18.

100A: Complete Lecture Notes

Lecture 25:
Power Series and the Weierstrass Approximation Theorem

Last time, we asked three questions about interchanging limits:

Question 1. Hence, we ask three questions about interchanging limits:
1. If fn : S → R, fn continuous and fn → f pointwise or uniform, then is f continuous?

2. If fn : [a, b] → R, fn differentiable, and fn → f with fn0 → g, then is f differentiable and does g = f 0 ?

3. If fn : [a, b] → R, with fn and f continuous such that fn → f , then does

Z b Z b
fn = f?
a a

The answer to the above questions are all no, if the convergence is pointwise as seen by the following coun-
terexamples:

0 x ∈ [0, 1)
1. Let fn (x) = xn on [0, 1] is continuous ∀n. As we noted earlier, fn (x) → f (x) = . Notice that
1 x = 1
f is not continuous.
xn+1
2. Let fn (x) = n+1 on [0, 1]. Then, fn → 0 pointwise on [0, 1]. However,

0 x ∈ [0, 1)
fn0 (x) → g(x) = .
1 x = 1

Thus, g(x) 6= (0)0 = 0 at x = 1.

3. Consider the functions   1



4n2 x x ∈ 0, 2n
  1 1
fn (x) = 4n − 4n2 x x ∈ 2n ,n


x ∈ n1 , 1

0  

as described in the previous lecture. Then, fn (x) → 0 pointwise on [0,1] as we showed last time. However,
Z 1 Z 1
1 1
fn = (base)(height) = · 2n = 1 6→ 0 = 0.
0 2 2n 0

We now prove that the answer to the three questions above is yes if convergence is uniform.

Theorem 2
If fn : S → R is continuous for all n, f : S → R, and fn → f uniformly, then f is continuous.

Proof : Let c ∈ S and let  > 0. Since fn → f uniformly, ∃M ∈ N such that ∀n ≥ M , ∀y ∈ S,


|fn (y) − f (y)| < .
3

1
Since fM : S → R is continuous, ∃δ0 > 0 such that ∀|x − c| < δ0 ,

|fM (x) − fM (c)| < .
3
Choose δ = δ0 . If |x − c| < δ, then

|f (x) − f (c)| ≤ |f (x) + fM (x)| + |fM (c) − f (c)| + |fM (x) − fM (c)|
  
< + + = .
3 3 3

Theorem 3
If fn : [a, b] → R is continuous for all n, f : [a, b] → R and fn → f uniformly, then
Z b Z b
fn → f.
a a

Proof : Let  > 0. Since fn → f uniform, ∃M0 ∈ N such that ∀n ≥ M0 , ∀x ∈ [a, b],

|fn (x) − f (x)| < .
b−a
Then, for all n ≥ M = M0 , we have
Z b Z b Z b Z b

fn − f ≤ |fn − f | < = .
a a a a b−a

Remark 4. Notationally, this states that

Z b Z b Z b
lim fn = lim fn = f.
n→∞ a a n→∞ a

Theorem 5
If fn : [a, b] → R is continuously differentiable, f : [a, b] → R, g : [a, b] → R, and

fn → f pointwise,
fn0 → g uniformly,

then f is continuously differentiable and g = f 0 .

Proof : By the FTC, ∀n∀x ∈ [a, b], Z x

fn (x) − fn (a) = fn0 .
a
Thus, by the previous two theorems,

f (x) − f (a) = lim (fn (x) − fn (a))

n→∞
Z x
= lim fn0
n→∞ a
Z x
= g.
a

2
 Rx Rx
Therefore, f (x) = f (a) + a g. Thus, by the FTC, f is differentiable and f 0 = ( a g)0 = g.
We now return back to our study of power series, answering some questions we asked at the beginning of Lecture
23.

Theorem 6
P∞ P∞
Let j=0 aj (x − x0 )j be a power series of radius of convergence p ∈ (0, ∞]. Then, ∀r ∈ (0, p), j=0 aj (x − x0 )j
converges uniformly on [x0 − r, x0 + r].

Proof : Let r ∈ [0, p). Then, ∀j ∈ N ∪ {0}, ∀x ∈ [x0 − r, x0 + r],

|aj (x − x0 )j | ≤ |aj |rj =: Mj .

Now, 
r p<∞
1/j p
lim j → ∞Mj = lim |aj |1/j r =
j→∞ 0 p=∞

since p−1 = limj→∞ |aj |1/j . Since r < p, we have

∞
1/j
X
lim Mj < 1 =⇒ Mj converges.
j→∞
j=0

P∞
By the Weierstrass M-test, it follows that j=0 aj (x − x0 )j converges uniformly on [x0 − r, x0 + r].

Theorem 7
P∞
Let j=0 aj (x − x0 )j be a power series with radius of convergence p ∈ (0, ∞]. Then,
P∞
1. ∀c ∈ (x0 − p, x0 + p), j=0 aj (x − x0 )j is differentiable at c and
∞ ∞
d X X
aj (x − x0 )j = jaj (x − x0 )j−1 .
dx j=0 j=0

2. ∀a, b such that x0 − p < a < b < x0 + p,

∞
bX ∞
(b − x0 )j+1 (a − x0 )j+1
Z X  
j
aJ (x − x0 ) dx = aj − .
a j=0 j=0
j+1 j+1

Remark 8. Since
 (j+1)/j
lim ((j + 1)|aj+1 |)1/j = lim ((j + 1)|aj+1 |1/(j+1) = lim |ak |1/k = p,
j→∞ j→∞ k→∞

aj (x − x0 )j is infinitely differentiable and

P
1. implies

dk X
 
j
k!ak = aj (x − x0 ) .
dxk x=x0

Weierstrass Approximation Theorem

Remark 9. This theorem essentially states: "Every continuous function on [a, b] is almost a polynomial."

3
 Theorem 10 (Weierstrass Approximation Theorem)
If f ∈ C([a, b]), there exists a sequence of polynomials {Pn } such that

Pn → f uniformly on [a, b].

The idea of the proof is to choose a suitable sequence of polynomials {Qn }n such that Qn behaves like a ‘Dirac
R1
delta function’ as nto∞. Then, the sequence of polynomials Pn (x) = 0 Qn (x − t)f (t) dt converges to f (x) as
n → ∞. We will prove this momentarily, but first we need to do the ground work.
Notice that we only need to consider a = 0 and b = 1, with f (0) = f (1) = 0. If we prove this case, then for a
general f˜ ∈ C([0, 1]), ∃ a sequence of polynomials

Pn (x) → f˜(x) − f˜(0) − x(f˜(1) − f˜(0)) uniformly.

Hence,
P̃n (x) = Pn (x) + f˜(0) + x(f˜(1) − f˜(0)) → f˜(x) uniformly.

Theorem 11
R1
Let cn := ( −1 (1 − x2 )n dx)−1 > 0, and let

Qn (x) = cn (1 − x2 )n .

Then,
R1
1. ∀n, −1
Qn = 1.

2. ∀n, Qn (x) ≥ 0 on [−1, 1], and

3. ∀δ ∈ (0, 1), Qn → 0 uniformly on δ ≤ |x| ≤ 1.

Before we prove this, here is a picture of Qn :

Proof :
2. Immediately clear.
R1 R1
1. −1 Qn = cn −1 (1 − x2 )n dx = 1 by definition of cn .

3. We first estimate cn . We have for all n ∈ N and ∀x ∈ [−1, 1],

(1 − x2 )n ≥ 1 − nx2 .

We proved this way earlier in the course by induction, but it also follows from the calculus we have proven as

g(x) = (1 − x2 )n − (1 − nx2 )

4
 satisfies g(0) = 0, and
g 0 (x) = n · 2x(1 − (1 − x2 )n−1 ) ≥ 0

in [0,1]. Thus, g(x) ≥ 0 by the MVT.

Then,
Z 1
1
= (1 − x2 )n dx
cn −1
Z 1
=2 (1 − x2 )n dx
0
√
Z 1/ n
>2 (1 − x2 )n dx
0
√
Z 1/ n
≥2 (1 − nx2 ) dx
0 
1 n
= 2 √ − · n−3/2
n 3
4√ √
= n > n.
3
√
Therefore, cn < n.
√
Let δ > 0. We note limn→∞ n(1 − δ 2 )n = 0. Then,
√
lim ( n(1 − δ 2 )n )1/n = lim (n1/n )1/2 (1 − δ 2 )
n→∞ n→∞

= 1 − δ 2 < 1.

Therefore,
√
lim n(1 − δ 2 )n = 0.
n→∞

Let  > 0, and choose M ∈ N such that for all n ≥ M ,

√
n(1 − δ 2 )n < .

Then, ∀n ≥ M and ∀δ ≤ |x| ≤ 1,

√ √
|cn (1 − x2 )n | < n(1 − x2 )n ≤ n(1 − δ 2 )n < .

We now prove the Weierstrass Approximation Theorem.

Proof : Suppose f ∈ C([0, 1]), f (0) = f (1) = 0. We extend f to an element of C(R) by setting f (x) = 0 for all
x∈
/ [0, 1]. We furthermore define
Z 1
Pn (x) = f (t)Qn (t − x) dt
0
Z 1
= f (t)cn (1 − (t − x)2 )n dt.
0

Note that Pn (x) is in fact a polynomial.

5
 Furthermore, observe that for x ∈ [0, 1],
Z 1
Pn (x) = f (t)Qn (t − x) dt
0
Z 1−x
= f (x + t)Qn (t) dt
−x
Z 1
= f (x + t)Qn (t) dt.
−1

The second equality is true by a change of variable, and the last equality is true as f (x + t) = 0 for t ∈
/ [−x, 1 − x].
We now prove Pn → f uniformly on [0, 1]. Let  > 0. Since f is uniformly continuous on [0, 1], ∃δ > 0 such
that ∀|x − y| ≤ δ, |f (x) − f (y)| < 2 . Let C = sup{f (x) | x ∈ [0, 1]}, which exists by the Min/Max theorem i.e. the
EVT. Choose M ∈ N such that ∀n ≥ M ,
√ 
n(1 − δ 2 )n < .
8C
Thus, ∀n ≥ M, ∀x ∈ [0, 1], by the previous theorem,
Z 1
|Pn (x) − f (x)| = (f (x − t) − f (t))Qn (t) dt
−1
Z 1
≤ |f (x − t) − f (x)|Qn (t) dt
Z−1 Z
≤ |f (x − t) − f (x)|Qn (t) dt + |f (x − t) − f (x)|Qn (t) dt
|t|≤δ δ≤|t|≤1
√
Z Z

≤ Qn (t) dt + n(1 − δ 2 )n 2C
2 |t|≤δ kδ|≤|t|≤1
 √
< + 4C n(1 − δ 2 )n
2
 
< + = .
2 2

In the last minute of the course, Casey Rodriguez stated: "This was quite an experience; teaching to an empty
room. I hope you did get something out of this class. Unfortunately I wasn’t able to meet a lot of you, and that’s
one of the best parts of teaching...."

6
MIT OpenCourseWare
https://ocw.mit.edu

18.100A / 18.1001 Real Analysis

Fall 2020

For information about citing these materials or our Terms of Use, visit: https://ocw.mit.edu/terms.