Real II CH 1
Real II CH 1
f (x)| < ε, ∀n ≥ N (ε, x), then we say that fn −−−−−→ f but not
E
uniformly.
Sequences and Series of Functions Example 1.3. Let fn (x) = xn , x ∈ [0, 1]. Determine the function
pointwise
e
f (x) = lim fn (x), x ∈ [0, 1]. Prove that fn −−−−−→ f.
un
un
n→∞ [0,1]
Nanasaheb Phatangare
,P
,P
x
Department of Mathematics Example 1.4. Let fn (x) = , x ∈ [0, ∞). Discuss the conver-
s)
s)
1 + nx
gence of {fn }.
ou
ou
Fergusson College(Autonomous), Pune
m
MTS3602
nx
Example 1.5. Discuss the convergence of :x∈R .
no
no
1 + n 2 x2
February 21, 2021
to
to
Example 1.6. Let χn be the characteristic function of [−n, n]. Discuss
Au
Au
the convergence of {χn } on R.
e(
e(
1 Pointwise and Uniform convergence
g
g
sin nx
lle
lle
Example 1.7. Let fn (x) = , x ∈ R. Discuss the convergence of
n
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Co
Definition 1.1. Let {fn } be a sequence of real valued functions de- {fn }. Does {fn } converge uniformly? Does {fn0 } converge on R?
fined on set E. We say that {fn } converges to a function f on E if
xn
on
on
lim fn (x) = f (x) for each x ∈ E. Example 1.8. Let fn (x) = , x ∈ [0, 1]. Prove that {fn } con-
n→∞ 1 + xn
s
s
us
us
That is for each x ∈ E, the sequence {fn (x)} of real numbers con- verges pointwise on [0, 1]. Does {fn } converge uniformly on [0, 1]?
g
g
verges to a real number f (x). Hence we say that the sequence {fn }
er
er
Example 1.9. Let χn be the characteristic function of the open interval
,F
,F
converges to f on E if for x ∈ E, given ε > 0, there is Nx ∈ N (i.e. N
(0, 1/n) and let fn (x) = nχn (x), x ∈ [0, 1].
may depends on x) such that |fn (x) − f (x)| < ε, ∀n ≥ Nx .
re
re
In this case we say that {fn } converges to f pointwise on E and we 1. Show that {fn } converges to f (x) = 0 on [0, 1].
ga
ga
pointwise
write it as fn −−−−−→ f.
an
an
E 2. Does there exist N ∈ N such that |fn (x) − 0| < 1/4, ∀n ≥ N and
at
at
Definition 1.2. Sequence {fn } is said to be uniformly convergent to a for all x ∈ [0, 1]?
Ph
Ph
function f on E if for given ε > 0 there is N ∈ N such that |fn (x) − Z 1 Z 1
f (x)| < ε, ∀n ≥ N and for each x ∈ E. 3. Calculate lim fn (x)dx, f (x)dx and compare.
b
b
n→∞
e
e
0 0
ah
ah
Note that, in this definition, for given ε > 0 there is single number
N ∈ N, which is independent of x ∈ E such that |fn (x) − f (x)| < Example 1.10. For n ∈ N, let fn (x) = nx(1 − x2 )n , x ∈ [0, 1].
s
s
na
na
ε, ∀n ≥ N and for every x ∈ E. Thus the same number N works for 1. Show that {fn } converges to f (x) = 0 on [0, 1].
Na
Na
1 2
1 1
2 Conditions for uniform convergence
Z Z
3. Calculate lim fn (x)dx, f (x)dx and compare.
n→∞ 0 0
If {fn } converges uniformly to f on E, then given ε > 0, there is
x
Example 1.11. Let fn (x) = e−x/n , x ∈ [0, ∞). N (ε) ∈ N such that |fn (x) − f (x)| < ε, ∀n ≥ N (ε), ∀x ∈ E. Thus
n for each n ≥ N , graph of the functions fn remains inside the strip
e
un
un
1. Show that {fn } converges to f (x) = 0 on [0, 1]. around f of width 2ε. That is for each x ∈ E, ∀n ≥ N , we have
f (x) − ε < fn (x) < f (x) + ε
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,P
2. Does there exist N ∈ N such that |fn (x) − 0| < 1/10, ∀n ≥ N and
s)
s)
for all x ∈ [0, ∞)? ⇔ sup |fn (x) − f (x)| < ε, ∀n ≥ N.
ou
ou
x∈E
Z 1 Z 1
{fn } converges to f uniformly on E is equivalent to saying that
m
3. Calculate lim fn (x)dx, f (x)dx and compare. Hence,
no
no
n→∞ 0 0
lim sup(fn (x) − f (x)) = 0. This is amounts to say that the sequence
to
to
n→∞ x∈E
4. If M > 0, then does {fn } converge uniformly on [0, M ]?
{fn − f } converges to 0 uniformly on E.
Au
Au
x
Example 1.12. Discuss the convergence of { : x ∈ R}. Theorem 2.1. (Sufficient condition for Uniform Convergence) Sup-
e(
e(
n
pose that fn and f are functions on E. If there is a sequence {xn } in
g
lle
lle
0
−∞ < x ≤ 0 E and a number c 6= 0 such that (fn (xn ) − f (xn )) → c as n → ∞, then
Co
Co
Example 1.13. Let fn (x) = nx 0 ≤ x ≤ n1 Prove that lim fn (x) = the sequence {fn } can not converge uniformly to f on E.
n→∞
2.2. Let fn (x) = arctan nx, x ∈ [−a, a]. Prove that fn →
1 Example
on
on
1 x ≥ n.
0, x = 0
(
s
s
0, x ≤ 0
us
us
. Does {fn } converge uniformly? f = π/2, x > 0 pointwise on [−a, a]. Does fn converges to f
1, x > 0.
g
g
er
er
−π/2, x < 0
,F
,F
1 uniform. (Hint: Take xn = π/n.)
nx, 0 ≤ x ≤ n
re
re
Example 1.14. Let fn (x) = n(2/n − x), 1/nS ≤ x ≤ 2/n Prove 1
Example 2.3. Let fn (x) = , x ∈ R and c > 0. Prove that
ga
ga
1 + nx2
0, x ≥ 2/n, x < 0.
an
an
(
that {fn } converges to 0 on R. Does {fn } converge uniformly? 0, x 6= 0
fn → f = on R. Prove that {fn } converges uniformly
at
at
1, x = 0
Ph
Ph
0,
|x| > 1/n on |x| > c. Also prove that {fn } does not converge uniformly on any
Example 1.15. Let fn (x) = n(1 + nx), −1/n ≤ x ≤ 0 Discuss the interval containing the origin.
b
b
e
e
n(1 − nx), 0 ≤ x ≤ 1/n.
1
ah
ah
convergence of {fn }. Example 2.4. For n ≥ 1, define fn (x) = , x ∈ [0, ∞).
x+n
s
s
na
na
Example 1.16. Let fn (x) = nxn , x ∈ [−1, 1]. Discuss the convergence 1
Example 2.5. Define fn (x) = , 0 < |x| < 1.
Na
Na
of {fn }. nx
Example 2.6. Let fn (x) = xn (1 − x), gn (x) = n2 xn (1 − x). Prove that
{fn } converges uniformply to 0 on [0, 1] and {gn } converges (but not
uniformly) to 0 on [0, 1].
3 4
Theorem 2.7 (Cauchy Criteria for uniform convergence). A sequence 10. Suppose that gn → 0 uniformly on E such that |fn (x)| ≤ gn (x)
or real valued functions defined on E converges uniformly on E if and for n ≥ 1 and for x ∈ E. Must we have fn → 0 uniformly on E?
only if given ε > 0, there is N ∈ N such that |fn (x) − fm (x)| <
ε, ∀n, m ≥ N, ∀x ∈ E. 11. Suppose that fn → f uniformly on E and g is uniformly contin-
uous on D, where D contains the range of fn and f . Show that
e
Example 2.8. Prove that the sequence {nxn (1−xn )} does not converge
un
un
g o fn → g o f uniformly on E. Is the uniform continuity of g
uniformly on [0, 1]. necessary
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s)
s)
Example 2.9. 1. What is the difference between the pointwise and 12. Suppose that {fn } and {gn } converge uniformly to f and g, re-
ou
ou
the uniform convergence of a sequence of function? spectively, on set E ⊆ R. Let α be a real constant. Must {fn +gn }
m
be uniformly convergent to f + g on E? Must {αfn } be uniformly
2. Suppose that sequence {fn } dose not converge pointwise [a, b].
no
no
convergent to αf on E? Must {fn gn } be uniformly convergent
Can it converge uniformly to some f on [a, b]? on E if f and g are bounded functions on E? Must {fn gn } be
to
to
uniformly convergent to f g on E?
Au
Au
3. Suppose that {fn } converges uniformly on a set E. Does it con-
verge uniformly on any subset of E?
e(
e(
13. Does there exists a pointwise convergent sequence of continuous
g
(respectively differentiable, Riemann integrable) functions whose
lle
lle
4. If {fn } is pointwise convergent on R, must it be uniformly con-
limit function is not continuous (respectively differentiable, Rie-
Co
Co
vergent on every finite interval [a, b]?
mann integrable)?
5. Suppose that fn → f on E. Is it possible that fn → g uniformly
on
on
on E with f (x) 6= g(x) on E? 14. Does there exists a pointwise convergent sequence of differentiable
s
s
functions whose limit is differentiable but the sequence of deriva-
us
us
6. Suppose that fn → f (pointwise) on E. Is it possible that fn → g tives does not converge?
g
g
er
er
uniformly on E1 ∪ E2 ? Must fn → f uniformly on E1 ∩ E2 ?
,F
,F
15. Does there exists a pointwise convergent sequence of Riemann
7. Suppose that fn → f uniformly on each set of the infinite sequence integrable functions whose limit is Riemann integrable but
re
re
E1 , E2 , . . . , . Must we have the convergence fn → f uniformly on
ga
ga
Z Z
E = ∪∞ ∞
k=1 = Ek on E = ∩k=1 Ek ?
an
an
lim fn (x)dx 6= lim fn (x)dx?
n→∞ n→∞
at
at
8. Suppose that E is a finite set of numbers, say E = {x1 , x2 , . . . , xn }.
Ph
Ph
Is it true that fn → f uniformly on E if and only if fn → f point- 16. Let {fn } be a sequence of continuous functions on [0, 1] converging
wise on E? poitwise to a continuous function f on [0,1]. If fn (x) ≤ fn+1 (x)
b
b
e
e
for all x ∈ [0, 1], must {fn } be uniformly convergent to f ?
ah
ah
9. Let f : R → R be continuous, and for each n ≥ 1, define fn :
R → R by
s
na
and that there exists a continuous function f on E such that
Na
Na
1 fn → f on E. If fn (xn ) → f (x) for every sequence {xn } in E
fn (x) = f x + , x ∈ R.
n with xn → x, x ∈ E, must fn → f uniformly on E? Can the
limit of a sequence of functions each discontinuous at every point
Must {fn } converge uniformly on R? in [0, 1], be uniformly convergent on [0, 1]?
5 6
3 Consequences of uniform convergence Example 3.8. Suppose that {fn } is a sequence of continuous func-
tions on R that converges uniformly on Q. Prove that {fn } converges
Theorem 3.1 (Dini’s Theorem). Suppose {fn } is a sequence of con- uniformly on R
tinuous real valued functions on a compact metric space (X, d) such
that f1 (x) ≤ f2 (x) ≤ · · · , ∀x ∈ X. If {fn } converges to a continuous Example 3.9. Prove that the sequence {nxn (1−xn )} does not converge
e
un
un
function f on X, then fn → f uniformly on X. uniformly on [0, 1].
,P
,P
(
If the metric space (X, d) is not compact then the conclusion od 1 − nx if 0 ≤ x ≤ 1/n
Example 3.10. Let fn (x) = . Does {fn }
s)
s)
Dini’s theorem may not hold. (Justify!) 0 if 1/n < x ≤ 1
ou
ou
1 −nx converge uniformly on [0, 1]?
m
Example 3.2. Let fn (x) = e , x ∈ [0, ∞). Prove that {fn } con-
n
no
no
verges to 0 uniformly on [0, ∞). Theorem 3.11. Suppose {fn } is a sequence of function that converges
to
to
uniformly to a function f on E. Lets a ∈ E such that fn is continuous
x x/n
Au
Au
Example 3.3. Let fn (x) = e , x ∈ [0, ∞). Does {fn } converge at a for each n. Then f is continuous at a.
n
e(
e(
uniformly on [0, ∞)? Corollary 3.12. Suppose {fn } is a sequence of continuous function
g
Does {fn } converge uniformly on [0, 2019]? that converges uniformly to a function f on E. Then f is continuous
lle
lle
Does {fn } converge uniformly on [0, M ] for every M > 0? on E.
Co
Co
Example 3.4. Let {fn } be a sequence of continuous realZ xvalued func- From above corollary we have the following:
on
on
tions that converges uniformly on [a, b]. Let gn (x) = f (t)dt, x ∈
s
s
Remark 3.13. If {fn } is a sequence of continuous functions that con-
us
us
a
[a, b], n ∈ N. Show that {gn } converges uniformly on [a, b]. verges to a function f which is not continuous on E, then {fn } con-
g
g
er
er
verges to f pointwise but not uniformly.
Theorem 3.5 (Uniformly Bounded). Suppose {fn } is a sequence of
,F
,F
continuous functions that converges uniformly on [0, 1]. Then there Remark 3.14. If {fn } is a sequence of functions that converges uni-
re
re
exists M > 0 such that |fn (x)| ≤ M, ∀n ∈ N, ∀x ∈ [0, 1]. formly to a function f which is not continuous on E, then the function
ga
ga
fn is not continuous for some n.
an
an
In this case we say that {fn } is uniformly bounded.
Conclusion of above theorem may not hold if the uniform conver-
at
at
Example 3.15. Let A = Q[0, ∞] = {∇∞ , ∇∈ , · · · } be the set of all
Ph
Ph
gence is replaced by pointwise convergence (Justify!). numbers in [0, 1]. For n ∈ N, let An = {r1 , r2 , · · · , rn } and
rational (
Example 3.6. Suppose that {fn } is a sequence of functions which 1 x ∈ An
b
b
fn (x) = .
e
e
converges uniformly to the continuous function f on R. Let gn (x) = 0 x∈ / An
ah
ah
1
s
na
n
uniformly?
Na
Na
(
1 x ∈ Q ∩ [0, 1]
2. Prove that for each x ∈ [0, 1], lim fn (x) = f (x) =
Theorem 3.7. Let A be a dense subset of the metric space (X, d). n→∞ 0 x ∈ Q ∩ [0, 1].
Suppose {fn } is a sequence of continuous functions on X. If {fn }
converges uniformly on A then {fn } converges uniformly on X. / R[0, 1].
3. Prove that f ∈
7 8
4. Prove that {fn } does not converge uniformly on [0, 1]. 2. each fn0 is continuous on [a, b],
Theorem 3.16. Suppose that {fn } is sequence of functions in R[a, b]. 3. {fn } converges pointwise to a function f on [a, b],
If {fn } converges uniformly to a function f on [a, b], then f ∈ R[a, b]
Z b Z b Z b 4. {fn0 } converges uniformly to a function g on [a, b].
e
and lim fn (x) = f (x) = ( lim fn (x))dx.
un
un
n→∞ a a a n→∞
Then g(x) = f 0 (x) for each x ∈ [a, b]. That is, lim fn0 (x) =
n→∞
,P
,P
Example 3.17. Let fn (x) = nx(1 − x)n , x ∈ [0, 1], n ∈ N. ( lim fn )0 (x), x ∈ [a, b].
n→∞
s)
s)
n
1. Prove that if 0 < b < 1, then lim nb = 0.
ou
ou
n→∞
Some conditions in the above theorem can be relaxed have to have
the same result as mentioned in the following theorems.
m
2. Prove that lim fn (x) = 0, ∀x ∈ [0, 1].
no
no
n→∞
Theorem 3.21. Suppose that {fn } is sequence of functions on [a, b]
to
to
Z 1 Z 1 such that
Au
Au
3. Evaluate lim fn (x)dx, ( lim fn (x))dx.
n→∞ n→∞
0 0
1. for each n, fn ∈ C 1 [a, b].
e(
e(
4. Prove that {fn } does not converge uniformly to 0 on [0, 1].
g
lle 2. there is a point x0 ∈ [a, b] such that the sequence of real numbers
lle
(
{fn (x0 )} is convergent
Co
Co
2n if n1 ≤ x ≤ n2
Example 3.18. For n ≥ 2, let fn (x) = .
0 if x ∈ [0, 1/n) ∪ (2/n, 1] 3. {fn0 } converges uniformly to a function g on [a, b].
on
on
s
s
1. Prove that lim fn (x) = 0, x ∈ [0, 1]. There there is a function f such that {fn } converges uniformly for f
us
us
n→∞
on [a, b] and f 0 (x) = g(x) on [a, b].
g
g
er
er
Z 1 Z 1
2. Evaluate lim fn (x)dx, ( lim fn (x))dx.
,F
,F
n→∞ n→∞ Hypothesis in the above theorem can be weaken to get the desired
0 0
result.
re
re
3. Prove that {fn } does not converge uniformly to 0 on [0, 1].
ga
ga
Theorem 3.22. Suppose that {fn } is sequence of functions on [a, b]
an
an
From above examples we conclude that conditions in Theorem 3.16 such that
at
at
are sufficient but not necessary to intercgange limit and integration.
1. for each n, fn is differentiable on [a, b].
Ph
Ph
xn
Example 3.19. Let fn (x) = , n ∈ [0, 1]. Then {fn } converge uni-
2. there is a point x0 ∈ [a, b] such that the sequence of real numbers
b
b
n 0
to 0 on [0, 1]. We have fn (x) = xn , n ∈ N, so that fn0 → g =
e
e
formly {fn (x0 )} is convergent
ah
ah
(
0, 0 ≤ x < 1
. Hence lim fn0 6= ( lim fn )0 .
s
na
1, x = 1 n→∞ n→∞
Na
Na
9 10
log(1 + n2 x2 ) 4. Does the sequence {fn }, fn (x) = nx/(n + x), converge uniformly
Example 3.23. Let fn (x) = , x ∈ [−a, a], a > 0. Then
n on [0, 1]?
prove that {fn } converges uniformly to f = 0 on [a, b]. Also, prove that
fn0 → g = 0 pointwise on [−a, a] and that f 0 (x) = g(x). 5. Does {arctan(nx)} converge uniformly on [0, b]? Does it converge
1 uniformly to f (x) = π/2 on [a, b], a > 0? Does it converge uni-
e
Example 3.24. Let fn (x) = , 0 ≤ x < ∞. Prove that {fn } does
un
un
formly on [c, 0]? Does it converge uniformly to f (x) = −π/2 on
1 + xn
not converge uniformly on [0, ∞). [c, a], a < 0?
,P
,P
6. Is each fn (x) = |x|1+1/n differentiable on [-1,1]? Does {fn (x)}
s)
s)
Example 3.25. Let g be a continuous function on [a, b]. Let {fn } be
ou
ou
a sequence of continuous functions which converges uniformly on [a, b] converge uniformly to f (x) = |x| on [-1,1]?
Z b Z b
m
to f . Prove that lim fn g = f g. 7. For n ≥ 1, let fn (x) = nx/(1 + np x2 ) for x ∈ R, where p > 1.
no
no
n→∞ a a Show that {fn } converges pointwise on R. Show also that {fn }
to
to
Example 3.26. Let fn (x) = nx(1 − x2 )n , x ∈ [0, 1]. Show that {fn } converges uniformly on R if and only if p > 2.
Au
Au
does not converge uniformly on [0, 1].
8. Show that {fn (x)}, fn (x) = 1/(x−n + xn ), converges pointwise to
e(
e(
Example 3.27. Let
g be a continuously differentiable function on R. f (x) = 0 on (0,1), but not uniformly on (0,1).
g
lle
lle
1
Let fn (x) = n g x + − g(x) . Then prove that fn → g 0 uni- 9. Show that {xn (1 − xn )}n≥1 does not converge uniformly on [0, 1]
Co
Co
n
formly on [−M, M ] for each M > 0.
10. Show that {fn }, fn (x) = xn /(1 + xn ), is not uniformly convergent
on
on
Example 3.28. Let {fn } converges to f uniformly and {gn } converges on [0, 3].
s
s
us
us
to g uniformly on X. Let M be such that |gn (x)| ≤ M, |f (x)| ≤ M for 2 2
11. Does {nxe−nx } converge pointwise on R? Must {nxe−nx } be
g
g
all x ∈ X. Prove that {fn gn } converges uniformly to f g on X.
er
er
uniformly convergent on [0,1]? Does it converge uniformly on
,F
,F
Example 3.29. Let {fn } be a sequence of continuous functions con- {x : |x| > r}, r > 0?
verges uniformly to a function f on [a, b]. Let x ∈ [a, b] and let {xn } be
re
re
2
a sequence in [a, b] that converges to x. Show that lim fn (xn ) = f (x). 12. Let fn (x) = nxe−nx for 0 ≤ x ≤ 1. Show that fn → 0 on [0,1]
ga
ga
n→∞ but not uniformly. Show that
an
an
Example 3.30. Let ϕ : [0, 1] → R be a continuous function. Let Z 1 Z 1
at
at
fn (x) = xn ϕ(x). Prove that {fn } converges uniformly on [0, 1] if and lim fn (x)dx 6= lim fn (x)dx
Ph
Ph
n→∞ 0 0 n→∞
only if ϕ(1) = 0.
Example 3.32. Define fn as below on the stated interval I:
b
b
Example 3.31 (Miscellaneous). 1. Show by your own example that
e
e
n
ah
ah
the limit of a sequence of continuous functions need not be con- 1. , x ≥ 0 and 0 ≤ x ≤ c.
tinuous unless the convergence is uniform. x+n
s
s
na
na
2. Does {x/n} converge uniformly on R? How about on |x| < c, c > 2. (x − 1/n)2 , x ∈ [0, 1]
Na
Na
11 12
5. sinn x, x ∈ [0, π]. Example 3.37. For each of the sequences {fn }n≥1 given by the func-
tions fn : [0, 1] → R below, find the point wise limit of {fn } and deter-
6. n sin(x/n), x ∈ R mine whether the sequences converges uniformly on [0, 1] to its point
7. e−nx , x ≥ 0 and c ≤ x ≤ ∞, c > 0 wise limit.
n x 1 x n xn
e
a. sin b. c. 1 + d.
un
un
1 x n 1 + x2n n 1 + xn
8. , 0 ≤ x ≤ c. For case a., assume that the function has the value 1 at x = 0. Verify
,P
,P
1 + nx
whether Z 1 Z 1
sinn x
s)
s)
h π πi
9. , x ∈ − , . lim fn (x)dx = lim fn (x) dx
ou
ou
3n + sinn x 2 2 n→∞ 0 0 n→∞
.
m
cosn x
no
no
10. , x ∈ [0, π]. Example 3.38. For n ≥ 1, define {fn (x)} on [0,1] by
2n − cosn x
to
to
2
Au
Au
xe−x 4n x
2
for 0 ≤ x ≤ 1/(2n)
11. , x ∈ (−∞, ∞). 2
n fn (x) = −4n (x − 1/n) for 1/(2n) ≤ x ≤ 1/n
e(
e(
g
g
xn 0 for 1/n ≤ x ≤ 1
lle
lle
12. 1 − , x ∈ [0, 1]
n
Co
Co
R1
Show that fn → 0 point wise on [0,1] and 0
fn (x)dx = 1.
Does the sequence {fn (x)} converge point wise on I? If so, find the
on
on
(point wise) limit function f (x) on I. Does it converge uniformly on ExampleZ b3.39. Determine
sinn (x2 )
s
s
I? Justify your answer.
us
us
a. lim 3
,0 < a < b
Z b x + nn x
n→∞ a
g
g
Example 3.33. Show that {(1/n) sin nx}n≥1 converge point wise to
er
er
n + cos (e )
f (x) = 0 on R. b. lim dx.
,F
,F
n→∞ a 4n + x4
re
re
Example 3.34. Show that {xk e−nx }n≥1 , (k ∈ N) converges point wise
ga
ga
to f (x) = 0 on [0, ∞). 4 Arzela-Ascoli Theorem
an
an
Example 3.35. Show that {ex(n+1)/n }n≥1 converges uniformly to ex on Theorem 4.1 (The Arzela-Ascoli Theorem). If a sequence {fn } of
at
at
[0, b], b > 0. functions in C(X) is bounded and equicontinuous then it has a uni-
Ph
Ph
formly convergent subsequence.
Example 3.36. If fn (x) = nx/(1 + n2 x2 ) on [0,1], show that
b
b
e
e
ah
ah
Z 1 Z 1
lim fn (x)dx = f (x)dx 5 Uniform Convergence of Series of Func-
s
n→∞
s
na
na
0 0
tions
Na
Na
13 14
n
X X∞
Define Sn (x) = uk (x), x ∈ E, n ∈ N. Then {sn } is called as a Definition 5.6. If Mn is a series of positive real numbers with
k=1 n=1
∞ X
X Mn < ∞ and there is an n0 ∈ N such that |un (x)| ≤ Mn , ∀n ≥ n0
sequence of partial sums of the series un . X
and for each x ∈ E, then we say that series un is dominated by
e
n=1
un
un
P
Series un is said to be convergent to the function f on E if the X X X
Mn and we write it as un Mn on E.
P {Sn } converges to f on E.
the sequence
,P
,P
Series un converges uniformly to f on E if the sequence {Sn } Theorem 5.7 (Dirichlet’s test for uniform convergence). Sup-
s)
s)
converges uniformly
P to f on E. pose that {vn } is sequence of nonnegative functions on E such that
ou
ou
P
If the series un converges to f on E then we write un (x) = ≥ vn+1 (x) on E and {vn } converges to 0 uniformly on E. Sup-
vn (x)X
m
f (x), x ∈ E.
no
no
pose un is a sequence of functions on E such that there is a con-
1 stant M > 0 with |Sn (x)| ≤ M for each n and for every x ∈ E,
to
to
P n
Example 5.1. Series x converges to f (x) = on (−1, 1).
1 −Px n
Au
Au
P n X X
n
Does x converge uniformly on (−1, 1)? Prove that x converges where Sn (x) = un (x), x ∈ E. Then the series un vn converges
e(
e(
uniformly on [−a, a] for every a with 0 < a < 1. Further prove that k=1
∞ uniformly on E.
g
xn+1
lle
lle
X
= − log(1 − x), x ∈ (−1, 1).
n+1 Proof. We have by Abel’s summation formula
Co
Co
n=0
on
X X
on E. If un converges uniformly to a function f on E, then f is uk vk = Sm vm+1 − Sn vn+1 + Sk (vk − vk+1 ),
s
s
us
us
continuous on E. k=n+1 k=n+1
g
g
∞
n
er
er
X
Example 5.3. Consider the series x(1 − x)n . Prove that the series
X
where Sn (x) = un (x), n ∈ N, x ∈ E.
,F
,F
n=0
P n=1
re
re
converges on [0, 1]. Does un converge uniformly on [0, 1]?
X cos nx
ga
ga
X Example 5.8. Prove that the series converges uniformly on
Theorem 5.4 (Cauchy Criterion for series). A series un converges p
Xncos nx
an
an
uniformly on set E if and only if for given any ε > 0 there is an integer R, if p > 1. Further if 0 < p ≤ 1, then converges uniformly
at
at
m np X
cos nx
Ph
Ph
X
N such that uk (x) < ε whenever m > n ≥ N , for all x ∈ E. on [r, 2π − r] for any r > 0. Hence prove that converges
np
k=n+1 uniformly on R − {2mπ : m ∈ Z} if p > 0.
b
b
e
e
∞
ah
ah
X X sin nx
Theorem 5.5 (Weierstrass M-Test). Let un be a series of real val- Example 5.9. prove that converges uniformly on R−{2mπ :
s
s np
na
na
n=1
X∞ m ∈ Z} if p > 0.
Na
Na
15 16
∞
X x2 X xn
Example 5.11. Discuss the convergence of the series on Example 5.19. Prove that the series converges uniformly
(1 + x2 )n (1 + x)n
n=1
R.
on any compact subset of (−1/2, ∞).
X X
Example 5.12. If |an | < ∞, prove that the series an xn con- Example 5.20. Prove that the series
X
sin(x/np ) converges uni-
e
un
un
verges uniformly on [0, 1]. formly on any closed and bounded interval [−a, a] when p > 1.
,P
,P
Theorem 5.13. If the series
X
an xn converges for some x0 , then X cosn x
Example 5.21. Prove that the series converges uniformly
s)
s)
X n!
the series an xn converges uniformly on [−x1 , x1 ], where x1 is any on R.
ou
ou
number such that 0 < x1 < |x0 |. X xn
m
Example 5.22. Prove that the series converges uniformly
1 + xn
no
no
X xn
Example 5.14. Show that the series converges uniformly of on |x| ≤ 1/2.
to
to
n
[−a, a], where 0 < a < 1. X 1 − n cos nx
Au
Au
Example 5.23. Prove that the series , where α > 0,
X xn nα−sin nx
e(
e(
Example 5.15. Consider the series . converges uniformly on [0, 2π].
g
n! ∞
lle
lle
X x
1. Prove that the series converges for each x ∈ R. Example 5.24. Consider the series (−1)n−1 .
Co
Co
n=1
n + x2
2. Does the series converge uniformly on R?
on
on
1. Prove that for any x > 0 we have an (x) ≥ an+1 (x) and limn→∞ an =
s
s
3. Prove that that the seroes converge uniformly on [−2019, 2019]. 0.
us
us
g
g
P
4. Does series converge uniformly on [−M, M ] for each M > 0? 2. Prove that for any x ∈ R, an (x) is convergent.
er
er
,F
,F
X 3. Prove that limn→∞ supP|sn (x) − f (x)| = 0, where sn (x) = a1 +
Example 5.16. Suppose that the series an is convergent and that
a2 + · · · an (x), f (x) = an (x), x ∈ R.
re
re
disf (x) = an xn , x ∈ (−1, 1). Prove that f is continuous on (−1, 1).
P
ga
ga
X 1
Example 5.25. Prove that the series (−1)n−1 converges uni-
an
an
X nx2 n+x
Example 5.17. Show that the series converges uniformly formly on [0, ∞).
at
at
n 3 + x3
X nx2
Ph
Ph
X
on [0, M ] for any M > 0. Also prove that lim = Theorem 5.26. Let A be a dense subset of X. Suppose un is a
n→∞ n 3 + x3 X
b
b
X n sequence of continuous functions on X. If un converges uniformly
e
e
.
ah
ah
n3 + 1 on A, then
X
un converges uniformly on X.
s
X s
na
na
Theorem 5.18. Suppose that un is a series of continuous non- X X
Theorem 5.27. Let un be a series of functions in R[a, b]. If un
Na
Na
X
negative valued functions on the compact metric space X. If un converges uniformly to f on [a, b], then f ∈ R[a, b] and
X
converges to a continuous function f on X, then un converges to f Z b Z b X ∞
! ∞ Z b
X
uniformly on X. f (x)dx = un (x) dx = un (x)dx .
a a n=1 n=1 a
17 18
X
Theorem 5.28. Suppose that un is a series of functions in C 1 [a, b]. 3. Use arctan(1/2), arctan(1/3) to prove that
X X
Suppose un converges to f on [a, b]. If u0n converges uniformly X∞
(−1)n
1 1
X π=4 + .
to g on [a, b], then un converges uniformly to f on [a, b] and f 0 (x) = 2n + 1 22n+1 32n+1
n=0
0 d X
e
X X
g(x), x ∈ [a, b]; i.e. un (x) = un (x) = u0n (x), x ∈
un
un
∞ Z 1
dx X
[a, b]. Example 5.33. Evaluate x(ex − 1)e−nx dx. (Hint: Prove that
,P
,P
n=1 0
∞
s)
s)
X
x −nx
series x(e − 1)e converges uniformly to f (x) = x on [0, ∞).)
X
Theorem 5.29. Suppose that the series an xn converges to a func-
ou
ou
n=0
m
∞ inf ty
tion f on (−a, a) for some a > 0. Then f is differentiable on (−a, a) X X
(1/(x2 +k 2 )) and ((sin kx)/k 2 ),
no
no
∞
X Example 5.34. For the functional series
0
and f (x) = nan xn−1 , x ∈ (−a, a).
to
to
k=1 k=1
we have
Au
Au
n=1
1 sin kx 1
∞ , ≤ 2
+k 2 x2 k 2 k
e(
e(
X
From this we can have f 00 (x) = n(n − 1)an xn−2 , x ∈ (−a, a).
g
∞
lle
lle
n=2
X
for all x ∈ R and k ≥ 1, where (1/k 2 ) converges. Thus, both series
Co
Co
∞
X k=1
Corollary 5.30. If f (x) = an xn , x ∈ (−a, a) for some a > 0, then converge uniformly on R.
on
on
n=0 ∞
for any n ∈ N, f (m) (x) exists for each x ∈ (−a, a) and
s
s
X
Example 5.35. For the functional series sin(x/k p )(p > 1), for any
us
us
g
g
∞ k=1
er
er
x with |x| ≤ r,
X
(m) n−k
f (x) = n(n − 1) · · · (n − k + 1)an x . x x
,F
,F
n=k p
≤ p = Mn
sin
n n
re
re
P
∞ ∞
!
1 , where Mk converges for p > 1. Thus, the series converges uni-
ga
ga
X Z X
n
Example 5.31. If |an | < ∞, prove that an x dx = formly (and absolutely) on every closed and bounded interval [−r, r].
an
an
n=0 0 n=0
∞
at
at
X an Example 5.36. We know that
.
Ph
Ph
n=0
n+1 ∞
X 1
(−1)k x2k = lim Sn (x) =
b
b
∞ n→∞ 1 + x2
1
e
e
X k=0
(−1)n x2n =
ah
ah
Example 5.32. Prove that uniformly on |x| <
1 + x2 ∞
s
na
1. Hence deduce that
k=0
Na
Na
X (−1)n x( 2n + 1)
1. = arctan x uniformly on [−r, r], 0 < r < 1. form on [−r, r](r < 1),
2n + 1
x n−1 Z x
(−1)k 2k+1
Z X dt
π 1 1 1 1 Sn (t)dt = x → = arctan x,
2. = 1 − + − + · · · + (−1)n−1 + ··· . 0 2k + 1 0 1+t
2
4 3 5 7 2n − 1 k=0
19 20
and the convergence u is uniform on [−r, r]. Thus, we have a series Example 5.43. Show that
expansion for arctan x: ∞
X sk−1 k
X∞
(−1)k 2k+1 (log(1 + x))2 = 2 (−1)k x for |x| < 1,
arctan x = x k=2
k
2k + 1
e
k=0
un
un
P∞
where sn = k=1 (1/k).
for x ∈ [−r, r](r < 1).
,P
,P
∞ Z 1 Example 5.44. The series
s)
s)
X
Example 5.37. Evaluate x(e− 1)e−kx dx. ∞
ou
ou
k=1 0 X x2 + k
(−1)k−1
m
∞
k=1
k2
no
no
X
Example 5.38. Show that the series (1/k 2 ) sin(kx) is uniformly
to
to
n=1 converges on R by the alternating series test.
convergent
Z πon R. If f (x) is the sum of the series, then determine the
Au
Au
Example 5.45. Consider fn (x) = (1/n) log(1 + n2 x2 ), x ∈ [−a, a](a >
value of f (x)dx.
e(
e(
0
0). Then {fn } converges uniformly to f (x) = 0 on [−a, a]. Then
g
lle
lle
Example 5.39. Integrate suitable series to evaluate the sum 2nx
∞ ∞ fn0 (x) = → g(x) = 0
Co
Co
X 1 X (−1)k 1 + n 2 x2
a. . b. .
k(k + 1)(k + 2) 3k + 1
on
on
k=1 k=0 pointwise on [−a, a]. Observe that f 0 (x) = g(x) on [−a, a].
s
s
Example 5.40. Differentiate suitable series to evaluate the sum
us
us
X∞
(k + 2)2 X∞
k(k + 1)(k + 2) X∞
k(k + 1)(k + 2) Example 5.46. Miscellaneous Problems
g
g
a. . b. . c.
er
er
k! 3k k!
k=0 k=1 k=1 1. Must the pointwise limit of a convergent sequence of integrable
,F
,F
functions on E be integrable?
Example 5.41. Evaluate the Zintegrals
re
re
Z 1 1
log(1 + x) 2. Must the limit of a uniformly convergent sequence of integrable
ga
ga
a. dx. b. log(1 − x)dx.
0 x 0 functions on [a, b] be integrabel?
an
an
∞
at
at
X
Example 5.42. If the power series ak xk converges to f (x) for |x| < 3. Can the limit of a sequence of continuous functions on a set E
Ph
Ph
k=0 be unbounded on E?
1, then show that
b
b
4. Must the pointwise limit of a convergent sequence of differentiable
e
e
∞ n
!
f (x)
ah
ah
X X functions be continuous?
ak xn = for |x| < 1.
1−x
s
s
na
na
n=0 k=0 5. Does {xn /n} converge uniformly to f (x) = 0 on −1 ≤ x ≤ 1?
Does {xn−1 } converge uniformly to f 0 (x) = 0 on −1 < x < 1?
Na
Na
Deduce that
3 √
log(1 + x) 1 2 1 1 6. If fn (x) = (1/ n) sin(nx), do we have fn → 0 uniformly on R?
=x+ 1− x + 1− + + ···
1−x 2 2 3 What is the limit of the sequence {fn0 (π)} if it exists? What does
. this convey?
21 22
∞
7. If fn (x) = (1/n) sin(nx), do we have fn → 0 uniformly on R? X
16. Consider the series (−1)k−1 ((x + k)/k 2 ). Does it converge on
What is the limit of the sequence {fn0 (π)} if it exists? What does
k=1
this convey? R? If not, does it converge pointwise on [0, ∞)? Does it converge
8. Can a sequence of Riemann integrable functions converge point- uniformly on [0, R], R > 0? Does i converge absolutely for some
e
x ∈ R?
un
un
wise to a function thatb is not Riemann integrable? How about if
the pointwise convergence is replaced by unifrom convergence? ∞
,P
,P
X
17. Why can’t we apply Abel’s theorem for xk at x = 1 or x = −1?
∞
s)
s)
k=0
X
9. If fk (x) convergs uniformly on a set E, must the sequence
ou
ou
k=1 Example 5.47 (Miscellaneous). 1. Let f becontinuous on[0, 1] and
m
{fk } be convergent on E? Must the sequence {fk } be uniformly Z 1
no
no
convergent on E? gn (x) = f (xn ) for n ≥ 1. Verify whether gn (x)dx con-
0 n≥1
to
to
∞ verges to f (0).
Au
Au
X
10. Suppose that fk (x) converges to a function f (x) on an interval
2. Does the sequence {fn }, fn (x) = nx/(1 + n2 x2 ), converge uni-
e(
e(
k=1
n
formly on every interval I containing 0? If f is the pointwise limit
g
X
I such that sup | fk (x) − f (x)| does not approach to 0 as n →
lle
lle
x∈I
of {fn } on I, is f differentiable on I? If so, does fn0 (x) → f 0 (x)
Co
Co
k=1
∞. Must the series be uniformly convergent on I? on E? Justify your answer.
∞
on
on
∞ ∞ ∞ X
3. For x ∈ [0, 1], consider fk (x), where
X X X
11. If ak converges absolutely, must ak cos kx and ak sin kx
s
s
us
us
k=1
k=1 k=1 k=1
g
g
be convergent on R?
er
er
x2n−1 xn
fn (x) = −
,F
,F
12. Let {fk } be a sequence of constant functioons. What does it mean 2n − 1 2n
in this case to say that the sequence {fk } converges uniformly
re
re
Pon a. Does the sequnece {Sn (x)} of partial sums converge pointwise
ga
ga
[a, b]? What does it mean in this case to say that the series fk
converges uniformly on [a, b]? on [0, 1]? If so, find its limit.
an
an
b. Does the series converge uniformly on [0,1]? Justify your
at
at
13. Suppose that {fn } is a sequence of bounded functions converging answer.
Ph
Ph
uniformly to f on E. Must f be bounded on E? ∞
X
4. Show that (xk /k) does not converge uniformly on (0,1).
b
b
P∞ P∞
14. If k=1 |fk | converges uniformly on E, must k=1 fk be uni-
e
e
k=1
ah
ah
formly convergent on E? How about its converse?
∞
s
s
na
na
∞
X
X 5. Investigate the pointwise and uniform convergence of fk (x)
15. If ak is absolutely convergent, must we have
Na
Na
k=1
k=1 on [0,1] if fk (x) equals
1 ∞
! ∞ xk (1 − x) xk (1 − x) log(k + x) − log k
a. . b. c.
Z X
k
X ak
ak x dx = ? k2 k k
0 k=0 k=0
k+1
23 24
∞ ∞
X X 1
6. Investigate the pointwise and uniform convergence of fk (x) 6. , x ≥ 0.
k=1 n=1
(n + x)2
on [0,1] for all real x if fk (x) equals ∞
1 x X sin nx
a. 3 b. . 7. , −∞ < x < ∞.
e
k + k 4 x2 k + k 2 x2 en
un
un
n=1
7. Show that the series
,P
,P
∞
X enx
∞ 8. , −∞ < x ≥ 0.
s)
s)
X x n=1
5n
ou
ou
k=1
(1 + (k − 1)x)(1 + kx) ∞ n
m
X log x
converges uniformly on [r, R], for every finite r > 0 and R > 9. , 1 ≤ x < ∞.
no
no
n=1
x
r, but does not converge uniformly on [0, R]. Does it converge
to
to
pointwise on [0, ∞)? ∞
Au
Au
X
10. (x log x)n , 0 < x ≤ 1.
3 3
e(
e(
8. If fk (x) = 1/(k (1 + kx )) on [0,1], justify with a proof that n=1
g
lle
lle
Example 5.49. Find the interval of convergence of the following power
!
d X X X 1
fk0 (x) = −3x2
Co
Co
fk (x) = 2 (1 + kx3 )2
on [0, 1] series:
dx k≥1 k≥1 k≥1
k
x2 x3 x4
on
on
1. x + + + + ···.
Example 5.48. Examine the uniform convergence of the following se- 3 5 7
s
s
us
us
ries: 2. (x + 1) + 4(x + 1)2 + 9(x + 1)3 + · · · .
g
g
∞
er
er
X x 1 1 1
1. , x ∈ R.
,F
,F
n(1 + nx2 ) 3. − + 2 − 3 + · · · .
n=1 x 2x 3x
re
re
∞ ∞
ga
ga
X 1 X (−1)n 3n
2. , x ≥ 0. 4. .
an
an
n + n4 x2
3
n=1
(4n − 1)xn
n=1
at
at
∞ ∞
n(x + 5)n
Ph
Ph
X x X
3. 0 < c ≤ x < ∞. 5. .
1 + n2 x2 n=1
(2n + 1)3
b
b
n=1
e
e
∞
ah
ah
∞
X 1 X 2n (sin x)n
4. , x ≥ 0. 6. .
s
1 + n2 + n2 x2
s n2
na
na
n=1 n=1
Na
Na
∞
X 1
5. , c ≤ x < ∞, c > 1.
n=1
nx
25 26
6 Continuous Nowhere Differentiable Func-
tion
7 Weierstrass Approximation Theorem
e
un
To be continued....
,P
s)
ou
References
m
no
[1] R G Bartle, Donald Sherbert, Introduction To Real Analysis.
to
[2] R. R. Goldberg, Methods of Real analysis, Oxford and IBH Pub-
Au
lishing Company Pvt. Ltd. New Delhi , (1970).
e(
[3] Ajit Kumar, S Kumaresan, A Basic Course in Real Analysis, CRC
g
Press. lle
Co
[4] S. Ponnusamy, Foundations of Mathematical Analysis, Birkhauser,
on
(2010).
s
g us
er
,F
re
ga
an
at
Ph
e b
sah
na
Na
27