Partition example of total variation

ID: partition-example-of-total-variation

Define a piecewise linear function by joining the five points . Its net change is , but the increments at these knots are . Their absolute values give
This is its exact total variation, not merely one lower bound. Given any partition of an interval, insert all five knots. The triangle inequality ensures that this partition refinement cannot decrease the sum. On each resulting monotone function segment, the absolute increments telescope, so every refined sum is . The knot partition of an interval itself attains .
Figure 1.
A piecewise linear function has net change 1 and total variation 11; refinements reveal hidden movement, while accumulated rises and falls give its Jordan decomposition
. Details.
Sampling only at gives . Sampling at gives . Inserting the remaining knot at reveals the descent and rise that were hidden inside , giving . These are nested partitions of an interval: their sums increase because each is a partition refinement of the preceding one. Arbitrarily chosen unrelated partitions of an interval need not produce an increasing sequence of sums.

New to topics? Read the docs here!