Total variation of a function
ID: total-variation-of-a-function
The total variation of a function measures its accumulated rises and falls, rather than just its change between the endpoints. For each partition of an interval , add the absolute values of its sampled increments. Then take the supremum over all such partitions of an interval:The function has bounded variation when . This definition uses its value at every point of the interval, including both endpoints.[ref]
Real Analysis Lecture Notes: 3.5 Functions of Bounded Variation by Christopher E. Heil. §3.5.1, Definition 1, printed pp. 1–2: partition definition and pointwise convention
For a nondecreasing function, all increments are nonnegative and the sum telescopes to . More generally, the triangle inequality gives . Equality can fail dramatically when the function changes direction: an object can travel a long distance and finish near its starting position. Here we measure movement of the function's value; arc length of its function graph also includes horizontal movement.
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