Sequence and Series of function

Pointwise Convergence and Uniform Convergence

Pointwise Convergence
Definition of pointwise convergence:
A sequence of functions f1 , f2 , … , fn , … : E → ℝ (where E is a subset of ℝ is said to be
converges pointwise on E to function f: E → ℝ if and only if

lim 𝑓𝑛 (𝑥) = 𝑓 𝑥 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ E

n→∞
∞
Similarly a series of function k=1 fk (x) converges pointwise to S(x) on E if and
only if
𝑛

lim 𝑓𝑘 𝑥 = 𝑆 𝑥 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ E

n→∞
𝑘=1

Example 1 (Pointwise Convergence of sequence of functions)

Let two sequences of functions fn , g n : [0,1] → ℝ be defined as
x
fn x = en and g n x = x n

Show that f, g both converge pointwise on [0,1]

Solution:
For f x , note that
𝑥
lim 𝑓𝑛 (𝑥) = lim 𝑒 𝑛 = 𝑒 0 = 1 𝑓𝑜𝑟 𝑥 ∈ [0,1]
n→∞ n→∞

Thus fn (x) converges pointwise to f x = 1

For g(x)
By taking limit n → ∞, we have
lim 𝑥 𝑛 = 0 𝑖𝑓 𝑥 ∈ [0,1)
𝑛 n→∞
lim 𝑔𝑛 (𝑥) = lim 𝑥 =
n→∞ n→∞ lim 1𝑛 = lim 1 = 1 𝑖𝑓 𝑥 = 1
n→∞ n→∞

1 if x = 1
Thus g n (x) converges pointwise to g(x) =
0 if x ∈ [0,1)
Example 2 (Pointwise Convergence of series of functions)
Discuss the pointwise convergence of series of functions
∞
n2
xn
n=1

on (0, ∞)
Solution:
By applying root test (or ratio test if you wish), we have
𝑛
𝑛
𝑛 n2 𝑛2 1
lim 𝑎𝑛 = lim = lim = for x ∈ (0, ∞)
n→∞ n→∞ x n n→∞ 𝑥 𝑥

1 1
We see the series converges (absolutely) if < 1 ⇔ 𝑥 > 1 and diverges if >1⇔𝑥<
x x

1
1. Now it remains to check the case = 1 ⇔ x = 1 (which root test does not give any
x

conclusion). For x = 1, the series become

∞

n2
n=1

Which clearly diverges by term test (as limn→∞ 𝑛2 = +∞, thus when x > 1 (or
x ∈ (1, ∞)), the series converges pointwise.
(*Note: In the above example (1, ∞) is also called domain of convergence)
Example 3
Discuss the pointwise convergence of series of functions
∞
e2n
1+ x−1 n
n=1

Solution:
By applying root test (or ratio test) again, we have

𝑛
𝑛 e2n 𝑒2 𝑒2
lim 𝑎𝑛 = lim n
= lim = for x ∈ (0, ∞)
n→∞ n→∞ 1+ x−1 n→∞ 1 + |𝑥 − 1| 1 + |𝑥 − 1|

𝑒2
Hence the series converges if < 1 ⇔ 𝑥 − 1 > 𝑒 2 − 1 ⇔ x > e2 or x < 2 − e2
1+|𝑥−1|

𝑒2
and diverges if > 1 ⇔ 𝑥 − 1 < 𝑒 2 − 1 ⇔ 2 − e2 < 𝑥 < e2
1+|𝑥−1|

𝑒2
It remains to check the case = 1 ⇔ 𝑥 = 2 − 𝑒 2 and x = e2
1+|𝑥−1|

For x = 2 − e2 , both series become ∞n=1 1 which clearly diverges.

2 ∞
For x = e , both series become n=1 1 which clearly diverges.
Hence the domain of convergence of this series is
x < 2 − e2 and x > e2 (or x ∈ −∞, 2 − e2 ∪ (e2 , ∞))
 ∞ n
In case when the series is a power series (i.e. n=1 a n x−c for some constant
an ∈ ℝ. Then one may have the following fact:
Given a power series ∞ n
n=0 a n x − c , the domain of convergence of the series is an
non-empty interval (E) which E ⊆ [c − R + c + R] where R is so called radius of
convergence of the series

Example 4
Find the domain of convergence and radius of convergence of the power series
∞
n3
(𝑥 − 1)𝑛
3n
n=1

Solution:
We can apply root test
𝑛 𝑛 3
𝑛 𝑛3 𝑛 𝑥−1
lim 𝑎𝑛 = lim 𝑥 − 1 = lim 𝑥−1 =
n→∞ 𝑛 →∞ 3 𝑛 →∞ 3 3
x−1
The series converges when < 1 → x − 1 < 3 → −2 < 𝑥 < 4
3

x−1
The series diverges when > 1 → x − 1 > 3 → 𝑥 < −2 𝑎𝑛𝑑 𝑥 > 4
3

3
∞ n ∞
At x = −2, the series become n=1 3n (−3)𝑛 = n=1 −1 n n3 which diverges

3
∞ n ∞
At x = 4, the series become n=1 3n (3)𝑛 = n=1 n
3
which diverges

Hence the domain of convergence is (−2,4) which c = 1, the radius of convergence

R = 3.

Example 5
Find the domain of convergence and radius of convergence of the following power
series
∞
2n n
x
n!
n=1

Solution:
Since the terms involves factorial, instead of using root test, it may better for us to use
ratio test

2𝑛 +1 𝑥 𝑛+1
𝑎𝑛+1 𝑛+1 ! 2𝑥
lim = lim 𝑛 𝑛 = lim =0<1
n→∞ 𝑎𝑛 n→∞ 2 𝑥 𝑛→∞ 𝑛 + 1
𝑛!

So the series converges for all x ∈ 𝐑, the domain of convergence is (−∞, ∞) and
R=∞
Uniform Convergence
Besides pointwise convergence, next we would like to introduce another type of
convergence which is called uniform convergence. It allows us to do some operations like
∞ ∞

lim 𝑓𝑛 (𝑥) = lim 𝑓𝑛 (𝑥)

x→a 𝑥→𝑎
𝑛=1 𝑛 =1

b ∞ ∞ b
fn (x) dx = fn x dx
a n=1 n=1 a

∞ ∞
d d
fn (x) = f (x)
dx dx n
n=1 n=1

Definition: (Uniform Convergence of Function)

Given a sequence of function fn : E → ℝ, we say fn converges uniformly to f iff

lim sup 𝑓𝑛 𝑥 − 𝑓 𝑥 =0
n→∞ x∈E

In other word, supx∈E 𝑓𝑛 𝑥 − 𝑓 𝑥 → 0 as n → ∞

(Note: supx∈E 𝑔(𝑥) is called sup-norm of g(x) on E)

Definition: (Uniform Convergence of Series of Function)

∞
Let g n : E → ℝ be a sequence of functions, we say the series k=1 g k (x) converges
n
uniformly to function S(x) on E iff the partial sum Sn x = k=1 g k (x) converges
uniformly to S(x) on E

Example 6 (Example 1 revisited)

Discuss the uniform convergence of
x
fn x = en and g n x = x n

on [0,1]
Solution:
For 𝐟𝐧 (𝐱)
(Step 1: Find the Limit)
From example 1, we see the limit is f x = limn→∞ 𝑓𝑛 (𝑥) = 1
(Step 2: Compute sup-norm)
𝑥 𝑥 1
sup 𝑓𝑛 𝑥 − 𝑓 𝑥 = sup 𝑒 𝑛 − 1 = sup (𝑒 𝑛 − 1) = 𝑒 𝑛 − 1
x∈[0,1] x∈ 0,1 x∈ 0,1

Then
1
lim sup 𝑓𝑛 𝑥 − 𝑓 𝑥 = lim (𝑒 𝑛 − 1) = 0
n→∞ x∈E 𝑛→∞

Thus the function is uniformly convergent on [0,1]

For 𝐠 𝐧 (𝐱)
(Step 1: Find the limit)
1 if x = 1
From example 1, we see that the limit is g x = limn→∞ 𝑔𝑛 (𝑥) =
0 if x ∈ [0,1)
(Step 2: Compute sup-norm)
x n − 1 = 1n − 1 = 0 for x = 1
Note that g n x − g x =
xn − 0 = xn for x ∈ [0,1)
Then

sup g n x − g x = sup sup 𝑥 𝑛 , 0 = sup 1,0 = 1

x∈ 0,1 𝑥∈ 0,1

⇒ lim sup 𝑓𝑛 𝑥 − 𝑓 𝑥 = lim 1 = 1 ≠ 0

n→∞ x∈E 𝑛→∞

The function is not uniformly convergent on [0,1]

Remark: (Pointwise Convergence v.s. Uniformly Convergence)

These two convergences looks similar but there is a big fundamental difference:
Pointwise convergence only require for every x ∈ E, fn x converges to f(x), but the
“speed” of convergence can be varied among different points. Some points may converge
faster and some points may converge slower.
But uniform convergence also requires the “speed” of convergence is “similar” among all
points besides pointwise convergent so that the property of functions can be preserved
when taking limit. (For example: limit of continuous function is continuous, limit of
integrable function is integrable)

Let consider the two functions in Example 6, by plotting their graphs out, we can see

x
1. fn x = en f x = limn→∞ 𝑓𝑛 (𝑥) = 1

f1 = ex

x
f2 = e2
…
x
fn = en

0 1 0 1
Continuous Continuous

Fig 1: Graph of fn (x) (converges uniformly on [0,1]

 1 if x = 1
2. g n x = x n g x = limn→∞ 𝑔𝑛 (𝑥) =
0 if x ∈ [0,1)

g1 = x 1

g2 = x2
…
gn = xn

0 1 0 1
Continuous Not Continuous

Fig 2: Graph of g n (x) (does not converges uniformly on [0,1]

From the above two examples, we see if fn (x) converges in similar speed, then the
continuity of fn can be preserved (in (1)). However if g n (x) converges very fast at some
points and converges very slow in some points (say (2)). Then the property of g n (x) may
be “destroyed” at n → ∞.
L-test (for sequence of functions)
Let fn : E → R be sequences of functions on set E, suppose
1) limn→∞ 𝑓𝑛 (𝑥) = 𝑓(𝑥) (Pointwise Limit)
2) For each n = 1,2,3, … there is constant Ln such that
fn x − f x ≤ Ln for all x ∈ E
3) limn→∞ 𝐿𝑛 = 0
Then fn (x) converges uniformly to f(x)

Example 7
Show that the following sequence of functions
sinnx
fn x =
1 + nx
converges uniformly on [c, ∞) where c is a positive number.
(Step 1: Find the limit first)
For any x ∈ [c, ∞), we have
sin⁡
(nx)
f x = lim 𝑓𝑛 (𝑥) = lim = 0 (Since 1 + nx → ∞)
n→∞ n→∞ 1 + nx

(Step 2: Compute the sup-norm)

𝑠𝑖𝑛𝑛𝑥 1 1
0 ≤ 𝑓𝑛 𝑥 − 𝑓 𝑥 = ≤ ≤ = 𝐿𝑛 … . . . 𝑓𝑜𝑟 𝑥 ∈ [𝑐, ∞)
1 + 𝑛𝑥 1 + 𝑛𝑥 1 + 𝑛𝑐
1
Note that limn→∞ 1+𝑛𝑐 = 0,

By L-test, fn (x) converges uniformly on [c, ∞).

In the following, there are some suggested exercises, you should try to do them in order
to understand the material. If you have any questions about them, you are welcome to
find me during office hours. You are also welcome to submit your work (complete or
incomplete) to me and I can give some comments to your work.
Exercise 0
Determine whether the following statements are true or not. Give a brief explanation.
(e.g. proof, provide counter-examples etc.)
*In the following problems, let fn (x) be a sequence of functions on E

a) If fn (x) converges uniformly to f(x) on E, then fn (x) converges pointwise to f(x)

on E
b) If fn (x) converges pointwise to f(x) on E, then fn (x) converges uniformly on E.

c) Given a series of functions ∞

n=1 fn (x), then its domain of convergence MUST be an
interval.
d) The domain of convergence of power series is always an interval WITH BOTH
ENDPOINTS.
e) The domain of convergence of power series is always an interval WITHOUT BOTH
ENDPOINTS.
f) Given a sequence of continuous functions fn (x) on E, then f x = limn→∞ 𝑓𝑛 (𝑥) is
also continuous on E
g) Given a sequence of integrable functions g n (x) on E, then g x = limn→∞ 𝑔𝑛 (𝑥) is
also integrable on E.
Answer:
a) is true and b), c), d), e), f), g) are all false.

(Hint: To disprove g), consider the following counter-example:

ℚ (set of rational numbers) is countable, let ℚ = {r1 , r2 , r3 , … . }, construct g n (x) as
1 if x = r1 , r2 , … rn
gn x =
0 otherwise
1 if x ∈ ℚ
then g x = lim 𝑔𝑛 (𝑥) =
n→∞ 0 otherwise
One can show g n is Riemann integrable and g(x) is not integrable.

Exercise 1
Find the domain of convergence of following series of functions
∞
a) n=1 −1 n xe−nx
∞ 1
b) n=1 1+ x−1 + x−2 n
Exercise 2
Find the domain of convergence and radius of convergence for the following power series
∞ n x−1 n
a) n=1 n+1 n+2

∞ 1 n
b) n=1 1−n xn

n 2
∞ 2 n 𝑛
c) n=1 3n 𝑥+1

Exercise 3
1
a) Show that the sequence of functions fn x = nx +1 converges pointwise but not

converge uniformly on (0,1).

x
b) Show that the sequence of functions g n x = nx +1 converges uniformly on (0,1)

Exercise 4
Show that if 𝑓𝑛 and 𝑔𝑛 converges uniformly to 𝑓, 𝑔 respectively on a set E, then
𝑓𝑛 + 𝑔𝑛 converges uniformly on E.

Exercise 5
a) Show that if 𝑓𝑛 and 𝑔𝑛 are bounded and converges uniformly to 𝑓, 𝑔 respectively
on a set E, then 𝑓𝑛 𝑔𝑛 converges uniformly on E.
(Hint: Note that fn g n − fg = fn g n − fn g + fn g − fg)

b) Is the statement still true if the condition “𝑓𝑛 and 𝑔𝑛 are bounded” is omitted.

Exercise 6
Show that the following sequences of functions on indicated intervals.
x
a) fn x = 1 2 on x ∈ [1, ∞)
1+ nx 3 3 + 𝑛𝑥 3 3

n2x
b) fn x = 1+n 3 x 2 on x ∈ ℝ

(Hint: Use Calculus!)

 WEIERSTRASS M -TEST

Our goal is to prove the following result:

Weierstrass M -Test. Let ∞
P
n=1 fn be a seriesP of real-valued functions on a subset A of R.
Suppose that there exists a convergent series ∞ n=1 Mn ofP nonnegative real numbers such
that for all n ∈ N and x ∈ A we have |fn (x)| ≤ Mn . Then ∞ n=1 fn converges uniformly.

Proof of Weierstrass M -Test. Let  > 0. Since ∞

P
n=1 Mn converges, is is Cauchy, so we can
choose k ∈ N such that for all l ≥ j ≥ k we have ln=j Mn < . Then for all l ≥ j ≥ k and
P
x ∈ A we have  l  l
X  X

 fn (x) ≤
 |fn (x)| < .
n=j n=j
Thus ∞
P
n=1 fn satisfies the Uniform Cauchy Criterion, hence converges uniformly. QED