Integration error controlled by total variation
ID: integration-error-controlled-by-total-variation
Let have bounded variation, and let be continuous functions on . In any tagged sum for the Riemann-Stieltjes integral,Taking the limit proves the displayed error bound. Thus approximating uniformly to accuracy controls this integration error by , even when the integrator is not differentiable. For the piecewise linear function in partition example of total variation, accuracy gives an error at most . Total variation supplies exactly the movement budget that an endpoint difference would miss.
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