co

Generalities
Pointwise convergence and uniform convergence of sequences of functions
Properties of uniform convergence

Mathematical analysis 2

n
Chapter 4 : Sequences and Series of functions
Part 1: Sequences of functions

te R. KECHKAR
es
il
2023/2024
R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions
 co
Generalities
Pointwise convergence and uniform convergence of sequences of functions
Properties of uniform convergence

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence and uniform convergence of sequences of functions
Properties of uniform convergence

definition of sequence of functions

Let E be a non empty set of R and F (E, R) the set of all functions from E to
R that is

n
F (E, R) = f / f : E → R
© ª

Definition

te
We call sequence of function all mapping from N to F (E, R):

f : N −→ F (E, R)
n 7−→ fn
es
A sequence of functions id denoted by fn n .
¡ ¢

Remark
It is important that all the functions fn are defined on the same set E. For
example, one cannot consider the functions fn : x 7−→ ln(x − n) as a sequence
il
of functions because each fn is defined on ]n, +∞[ and E = ∩n ∈ N]n, +∞[= ;

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence and uniform convergence of sequences of functions
Properties of uniform convergence

Generalities

n
Example.
fn (x) = xn on ]0, 1[.

te
fn (x) = cos(nx) on R.

2
2n x if 0 ≤ x ≤ 1/(2n)


fn (x) = 2n2 (1/n − x) if 1/(2n) < x < 1/n


0
es
if 1/n ≤ x ≤ 1
³ x ´n
fn (x) = 1 + on R.
n
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Pointwise convergence

Definition

n
Let (fn )n∈N be a sequence of functions defined on E.
1 We say that the sequence of functions (fn )n∈N converges pointwise at
x0 ∈ E if the numerical sequence (fn (x0 ))n∈N is convergent.

te
2 We say that the sequence (fn )n∈N converges pointwise to a function f on
I ⊆ E if for every fixed x ∈ I, the numerical sequence (fn (x))n converges
to f (x), i.e., ∀x ∈ I , lim fn (x) = f (x),
which means, n→+∞
es ∀x ∈ I , ∀² > 0, ∃Nx,² , ∀n ≥ Nx,² ⇒ |fn (x) − f (x)| < ².

Remark
il
The integer N in this definition depends on both the choice of ² and the point
x ∈ I.
R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions
 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Pointwise convergence

n
Example 1: Determine the pointwise limit of the sequence of
functions (fn ) defined by

te
x
∀n ∈ N, fn (x) = , E = [0, 1].
1 + nx

We have:
es
Case 1: If x = 0, lim fn (0) = lim 0 = 0.
n→+∞ n→+∞
x
Case 2: If x ∈ (0, 1], lim fn (x) = lim = 0.
n→+∞ n→+∞ 1+nx
Simp
Thus, fn −−−→ f on E with f (x) = 0.
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Pointwise convergence

n
Example 5.2. Suppose that fn : (0, 1) → R is defined by fn (x) = nxn+1 .
Then, since x , 0,

te
n 1
lim fn (x) = lim = .
n→∞ n→∞ x + 1 x
n

So fn → f pointwise, where f : (0, 1) → R is given by f (x) = 1x . We have

es
|fn (x)| < n for all x ∈ (0, 1), so each fn is bounded on (0, 1). However,
their pointwise limit f is not bounded. Therefore, pointwise
convergence does not, in general, preserve boundedness.
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Pointwise convergence

Example 2: Study the pointwise convergence of the sequence of

n
functions (fn ) where
nx
∀n ∈ N, fn (x) = , E = [0, 1].

te
1 + nx

Evaluating:
Case 1: If x = 0, lim fn (0) = lim 0 = 0.
es n→+∞
Case 2: If x ∈ (0, 1], lim fn (x) = lim
n→+∞
nx
= lim nx
n→+∞ n→+∞ 1+nx nx = 1.
n→+∞
(
Simp 1 if x ∈ (0, 1]
Consequently, fn −−−→ f on E with f (x) = .
0 if x = 0
Note that all functions fn are continuous on E, but the limit function f
il
is not.
R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions
 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Pointwise convergence

n
Example 3: Consider the sequence of functions

te
µ ¶1
1 2
∀n ≥ 1, fn (x) = x2 + 2 , E=R
n
³ ´1
For ∀x ∈ R, lim fn (x) = lim x2 + n12
2
= |x|.
n→+∞ n→+∞
Simp
es
Hence, fn −−−→ f on E where f (x) = |x|.
It’s evident that all functions fn are differentiable on E, but the limit
function f is not.
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

Definition
Suppose that (fn ) is a sequence of functions fn : A → R and f : A → R. Then

n
fn → f uniformly on A if, for every ² > 0, there exists N ∈ N such that n > N
implies that |fn (x) − f (x)| < ² for all x ∈ A.

te
Since ∀x ∈ I , |fn (x) − f (x)| < ² ⇐⇒ sup |fn (x) − f (x)| < ², the previous
¡ ¢
x∈I
definition is thus equivalent to: ∀² > 0, ∃N , ∀n ≥ N ⇒ sup |fn (x) − f (x)| < ².
x∈I
In other words: f is a uniform limit of the sequence (fn )n on I if the sequence
es
of terms sup |fn (x) − f (x)| tends to 0 as n tends to infinity. Therefore, we have
x∈I
the following proposition:
Proposition (Necessary and Sufficient Condition)
Let (fn )n be a sequence of functions defined on E. The sequence (fn )n
converges uniformly to a function f on I ⊆ E if and only if
il
lim ||fn − f || = lim sup |fn (x) − f (x)| = 0.
n→+∞ n→+∞ x∈I

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

Example.

n
Study the pointwise and uniform convergence of the sequence of functions (fn )n where
x +
∀n ≥ 0, fn (x) = 2 n, E=R .
(1+x )

te
Pointwise convergence:
If x = 0, lim fn (0) = lim 0 = 0.
n→+∞ n→+∞
If x ∈ R+ ,
x 2
lim fn (x) = lim = lim xen log(1+x ) = 0.
n→+∞ n→+∞ (1 + x2 )n n→+∞
es
Simp
Thus, fn −−−−→ f on E with f (x) = 0.
Uniform convergence: Verify if lim ||fn − f || = 0:
n→+∞
¯ ¯
Calculate sup |fn (x) − 0| = sup ¯ x ¯ = sup x
2 n . We just need to study the variation of
¯ ¯
2 n
x∈R+ x∈R+ (1+x ) x∈R+ (1+x )
fn :
il
2
For ∀x ∈ R+ , fn0 (x) = 1−(2n2−n1+)x1 . fn0 vanishes at x = p 1 . The table of variation of fn is as
(1+x ) 2n−1
follows:
R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions
 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

n
Then we deduce that:

te µ
sup |fn (x)−0| = fn p
1
¶
= p
1
= p
1
µ
· 1−
1 n
¶
.
2n
es x∈R+ 2n − 1 2n − 1 2n − 1

1 n
³ ´
1
µ ¶
1n log 1− 2n
But, lim 1− = lim e = e− 2 .
n→+∞ 2n n→+∞
1 n
µ ¶
1
Thus, lim p · 1− = 0.
n→+∞ 2n − 1 2n
il
Unif
We conclude that: fn −−−→ f on R+ .

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

The sequence (vn )n where vn = sup |fn (x) − f (x)| being a sequence with

n
x∈I
positive terms, a sufficient condition for it to converge to 0 is that the
sequence (vn )n be bounded by a sequence that converges to 0.

te
Consequently, we have the following result:
Proposition (Sufficient condition for uniform convergence)
For a sequence of functions (fn )n converging uniformly on I to a
function f , it suffices that there exists a numerical sequence (un )n such
es
that:

∀x ∈ I , ∀n ≥ n0 , |fn (x) − f (x)| ≤ un and lim un = 0.

n→+∞
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

Example.

n
Study the pointwise and uniform convergence of the sequence of
−x 2
functions (fn )n on [0, 1] defined as fn (x) = nen++xx .

te
−x 2 Simp
For all x ∈ [0, 1], lim fn (x) = lim nen++xx = e−x . Hence, fn −−−→ f on
n→+∞ n→+∞
[0, 1] with f (x) = e−x .
For uniform convergence: For all x ∈ I and n ≥ 1,
es
¯ ne + x2
¯ −x
¯ x − e−x ¯ −x
¯ ¯ ¯
¯ ≤ |x| + e 2
− e−x ¯¯ = |x| ¯¯
¯
|fn (x) − f (x)| = ¯¯ ≤ ,
n+x n+x ¯ n+x n

2 Unif
and lim = 0. Hence, lim ||fn − f || = 0, and thus fn −−−→ f on [0, 1].
il
n→+∞ n n→+∞

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

n
Proposition (Necessary condition 1)
Unif

te
Let (fn )n be a sequence of functions defined on E. Then, fn −−−→ f on
Pointwise
I ⊆ E implies fn −−−−−−→ f on I ⊆ E.

Proposition ( Necessary condition 2)

es
Let (fn )n be a sequence of functions defined on E. If fn −−−→ f on I ⊆ E,
Unif

then for any sequence (xn )n of points in I converging to x ∈ I,

lim fn (xn ) − f (xn ) = 0.
n→+∞
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 co
Generalities
Pointwise convergence
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence
Properties of uniform convergence

Uniform convergence

Remark
By contraposition, from the previous proposition, if there exists a sequence (xn )n ∈ I

n
converging to x ∈ I such that lim fn (xn ) − f (xn ) , 0, then fn 9 Uniff on I.
n→+∞

te
Example.
Study the pointwise and uniform convergence of the sequence of functions (fn )n on
E = [0, 1] defined as fn (x) = nx3 3 .
1+n x

Pointwise convergence:
es
If x = 0, fn (0) = 0, so lim fn (0) = 0.
n→+∞
nx 1
For all x ∈ (0, 1), lim fn (x) = lim = lim = 0.
n→+∞ n→+∞ 1 + n3 x3 n→+∞ n2 x2
Pointwise
Thus, fn −−−−−−−→ f on [0, 1] with f (x) = 0.
Uniform convergence: For all n ∈ N∗ , xn = n1 ∈ [0, 1] and lim xn = 0 ∈ [0, 1]. As
n→+∞
il
³ ³ ´ ³ ´´
lim fn n1 − f 1n = 12 , 0, hence sup |fn (x) − f (x)| ≥ 12 9 0 as n → +∞. Therefore,
n→+∞ x∈E
fn 9 f Unif on [0, 1].
R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions
 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Boundedness

n
Theorem
Suppose that fn : E → R is bounded on E for every n ∈ N, and fn → f

te
uniformly on E. Then f : E → R is bounded on E.

Example.
n
The sequence of functions fn : (0, 1) → R defined by fn (x) =
es nx + 1
,
cannot converge uniformly on (0, 1) since each fn is bounded on (0, 1),
1
but their pointwise limit f (x) = is not.
x
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Uniform convergence and continuity

Theorem

n
Let (fn ) be a sequence of functions defined on I ⊆ R. If:
1 All functions fn are continuous at a ∈ I.

te
2 The sequence of functions (fn ) converges uniformly on I to a function f .
Then f is continuous at a, and lim lim fn (x) = lim lim fn (x).
x→a n→+∞ n→+∞ x→a

Corollary
es
Let (fn ) be a sequence of functions defined on I ⊆ R. If:
1 All functions fn are continuous on I.
2 The sequence of functions (fn ) converges uniformly on I to a function f .
il
Then f is continuous on I.

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Uniform convergence and continuity

Remark

n
By contraposition, from the previous Corollary, we deduce: If all fn
are continuous on I and the limit fn is not continuous on I, then

te
fn 9 f Unif on I.

Example.
Consider the sequence of functions (fn )n defined by fn (x) = 1+1nx on
E = R+ .
es Pointwise
( convergence: We have fn −−−−−−→ f on R with
+
Pointwise
0 if x ∈ R+
∗
f (x) = .
1 if x = 0
Uniform convergence: All fn are continuous on R+ , however, f is not
il
continuous on R+ . Hence, (fn ) is not uniformly convergent to f on R+ .

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Uniform convergence and differentiation

n
Theorem
Let (fn )n be a sequence of functions defined on E ⊆ R. If:

te
1 All fn are of class C1 on E.
2 ∃x0 ∈ I such that the numerical sequence (fn (x0 ))n is convergent.
3 The sequence of derivative functions (fn0 )n converges uniformly
on E to a function g.
Then:
es
1 The sequence of functions (fn )n converges uniformly on E to f .
2 f is of class C1 on E, and we have ( lim fn (x))0 = lim fn0 (x),
n→+∞ n→+∞
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Course outline

Generalities

n
1

2 Pointwise convergence and uniform convergence of sequences of

te
functions
Pointwise convergence
Uniform convergence

Properties of uniform convergence

3
es
Boundedness
Uniform convergence and continuity
Uniform convergence and differentiation
Uniform convergence and integration
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions

 Boundedness

co
Generalities
Uniform convergence and continuity
Pointwise convergence and uniform convergence of sequences of functions
Uniform convergence and differentiation
Properties of uniform convergence
Uniform convergence and integration

Uniform convergence and integration

n
Theorem
Let (fn )n be a sequence of functions defined on I = [a, b]. If:

te
1 All fn are integrable on [a, b].
2 The sequence (fn )n is uniformly convergent on [a, b] towards f .
Then, the function f is integrable on [a, b], and we have
es Z b Z b Z b
lim fn (x) dx = lim fn (x) dx = f (x) dx.
n→+∞ a a n→+∞ a
il

R. KECHKAR Mathematical analysis 2 Chapter 4 : Sequences and Series of functions