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This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990.
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Chapter 8
UNIFORM CONVERGENCE
8.1. Introduction
We begin by making a somewhat familiar definition.
Definition. Suppose that fn : X C is a sequence of functions on a set X R. We say that the
sequence fn converges pointwise to the function f : X C if for every x X, we have
|fn (x) f (x)| 0
as n .
Example 8.1.1. Let X = [0, 1]. For every n N and every x [0, 1], let fn (x) = xn . Then for every
x [0, 1], fn (x) f (x) as n , where f (x) = 0 if 0 x < 1 and f (1) = 1. Note that each of the
functions fn (x) is continuous on [0, 1], but the limit function f (x) is not continuous on [0, 1]. Hence the
continuity property of the functions fn (x) is not carried over to the limit function f (x).
To carry over certain properties of the individual functions of a sequence to the limit function, we
need a type of convergence which is stronger than pointwise convergence.
Definition. Suppose that fn : X C is a sequence of functions on a set X R. We say that the
sequence fn converges uniformly to the function f : X C if
sup |fn (x) f (x)| 0
as n .
xX
Example 8.1.2. In Example 8.1.1, we have fn (x) f (x) pointwise in [0, 1]. However, if 0 x < 1,
then |fn (x) f (x)| = xn and so
sup |fn (x) f (x)| sup |fn (x) f (x)| = sup xn = 1
x[0,1]
x[0,1)
x[0,1)
for every n N. It follows that fn (x) f (x) as n , pointwise but not uniformly on [0, 1].
Chapter 8 : Uniform Convergence
page 1 of 11
Fundamentals of Analysis
Remark. Pointwise convergence means that given any > 0, for every x X, there exists N = N (, x)
such that
|fn (x) f (x)| <
Uniform convergence means that given any > 0, there exists N = N (), independent of x X, such
that
|fn (x) f (x)| <
whenever m > n N .
xX
Proof. () Suppose that fn (x) f (x) uniformly on X as n . Then given any > 0, there exists
N such that
sup |fn (x) f (x)| < 12
whenever n N .
xX
It follows that
|fm (x) fn (x)| |fm (x) f (x)| + |fn (x) f (x)| <
and so
sup |fm (x) fn (x)|
whenever m > n N .
xX
() Since R and C are complete, for every x X, the sequence fn (x) converges pointwise to a limit
f (x), say, as n . We shall show that fn (x) f (x) uniformly on X as n . Given any > 0,
there exists N such that for every x X,
|fm (x) fn (x)| <
whenever m > n N .
whenever n N ,
so that
sup |fn (x) f (x)|
whenever n N .
xX
page 2 of 11
Fundamentals of Analysis
Definition. Suppose that un is a sequence of real or complex valued functions defined on a set X R.
We say that the series
un (x)
n=1
sN (x) =
un (x)
n=1
converges uniformly on X.
We have the analogue of the Comparison test.
THEOREM 8B. (WEIERSTRASSS M-TEST) Suppose that un is a sequence of real or complex valued
functions defined on a set X R. Suppose further that for every n N, there exists a real constant Mn
such that the series
Mn
n=1
is convergent, and that |un (x)| Mn for every x X. Then the series
un (x)
n=1
Mn+1 + . . . + Mn <
It follows that
|sm (x) sn (x)| Mn+1 + . . . + Mn <
so that
sup |sm (x) sn (x)|
whenever m > n N .
xX
un (x)
n=1
converges uniformly on X. Note finally that absolute convergence follows pointwise from the proof of
the Comparison test.
The General principle of uniform convergence can also be used to establish the following two results.
Chapter 8 : Uniform Convergence
page 3 of 11
Fundamentals of Analysis
THEOREM 8C. (DIRICHLETS TEST) Suppose that an and bn are two sequences of real valued
functions defined on a set X R, and satisfy the following conditions:
(a) There exists K R such that |sn (x)| K for every n N and every x X, where sn (x) denotes
the sequence of partial sums sn (x) = a1 (x) + . . . + an (x).
(b) For every x X, the sequence bn (x) is monotonic.
(c) The sequence bn (x) 0 uniformly on X as n .
Then the series
an (x)bn (x)
n=1
converges uniformly on X.
Proof. Since bn (x) 0 uniformly on X as n , given any > 0, there exists N0 such that
|bn (x)| <
4K
= | sN (x)bN +1 (x) + sN +1 (x)(bN +1 (x) bN +2 (x)) + . . . + sM 1 (x)(bM 1 (x) bM (x)) + sM (x)bM (x)|
K(|bN +1 (x)| + |bN +1 (x) bN +2 (x)| + . . . + |bM 1 (x) bM (x)| + |bM (x)|)
= K(|bN +1 (x)| + |bN +1 (x) bM (x)| + |bM (x)|) 2K(|bN +1 (x)| + |bM (x)|) < .
The result follows from the General principle of uniform convergence.
THEOREM 8D. (ABELS TEST) Suppose that an and bn are two sequences of real valued functions
defined on a set X R, and satisfy the following conditions:
X
(a) The series
an (x) converges uniformly on X.
n=1
an (x)bn (x)
n=1
converges uniformly on X.
Proof. Given any > 0, there exists N0 such that
m
X
an (x) <
3K
n=N +1
3K
Fundamentals of Analysis
m=N +1
|sm (x) sN (x)||bm (x) bm+1 (x)| + |sM (x) sN (x)||bM (x)|
m=N +1
<
3K
=
3K
M
1
X
m=N +1
|bM (x)|
3K
M 1
X
(bm (x) bm+1 (x)) +
|bM (x)|
3K
m=N +1
=
|bN +1 (x) bM (x)| +
|bM (x)|
3K
3K
xc n
n xc
Theorem 8E then says that if the sequence of functions converges uniformly on X, then the order of the
two limiting processes can be interchanged.
Proof of Theorem 8E. Given any > 0, there exists n N such that
sup |fn (x) f (x)| <
xX
.
3
3
whenever |x c| < .
page 5 of 11
Fundamentals of Analysis
un (x)
n=1
converges uniformly to a function s(x) on X. Suppose further that c X and that the function un is
continuous at c for every n N. Then the function s is continuous at c.
We next study the effect of uniform convergence on integrability.
THEOREM 8G. Suppose that fn is a sequence of real valued functions integrable over a closed interval
[A, B]. Suppose further that fn f uniformly on [A, B] as n . Then the function f is integrable
over [A, B], and
Z
fn (x) dx.
f (x) dx = lim
(1)
Theorem 8G then says that if the sequence of functions converges uniformly on [A, B], then the order
of integration and taking limits as n can be interchanged.
Proof of Theorem 8G. Given any > 0, there exists N N such that
sup |fn (x) f (x)| <
x[A,B]
3(B A)
whenever n N .
(2)
< f (x) < fN (x) +
3(B A)
3(B A)
s(f, ) S(f, ) S(fN , ) + ,
3
3
so that
S(f, ) s(f, ) S(fN , ) s(fN , ) +
2
.
3
Since fN is integrable over [A, B], there exists a dissection of [A, B] such that
S(fN , ) s(fN , ) <
,
3
so that
Hence f is integrable over [A, B]. On the other hand, it follows from (2) that
Z
Z
Z B
B
B
fn (x) dx
f (x) dx
|fn (x) f (x)| dx <
whenever n N .
A
A
A
The assertion (1) follows immediately.
Chapter 8 : Uniform Convergence
page 6 of 11
Fundamentals of Analysis
un (x)
n=1
converges uniformly to a function s(x) on [A, B]. Suppose further that the function un is integrable over
[A, B] for every n N. Then the function s is integrable over [A, B], and
Z
s(x) dx =
A
Z
X
un (x) dx.
n=1
Z B
X
un (x) dx =
un (x) dx.
A
n=1
n=1
Theorem 8H then says that if the sequence of functions converges uniformly on [A, B], then the order of
integration and summation can be interchanged. In other words, the series can be integrated term by
term.
We next study the effect of uniform convergence on differentiability.
THEOREM 8J. Suppose that fn is a sequence of real valued functions differentiable in a closed interval
[A, B]; in other words, differentiable at every point in the open interval (A, B), right differentiable at A
and left differentiable at B. Suppose further that the sequence fn (x0 ) converges for some x0 [A, B],
and that the sequence fn0 converges uniformly on [A, B]. Then the sequence fn converges uniformly on
[A, B], and the limit function f is differentiable in [A, B]. Furthermore, for every x [A, B], we have
f 0 (x) = lim fn0 (x).
n
0
lim fn (x) = lim fn0 (x).
Theorem 8J then says essentially that if the sequence of functions satisfies some mild convergence property and the sequence of derivatives converges uniformly on [A, B], then the order of differentiation and
taking limits as n can be interchanged.
Proof of Theorem 8J. Suppose that fn0 g as n . Since the convergence is uniform in [A, B],
given any > 0, there exists N such that
sup |fn0 (x) g(x)| <
[A,B]
4(1 + (B A))
whenever n N ,
(3)
so that
0
sup |fm
(x) fn0 (x)| <
[A,B]
Chapter 8 : Uniform Convergence
2(1 + (B A))
whenever m > n N .
page 7 of 11
Fundamentals of Analysis
Suppose that 1 , 2 [A, B]. Applying the Mean value theorem to the function fm fn , we have
0
|(fm (1 ) fn (1 )) (fm (2 ) fn (2 ))| = |1 2 ||fm
() fn0 ()|
< |1 2 |
<
2(1 + (B A))
2
(4)
for some between 1 and 2 . On the other hand, since fn (x0 ) converges as n , there exists N 0
such that
|fm (x0 ) fn (x0 )| <
4
whenever m > n N 0 .
3
<
2
4
and so it follows from the Principle of uniform convergence that fn (x) converges uniformly in [A, B].
Suppose that fn (x) f (x) as n . Let c [A, B] be fixed. For every x [A, B], it follows from (4),
with 1 = x and 2 = c, that
fm (x) fm (c) fn (x) fn (c)
<
2
xc
xc
whenever m > n N ,
xc
2
xc
(5)
(6)
fN (c) + |fN
+
(c) g(c)| <
xc
xc
xc
whenever 0 < |x c| < and x [A, B]. Hence
f 0 (c) = g(c) = lim fn0 (c).
n
page 8 of 11
Fundamentals of Analysis
THEOREM 8K. Suppose that un is a sequence of real valued functions differentiable in a closed interval
[A, B]. Suppose further that the series
un (x0 )
n=1
u0n (x)
n=1
un (x)
n=1
converges uniformly on [A, B], and its sum s(x) is differentiable in [A, B]. Furthermore, for every
x [A, B], we have
s0 (x) =
u0n (x).
n=1
X
X
u0n (x).
un (x) =
n=1
n=1
Theorem 8K then says essentially that if the series of functions satisfies some mild convergence property and the series of derivatives converges uniformly on [A, B], then the order of differentiation and
summation can be interchanged.
an z n ,
(7)
n=0
where an C for every n N {0}. Recall Theorem 3Q, that if the power series (7) has radius of
convergence R and if 0 < r < R, then the series
|an |rn
n=0
converges. It follows from Weierstrasss M-test that the power series (7) converges uniformly on the set
{z C : |z| r}. Suppose now that |z0 | < R. Then there exists r such that |z0 | < r < R. It follows
from Theorem 8F that the power series is continuous at z0 . We have therefore proved the following
result.
THEOREM 8L. Suppose that the power series (7) has radius of convergence R. Then for every r
satisfying 0 < r < R, the power series converges uniformly on the set {z C : |z| r}. Furthermore,
the sum of the power series is continuous on the set {z C : |z| < R}.
Chapter 8 : Uniform Convergence
page 9 of 11
Fundamentals of Analysis
an xn ,
(8)
n=0
where an R for every n N {0}, converges in the interval (R, R) to a function f (x). Then f (x) is
differentiable on (R, R), and
f 0 (x) =
nan xn1 .
n=1
f (x) dx =
0
X
an
X n+1 .
n
+
1
n=0
nan xn1
(9)
n=1
converges in the interval (R, R). It follows from Theorem 8L that the series (9) converges uniformly on
any closed subinterval of (R, R). The first assertion follows from Theorem 8K. The second assertion
follows from Theorem 8H on noting that the power series converges uniformly on the closed interval with
endpoints 0 and X.
We conclude this chapter by establishing the following useful result.
THEOREM 8N. (ABELS THEOREM) Suppose that the real series
an
n=0
is convergent. Then
X
n=0
an xn
an
as x 1 .
n=0
an xn
n=0
converges uniformly on [0, 1]. Let s(x) be its sum. Then it follows from Theorem 8F that s(x) is
continuous on [0, 1]. In particular, we have s(x) s(1) as x 1.
page 10 of 11
Fundamentals of Analysis
n=1
a) Is the series necessarily absolutely convergent for every x S? Justify your assertion.
b) Is the series necessarily absolutely convergent for some x S? Justify your assertion.
5. Prove that the series
6. Suppose that
(1)n
converges uniformly on R.
n(1 + x2n )
n=1
n=1
X
n=1
n=1
xn
.
1 + x2n
a) For what values of x R does fn (x) converge? Find the limit function f (x) for these values.
b) Prove that fn (x) converges uniformly on any interval [A, B] in R such that
(i) [A, B] (, 1); or
(ii) [A, B] (1, 1); or
(iii) [A, B] (1, ).
c) Can fn (x) converge uniformly on any interval I R such that 1 I? Justify your assertion.
page 11 of 11