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On the space $BV:=BV(\mathbb R, [0,1])$ of $[0,1]$-valued functions on $\mathbb R$ that are of bounded variation equipped with the norm $$\Vert f-g\Vert_{BV} := \Vert f-g\Vert_{L_1}+V(f-g),$$ where $$V(h) = \sup\left\{\int h(x)\phi'(x)\operatorname dx : \text{$\phi\in\mathcal C_c^1(\mathbb R)$ with $\Vert\phi\Vert_{L_\infty}\leq 1$}\right\}.$$ I am given the nonlinear functional $$T(f) = \int (h\circ f)\operatorname df,$$ where $h$ is some continuous function. I have to show continuity of $T$:

Let $(f_n)_{n\in\mathbb N}$ be a sequence in $BV$ converging to some $f$ in $BV$. Then \begin{align*} \vert T(f_n) - T(f)\vert &= \left\vert \int (h\circ f_n)\operatorname df_n - \int (h\circ f)\operatorname df_n + \int (h\circ f)\operatorname df_n - \int (h\circ f)\operatorname df \right\vert \\ &\leq \left\vert \int (h\circ f_n - h\circ f)\operatorname df_n\right\vert + \left\vert \int h\circ f\operatorname d(f_n - f)\right\vert. \end{align*}

By assumption, $\Vert f_n - f \Vert_{BV}\rightarrow 0$. Due to the definition of the norm, I believe that this implies $\Vert f_n - f\Vert_{L_1}\rightarrow 0$ as well as $V(f_n - f)\rightarrow 0$. So for the first integral, \begin{align*}\left\vert \int (h\circ f)\operatorname d(f_n-f)\right \vert &\leq \int \vert h\circ f\vert \operatorname dV(f_n - f) \\&\leq \sup_{x\in\mathbb R}\vert (h\circ f)(x)\vert V(f_n-f) \\&\leq K\cdot V(f_n-f)\\&\rightarrow 0\end{align*} for some $K\geq 0$ since $f\leq 1$ and $h$ is a continuous function on a compact domain. For the second integral, $$\left\vert \int(h\circ f_n - h\circ f) \operatorname df_n\right\vert \leq \int \vert h\circ f_n - h\circ f\vert\operatorname df_n.$$ But I can't conclude the desired result from this inequalty: the integrator is $\operatorname df_n$ (instead of $\operatorname dx$), so I can't apply $\Vert f_n - f\Vert_{L_1}\rightarrow 0$.

I am also open for other approaches. If it's possible, I would like to work on $BV(\mathbb R,\mathbb R)$, i.e., no restriction of the codomain to a compact set, but I don't think it's possible.

Mittens
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  • Do we always have $T(f)=g(f(+\infty))-g(f(-\infty))$ where $g(x)=\int_0^xh$? – Liding Yao Jun 17 '24 at 16:21
  • I am not sure, but I suppose you suggest some kind of change of variables like $f =: y$, so $$\int_{-\infty}^{+\infty}h\circ f,\mathrm df = \int_{f(-\infty)}^{f(\infty)}h(y),\mathrm dy.$$Then $$\int_{f(-\infty)}^{f(+\infty)}h(y),\mathrm dy = \int_0^{f(+\infty)}h(y),\mathrm dy - \int_0^{f(-\infty)}h(y),\mathrm dy = g(f(+\infty)) - g(f(-\infty)).$$ Correct? But I think the change of variables only holds when $f$ is continuous. In my case, $f$ is not necessarily continuous (in fact, it is the poinwise average of left- and right-continuous version of a function). – Quertiopler Jun 17 '24 at 18:30
  • No it works as long as it's defined. Here $f'$ makes sense as a Borel measure (we usually call it $M(\Bbb R)$). And the multiplication $[(u,\mu)\mapsto u\cdot\mu]:C^0\times M\to M$ is bilinearly continuous. In this way you can approximate $f$ by $C^1$ functions $f_j$ and the limit $(h\circ f_j)*f_j'$ converges in $M$. – Liding Yao Jun 18 '24 at 03:51
  • Mind explaining that in a bit more detail? I'm not quite sure I get it. Thank you – Quertiopler Jun 18 '24 at 07:09
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    I didn't expect a bounty. But sure! – Liding Yao Jun 20 '24 at 05:27
  • I am very desperate, as I have another proof relying on the continuity of this operator. It's been a while since I attended a class in functional analysis, but the operator looked as if it would be continuous so I put all my hopes on continuity of this operator – Quertiopler Jun 20 '24 at 11:13
  • There a an ambiguity in the question: if you say "usual norm" well, there are two customarily used BV norm used on $\Bbb R^n$ when $n=1$. The first one is the classical BV norm defined as $$ \mathscr{TV}(f):=\sup \left{\sum\limits_{k=1}^N{\left|f(\xi_k)-f(\xi_{k-1})\right|}\right} $$ while the second one is the restriction to the one dimensional setting of the Tonelli-Cesari norm $$ \operatorname{TV}(f)= \sup \left{,\int\limits_{\mathbb{R}}f \phi^\prime \mathrm dx: \phi \in C_c^1(\mathbb{R})\text{ and } |\phi|_{L^{\infty}} \leq 1, \right} . $$ (continues in the following post...) – Daniele Tampieri Jun 20 '24 at 14:43
  • (continued from the previous post) $\mathscr{TV}(f)$ depends on every point value of $f$, while $\operatorname{TV}(f)$ depends only on the value assumed by $f$ outside a measure zero set: the kind of norm you consider influences the answer. – Daniele Tampieri Jun 20 '24 at 14:48
  • Thanks for your reply. I made it more clear in my question now. I thought that $\Vert f-g\Vert_{BV} := \Vert f-g\Vert_{L_1} + V(f-g)$ where $V$ is defined as your $TV$ was the standard norm on $BV$ (especially when working on the full real line $\mathbb R$) – Quertiopler Jun 20 '24 at 15:13
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    I realized my proof is incorrect so I temporarily delete it. At the discontinuous point how do you define the integral? Say $f(x)=x/|x|$, then what is $\int fdf$? I don't think it makes sense, although $\int f_\epsilon df_\epsilon$ always converges to $1$. – Liding Yao Jun 20 '24 at 18:01

1 Answers1

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The answer is that if we consider the particularization of the $n$-dimensional BV norm for $n=1$, i.e. $$\DeclareMathOperator{\Dm}{d\!} \Vert f\Vert_{BV} \triangleq \Vert f\Vert_{L_1}+\operatorname{TV}(f)\label{1}\tag{1} $$ where $\operatorname{TV}(f)$ is the Tonelli-Cesari total variation as given in the OP and in my comment, the operator $T(f)$ is discontinuous.
On the other hand, if we consider the classical $1$-dimensional BV norm $$ \Vert f\Vert_\mathscr{BV} \triangleq \Vert f\Vert_{L_1}+\operatorname{\mathscr{V}}(f)\label{2}\tag{2} $$ where $$ \operatorname{\mathscr{V}}(f)=\sup_{P \in \mathscr{P}} \sum_{i=0}^{n_{P}-1} | f(x_{i+1})-f(x_i) | $$ is the classical (or we may say Jordan) variation of $f$ and $\mathscr{P}$ is the set of finite partitions of $\Bbb R$, then $T(f)$ is continuous.

Proof of the discontinuity of $T(f)$ respect to $\Vert \cdot\Vert_{BV}$. Consider $f$ as the characteristic function of the open interval $]0, 1[$, i.e. $$ f(x) \triangleq\chi_{]0,1[}(x)= \begin{cases} 1 & x\in ]0,1[,\\ 0 & x\notin ]0,1[. \end{cases} $$ As we can easily prove, $f\in BV(\Bbb R, [0,1])$: now let's define a sequence $\{f_n\}_{n\in\Bbb N_{>0}}\subsetneq BV(\Bbb R, [0,1])$ converging to $f$ as $$ f_n(x)\triangleq \begin{cases} \varphi_n\ast f(x) = \displaystyle\int\limits_{\Bbb R}\varphi_n(x-y)f(y)\Dm y = \int\limits_0^1\varphi_n(x-y)\Dm y &x\neq 0,\\ 1-\frac{1}{2}\sin\frac{1}{n} & x=0. \end{cases} $$ where $\varphi_n(x)$ is any sequence of $C^\infty_0$ mollifiers converging to the Dirac measure as $n\to\infty$: note that also $f_n(x)\to f(x)$ pointwise for all $x\in\Bbb R\setminus\{0\}$, while for $x=0$ the pointwise limit does not exist due to the rapid oscillations of the function sequence at that point.
Now it's easy to see that $$ \Dm f = \delta(0)-\delta(1) = \lim_{n\to\infty} \Dm f_n\;\text{ in the space of Radon measures }\;\mathcal{M}(\Bbb R).\label{3}\tag{3} $$ and while this implies that $$ \int (h\circ f) \Dm f = h\circ f(0) - h\circ f(1) =h(0)-h(0)=0 $$ it also implies that $T(f_n)\nrightarrow 0$ as $n\to\infty$ since for a sufficiently large $n$ we have that $$ \begin{split} T(f_n) &= \int (h\circ f_n) \Dm f_n = \int\limits_{\Bbb R} (h\circ f_n) \Dm f_n \\ & = \int\limits_{\Bbb R} (h\circ f_n) \Dm f_n + h \circ f_n(0) - h \circ f_n(1) - h \circ f_n(0) + h \circ f_n(1)\\ & = h \circ f_n(0) - h \circ f_n(1) \\ & \qquad\qquad+ \int\limits_{-\infty}^{+\frac 12} \big(h\circ f_n- h \circ f_n|_{x=0}\big) \Dm f_n + \int\limits_{1\over 2}^{+\infty} \big(h \circ f_n - h\circ f_n|_{x=1}\big) \Dm f_n\\ & = h \left(1-\frac{1}{2}\sin\frac{1}{n} \right) - h \circ f_n(1)\\ & \qquad\qquad + \int\limits_{-\infty}^{+\frac 12} \big(h\circ f_n- h \circ f_n|_{x=0}\big) \Dm f_n + \int\limits_{1\over 2}^{+\infty} \big(h \circ f_n - h\circ f_n|_{x=1}\big) \Dm f_n \end{split}\label{4}\tag{4} $$ Now while the last three terms on the right side converge to a limit for $n\to\infty$, precisely $$ \begin{align} \lim_{n\to\infty} & h \circ f_n(1) = h(0), \\ \lim_{n\to\infty} & \int\limits_{-\infty}^{+\frac 12} \big(h\circ f_n- h \circ f_n|_{x=0}\big) \Dm f_n = 0, \\ \lim_{n\to\infty} & \int\limits_{1\over 2}^{+\infty} \big(h \circ f_n - h\circ f_n|_{x=1} \big) \Dm f_n = 0 \end{align} $$ the first term, i.e. $h \left(1-\frac{1}{2}\sin\frac{1}{n} \right)$ does not, thus $\vert T(f_n) - T(f)\vert \nrightarrow 0$ for $n\to\infty$ and the functional $T:{BV}(\Bbb R, [0,1]) \to \Bbb R$ is not continuous respect to the topology of ${BV}(\Bbb R, [0,1])$.

Proof of the continuity of $T(f)$ respect to $\Vert \cdot \Vert_\mathscr{BV}$. This is simply a consequence of the fact that $\Vert \cdot \Vert_\mathscr{BV}$ forces any converging sequence in the corresponding Banach space $\mathscr{BV}(\Bbb R, [0,1])$ to converge also pointwisely.

Final notes.

  • In the development above, for the sake of clarity I've adopted some non standard notations: precisely in the literature $\mathscr{V}(f)$ is $V(f)$ and we speak of BV spaces with norm $\|\cdot\|_{BV}$ defined by \eqref{1} or \eqref{2}, leaving to the analysis of the context the understanding of what of the two is effectively used.
  • The problem (as in this Q&A) is exactly the one also pointed out by Liding Yao in his comment: $ \{f_n\}_{n\in\Bbb N_{>0}}$ should be pointwise known on the support of the singular part of the Radon measure defined by its limit $f$, and this cannot be guaranteed if you are working in BV.
  • Perhaps a clearer explanation of the passages of why relations \eqref{3} and \eqref{4} hold is needed. These equations are consequences of the fact that $\{\varphi_n\}_{n\in}\subsetneq C_o^\infty(\Bbb R)$ is a sequence of smooth mollifiers.
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    Thank you for your detailed answer. You are absolutely right: I need to specify the function on the singular parts. This made me realize that there is a deeper issue with my proof (as pointed out in one of the comments, continuity of the operator is crucial for another part of the proof). In particular, your counter example demonstrates that my current approach is flawed. I have to rethink my current approach. – Quertiopler Jun 24 '24 at 22:29
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    @Quertiopler I hope you'll succeed in changing your approach in order to successfully reach the result you are looking for. In general, when $n=1$ analysis on singular sets is more or less easily performed, while in dimension $n>1$ things are usually harder and as a rule the consideration of properties which are true almost everywhere (i.e. outside zero measure sets) was introduced by Lebesgue in order to ease these tasks. – Daniele Tampieri Jun 25 '24 at 07:28