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I know there is a theorem saying if $f$ defined on $[a,b]$ is of bounded variation, then it is differentiable on $(a,b)$ a.e and $f'$ is integrable over $[a,b]$.

I wonder whether the converse is true, say, if $f$ defined on $[a,b]$ is differentiable on $(a,b)$ a.e and $f'$ is integrable, must $f$ have bounded variation?

In fact, I run into such concrete question: $ f=x^\alpha \text{sin}\left(\frac{1}{x^\beta}\right) \text{ for $x\in(0,1]$} $ and $f(0)=0$. The hint says that we can prove that when $\alpha > \beta$, $f$ is of bounded variation by showing $f'$ is integrable.

So here comes my question above, is such argument true?

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    @d$i$d =.=....mistake..sorry.2012-05-30

2 Answers 2

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Rudin, "Real & Complex Analysis", Theorem 7.21: If $f \in L^1[a,b]$ is differentiable at every point, then $f(x) - f(a) = \int_a^x f'(t) dt$.

Now consider $\psi_+(x) = \int_a^x \max(f'(t),0)\; dt$, $\psi_-(x) = \int_a^x \min(f'(t),0)\; dt$. Both are monotonic, hence of bounded variation. It follows that $f(x) = f(a)+\psi_+(x)+\psi_-(x)$ has bounded variation.

Note: To apply Rudin's theorem, $f$ must be differentiable everywhere, not just a.e.

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    Thank you. BTW, do you know where can I find the proof of the formula in DonAntonio's answer?2012-05-30
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We know, under the conditions in your problem, that the total variation of $f$ is given by $V_a^b(f)=\int_a^b|f'(x)|dx$ and since you're given $f'$ integrable then yes: $f$ is of b.v.

Added to the OP's request:

1) Under the condition of your question, in any subinterval $\,[\alpha,\beta]\subset [a,b]\,$, we have that for some $\,c\in (\alpha,\beta)\,,\,f(\beta)-f(\alpha)=f'(c)(\beta-\alpha)$

2) If $\,\mathcal P:=\{a=x_1 is a partition of $\,[a,b]\,$, then the total variation of $f$ on this interval is defined to be $V_a^b(f):=\sup_{\mathcal P}\sum_{k=1}^{n_p-1}\left|f(x_{i+1}-f(x_i)\right|$

3) Can you see now from where the integral of $f'$ comes?

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    Got it, thank you very much!2012-05-31