of two increasing continuous functions.
FUNCTIONS OF BOUNDED VARIATION 15
3.3. Connecting Absolute Continuity and Derivatives. When the derivative
of a continuous function f is bounded, we can conclude that f is absolutely con-
tinuous. This provides a tool for showing that a function is absolutely continuous,
and thus of bounded variation.
Theorem 3.9. If f is continuous on [a, b] and f

exists and is bounded on (a, b),

then f is absolutely continuous on [a, b].
Proof. Suppose that |f

(x)| < M for all x (a, b). Let > 0 and consider

n
i=1
|f(d
i
) f(c
i
)| where {[c
i
, d
i
] : 1 i n} is a nite collection of non-
overlapping intervals in [a, b] such that

n
i=1
|d
i
c
i
| < /M. Then we observe
that
n

i=1
|f(d
i
) f(c
i
)| =
n

i=1
|f(d
i
) f(c
i
)|
|d
i
c
i
|
|d
i
c
i
|.
The Mean Value Theorem tells us that for every i there exists a value x
i
[c
i
, d
i
]
such that
|f(d
i
) f(c
i
)|
|d
i
c
i
|
= f

(x
i
) < M.
Thus we can write
n

i=1
|f(d
i
) f(c
i
)|
|d
i
c
i
|
|d
i
c
i
| <
n

i=1
M|d
i
c
i
|
= M
n

i=1
|d
i
c
i
|
< M

M
= .
Thus f is absolutely continuous on [a, b].
Example 3.3. A continuous function with an unbounded derivative may be abso-
lutely continuous.
Consider f(x) =

x on [0, 1]. In Example 3.1 we saw that this function is
absolutely continuous. However, f

(x) =
1
2

x
which is not bounded on (0, 1).
Example 3.4. The function f(x) = x
2
|sin(1/x)| for x = 0 and f(0) = 0 is
absolutely continuous on [0, 1].
Consider rst the function g(x) = x
2
sin(1/x) when x = 0 and g(0) = 0. No-
tice that |g(x)| = f(x). By Theorem 3.3 we need only show that g is absolutely
continuous on [0, 1].
Now, when x = 0, g

(x) = 2xsin(1/x) cos(1/x). Notice that sin(1/x) 1 and

cos(1/x) 1 and x 1, so
|g

(x)| = |2xsin(1/x) cos(1/x)| 2|x|| sin(1/x)| +|cos(1/x)| 3.

Thus g

(x) is bounded on [0, 1] by three and by Theorem 3.9 we know that g(x)
is absolutely continuous on [0, 1]. Thus |g(x)| = f(x) is absolutely continuous on
[0, 1].
16 NOELLA GRADY
We can use Example 3.4 to demonstrate that absolute continuity does not hold
up under composition.
Example 3.5. The composition of two absolutely continuous functions need not be
absolutely continuous.
Consider h = f g where f(x) =

x and g(x) = x
2
| sin(1/x)| on [0, 1]. We
know that f and g are absolutely continuous on [0, 1] from Examples 3.1 and 3.4,
respectively. Now, h = x
_
| sin(1/x)| and h is increasing on intervals of the form
[2/(2n+1), 2/(2n)]. The intervals over which h is increasing are non-overlapping,
so by Denition 2.4
V (h, [0, 1])
n

i=1
V (h, [2/(2i + 1), 2/(2i)])
for all n. The variation on each of these subintervals is known, however. Because
h is increasing from 0 to x we can use Theorem 2.2 to nd that V (h, [0, 1])

n
i=1
2/2i. That is
V (h, [0, 1])
n

i=1
2
2i
=
n

i=1
1

1
i
which is a harmonic series and so diverges as n . Thus V (h, [0, 1]) is unbounded
so h is not of bounded variation and thus can not be absolutely continuous on [0, 1]
by Theorem 3.6.
4. Cantor Ternary Function
In this section we explore the Cantor ternary function. This function provides an
interesting example of a function that is uniformly continuous on a closed interval
and of bounded variation on the closed interval but is not absolutely continuous.
The closed, bounded interval that we work on is [0, 1].
First we discuss ternary representations of the numbers in [0, 1]. For all real
numbers x [0, 1] there is a sequence of integers t
k
{0, 1, 2} such that
x =
t
x1
3
+
t
x2
3
2
+
t
x3
3
3
+
t
x4
3
4
+ .
That is to say, x has a ternary expansion. We assume this in our discussion of
the Cantor ternary function. The ternary expansion of a number can be written in
decimal form as x = t
x1
t
x2
t
x3
. Further, the two ternary expansions
t
1
3
+
t
2
3
2
+
t
3
3
3
+ +
t
n
3
k
+ 0 + 0 + 0 +
and
t
1
3
+
t
2
3
2
+
t
3
3
3
+ +
t
n
1
3
k
+
2
3
k+1
+
2
3
k+2
+
2
3
k+3
+
FUNCTIONS OF BOUNDED VARIATION 17
are equal. This is the only way for two distinct ternary expansions to represent the
same number. These two representations are similar to representing the number
one in base 10 as either 1 or 0.99.
Denition 4.1. The Cantor ternary function is a function f : [0, 1] R such that
if the digit 1 does not appear in the ternary expansion of x then
f(x) =

k=1
t
xk
/2
2
k
.
If the digit 1 does appear in the ternary expansion of x, let j
x
= min{k : t
xk
= 1}
and then
f(x) =
jx1

k=1
t
xk
/2
2
k
+
1
2
jx
.
Observation 4.1. The Cantor ternary function is well dened.
Proof. We show that f is well dened by considering two possible representations
of a number x and showing that f gives the same value for both. In the ternary
expansion of a number, the only way for two numbers to be the same is for them
to be of the following forms.
x =
t
1
3
+
t
2
3
2
+
t
3
3
3
+ +
t
n
3
k
+ 0 + 0 + 0 + (2)
x =
t
1
3
+
t
2
3
2
+
t
3
3
3
+ +
t
n
1
3
k
+
2
3
k+1
+
2
3
k+2
+
2
3
k+3
+ (3)
Now suppose we have a number x represented in both these ways. If one of the
t
k
such that k < n is one, then for both representations we have
f(x) =
jx1

k=1
t
xk
/2
2
k
+
1
2
jx
.
Since in this case j
x
is the same for both representations the value of the function
at either representation is the same.
Now, suppose that there are no ones before t
n
and t
n
= 2. Then f of the
representation in line (2) is
f(x) =

k=1
t
xk
/2
2
k
=
n1

k=1
t
xk
/2
2
k
+
1
2
n
.
In line (3) t
n
= 1 and so we have j
x
= n giving us
f(x) =
n1

k=1
t
xk
/2
2
k
+
1
2
n
.
Thus the two representations yield the same result.
Finally, suppose that there is no one before t
n
and t
n
= 1. The representation
in line (2) gives us
18 NOELLA GRADY
f(x) =
n1

k=1
t
k
/2
2
k
+
1
2
n
.
The representation in line (3) gives us
f(x) =
n1

k=1
t
k
/2
2
k
+ 0 +

k=n+1
1
2
k
=
n1

k=1
t
k
/2
2
k
+
1
2
n
where the second step follows from simplifying the geometric series. Thus we see
that the two representations give the same result in any case, and so the Cantor
ternary function is well dened.
Observation 4.2. The Cantor ternary function, f, has values such that 0
f(x) 1 for all x [0, 1].
Proof. First notice that all of the addends in either sum are either positive or zero,
and thus f(x) 0.
If f(x) =

k=1
t
xk
/2
2
k
then we know
f(x) =

k=1
t
xk
/2
2
k

k=1
1
2
k
= 1.
Similarly, if f(x) =

jx1
k=1
t
xk
/2
2
k
+
1
2
jx
we know
f(x) =
jx1

k=1
t
xk
/2
2
k
+
1
2
jx

jx1

k=1
1
2
k
+
1
2
jx
= 1
1
2
jx1
+
1
2
jx
1.
Thus f(x) is always smaller than 1 and greater than 0 on [0, 1].
Observation 4.3. The Cantor ternary function, f, is increasing on [0, 1].
Proof. If y > x then we know that their ternary representation is the same to some
point, and at the digit where they dier the digit in y is larger than the digit in x.
Writing x and y in the decimal form of their ternary expansion with y > x we have
the following:
FUNCTIONS OF BOUNDED VARIATION 19
y = 0.t
1
t
2
t
n

x = 0.s
1
s
2
s
n

where t
n
> s
n
and t
i
= s
i
for 1 i < n.
If one of the t
i
= 1 = s
i
for 1 i < n, then f(y) = f(x) =

i1
k=1
t
xk
/2
2
k
+
1
2
i
, and
so f(y) f(x).
Suppose that there are no ones in the ternary representation of y or x up to n,
and suppose further that t
n
= 2. Then we have
f(y) =
n1

k=1
t
xk
/2
2
k
+
1
2
n
+ K
and
f(x) =
n1

k=1
t
k
/2
2
k
+
1
2
n
or
f(x) =
n1

k=1
t
k
/2
2
k
+ 0 + C
where C and K are the sum of the remaining terms that are not 1. Notice that
C

k=n+1
1
2
k
=
1
2
n
and thus f(y) f(x) in this case.
The last remaining case is when t
n
= 1. We nd a similar scenario:
f(y) =
n1

k=1
t
k
/2
2
k
+
1
2
n
f(x) =
n1

k=1
t
k
/2
2
k
+ 0 + C.
Once again
C

k=n+1
1
2
k
=
1
2
n
and f(y) f(x) and so f is increasing on all of [0, 1].
Example 4.1. Determine the intervals on which f is constant.
From Observation 4.3 we know that f is increasing, so we need only nd two sep-
arate points where f gives the same value to know that it has the same value at ev-
ery intermediate point. Consider intervals of the form [0.000 0100, 0.000 0200]
where these are the ternary expansions in decimal form. In other words, we are
looking at intervals of the form [1/3
n
, 2/3
n
]. If the non-zero digit is in the nth
20 NOELLA GRADY
place, f evaluates to 1/2
n
at both these endpoints. Inspection shows that any
value greater than the right endpoint or smaller than the left gives a dierent value
of f. Thus these are the largest intervals where f is constant at the value of 1/2
n
.
We can generalize this observation by noticing that inserting a two at any place
value gives a similar eect. So intervals of the form [2/3
k
+1/3
n
, 2/3
k
+2/3
n
] also
give constant values of f, and no larger interval will do. Overall, then, f is constant
on intervals of this form,
_

kt
xk
=2
2
3
k
+
1
3
n
,

kt
xk
=2
2
3
k
+
2
3
n
_
.
On a number line this would be the middle third of the interval [0, 1], the middle
third of each of the remaining intervals, the middle third of each the remaining
thirds after that, and so on.
0 1
1
3
2
3
1
9
2
9
7
9
8
9
1
27
2
27
7
27
8
27
19
27
20
27
25
27
26
27
Figure 2. A number line showing some of the intervals for which
the Cantor ternary function is constant.
Example 4.2. Find the sum of the lengths of the intervals where f is constant.
From Example 4.1 we know the form of these intervals. The length of one interval
of this form is

kt
kx
=2
2
3
k
+
2
3
n

kt
kx
=2
2
3
k
+
1
3
n
=
2
3
n

1
3
n
=
1
3
n
.
Each interval of this length will appear 2
n
times in the interval [0, 1], so we
multiply by 2
n
and sum as n gets large:

n=1
_
2
3
_
n
=

n=0
1
3

_
2
3
_
n
= 1.
Observation 4.4. The Cantor ternary function is continuous.
Proof. We know already that the Cantor ternary function is increasing on [0, 1].
Thus, since the Cantor ternary function is monotone increasing, the only possi-
ble discontinuities are jump discontinuities. If we show that the Cantor ternary
FUNCTIONS OF BOUNDED VARIATION 21
function maps from [0, 1] onto an interval, then we know that there are no jump
discontinuities and that the function must be continuous.
Suppose y [0, 1). We would like to show that there exists an x such that f(x) =
y. We know that y must have a binary expansion. We create the ternary expansion
of a number by using the digits from the binary expansion of y multiplied by two.
Notice that this number, x, has only zeros and twos in the ternary expansion, and
also that x [0, 1]. Now consider f(x):
f(x) =

k=1
t
xk
/2
2
k
.
This is exactly the number y that we started with. Thus we see that f([0, 1]) hits
every point in [0, 1). Fortunately, we also know that f(1) = 1, and so we can say
that f([0, 1]) in fact hits everything in [0, 1] and thus has no jump discontinuities.
Therefor the Cantor ternary function is continuous.
Theorem 4.1. The Cantor ternary function is not absolutely continuous.
Proof. Let = 1/2. Consider the following sets of intervals.
_
[0, 1/3], [2/3, 1]
_
_
[0, 1/9], [2/9, 1/3], [2/3, 7/9], [8/9, 1]
_
_
[0, 1/27], [2/27, 1/9], [2/9, 7/27], [8/27, 1/3],
[2/3, 19/27], [20, 27, 7/9], [8/9, 25/27], [26/27, 1]
_
To obtain one set from the next, we remove the middle third of the previous
intervals. Label these intervals {[c
i
, d
i
] : 1 i n}. Then f(d
i
) = f(c
i+1
), that is
to say the value of f at the right end point of an interval is the same as the value
of f at the left end point of the following interval. Because f(0) = 0 and f(1) = 1
we see that
n

i=1
|f(d
i
) f(c
i
)| = [f(d
1
) f(0)] + [f(d
2
) f(c
2
)] + + [f(1) f(c
n
)]
= f(0) + [f(d
1
) f(c
2
)] + + [f(d
n1
) f(c
n
)] + f(1)
= 0 + 0 + 0 + + 0 + 1
= 1
for any set of intervals chosen this way. Now, if we show that a set of intervals
of this type may be made as small as we like, we will have shown that f is not
absolutely continuous.
The length of each interval in the set is 1/3
n
for some n. Also, when the length is
1/3
n
then there are precisely 2
n
such intervals in the set. Thus the length of the sum
of these intervals is given by (2/3)
n
. However, we also know that lim
n
(2/3)
n
= 0
and thus, for large enough n we can make this as small as we like. That is to say,
for any we can nd a set of intervals whose lengths sum to less than but where
22 NOELLA GRADY
the sum of the variance of f over those intervals is always 1. This shows that f is
not absolutely continuous.
5. Arc Length
In this section we explore a connection between bounded variation and arc length
and show the equivalence of two denitions of arc length. We begin with a denition
of arc length.
Denition 5.1. Let f be a continuous function dened on [a, b]. The arc length
of the curve y = f(x) on the interval [a, b] is dened by L = sup{S} where
S =
_
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
: {x
i
: 1 i n}partitions [a, b]
_
If S is unbounded, then f is said to have innite length on the given interval.
We now state and prove the theorem connecting arc length and the variation of
a function.
Theorem 5.1. The length of a curve is nite if and only if f is of bounded variation
on [a, b].
Proof. Suppose that the arc length is nite, of length L, and {x
i
: 0 i n} is a
partition of [a, b]. Then we write
n

i=1
|f(x
i
) f(x
i1
)|
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
L.
Thus the variation of f is bounded and f is of bounded variation on[a, b].
Now, suppose that f is of bounded variation. Recall that
_
x
2
+ y
2
|x| +|y|.
Consider that
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2

i=1
|x
i
x
i1
| +
n

i=1
|f(x
i
) f(x
i1
)|
= b a +
n

i=1
|f(x
i
) f(x
i1
)|
b a + V (f, [a, b]). (4)
Since the variation of f is nite, line (4) is nite, and so the arc length is nite.

Now we show that when f has a continuous derivative on [a, b] then Denition
5.1 is equivalent to L =
_
b
a
_
1 + (f

(x))
2
dx, another denition of are length. We
take this as a series of lemmas.
Lemma 5.1. The inequality
_
(d c)
2
+ (f(d) f(c))
2

_
d
c
_
1 + (f

(x))
2
dx
holds when [c, d] is a subinterval of [a, b] and f is a function with a continuous
derivative on [a, b].
FUNCTIONS OF BOUNDED VARIATION 23
Proof. Let [c, d] be any subinterval of [a, b]. Dene the following.
r =
_
(d c)
2
+ (f(d) f(c))
2
, =
d c
r
, and =
f(d) f(c)
r
.
Consider the following:
_
d
c
+ f

(x)dx = x + f(x)

d
c
= (d c) + (f(d) f(c))
=
d c
r
(d c) +
f(d) f(c)
r
(f(d) f(c))
=
r
2
r
=
_
(d c)
2
+ (f(d) f(c))
2
.
Also,
_
d
c
+ f

(x)dx

_
d
c
+ f

(x)dx

_
d
c
| + f

(x)|dx.
Recall that |x| =

x
2
. Thus we write
_
d
c
|+f

(x)|dx =
_
d
c
_
( + f

(x))
2
dx
In two dimensions, the Cauchy-Schwartz inequality says that
(ac + bd)
2
(a
2
+ b
2
)(c
2
+ d
2
).
Taking a = , b = , c = 1, and d = f

(x)
_
d
c
_
( + f

(x))
2
dx
_
d
c
_

2
+
2
_
1 + (f

(x))
2
dx.
Finally, notice that
_

2
+
2
= 1 when we substitute our expressions for and
. Stringing all these observations together we have the following inequalities:
_
(d c)
2
+ (f(d) f(c))
2
=
_
d
c
+ f

(x)dx

_
d
c
| + f

(x)|dx

_
d
c
_

2
+
2
_
1 + (f

(x))
2
dx
=
_
d
c
_
1 + (f

(x))
2
dx.

Lemma 5.2. The inequality

n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2

_
b
a
_
1 + (f

(x))
2
dx
24 NOELLA GRADY
holds where {x
i
: 0 i n} is a partition of [a, b] and f is a function with a
continuous derivative on [a, b].
Proof. Let P = {x
i
: 1 i n} be a partition of [a, b]. Consider the following. By
Lemma 5.1 we know that
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2

_
xi1
xi
_
1 + (f

(x))
2
dx
and summing over i we have
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2

i=1
_
xi1
xi
_
1 + (f

(x))
2
dx
=
_
b
a
_
1 + (f

(x))
2
dx.

We use the Mean Value Theorem to dene a tagged partition associated with P.
We start with a denition.
Denition 5.2. A tagged partition,
t
P, of an interval [a, b] is a partition of [a, b],
P = {x
i
: 0 i n}, and a set of points, {t
i
: 1 i n}, such that x
i1
t
i
x
i
for 1 i n. We denote this by
t
P = {(t
i
, [x
i1
, x
i
]) : 1 i n} and say that
t
P
is a tagged partition associated with P.
So a tagged partition is a regular partition where we have picked out a particular
point within each subinterval. Consider the following.
Lemma 5.3. For any partition P of [a, b] there exists a tagged partition
t
P asso-
ciated with P such that
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
=
n

i=1
(x
i
x
i1
)
_
1 + (f

(t
i
))
2
.
Proof. Let {x
i
: 0 i n} be a partition P of [a, b]. By the Mean Value Theorem
we know that there exists a t
i
within each subinterval [x
i1
, x
i
] such that
f

(t
i
) =
f(x
i
) f(x
i1
)
x
i
x
i1
.
Thus we write
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
=
n

i=1
(x
i
x
i1
)
_
1 + (f

(t
i
))
2
.
We take the t
i
to form a tagged partition,
t
P associated with the partition P.

Now we can put everything together. By Lemma 5.2 we know that

n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2

_
b
a
_
1 + (f

(x))
2
dx.
Thus, L = sup
_

n
i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
_

_
b
a
_
1 + (f

(x))
2
dx.
We need only show that we have equality.
FUNCTIONS OF BOUNDED VARIATION 25
We know that f is Riemann integrable, so there exists > 0 such that for all
tagged partitions
t
P of [a, b] with ||
t
P|| <
_
b
a
_
1 + (f

(x))
2
dx
n

i=1
(x
i
x
i1
)
_
1 + (f

(t
i
))
2
.
However, we also know by Lemma 5.3 that for one of those tagged partitions
n

i=1
(x
i
x
i1
)
_
1 + (f

(t
i
))
2
=
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
.
Thus
_
b
a
_
1 + (f

(x))
2
dx
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
and, as shown above,
_
b
a
_
1 + (f

(x))
2
dx sup
_
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
_
.
Thus
_
b
a
_
1 + (f

(x))
2
dx is indeed the supremum, since nothing smaller will work.
Thus we have shown that
L = sup
_
n

i=1
_
(x
i
x
i1
)
2
+ (f(x
i
) f(x
i1
))
2
_
=
_
b
a
_
1 + (f

(x))
2
dx.
6. Riemann-Stieltjes Integration
In this section we dene Riemann-Stieltjes integration and consider some exam-
ples of Riemann-Stieltjes integration. Finally, we present some theorems regarding
Riemann-Stieltjes integration and use these theorems to discover a relationship be-
tween functions which are of bounded variation and functions which are Riemann-
Stieltjes integrable.
Denition 6.1. Let be a monotonically increasing function on [a, b]. For each
partition P = {x
i
: 0 i n} of [a, b] write
i
= (x
i
) (x
i1
). For any real
function f that is bounded on [a, b] and any partition P we dene the upper and
lower sums, respectively, as
U(P, f, ) =
n

i=1
M
i

i
L(P, f, ) =

n
i=1
m
i

where M
i
and m
i
are the supremum and inmum of f on the interval [x
i1
, x
i
].
Finally we dene the upper and lower integrals, respectively, as
_
b
a
fd = inf{U(P, f, ) : P is a partition of [a, b]}
_
b
a
fd = sup{L(P, f, ) : P is a partition of [a, b]}.
26 NOELLA GRADY
If these two are equal their common value is the Riemann-Stieltjes integral of f
over , denoted
_
b
a
fd. When
_
b
a
fd exists we say that f is Riemann-Stieltjes
integrable with respect to and write f ().
The Riemann-Stieltjes integral with = x is the regular Riemann integral.
Consider = x. We know that is monotonically increasing on all intervals [a, b].
Also,
i
= (x
i
x
i1
) = x. Then the upper and lower sums reduce to the
Riemann sums. If both these sums converge to some common value, we call this
value
_
b
a
fdx which is the Riemann integral of f.
We now proceed with a series of theorems that lead to a relationship between
bounded variation and Riemann-Stieltjes integration. Proofs of Theorems 6.1 and
6.2 can be found in Rudins text [2]. These proofs are similar to those of similar
results involving Riemann integration.
Denition 6.2. We say the partition P

is a renement of the partition P if

P P

. If P
1
and P
2
are partitions then their common renement is P = P
1
P
2
.
Theorem 6.1. If P

is a renement of P then L(P, f, ) L(P

, f, ) and
U(P, f, ) U(P

, f, ).
Theorem 6.2. The upper and lower integrals of f with respect to over [a, b] are
related by
_
b
a
fd
_ b
a
fd.
Theorem 6.3. A function f is in () on [a, b] if and only if for each > 0 there
exists a partition P such that U(P, f, ) L(P, f, ) < .
Proof. Suppose that for each > 0 there exists a partition P such that U(P, f, )
L(P, f, ) < . Let > 0. By the denition of the upper and lower integrals and
Theorem 6.2 there exists a partition P such that
L(P, f, )
_
b
a
fd
_
b
a
fd U(P, f, ).
Thus
_
b
a
fd
_
b
a
fd U(P, f, ) L(P, f, ) <
Since > 0 was arbitrary, we conclude that
_
b
a
fd =
_
b
a
fd. Thus, by Denition
6.1, f ().
Now suppose that f () and let > 0. Because
_
fd is dened as the com-
mon value of the supremum and inmum of U(P, f, ) and L(P, f, ), respectively,
there exist partitions P
1
and P
2
of [a, b] such that
U(P
2
, f, )
_
fd < /2 and
_
fd L(P
1
, f, ) < /2.
Let P be the common renement of P
1
and P
2
. By Theorem 6.1 we know that
U(P, f, ) U(P
2
, f, ) and L(P
1
, f, ) L(P, f, ).
Thus
FUNCTIONS OF BOUNDED VARIATION 27
U(P, f, ) U(P
2
, f, ) <
_
fd + /2 < L(P
1
, f, ) + L(P, f, ) +
and
U(P, f, ) L(P, f, ) .

Theorem 6.4. If f is monotonic on [a, b] and is continuous (and monotonic)

on [a, b] then f ().
Proof. Suppose that f is monotone increasing. The case where f is decreasing is
similar. The function is continuous on [a, b], and because [a, b] is a closed interval
is also uniformly continuous on [a, b]. Thus, we choose > 0 such that
|(x) (y)| <

f(b) f(a)
when |x y| < .
Then we take n N such that (b a)/n < . We now create the partition
P = {x
i
: x
i
= a + i
b a
n
, 0 i n}.
Notice that because f is monotone increasing M
i
= f(x
1
) and m
i
= f(x
i1
).
Consider
U(P, f, ) L(P, f, ) =
n

i=1
(f(x
i
) f(x
i1
))

f(b) f(a)
n

i=1
(f(x
i
) f(x
i1
))
= .
Thus, by Theorem, 6.3 f .

Theorem 6.5. Suppose that f is bounded on [a, b] and has only nitely many
points of discontinuity. Suppose further that is continuous everywhere that f is
discontinuous. Then f ().
Proof. Let > 0. Because f is bounded on [a, b], we can set
M = sup{|f(x)| : x [a, b]}.
Let E = {e
i
: f is discontinuous at e
i
, 0 i m}. Because is continuous
at each point, e
i
, in E, we know that there exists an interval [u
i
, v
i
] such that
e
i
(u
i
, v
i
) and (u
i
) (v
i
) < /4mM. Furthermore, these intervals can be
made to be disjoint. The set of intervals L = {[u
i
, v
i
] : 1 i n} covers E. The
set K = [a, b] \ L is compact, and f is continuous on K. Because K is compact f is
in fact uniformly continuous on K. Thus there exists a such that when s, t K
and |s t| < then |f(s) f(t)| < /2((b) (a)).
Make a partition P = {x
i
: 0 i n} as follows. Each u
i
and v
i
is in P. No
point in the segments (u
i
, v
i
) is in P. Unless x
i
is one of the v
i
, x
i
< . That
28 NOELLA GRADY
is to say, each subinterval formed by the partition points has length less than ,
unless it is an interval of the form [u
i
, v
i
].
Let M
i
and m
i
be as in Denition 6.1. Notice that M
i
m
i
< 2M. Let

1
= {i : x
i
= v
i
for some i} and
2
= {i : x
i
= v
i
for some i}. Notice that if
x
i

2
then M
i
m
i
<

2((b)(a))
by the uniform continuity condition on f.
Consider the following:
U(P, f, ) L(P, f, ) =
n

i=1
(M
i
m
i
)
i

i1
(M
i
m
i
)
i
+

i2
(M
i
m
i
)
i
. (5)
Consider the rst sum in Equation (5).We know that each of the
i
= [u
i
, v
i
] <

4mM
. We also know that M
i
m
i
< 2M. There are exactly m terms in this sum,
because there are exactly m of the intervals [u
i
, v
i
]. Thus

i1
(M
i
m
i
)
i
< 2Mm

4mM
=

2
.
Next we attack the second sum in Equation (5). Here we know M
i
m
i
<

2((b)(a))
by the uniform continuity of f. Thus

i2
(M
i
m
i
)
i
<

2((b) (a))
((b) (a)) =

2
.
Thus each sum in Equation (5) is smaller than /2. We conclude that
U(P, f, ) L(P, f, ) <
and so, by Theorem 6.3, f ().
Lemma 6.1. If f = f
1
+ f
2
and P is any partition of [a, b] then
L(P, f
1
, ) + L(P, f
2
, ) L(P, f, ) (6)
U(P, f, ) U(P, f
1
, ) + U(P, f
2
, ) (7)
Proof. We already know that L(P, f, ) U(P, f, ). Thus we have only to prove
the inequalities in (6) and (7). We begin with the inequality in line (6).
Recall that if A = {a
1
, a
2
a
n
: a
i
R}, B = {b
1
, b
2
, b
n
: b
n
R}, and
A + B = {a
1
+ b
1
, a
2
+ b
2
, a
n
+ b
n
} then
inf{A} + inf{B} inf{A + B}. (8)
Let P = {x
0
, x
1
, . . . x
n
} be a partition of [a, b]. Let
m
1
i
= inf{f
1
(x) : x [x
i
, x
i1
]},
m
2
i
= inf{f
2
(x) : x [x
i
, x
i1
]},
and
m
i
= inf{f(x) : x [x
i
, x
i1
]}.
FUNCTIONS OF BOUNDED VARIATION 29
Thus, by the inequality in line (8), m
1
i
+ m
2
i
m
i
. Consider
L(P, f
1
, ) + L(P, f
2
, ) =
n

i=1
m
1
i

i
+
n

i=1
m
2
i

=
n

i=1
(m
1
i
+ m
2
i
)
i

i=1
(m
i
)
i

= L(P, f, ).
The proof for the inequality in line (7) is similar.
Theorem 6.6. If f () on [a, b] and c is a constant then cf ().
Proof. Because f () there exists a partition P = {x
0
, x
1
, x
n
} such that
U(P, f, ) L(P, f, ) < /|c|. Let
M
i
= sup{f(x) : x [x
i
x
i1
]},
m
i
= inf{f(x) : x [x
i
x
i1
]},
M
c
i
= sup{cf(x) : x [x
i
x
i1
]},
and
m
c
i
= inf{cf(x) : x [x
i
x
i1
]}.
If c > 0 then M
c
i
= cM
i
and m
c
i
= cm
i
. If c < 0 then M
c
i
= cm
i
and m
c
i
= cM
i
.
In either case, the following is true.
U(P, cf, ) L(P, cf, ) =
n

i=1
M
c
i

i

n

i=1
m
c
i

= |c|
_
n

i=1
M
i

i

n

i=1
m
i

_
< |c|

|c|
= .
This proves that cf ().

It can further be shown that

_
b
a
cfd = c
_
b
a
fd.
Theorem 6.7. If f
1
and f
2
are in () on [a, b] then f
1
+ f
2
().
Proof. Let > 0. Then we know that there exist partitions P
1
and P
2
such that
U(P
1
, f
1
, ) L(P
1
, f
1
, ) < and U(P
2
, f
2
, ) L(P
2
, f
2
, ) < . Let P be the
common renement of P
1
and P
2
. Then by Theorem 6.1
U(P, f
1
, ) L(P, f
1
, ) < (9)
U(P, f
2
, ) L(P, f
2
, ) < . (10)
30 NOELLA GRADY
By adding the inequalities in (9) and (10) and applying Lemma 6.1 we have
U(P, f, ) L(P, f, ) < 2. By Theorem 6.3 f ().

It can further be shown that

_
b
a
(f
1
+ f
2
)d =
_
b
a
f
1
d +
_
b
a
f
2
d.
Now we are ready to relate bounded variation and Riemann-Stieltjes integration.
Suppose that f is of bounded variation on an interval [a, b]. Then f can be written
as the dierence of two increasing functions, so f = f
1
f
2
where f
1
and f
2
are
increasing. By Theorem 6.4 we know that f
1
and f
2
are in () whenever is
continuous. Further, by Theorem 6.7 we know that f () when is continuous.
Because f
1
and f
2
are increasing on a closed, bounded interval, we know the
functions are themselves bounded on [a, b]. Thus, if they have nitely many dis-
continuities on [a, b] and is continuous at these discontinuities, we can conclude
that f
1
and f
2
are in (). Further, by Theorem 6.7 we know that f is also in
() when these conditions are met.
7. Conclusion
In this paper we examined functions of bounded variation and provided proofs
for some important properties of these functions. Perhaps the most important
and interesting property is the fact that a function of bounded variation can be
written as the dierence of two increasing functions. We then considered three
related topics. The rst was absolute continuity. We showed that a function that
is absolutely continuous is also of bounded variation. To provide an interesting
example of a function that is continuous and of bounded variation but not absolutely
continuous we explored some properties of the Cantor Ternary Function. The
second related topic we considered was arc length. Here we showed that the length
of a curve is nite on an interval if and only if the function is of bounded variation
on that interval. We then considered Riemann-Stieltjes integration. Here we used
the fact that a function of bounded variation can be written as the dierence of two
increasing functions to nd conditions under which functions of bounded variation
are Riemann-Stieltjes integrable. For instance, if f is of bounded variation then f
is Riemann-Stieltjes integrable over whenever is continuous. Similarly, when f
is of bounded variation then it is Riemann-Stieltjes integrable over whenever f
has a nite number of discontinuities and is continuous where f is not.
We have only briey considered each of these related topics. Any one of them
could be explored in more depth by the interested reader. Most especially, there are
other connections between Riemann-Stieltjes integration and functions of bounded
variation that were not covered in this paper. For instance, if f and are bounded
on [a, b], f is continuous on [a, b], and is of bounded variation on [a, b], then
f ().
References
[1] Gordon, Russell A. Real Analysis: A First Course 2nd edition. Boston, Pearson Education
Inc. 2002.
[2] Rudin, Walter. Principles of Mathematical Analysis 3rd edition. New York, McGraw-Hill
Book Company. 1964.
[3] Schumacher, Carol S. Closer and Closer: Introducing Real Analysis 1st edition. Boston,
Jones and Bartlett Publishers, Inc. 2008.
[4] http://mathworld.wolfram.com
[5] www.cut-the-knot.org