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Absolutely Continuous Functions and the Fundamental Theorem · Tutorial 656 of 798

Absolute Continuity Implies Bounded Variation and Almost-Everywhere Differentiability

See why absolute continuity controls total variation, and how bounded variation yields an almost-everywhere derivative that is integrable.

Advanced 11 min read

What You'll Learn

  • Use the interval-sum definition of absolute continuity to prove finite total variation.
  • Handle arbitrary partitions by refining them with a fixed finite grid.
  • State the bounded-variation differentiability theorem with its hypotheses.
  • Bound the integral of the absolute derivative by total variation using difference quotients and Fatou's lemma.
  • Check the conclusion on smooth, piecewise linear, and power functions.
  • Avoid confusing small individual increments with a bound on their total sum.

From Interval-Sum Control to Bounded Variation

Absolute continuity controls sums of increments over disjoint intervals whose total length is small. Bounded variation, by contrast, requires one finite bound for the sums of absolute increments over all partitions of the interval. The key step is to refine an arbitrary partition using a fixed grid: within each grid cell, absolute continuity controls the entire sum, and there are only finitely many cells.

Throughout, let \(a<b\) be finite real numbers, use Lebesgue measure \(m\) on \([a,b]\), and let \(f:[a,b]\to\mathbb{R}\). We use the interval-sum definition: \(f\) is absolutely continuous on \([a,b]\), written \(f\in AC[a,b]\), if for every \(\varepsilon>0\) there is a \(\delta>0\) such that every finite family of intervals \((u_j,v_j)\subseteq[a,b]\) with pairwise disjoint interiors and \(\sum_j(v_j-u_j)<\delta\) satisfies \(\sum_j|f(v_j)-f(u_j)|<\varepsilon\). Endpoints shared by intervals do not affect this condition.

Definition: For a partition \(P=\{a=x_0<x_1<\cdots<x_n=b\}\), its variation sum is \(\sum_{i=1}^n|f(x_i)-f(x_{i-1})|\). The total variation is \(V_a^b(f)=\sup_P\sum_{i=1}^n|f(x_i)-f(x_{i-1})|\), where the supremum is over all finite partitions. The function \(f\) has bounded variation, written \(f\in BV[a,b]\), if \(V_a^b(f)<\infty\).
Theorem: If \(f\in AC[a,b]\), then \(f\in BV[a,b]\).

Proof. Fix \(\varepsilon=1\) in the definition of absolute continuity and choose the resulting \(\delta>0\). Choose a positive integer \(N\) such that \((b-a)/N<\delta\), and fix the grid \(a=t_0<t_1<\cdots<t_N=b\), where \(t_k=a+k(b-a)/N\). Take any partition \(P\) of \([a,b]\), and refine it by adding all the grid points. Refinement cannot decrease the variation sum: if an interval \([x,y]\) is split at points \(x=z_0<z_1<\cdots<z_r=y\), then the triangle inequality gives \(|f(y)-f(x)|\le\sum_{\ell=1}^r|f(z_\ell)-f(z_{\ell-1})|\).

Group the intervals of the refined partition according to the grid cell \([t_{k-1},t_k]\) in which they lie. Within a given cell, their interiors are disjoint and their total length is \(t_k-t_{k-1}=(b-a)/N<\delta\). Absolute continuity therefore bounds the sum of their absolute increments by \(1\). Summing over the \(N\) cells shows that the refined variation sum is at most \(N\), so the original variation sum is at most \(N\) as well. This bound does not depend on \(P\). Taking the supremum over all partitions gives \(V_a^b(f)\le N<\infty\), as required. \(\square\)

The proof only needs a finite bound, not the sharpest possible one. In particular, it does not claim that a small total interval length makes the sum of increments small when that total length is large. The fixed grid makes the absolute-continuity condition applicable a finite number of times.

Almost-Everywhere Differentiability and Integrability

Standard result (bounded-variation differentiability theorem): If \(f\in BV[a,b]\) is real-valued, then its ordinary finite derivative exists at \(m\)-almost every point of \((a,b)\). The derivative, defined arbitrarily on the exceptional null set, is Lebesgue measurable. This differentiability theorem is a standard result; its proof, which uses differentiation results for measures associated with functions of bounded variation, is beyond this tutorial.

For an absolutely continuous function, the preceding theorem gives existence of the derivative almost everywhere. A further estimate shows that this derivative is in \(L^1(m)\), not merely finite almost everywhere. We give the estimate because it identifies a useful quantitative link between variation and the derivative.

Theorem: If \(f\in AC[a,b]\), then \(f'\) exists \(m\)-almost everywhere on \((a,b)\) and, with any measurable definition on the null exceptional set, \(f'\in L^1(m)\). In fact, \(\int_a^b|f'(x)|\,dm(x)\le V_a^b(f)\).

Proof. The first result gives \(V=V_a^b(f)<\infty\), and the bounded-variation differentiability theorem gives a measurable derivative almost everywhere. Define \(v(x)=V_a^x(f)\) for \(a\le x\le b\). Variation is additive on adjacent intervals: \(V_a^y(f)=V_a^x(f)+V_x^y(f)\) for \(a\le x\le y\le b\). This follows by joining partitions of the two subintervals for one inequality and splitting any partition at \(x\) for the other. Since \(V_x^y(f)\ge |f(y)-f(x)|\), we have \(|f(y)-f(x)|\le v(y)-v(x)\). The function \(v\) is increasing, hence measurable, and \(v(a)=0,\ v(b)=V\).

For \(0<h<b-a\), define \(q_h(x)=|f(x+h)-f(x)|/h\) on \([a,b-h]\), and set \(q_h(x)=0\) on the rest of \([a,b]\). These functions are nonnegative and measurable because \(f\) is continuous; absolute continuity implies continuity. The increment bound gives

$$ \int_a^b q_h(x)\,dm(x) \le \frac1h\int_a^{b-h}\bigl(v(x+h)-v(x)\bigr)\,dm(x) =\frac1h\left(\int_{b-h}^b v(t)\,dm(t)-\int_a^{a+h}v(t)\,dm(t)\right) \le V. $$

For the last inequality, \(0\le v(t)\le V\), so the first integral in parentheses is at most \(hV\), while the second is nonnegative. Now choose any sequence \(h_n>0\) with \(h_n\to0\) and \(h_n<b-a\). At every interior point where \(f'\) exists, \(q_{h_n}(x)\to |f'(x)|\); each such point eventually lies in \([a,b-h_n]\). Fatou's lemma, which states for nonnegative measurable functions that \(\int\liminf_n q_{h_n}\,dm\le\liminf_n\int q_{h_n}\,dm\), now yields \(\int_a^b|f'|\,dm\le V\). Thus the measurable derivative belongs to \(L^1(m)\). Values assigned at the null exceptional set do not change this integral. \(\square\)

The estimate is an upper bound; it does not assert that the variation equals the integral of the absolute derivative. The examples illustrate the conclusion and the bound, without requiring an integral representation of \(f\).

Worked Example: A Smooth Increasing Function

Let \(f(x)=x^2\) on \([0,1]\), with Lebesgue measure \(m\). For \(0\le x\le y\le1\), \(|f(y)-f(x)|=(y-x)(y+x)\le2(y-x)\). Therefore any finite disjoint family of intervals with total length less than \(\delta=\varepsilon/2\) has sum of increments less than \(\varepsilon\), so \(f\in AC[0,1]\).

For every partition \(0=x_0<\cdots<x_n=1\), \(f\) is increasing and the variation sum telescopes: \(\sum_{i=1}^n(x_i^2-x_{i-1}^2)=1^2-0^2=1\). Hence \(V_0^1(f)=1\). The derivative is \(f'(x)=2x\), and \(\int_0^1|f'(x)|\,dm(x)=\int_0^1 2x\,dx=[x^2]_0^1=1\). Check: the computed integral \(1\) is at most the computed variation \(1\), with equality in this example.

Worked Example: A Piecewise Linear Function

On \([0,1]\), define \(f(x)=2x\) for \(0\le x\le\frac12\) and \(f(x)=2-2x\) for \(\frac12\le x\le1\). The two formulas agree at \(x=\frac12\), where both give \(1\). On each side the slope has absolute value \(2\); splitting any interval at \(\frac12\) and using the triangle inequality shows \(|f(y)-f(x)|\le2|y-x|\). Thus disjoint intervals of total length less than \(\varepsilon/2\) have total increment less than \(\varepsilon\), proving absolute continuity.

The function increases from \(0\) to \(1\) and then decreases from \(1\) to \(0\). For any partition, splitting an interval that crosses \(\frac12\) shows its variation sum is at most the increase \(1\) plus the decrease \(1\), hence at most \(2\). The partition \(0<\frac12<1\) has sum \(|1-0|+|0-1|=1+1=2\), so \(V_0^1(f)=2\). The derivative is \(2\) on \((0,\frac12)\) and \(-2\) on \((\frac12,1)\); it need not be defined at the single point \(\frac12\). Therefore \(\int_0^1|f'|\,dm=2\cdot\frac12+2\cdot\frac12=1+1=2\). Check: the derivative integral equals the variation \(2\).

Worked Example: An Integrable Derivative That Is Unbounded Near an Endpoint

Let \(f(x)=x^{3/4}\) on \([0,1]\). We verify absolute continuity directly. Given \(\varepsilon>0\), choose \(0<\eta<1\) with \(\eta^{3/4}<\varepsilon/2\), and then choose \(\delta>0\) with \(\frac34\eta^{-1/4}\delta<\varepsilon/2\). For a finite disjoint family of intervals of total length less than \(\delta\), split each interval at \(\eta\), if needed. The pieces in \([0,\eta]\) have total increment at most \(\eta^{3/4}\): since \(x^{3/4}\) is increasing, the increments over disjoint intervals in this region sum to at most its full increase from \(0\) to \(\eta\). On \([\eta,1]\), the derivative is \(\frac34x^{-1/4}\le\frac34\eta^{-1/4}\), so the mean value theorem bounds the sum of increments there by \(\frac34\eta^{-1/4}\delta\). Adding the two bounds gives a total less than \(\varepsilon\), proving \(f\in AC[0,1]\).

The function is increasing, so every partition variation sum telescopes to \(f(1)-f(0)=1-0=1\); thus \(V_0^1(f)=1\). For \(x>0\), \(f'(x)=\frac34x^{-1/4}\), which is unbounded near \(0\), but \(\int_0^1|f'(x)|\,dm(x)=[x^{3/4}]_0^1=1\). The derivative value at \(0\) is not needed for an almost-everywhere statement or the integral. Check: the integral \(1\) is finite and equals the variation \(1\), despite the derivative being unbounded on every interval \((0,c)\) with \(c>0\).

A Common Variation Mistake

A tempting but incorrect argument is: “For a sufficiently fine partition, every increment is less than \(\varepsilon\), so the variation sum is at most \(\varepsilon\).” The conclusion does not follow because the number of increments can be greater than one. For example, for \(f(x)=x\) on \([0,1]\), take \(\varepsilon=0.1\) and the partition \(x_i=i/20\), \(i=0,\ldots,20\). Each increment is \(1/20=0.05<0.1\), but the sum of all twenty increments is \(20(0.05)=1\), not less than \(0.1\).

The correction is to control the sum within each of a fixed finite number of cells, not to bound each increment separately. In the proof, each cell has length less than \(\delta\), so the sum of all increments belonging to that cell is controlled by absolute continuity. The resulting bound is the number of cells times the chosen tolerance, uniformly over every original partition.

Why the Conclusion Matters

Absolute continuity gives two useful conclusions here: a finite global bound on all partition variation sums, and an ordinary derivative defined almost everywhere whose absolute value has finite Lebesgue integral. The derivative conclusion does not say that \(f'\) is bounded, as the power-function example shows. Nor does this tutorial assert that \(f\) can be recovered from \(f'\) by integrating; that is a stronger conclusion requiring a separate result.

Check Your Understanding

For each question, distinguish a bound on individual increments from a bound on their total variation sum.

  1. In the proof that absolute continuity implies bounded variation, why is the grid fixed before the arbitrary partition is considered?
  2. For \(f(x)=3x\) on \([0,1]\), compute \(V_0^1(f)\) and \(\int_0^1|f'(x)|\,dm(x)\).
  3. What standard differentiability result is applied after establishing \(f\in BV[a,b]\), and what hypothesis does it require?
  4. In the difference-quotient argument, why is Fatou's lemma applicable to \(q_{h_n}\)?
  5. Does the conclusion \(f'\in L^1(m)\) require \(f'\) to be bounded? Give the example from this tutorial that supports your answer.