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Sequences and Series Functions

The document discusses pointwise and uniform convergence of sequences of functions. It defines pointwise convergence as requiring the sequence of real numbers obtained by evaluating each function at a point x to converge to the limit function value at that point, for each x in the domain. Uniform convergence more strictly requires the convergence to be uniform over the entire domain, such that the maximum deviation over all x can be made arbitrarily small by choosing a large enough term in the sequence. Several examples are provided to illustrate the difference. The consequences of uniform convergence, such as preserving continuity of the limit function, are also discussed.

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Lata Sharma
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249 views

Sequences and Series Functions

The document discusses pointwise and uniform convergence of sequences of functions. It defines pointwise convergence as requiring the sequence of real numbers obtained by evaluating each function at a point x to converge to the limit function value at that point, for each x in the domain. Uniform convergence more strictly requires the convergence to be uniform over the entire domain, such that the maximum deviation over all x can be made arbitrarily small by choosing a large enough term in the sequence. Several examples are provided to illustrate the difference. The consequences of uniform convergence, such as preserving continuity of the limit function, are also discussed.

Uploaded by

Lata Sharma
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Real Analysis II

Chapter 9 Sequences and Series of Functions


9.1 Pointwise Convergence of Sequence of Functions
Denition 9.1 A Let {f
n
} be a sequence of functions dened on a set of real numbers E. We say that
{f
n
} converges pointwise to a function f on E for each x E, the sequence of real numbers {f
n
(x)}
converges to the number f(x). In other words, for each x E , we have
lim
x
f
n
(x) = f(x).
Example 1) Let
f
n
(x) = x
n
, x [0, 1]
and let
f(x) =
_
0 if 0 x < 1
1 if x = 1.
Then {f
n
} converges to f pointwise on [0, 1].
2) Let
g
n
(x) =
x
1 + nx
, x [0, ]
Then {g
n
} converges to g(x) = 0 pointwise on [0, ].
3) Let
h
n
(x) =
nx
1 + n
2
x
2
, x [0, ]
Then {h
n
} converges to h(x) = 0 pointwise on [0, ].
4) Let

n
(x) =
_
1 if x [n, n]
0 otherwise.
Then {
n
} converges to (x) = 1 pointwise on [, ].
Remark. Suppose {f
n
} converges pointwise to f on E. Then given > 0, and given x E, there exists
N = N(x, ) I, such that
|f
n
(x) f(x)| < , for all n N.
In general N depends on as well as x.
For example, consider the sequence of Example 1 above: f
(
x) = x
n
and f(x) = 0, (0 x < 1) and f(1) = 1.
If = 1/2, then, for each x [0, 1], there exists N such that
|f
n
(x) f(x)|
1
2
. for all (n N) ()
For x = 0 or x = 1 , then () holds with N = 1. For x = 3/4 = 0.75, () holds with N = 3 and for x = 0.9
we need N = 7.
We claim that there is no N for which () hold for all x [0, 1]. For if there is such an N, then for all
x [0, 1), (*) implies
x
n
<
1
2
.
In particular we would have
x
N
<
1
2
for all x [0, 1). Taking limit as x 1

we would have 1 1/2, which is a contradiction.


If g
n
is as given in Example 2 above :
g
n
(x) =
x
1 + nx
,
then we have
g
n
(x)
1
n
for all x [0, ) and hence for a given > 0 , any N with N > 1/ will imply that
|g
n
(x) 0| < for all n > N and for all x [0, ).
We leave to you to analyze the situations for the sequences in Examples 3 and 4 above.
9.2 Uniform Convergence of Sequence of Functions
Denition 9.2A Let {f
n
} be a sequence of functions on E. We say that {f
n
} converges uniformly to
f on E if for given > 0, there exists N = N(), depending on only, such that
|f
n
(x) f(x)| < for all n > N and for all x E.
If {f
n
} converges to f uniformly to f on E, we write
f
n
f uniformly on E.
Remark. 1) Unlike the pointwise converges, in the case of uniform convergence, we note N depends
only on and not on x.
2) If f
n
f uniformly on E, then f
n
f pointwise on E. The sequence f
n
(x) = x
n
on [0, 1] discussed in
Example 1 of the previous section shows that the converse of the above statement is not true.
Example The sequence
g
n
(x) =
x
1 + nx
converges uniformly to 0 on [0, ). It is a good exercise to show whether the sequences of Examples 3 and 4
of the previous section are uniformly convergent or not.
The following corollary is a restatement of the denition of uniform converges. It is useful to show that a
sequence is not uniformly convergent.
Corollary 9.2B The sequence {f
n
} does not converge uniformly to f on E if and only if there exists an
> 0 such that there is no N > 0 for which
|f
n
(x) f(x)|, for all n > N for all x E
holds.
Remark 1) If f
n
f uniformly on E and > 0, then there exists N > 0 such that for all n > N, the
entire graph of y = f
n
(x) lies between the graphs of y = f(x) and y = f(x) + .
2) If f
n
0 uniformly on E and > 0, then there exists N > 0 such that for all n > N and all x E,
|f
n
(x)| < . This implies that for all n > N,
sup
xE
|f
n
(x)| and hence lim
n
sup
xE
|f
n
(x)| .
Since > 0 is an arbitrary positive number, we conclude that
If f
n
0 uniformly on E, then lim
n
sup
xE
|f
n
(x)| = 0.
The converse is also true and the proof is an exercise.
Example For the sequence
h
n
(x) =
nx
1 + n
2
x
2
we have
sup
x[0,)
|h
n
(x)| h
n
_
1
n
_
=
1
2
and hence lim
n
sup
x[0,)
|h
n
(x)| = 0.
Thus {h
n
} does not converge uniformly to 0 on [0, ).
Theorem 9.2E
f
n
f uniformly on E if and only if lim
n
sup
xE
|f
n
(x) f(x)| = 0.
Theorem 9.2F (Cauchy Criterion for Uniform Convergence) A sequence {f
n
} converges uniformly
on E if and only if for a given > 0, there exists N > 0 such that for all n m > N and for all x E,
|f
n
(x) f
m
(x)| < .
Theorem 9.2G If {f
n
} is a sequence of continuous functions on a bounded and closed interval [a, b] and
{f
n
} converges pointwise to a continuous function f on [a, b], then f
n
f uniformly on [a, b].
9.3 Consequences of Uniform Convergence
Theorem 9.3A If f
n
f uniformly on [a, b], if f
n
are continuous at c [a, b], then f is continuous at c.
Corollary 9.3B If f
n
f uniformly on [a, b], if f
n
are continuous on [a, b], then f is continuous on [a, b].
Remark Does f
n
R[a, b] and f f pointwise on [a, b] imply that f R[a, b]? The answer is no. For
example, let
A = {r
1
, r
2
, r
3
, }
be the set of all rational numbers in [0, 1], and let
A
n
= {r
1
, r
2
, , r
n
}.
Let
n
be the characteristic function of A
n
and be the characteristic of A. Since
n
is discontinuous only at
a nite number of points (where ?), we see that
n
R[a, b]. On the other hand, is not continuouos at any
point in [0, 1] and hence R[a, b]. Clearly
n
on [0, 1] pointwise.
Theorem 9.3E If f
n
R[a, b] and if f
n
f uniformly on [a, b], then f R[a, b].
Remark In Theorems 9.3A and 9.3E, uniform convergence is sucient. The sequence h
n
(x) =
nx
1+n
2
x
2
for x [0, ), converges to the continuous function h(x) = 0. Recall that the converges is not uniform. The
sequence f
n
(x) = x
n
on [0, 1] can be used to show that uniform convergence is not necessary for theorem 9.3E
(explain).
Remark When does f
n
f imply
_
b
a
f
_
b
a
f? To answer this question, we consider the following
example. Let
f
n
(x) =
_

_
2n if
1
n
x
2
n
0 otherwise
Then
_
1
0
f
n
(x) dx =
_ 2
n
1
n
2ndx = 2n
_
2
n

1
n
_
= 2 and hence lim
n
_
1
0
f
n
(x) dx = 2.
On the other hand, for xed x [0, 1], we can choose an N so that x > 2/N and hence f
n
(x) = 0 for all n N.
Therefore
f
n
0 pointwise and hence
_
1
0
lim
n
f
n
(x) dx = 0.
Theorem 9.3G If f
n
R[a, b] and if f
n
f uniformly on [a, b], then
_
b
a
f
_
b
a
f.
Remark Let f
n
(x) =
x
n
n
on [0, 1] and let f(x) = 0. Then f
n
f uniformly but f

n
(1) = 1 while f

(1) = 0.
Thus
lim
n
f

n
(x) = f

(x)
does not hold at x = 1.
Theorem 9.3I If f

n
(x) exists for each n and each x [a, b], if f

n
is continuous on [a, b], if {f
n
} convegres
uniformly to f on [a, b], and if {f

n
} convegres uniformly to g on [a, b], then g = f

.
9.4 Convergence and Uniform Convergence of Series of Functions
Deniton 9.4A Let {u
n
} be a sequence of functions and let s
n
(x) =

n
k=1
u
k
(x) be the nth partial sum
of the inntie series

k=1
u
k
(x). We say

k=1
u
k
converges pointwise to f on E if s
n
f pointwise on E. In
this case we write

k=1
u
k
= f pointwise on E
Example Let u
k
= x
k
, 1 < x < 1 and let f(x)
x
1x
. Then

k=1
u
k
= f pointwise on (1, 1).
Deniton 9.4B We say that

k=1
u
k
converges to f uniformly on E if s
n
f uniformly on E. We write

k=1
u
k
= f uniformly on E
Theorem 9.4C If

k=1
u
k
= f uniformly on E, and if {u
k
} is continuous on E, then f is continuous on E.
Exnaple Let
u
n
(x) = x(1 x
n
), (0 x 1, n = 0, 1, 2, ), and let f(x) =
_
1, if 0 < x 1
0, if x = 0.
Then

u
n
= f pointwise on [0, 1].(Verify this) Clearly f is not continuous at x = 0 while u
n
is continuous
for each n.
Theorem 9.4E (Weierstrass M-Test) If {u
k
} is a sequence of continuous functions such that |u
k
(x)|
M
k
for all x E and if

M
k
is convergent, then

k=1
u
k
= f uniformly on E
Notation if {a
k
} and {b
k
} are two sequences, and if a
k
b
k
, we write

k=1
a
k
<<

k=1
b
k
Thus Weierstrass Theorem states that
if

k=1
u
k
<<

k=1
M
k
< , then, for some functionf,

k=1
u
k
= f uniformly on E
Example Since

n=1
sin(nx)
n
2
<<

n=1
1
n
2
< ,
WeierstrassTheorem implies that

n=1
sin(nx)
n
2
converges uniformly on R.
Theorem 9.4F If the power series

k=0
a
k
x
k
converges for x = x
0
(with x
0
= 0), then the power series
converges uniformly on [x
1
, x
1
] for any x
1
[0, |x
0
|].
Theorem 9.4G Let {u
k
} is a sequence of continouous nonnegative functions on [a, b] and if

k=0
u
k
convgres pointwise to a continuous function f on [a, b], then

k=1
u
k
= f uniformly on [a, b].
9.5 Integration and Dierentiation of Series of Functions
Theorem 9.5A Let {u
k
} be sequence of fucntions in R[a, b]. and suppose

k=1
u
k
= f uniformly on
[a, b]. Then f R[a, b] and
_
b
a
f(x) dx =
_
b
a
_

k=1
u
k
(x)
_
dx =

k=1
_
_
b
a
u
k
(x) dx
_
Theorem 9.5B If {u
k
} is dierentiable on [a, b], if {u

k
} is continuous on [a, b], if

u
k
= f uniformly,
and if

u

k
converges uniformly on [a, b], then

k=1
u

k
(x) = f

(x)
Example 1)
1 x + x
2
x
3
+ =
1
1 + x
uniformly on (0, 1)
implies that for any y (0, 1),
_
y
0
1dx
_
y
0
xdx +
_
y
0
x
2
dx
_
y
0
x
3
dx + =
_
y
0
1
1 + x
dx
from which we conclude that
y
y
2
2
+
y
3
3

y
4
4
+ = log(1 + y).
2)
1 + x + x
2
+ x
3
+ =
1
1 x
uniformly on (0, 1)
implies that for all x (1, 1),
1 + 2x + 3x
2
+ 4x
3
+ =
1
(1 x)
2
.
Theorem 9.5C If the power series

k=0
a
k
x
k
convegres to f(x) on [b, b] for some b > 0, then for any
x [b, b],
f

(x) =

k=1
ka
k
x
k1
.
Corollary 9.5D
If f(x) =

k=0
a
k
x
k
, then f
(n)
(x) =

k=n
k(k 1)(k 2) (k n + 1)a
k
x
kn
.
Example (A Continuous Nowhere Dierentiable Function)
Let f
0
(x) = the distance from x to the nearest integer. (Thus f
0
(0.45) = 0.45 and f
0
(3.67) = 0.33)
Dene f
k
(x) = f
k
(10
k
x) and
F(x) =

k=0
f
k
(x)
10
k
.
Then F is continouos everywhere and dierentiable nowhere.
Example Another example of everywhere continuous and nowhere dierentiable function is due to
Weierstrass and is given by
G(x) =

k=0
cos (3
n
x)
2
n
.

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