Uniform Convergence

Thus far we have considered, almost exclusively, sequences and series whose terms were numbers, It
was only in particularly simple cases that the terms depended on a variable. We shall now consider
sequences and series, whose terms depend on a variable, i.e., those whose terms are real valued functions
defined on an interval as domain. We,accordingly, denote the terms by/,(x) and consider sequences and
series of the form (4,} and X/„ respectively.

1. POINTWISE CONVERGENCE

Suppose 1,2,3,..., is a sequence offunctions, defined on an interval I.a < x <h. To each point
I. there corresponds a sequence of numbers |/„(^} with terms

/,(!). A(l)./.(f).-
Further, let us suppose that the sequence of numbers ● converges for every ^ e /.
Let {/»(^)} converges to /(^).
This way let the sequences at (all) points of/converge to
/(f)./('?)./(f).
We now define, in a natural way, a real valued function/with domain /and range the set defined by
(I), so that its value f{r})forqel islim {/„(r?) .
Thus

/W - xel .J2)

The function/ so defined, is referred to as the limit or the point-wise limit of the sequence {/,} on
[a,6], and the sequence (/} is said to bepointwise convergent to/on [a, b].
Similarly, ifthe series L" /„ converges for every point x ^ I, and we define

...(3)
/W= I^/„(x). '^xG[a,b

the function/is called the sum or the pointwise sum of the series Zf„ on [a, />].

Thus, if/is the point-wise limit of a sequence of functions (/„} defined on [a, b], then to each
£ > 0 and to each .v e [a, h], there corresponds an integer m such that
\f„{x)-f(x)\<£, V « > m ...(4)
394 Mathematical Analysis

1.1 For a sequence (series) of variable terms, the most important question will usually be whether,
and to what extent, properties belonging to terms, viz., boundedness, continuity, integrability,
differentiability, etc., are transferred to the limit function of the corresponding sequence (series). Let us
consider a few examples.
I. The geometric series
l+.v+.r'+.Y^+...
converges to (I - ,v)~' in the interval- I <.v< I.
All the tenns are bounded without the sum being so.
2. Consider the series
2
.V
^ fn' where f„ix)
H =0
(x real)
(1 + A-)

At X = 0, each /„(x)= 0,so that the sum of the series/(0)= 0.

For X 9^ 0, it forms a geometric series with common ratio l/(l + x‘), so that its sum function
f(x)= \ + x\
Hence,

l+x^ x;t0
/(A-) =
0 . x =0

Each term of the series is continuous but the sum/is not.

sin fix
3. Thesequence {/„}, where /„(x)= (x real), has the limit
ft

fix) = lim /„(x) = 0

/'(x)= 0, and so /'(O) = 0

But

/;(x) = -Jn cos nx

SO that

/,;(0) = —> CO as n oo

Thus at x = 0,thesequence {/'(x)} diverges whereas the limit function f'(x) = 0, /.e-., the limit
of differentials is not equal to the differential ofthe limit.

4. Consider the sequence {//.where

/,(x) = /ix(l - A--)", 0<x< l,n = 1,2,3,...

For0<x<l. lim /„(x) = 0

Atx = 0,each //O)= 0, sothat lim //O)= 0

Uniform Convergence 395

Thus the limit function f{x)= lim /„(x) = 0, for 0 < a- < 1

fix) dx = 0
0

Again.
n
/„{x)dx = /u-(l - -V-)" dx =
In + 2
0 0

so that CM

I cc
LU
lim
1-*CC J
f^fx)dx\ = -
2
0 0.
Thus, <

I o
lim < /„ dx\it f dx= [ lim {/„}]r/.v.
n-^
0 0 0

Thus, the limit of integrals is not equal to the integral of the limit. In other words, the sequence of
integrals may not converge to the integral of the limit of the sequence.
These few examples should convince us that a quite new category of problems arises with the
consideration of sequences (series) of variable terms. We have to investigate under what supplementary
conditions these or other properties of the terms are transferred to the limit function/ A concept of
great importance in this respect is known as Uniform convergence of a sequence (series) in its domain
of definition, [a, h].

2. UNIFORM CONVERGENCE ON AN INTERVAL

A sequence offunctions {/„} is said to converge uniformly on an interval [a, b]to a function/iffor any
£ > 0 and for all x € [a, b] there exists an integer N(independent ofx but dependent on £)such that
for all .V 6[a, b],

l/.(-v)-/(x)l<f, V;i>/V ...(5)

It is clear that every uniformly convergent sequence is pointwise convergent, and the uniform limit
function is same as the pointwise limit function.
The difference between the two concepts is this: In case of pointwise convergence, for each£ > 0
and for each x € [a, b] there exists an integer N(depending on f and x both) such that(4) holds for
n > A; whereas in uniform convergence, for each£ > 0, it is possible to find one integerW(dependent
on£ alone) which will do for all xe|a,/?].
396 Mathematical Analysis

Notes:

1. Ifa sequence converges pointwiseto/theii for a given £ > 0, eaeh point jt, of[a,h] determines an integer A',-
such that

l/.U,)-/U,)l<£. ror«>W,
Consideration ofall points of[c7,/j| gives rise to asequence ofintegers iV,, N2,
In case the sequence { } is bounded above, with supremum N, say, then (4) holds for all points of[o, b] when
n > N and so the given sequence {/„} converges uniformly on [n, b].
If no such yVexists, the sequence {/„} is not uniformly convergent.
2. Uniform convergence => pointwise convergence
but not vice versa. However
Non-pointwise convergence ^ non-uniform convergence
i.e., a sequence which is not pointwise convergent cannot be uniformly convergent.

2.1 A series of functions X/„ is said to converge uniformly on [a, b] if the sequence [S„] of its
partial sums,defined by

S„(x)=lf^(x)
i=]

converges uniformly on [a, b].

Thus, a series of functions X/„ converges uniformly to/on [a, b] if for £ > 0 and all x € [a, b]
there exists an integer A^(independent ofx and dependent on f)such that for all x in [a, b]
I/]U)+ fi^x) + ... + f,fx)- f{x)\< e, for n>N.

2.2 Cauchy’s Criterion for Uniform Convergence

Theorem 1. A sequence offunctions {/,J defined on [a, b] converges uniformly on [a, b] if and
only iffor every £ > 0 ondfor all x e [a, b], there exists an integer Nsuch that

- /.W < £- V n > W. p > 1 ...(1 )

Necessary. Let the sequence {/„} uniformly converges on [<3, b] to the limit functionf so that for a given
£ > 0, and for all x e [a, b], there exist integers m,, such that
l/„U)-/U)l<f/2. Vn>m,
and

“/Wl < f/2, V /I > m^, p > 1

Let A^= max (w,. m2).

^ -/Wi + lA(^)- f(x)\
<£/2 + £/2 = £, ^n>N.p>\
Sufficient. Let now the given condition hold.
By Cauchy’s general principle ofconvergence, {/„} converges for each x € [a, b] to a limit, say/.
Thus the sequence converges pointwise to/ Let us now prove that the convergence is uniform.
 Uniform Convergence 397

For a given £ > 0. let us choose an integer N such that(1) holds. Fix n, and let p OO
in (1). Since
11+p -> / as —> oo, we get

I fix)- f„{x)\<£ n> N,a\\xE [a, h]

which proves that f„{x) fix) uniformly on [a, b].

Note: In the statement of the theorem,(1) may be equivalently replaced by

I fnix)- f,„ix) 1 < £, V n. m > N

CM
Tlieorent 2, A series offunctions Z/„ defined on [a, b] converges uniformly on [a, b] ifand only if ^
for every £ > 0 andfor all x e [a, b], there exists an integer Nsuch that
QC
111
I-
I L+\ix)+ fn+2 ix) + ... + (X)\<£ y n> N,p>\ Q.
<
The proof is left to the readers. X
o
Note: Relation (2) in the statement may be replaced by

I fm+l(^)+ fm+2(-t) + ... + /„(x) I < £, V n. m > N

2.3 Solved Examples

Example I, Test for uniform convergence, the sequence {/„}, where

nx
f„(x)= , for all real x.

■ The sequence converges pointwise tof where

fix)= 0, V real x

Let (/„} converges uniformly in any interval [a, b], so that the point-wise limit is also the uniform
limit. Therefore for given £ > 0, there exists an integer Nsuch that for ail x e [a, b]

nx
-0 <e, yn>N
1 + nV

If we take e=^, and m an integer greater than N such that \jm € [a, b], we find on taking n = m

and X =\/m, that

nx
= —<t -= e
i + nV 2 3

We, thus, arrive at a contradiction and so the sequence is not uniformly convergent in the interval
[a, 6], which contains the point 1/m. But since 1/m^O, the interval [a, b] contains 0. Hence, the
sequence is not uniformly convergent on any interval [a, b] containing 0.
398 Mathematical Analysis

Exiimplc 2. Show that the sequence (/„}, where

is uniformly convergent on [0, ^]. ^ < 1 and only pointwise convergent on [0, 1].
■ Now

0, 0 < a: < 1
fix)= lim f„{x)= x=\

Thus, the sequence converges pointwise to a discontinuous function on [0. 1].

Let f > 0 be given.
For 0 < .t < A- < 1, we have

\f„ix)-fix)\ = x”<e

1
if >—
X s
or if n > log (l/£)/log (1/x)

This number, log (l/f)/log (1/a-) increases with x, its maximum value being log (I/f)/log (I/A)
in]0.A],A>0.
LetA^be an integer > log (l/f)/log (1/A).

\f„ix)- /(x)!< f, \f n>N,0<x<{

Again atA =0,
l/„(x)-/(A-)l-0<£, V»>1
Thus for any £>0,3 N such that for all x 6[0, A], A < 1
\ffx)-f(x)\<£, 'in>N
Therefore, the sequence {/„} is uniformly convergent in [0, A], A< 1.
However, the number log (l/£)/log (l/x) as x ^ 1 so that it is not possible to find an integer
jVsuchthat l/„(x)-/(x)l < £, foratl n>N and allx in [0,1].
Hence, the sequence is not uniformly convergent on any interval containing 1 and in particular on
[0.!].

Note: A point. likex= 1 which is such that the sequence is not uniformly convergent in any interval containingx- 1.
is called a point of non-uniform convergence.

Examplc3. Show that the sequence {/„), where

1
=
X+n
is uniformly convergent in any interval [n, A]. h> 0.
Uniform Convergence 399

Here the sum function

/(.v)= lim/„(.v) = 0 [Link][0./;J

so that the sequence converges pointwise to 0.

For any £ > 0.

l/„(A-)-/(.v)l = <£
X+n

if n > (l/£) - X, which decreases wither, the maximum value being l/£. CM
LetA^bean integer > 1/f, so that for f > 0, there exists//such that QC
LU
l/„U)-/U)l<£, Vn> H
Q.
Hence, the sequence is uniformly convergent in any interval [0. 6], b>0. <
X
[Link]‘4. Show that the sequence (/,J, where o
f„(x) = tan ' fix, x>0

is uniformly convergent in any interval {a. a> 0, but is only pointwise convergent in [0. /j].

■ The pointwise sum function

Tcjl, A- > 1
/(a) = lim /„(a) =
0, A = 0

Let £ > 0 be given, so that for .r > 0,

I/„(a)- /(a)I = I tan ‘ /JA - Tijl I < £

-I
if col ' /z.r < £

or if n > cot ejx

which decreases when A increases, the maximum value being cot loss eja in [a. b],a>0. Let//be an integer
> cot eja.
Thus for f > 0. 3 A/ such that for all a € [a, b], a >0.

\f„(x)-f(x)\<£. Vn>/V

Hence,the sequence converges uniformly on [a. b], a>0.

However, cot ejx —> <» as a —> 0, so that no such integer N exists, such that I/„(-v) -/(a)I < £,
for all n > A^.and hence the sequence is not uniformly convergent on [0, A]. It is only pointwise
convergent in [0, b\.
400 Mathematical Analysis

Example 5. Show that the series Z/„, whose sum to n terms. 5„(;c) = nxe is pointwise and not
uniformly convergent on any interval [0, k\ k>Q.

■ The pointwise sum 5(.v) = lim S„{x) = 0, for all .v > 0.

Thus the series converges pointwise to 0 on [0. k].

Let us suppose, if possible, the series converges uniformly on [0. ^], so that for any £ > 0, there
exists an integer such that for all .v > 0,
-/I.V"
I5„(x) - 5(a:)I = nxe < e, n> N ...(I)

Let bean integer greater than A^and e^£', then for jc = l/-/^ and n = A'p, (1)gives

^jN^/e<£ => NQ<e~e^

so we arrive at a contradiction.
Hence, the series is not uniformly convergent on [0, A:].

Note.s:
I. Choice of jt = l/>/^ is admissible because the interval contains the origin.
2. The interval of uniform convergence is always be a closed interval, that is. it must include the end points. But the
interval for pointwise or absolute convergence can be of any type.

Remark: These examples suggest that a discontinuity in the limit function implies a point ofnon-uniform convergence,
although non-uniform convergence does not necessary involve discontinuity in the limit function.

x
Ex. L Show that the sequence {/„}, where f„(x) = , is uniformly convergent in [0, A:], k < oo
n+X
but only pointwise convergent when the interval extends to oo.
-/W
Ex.2. Show that the sequence [e } is uniformly convergent in any interval [a, A], where a and b are
positive numbers but only pointwise in [0, A].

Ex.3. Show that the series Z/„. the sum of whose n terms is 5„(-c) = xj{\ + nx^), converges
uniformly for all real x.
nx
Ex.4. Show that the sequence- converges uniformly to zero for 0 < x < 1.
1+
H^X
Ex.5. Show that the sequence {/„}, where /„{x| = is not uniformly convergent on [0,1].
1 + rz'x-

Ex.6. Show that the sequences {/ix(l-x^)"} and {;i^x(l - x^)"} are not uniformly convergent on

[0,1].

Ex.7. Show that the series

(1 - X)- + x(l - x)^ + x^(l - x)^ + ....

is not uniformly convergent on [0,1 ].

Uniform Convergence 401

Ex. 8. Show that the series

A' A A
+ +...
1+A (1 + a)(1 + 2a) (1+2a)(1 + 3a)

is uniformly convergent on [o, b],a>0 but only pointwise in [0, h].

3. TESTS FOR UNIFORM CONVERGENCE

Now that we are acquainted with the meaning of the concept of uniform convergence, we shall
naturally inquire how we can determine whether a given sequence or a series does or does not converge oj
uniformly in a given interval. So far we have used merely the definition of uniform convergence ^
for the purpose. This procedure is usually replaced by narrower tests which are more convenient in cr
LJJ
ordinary practice.
Q.
3.1 A Test for Uniform Convergence of Sequences <
X
Theorem 3. Let [f„] be a sequence offunctions, such that
o
lim f„(x) = f(x),xe[a.b]
and let

M„ = Sup l/„(A) - /(a)I

,V€

Then /„ f uniformly on [a, b] ifand only if A/„ —> 0 as n —> ».

Necessary. Let /„ -> / uniformly on [a, b], so that for a given £ > 0, there exists an integer such
that

I/„(a)-/(a)I<£, \/ n> N,\/ xe{a,b]

= Sup I/„(a)-/(a)1<£, Vn> W
v6 [a.b\

as

Sufficient. Let 0, as n o<>, so that for any £ > 0, 3 an integer//such that

< £, V « > A'

Sup l/„U)-/(A)l<e, \fn>N

.re

\f„{x)~ f{x)\<e. V«> A^,VAG[fl,^i]

f„-^f uniformly on [a, b].

Exampleh. Show that the sequence {/„}, where

nx
f,fx)=
i +.iV
is not uniformly convergent on any interval containing zero.
402 Mathematical Analysis

Here
lim /,,(.v) = 0. V X

nx . , I I i j- ^ . Let us take an
Now ^—7 attains the maximum value — at x = —; — tending to 0 as /j 00

1 + n'x~ ^ n n
interval [a, h] containing 0.
Thus
= Sup l/„(x) - /(x)l
.ve

/IX
= Sup = — which does not tend to zero as n —>
A'€ 1 + n~x^ 2

Hence, the sequence {/„} is not uniformly convergent in any interval containing the origin.

Example 7. Prove that the sequence {/„}, where

X
/„(A-) = . X being real
1 + nx~
converges uniformly on any closed interval I.
■ Here pointwise limit,

/(x)= n-^
lim /„(x) = 0, Vx

X
M„ = Sup l./;,(x) - /(x)l = Sup 0 as /j ^ 00
xel xel 1 + nx- 2-\/n

Hence {/„} converges uniformly on/.

X 1 1
j attains the maximum value at X = i.e. at the origin .
1 + nx 2^fn

Examples. Show that the sequence {/„}. where

/„(x) = nxe ,x>0

is not uniformly convergent on [0, k], k>Q

/(.v)= n-*
lim/„(x)= 0, Vx>0

- n 1
Also nxe attains maximum value , — at x =
\2e ●Jin
Now,
n
M„ = Sup l/„(x) -/(x)l= Sup nxe >00 as n 00
xe |().ic| X6 [O.k] 2e

Therefore, the sequence is not uniformly convergent on [0, k].

Uniform Convergence 403

Ex. I. Show that the following sequences are not uniformly convergent on the intervals indicated:

(/) {^"} on[0. 1] (//) {e '“1 on [0, k]

Ex. 2. Test the following sequences for uniform convergence.
sin nx
, 0 < X < 2;r , 0<x<k
U)
1^ Hi)
n+X

n X
(///) 0<A-< OO (/V) — , 0<A-<1
n+X 1 + nx'
CM
nx
(V)
1+
. 0<x<l oc
LU

3.2 Tests of Uniform Convergence of Series Q.

<
Theorem 4. Weierstrass'sM-test. X
A series offunctions Z/„ '-vill converge uniformly {and absolutely)
o
on [a, b] ifthere exists a convergent series Z ofpositive numbers such thatfor all x € [a, /?]

I/„(a)I<A/„, for all n

Let £ > 0 be a positive number.

Since Z is convergent, therefore there exists a positive integer such that

I ^,,+1 + \<E \fn>N,p>\ ...(I)

Hence for all xe[a,b] andforall n > N, p> 1, we have

1
I + L^iix)+ ■■■ + I^I I+ I I + ■■■ +1 L^p(x) I

< M„+| + + ■■■ + MII+p <£ .,.(3)

Equations(2)and(3)imply that Z/„ is uniformly and absolutely convergent on \a. A].

Renmrks:
I. The converse is not asserted and is in fact, not true i.e.. non-convcrgcncc of Z does not imply anything as far
as is concerned.
2. Series which satisfy the A/-tesl have been called normally convergent by Baire. to emphasize the fact that such series
are uniformly as well as absolutely convergent. The terminology has the additional advantage ofemphasising the fact
that the test can be applied to nearly all series in ordinary everyday use.

ILLUSTRATIONS

1. The series Zr"cosn0, Zr" sin ;i^, Zr" cos Zr'‘sin 0 < r < 1, converge
uniformly for all real values of 6.
The result follows by taking M„ = r".
2n
a„x a..x~
Z. The series S .1 converge uniformly for all real values of a, if Za„ is
1 A--" 1 + .r 2n
absolutely convergent.
404 Mathematical Analysis

- s sin {x^ + rr^x) is unifonnly convergent for all real .y.

n{n + 1)

Take M,
n(n + 1)
cos
- I -— is uniformly and absolutely convergent for all real values of ^ > 1.
n

1
Take M,

(-
- Z converges absolutely and uniformly for all real at if> I.
«^(l + x2'')

1
Take M,
np

( Z« is uniformly convergent in [1 + ^ > 0.

[[\ample 9. Test for uniform convergence, the series

2.V 4x' 8x^ 1 1
7+
l+x-^ T + 1+x8 +...,— <x<-
2“ “2

2".y 2«-i
■ The «th term f„i^)- 2n
1 + -Y
2h-I
l/„WI^2"(a)
1
where|x|< a < —.
“2
2n-l
The series Z2"(a) converges, and hence by A/-test the given series converges uniformly on
1 1
2’ 2 ■

_ X
Example 10, Show that the series L —i 5— converges uniformly over any finite interval [a,b],for
X

(/) p>\,q>Q iii'\ (i<p<\,p + q>2

(/) When p> \,q>0
X a
l/.WI = <
n” +

where a > max {|o |,[6 |}.

Uniform Convergence 405

The series Y.{ocjn'’) converges for;? > 1.

Hence by A/-test, the given series converges uniformly over the interval [a. />].
(//) When 0 < p < \, p + q > 2.

l/„(^)l attains the maximum value at the point, where = n'’

2n^
1
l/„WI<
2n^^(p+n)
1 CNJ
The series X converges for/7+^>2. Hence by M-test, the given series converges ^
QC
uniformly over any finite interval [a, b]. LU
H
In spite of its great practical importance, Weierstrass’s A/-test is necessarily applicable to a a
restricted class ofseries—series which are absolutely convergent as well. When this is not the <
case, we have to make use of more delicate tests, which we construct by analogy with those I
for series of arbitrary terms—Abel’s and Dirichlet's test.
o
Theorem 5. Abel's test. If ^„(-v) is a positive, monotonic decreasing function of n for each fixed
value ofX in the interval [o, />]. and (jr) is boundedfor all values ofn and x concerned, and ifthe
series l,u„(x) is uniformly convergent on [a, b], then so also is the series ^b^{x)u„{x).
Since b„(x) is bounded for all values of« and for.v in [a, b]. therefore there exists a number AT> 0,
independent ofa: and n. such that for all x e[a, b],
0<b„(x)<K, (for«=l,2,3,...) ...(1)
Again, since l,u„{x) converges uniformly on [a, b], therefore for any £ >0, we can find an
integerWsuch that

n+p p
S U^{x) < — ● V n > A, p > I
r=H+ l K

Hence using Abel’s lemma(Ch.9,§ 13)we get

n+p n+g
I b,{x)u,{x) <b„^fx) max X u^{x)
r=H+l '/=i.2 p r=n+l

< K — = e, iox n > N, p > \, a < X < b

K
=> 'Lb,fx)u,fx) is uniformly convergent on [a, b].

Corollary 1. A uniformly convergent series S ?<„(^) remains uniformly convergent on [a, b], if its
each term is multiplied by afunction a„(x), a< x <b, provided that the sequence {a„(jr)} is uniformly
bounded on [a, b] (/.e., 3 K> 0. such that 1 (x) I < K, for all x in [a, b] and for all n), and
monotonic in n,for each x e[a, b].
Under the given conditions, converges pointwise. Let us write for each xs[a,b],
406 Mathematical Analysis

/;„(.v)= {lim a„(j:)}-a„(x). or - lim a„{.x),

according as {a„{x)] is monotonic increasing or decreasing. With this function we deduce as

above that the series w„(a') converges uniformly on [a, h]. Also, since Z n„ix) and hence
S[lim «„(a)] u„{x) (●.● I lim \< K,a < x<h) converges uniformly on [a, 6]. The uniform
convergence of X ci„(x) u,,ix), then follows easily.

Corollary 2. If 1. a„x" is a {power) series which converges for all values ofx, where | a | < /?, then
n=\

Xa„A" is uniformly convergent in [0, R] if and only if is convergent.

Let 'La„R". be convergent, so that being a series of real numbers, it is uniformly convergent in
[0, R].

Now,since 'Zo„R'‘ is uniformly convergent, and (x/R)'' is a positive monotonic decreasing bounded
function of n. for each value of x in [0, i?]. Therefore by Abel’s test, the series R" [xjR)" <
is uniformly convergent on [a, 6],
If the series 'L a„x" is uniformly convergent in [0, R], it is obviously convergent alx= R.

{-!)■
Example II. TheseriesX IA 1" is uniformly convergent in - 1 < a < 1.
n
(-1)
■ Since IaI" is positive, monotonic decreasing and bounded for - 1 < a < 1, and the series X
n
(-1)' 1<A<1 .
i s uniformly convergent, therefore X IaI" is also so in
n

Example 12. Showlhat 'L a,Jn''^ converges uniformly in [0, l],if X«„ converges.

■ Since is a positive, monotonic decreasing function and is bounded by 0 and 1 in [0. 1 ], and the
series X is convergent (and so uniformly), therefore X is uniformly convergent in [0, 1].

Ex. If X is convergent, then show that each of the following series is uniformly convergent in
[0, 1].

a„x «a"(1-A) 2na^jX"{\ - a)

Xa„A", Xfl„ ^ In . X a , X 111
1 + A 1 + a' 1 + A

Theorem 6. Dirkhlet's test. If (a), is a monotonic function of n for each fixed value ofx in [a, 6],
and b„ (a) tends uniformly to zerofor a < x <h, and ifthere is a number K>0 independent ofx and n,
such thatfor all values ofx in [a, b].

X Ur(x) < K. y n
r=l

then the .series X b,^ (a)w„ (a) is uniformly convergent on [a, h].
Uniform Convergence 407

Firsf melliod. We may assume that h„{x) is a positive monotonic decreasing function of n.
for each x € [a, b], since the general case follows by the procedure given in the above cor. 1. Now /;„(x)
tends uniformly to zero, therefore for any £ > 0, we can find an integer /V(independent of.v) such that
for all values ofj: in [a. 6].
0<b„{x)<£l2K, for all n>N
For such values of/7 and any integral value of p> 1, we have by Abel's Lemma.

H+;> ii+q
I h^x)u^{x) <b„^](x) max X //,(.v)
r=n +] <?=1.2 p r=(t+l CM

n +(/
cc
max lU
<//„+[(.v){ 1 u,(x) + 1 «.(.V) H
r=l r=fi
^=1.2 p
a.
<
< — {K + K)= £ X
2K o
Hence by Cauchy’s criterion the series ^b,^{x)u„{x) converges uniformly for jc e \a, h\.

Second method. Since b,^{x) tends uniformly to zero, therefore for any £ > 0, there exists an
integer A^(independent of.r)such that for all x e \a, b].

\b„{x)\< £/4K, for all n> N.

Let S„{x) X Hr{x), forall xe[a,b], andforall//.

r=l

)i+p
X {S»+i -S„]+b„^.{x){Sh+2 -S„+i } + ●●●
/● = /!+I

+ [Link]{^n^p -

= - K+\ (^) + [b,,^i (x) - S H+l +...

+ [b„+p-i{x) - b„^i,ix)}S„^^,_^ + b„^p{x)S„^p

n-t-p-\
= X {Mx)-b,^,{x))S,(x)-b„,^(x)S„{x)
r=n+\

+ b„^i,(x) S„^i,{x)

II-*-p ii+/)-i
X b,(x)u,{x)< X \b^{x)-b^^^(x)\ \S^ix)\ + \b„^^ix)\ \S„{x)\ +
r=H + l r=«+l

+ \h„^p{x) \ \S„^^(x)\
408 Mathematical Analysis

Making use of the monolonicity of b„(x)

H+/1-1

I \b^{x)-b,^^{x)\=\b„^^{x)-b„^|,{x)\, for a<x<h,

l—H+l

and the relation !5„(a:)I < K, for all a: € [a, b] and for all n = 1.2,3,..., we deduce that for all x g [a, b]
and all p> ln> N
"+P p
— IK
S b^{x)u^(x) <K\b„^^{x)-b„^|,{x)\ + 4a
=(i+i

s
+ — = £.
2K 2

Hence by Cauchy’s criterion, the series ’L b,^{x)u,^{x) converges uniformly on [a, 6].

Remark: The statement ‘ S »,(●*') - V at 6 [a,/?], and for all n'amounts to saying that the sequences ofpartial
r=l

sums of I M„ {x) are bounded for each value of x e [a, b], i.e., for each point a:,- e [fl, b] there is a number Kj such

that Z i<rM - Kj, and there exists a number/k such that K, < K, V i.
r=l

This fact is expressed by saying that ‘the partial sums of the series are uniformly hounded'.
This in turn amounts to saying that ‘the scries £«„(a:) cither converges uniformly or oscillates finitely'.
So, Dirichlet’s test can be stated also as:
!fb^ (jr) is a monolonicfunction ofn for each fixed value ofX in [a, b\, and b„{x) tends uniformly to zero for a < x <h,
and if Y.u„{x) either uniformly converges or oscillates finitely in [o, /)], then the series Y.b„{x)u,fx) is uniformly
comergent on [a, b].

a:^ + n
Exiimple 13. Prove that the series X(- 1) :5—, converges uniformly in every bounde d interval,
n"
but does not converge absolutely for any value ofx.

■ Let the bounded interval be [a, b], so that 3 a number .ATsuch that for all x in [a, 6], |x| <AT.

Let us take Xw„ = X(- 1)" which oscillates finitely and

x~ + n K'^ +n
b. <
n~

Clearly b„ is a positive, monotonic decreasing function of n for each x in [a, and tends to zero
uniformly for ^7 < x < ft.

x‘ + n
Hence by Dirichlet’s test, the series Z(- 1)' converges uniformly on [a, ft].
Uniform Convergence 409

x~ ■¥ n _ _ x~ + n
I
Again Z (- 1) 2 Z n which diverges, Hence the given series is not absolutely
n' n

convergent for any value of .r.

cos nO sin n9
Example 14, Prove that the series and Z converge uniformly for all values of
n”

p > 0 in an interval [a. In - a[, where 0< a < n.

■ When p > 1, Weierstrass’s M-test at once proves that both the series converge uniformly for all real
OJ
values of 0.

When 0 < p < 1, both the series converge uniformly in any interval [a, 2n - a], a > 0. This can CC
lU
be proved by talcing h„ = (l/w^) and z/,, = cos nO (or sin nO) in Dirichlet’s test, h-
0.
is positive monotonic decreasing and tends uniformly to zero for 0 < p < 1, and <
I
Z 2/^ = Z cos r0 = [ cos 9 + cos 29 + ... + cos ii9
o

cos ((/7+ \)/2)9sm{n/2)9

< cosec (cr/2). V n,
sin {9/2)

for 9 G [a. 2n - a],

Thus, all the conditions are fulfilled and the series ^(cos n9jn^’) and similarly Zl{sin n9jn'^)
converge uniformly on [a, 2n - a] where 0 < a < ;r.

Example 15, Show that the series Z{log(/? + 1)} cosnx is uniformly convergent in [9^. ^2!- where
0 < 9^ < X <02 < 2n.

m When x e[9^, ^2]. {log(w + I)}""' is a positive monotonic decreasing function of n. Also since
{Iog(/7 + !)}“■'' < (log(« + 1)}"^’, the function {log(« + 1)}”'’^ tends uniformly to zero as n -> <x).
Moreover, as in Example 12.14,

1 1 1
21 cos rx < < max
r= \ sin (x/2) sin (^i/2) ’ sin (^2/Z) j

both are independent of x and n.

Thus by Dirichlet’s test the series Z{log(« + !)}“■* cos nx is uniformly convergent in [9^ , ^2]-

Notes:
1. It is to be understood that can be as close to zero and $2 close to 2n as we please.
2. If {v„} is a monotonic sequence of real numbers that converges to zero, then each of the series
sin n9, L v„ cos nO is uniformly convergent with regard to 0 in the interval [a, 2n - ol\ where a is any
fixed positive number less than n.
410 Mathematical Analysis

EXERCISE
I . Prove that the series.
ft H 2,1

</) I/O I — Uii)

n n(n + 1) ■ n~ + .r2n
are uniformly convergent in [-1, 1].
2. Prove that, if a is any fixed positive number less than unity, each of the series
-1
Lx". I(« +1) x",I(h+1) xMA"
is uniformly convergent in [- a, a\
3. (</) Show that each of the series
1
^-7 rr.2:-i
n + n~x
4 ■’
n + n X
is uniformly convergent in [ - k], for real k.
(/'iShowthat T. l/”'' convergesuniformlyforailrealx> 1.
(() Show that the series

1 +
22 _ 1 4^ - 1 6' - 1
converges uniformly for all real x > 0.
X
> Show that the series ^ converges uniformly for all real x.
I h{1 +/;x^)

[///rtZ; The maximum value of/„(●*■) is at x^ = 1/n, apply A/-test.]

sin nx cos nx
5. Prove that each of the series, X .1 converges uniformly with respect to x in [a, In - a], where
n n
a is any fixed positive number less than n.
sin nx _ cos nx
Prove also that each ofthe series, X 2 ’ L is unifoimly convergent in [0, 2tt\
n
6. Show that the series
1 2a 2a
- cos 0 + —
a a -2 ^ cos 2^ - ...
is unifonnly convergent with respect to $ in any finite interval.
cos nO 2
Hint-. I <7^ - n n' - a ^ I > n^ j2, when n exceeds a certain number N, so that — < —
a ~ n2 n
2

Discuss the series X(- x)" jn(\ + x") for uniform convergence for real x.

log n
S, Show that L — converges uniformly for all real x 2:1 + a > 1.
n

Hint: \ (log n)//?"' | < logo ^

n 1+a/2 n «/2 n l+fl/2 ■

n
CC
(-1) x\
y. Discuss the uniform convergence with respect to x of the series, /7si
L sin 1 + —
4~n n ’ over any closed and
bounded subset of R.
Uniform Convergence 411

4. PROPERTIES OF UNIFORMLY CONVERGENT SEQUENCES

AND SERIES
Whereas we saw earlier that fundamental properties of the functions f„ do not in general hold for the
pointwise limit function/, we shall now show that roughly speaking these properties hold for the limit
function /'when the convergence is uniform. In this connection we now give some theorems which
become particularly important in application.

4.1. Theorem 7(A). Ifasequence {/,} conve}-ges uniformly in [a, h] cmd x^^ is a point of[a, h]
such that CM

lim f,{x)= a„, « = 1, 2, 3,...

X-fX cc
LU
then (/) {a,,} converges, H
a
and (ii) lim f{.x) = lim a <
II-* X
o
[The existence of lim f{x) is a part of conclusion].

(/■) Since the sequence {/„} converges unifomily on [a,/;], therefore for £> 0,there exists an
integer w (independent of .r) such that for all x e [a. h\
I - J\M) \<sl2, y n> m. p > 1
Keeping n.p fixed and letting x -> we get
a ii+p - a, < sj2 < e, V w > m, p > 1

the sequence {a„} converges, say \oA. ...(1)

(ii) Since {/,} converges unifonnly to/therefore for any ^ > 0. there exists an integer such
that for all -v £ [a, b],
yn>N, ...(2)

Similarly there exists an integer N2. such that

a. - A \ < e/3, y n> N2 ...(3)

Let N = max (A^,, A/2).

Again, since lim /,(.r) = a„, for alWj, therefore lim /^(.r) = G and so for £● > 0, there

exists a J > 0. such that for 1 - atq | < J, we have

aN < £'/3, ...(4)

Hence for 1 .r - .to [ < S, we have

|/(x)-^l<|/(.v)-A(.r) | + lA(.r)- a N + aN - A

< e/3 + e/3 + e/3 = e [using (2), (3), (4)]

lim f{x) exists and equals^

●v-».Vo

Thus, lim f{x) = lim a

412 Mathematical Analysis

or equivalently

lim iim f„{x) = n—>35

lim lim f„ix)
,V->.Vo /3->GO

cc

rhcorem 7(B). Ifa series f„ converges imiformly tofin [^7, /?], and is a point in [a, b] such
that

lim f„{x)^a„,(«=I,2,3,...)
cc

then (/) Z CO/7Ve7'g£?.V,

«=1
<Xi

and (ii) lim f(x)= "L an

n=\

[The existence of lim /(.v) is a part of conclusion.]

(/) Since the series converges unifonnly on [a, 6], for £■ > 0, 3 an integer;?; such that for all
.V e.[a, b] and for any integer p.
n->r p
Z f,.{x) < ejl, ^ n't m. p > 1
/● = H+I

Keeping n, p fixed and letting a; -> Arp, we get

// + p
z
r=H+|
a. < sjl < £, \f n> m. p > I

The series Y.o„ converges to/I. . ..{!)

(ii) Since Z/„ converges unifonnly to/therefore for f >0.3 such that for all .y ^[a.b],

Z fM)~ fix) <^, V/7> A^i ...(2)

r=l 3
Similarly,

Z a,.-A < —, 'i n> Nj ...(3)

r=l 3'
LetA^ = max {N^ , A^,)
Again, since

lim ffx) = a,„ n= 1,2,3, ...

x-*x„
Therefore for the above £>0. it is possible to choose ^' > 0 such that for n = 1,2, 3, ... N,
we have (taking S = min 6-,,....

- Cl n — ,for|x- < 5
2N
Uniform Convergence 413

.V N
I f,.{x) - I. a, < I i f,{x)- a.
r=l <=l r=l

< —= for|,v-;ro <S ...(4)

3N

Hence for ] x - Xq|< we have

N N jV N

I /(x)- /J I < fix)- z /,(x) + Z fXx)-la,. + 1 a,. - A

r= \ ,.=i r= \
CM

+ +”= (Using 2. 3, 4) CC
Hi
h-
lim fix) exists and equals 4. Q.
<
X
Rcnnirk: The result simply states, 'the limit of the sum function of a series = the sum of the series of limits of o
functions”, i.e..
CO

lim Z f,ix)~ Z lim /„(x)

*'●^●'^0 n=l H=1

We now prove a theorem which though of great significance appears to be a special case of the theorem proved above.

4.2 Uniform Convergence and Continuity

Theorem 8(A). If {f,} is a sequence of continuous functions on an inteiyal [a, h], and if f„ /
uniformly on [a, b\, thenf is continuous on [a, b].

(li). Ifa series Z/„ converges uniformly to f in an interval [a, b] and its terms f„ are continuous

at a point x„ of the interval, then the sum function f is also continuous at Xq ,

(B). Since Z/„ converges uniformly to/on [a. b], therefore for f > 0, wc can choose N such that
for all X in [a, b].

V n > N ...(I)
(=1 3

and in particular, at a point Xq in [a. b], and n=N

IfrM-fM ...(2)
r=l 3 ’
N

Again, since each /,, is continuous at Xp. the sum of a finite number of functions, r=l
Z fr is also

continuous atx = x,«.

0

Therefore for f > 0. 3 r)' > 0, such that

414 Mathematical Analysis

N N

Z /,.(.v) - r=i
I y,(ATo) <^. for I X - A'o I < <? ...(3)
/=l 3

Hence for|x - |< tJ, we have

,v N N
|/(x)- /(Xo)I < f(x)- I ,/;,(x) + S /,(X)- I /,(Xo)
r=l r=l

S'
+ I./;.(A-o)-/(Xo)
r=]

+f + [using (1),(2) & (3)]

/(x) —> /(x„) when x -> x0

i.e.. the sum function/is continuous at x -Vo.

Corollary. Since x^ is an arbitrary point of[a, h], the theorem holds for all points of [a, b], and so
we state:

"Ifa series 'Zf, converges uniformly tofon cm interval and ifthefunctions /), are all continuous
throughout the interval, then so is the sum function f.”

Remarks:

1. The converse ofthe theorem is neither asserted nor it is true, Le., series(sequence)ofcontinuous tenns exist which
have a continuous sum (limit)but are not uniformly convergent. In other woTds,the condition ofuniform convergence
is only sufficient, not necessary.
2. However, ifthe sum function (limitfunction) ofa series(sequence) ofcontinuous terms is not continuous on an
inlen’ai. the convergence cannot be uniform. This conclusion is very often used with the advantage in deciding that
the convergence is not uniform.

ILLUSTRATIONS

\ The sequence |x''} or {tan ';7x} ofcontinuous functions has a discontinuous limit function on
[0, 1]. Therefore, the convergence is not uniform on [0, 1].

1 Thesequcnce {/?x/(l +«^x^)} or {wxe"'“'} ofcontinuous function has a continuous limit function
on [0. 1 ], although the convergence is not uniform.

The sum function (1 -f x) of the series S(1 - x')x" is continuous on [0, 1] although the
convergence is not uniform.

-1. Thesequcnce {l/(x + /?)} converges uniformly to the continuous function 0 for all real x>0.

CO

5. The sum function of the scries Z (1 - x)x" is fix)= I 1, X I which is discontinuous on

/j=0 0, X = 1

[0, 1]. Therefore, the series is not uniformly convergent on [0. 1].
Uniform Convergence 415

Note: There is a special class ofsequences(series) for which unifomi convergence is equivalent to the continuity ofthe
limit(sum)ftinction ofthe sequence(scries). In that connection, we do a theorem,due to DinI,an Italian mathematician.

'['lu'orcm 9. Dint's Theorem on uniform converi'ence. (A), If a sequence of continuous functions

{/„}. (defined on [a, b] is monotonic increasing, and converges (pointwise) to a continuousfunctionf
then the convergence is uniform on [a, /?].
(H). Ifthe sumfunction ofa series S./„, with non-negative continuous terms defined on an interval
[a. b] is continuous on [a, b], then the series is uniformly convergent on the interval.
CM
(.\). Since the sequence {ff is monotonic inereasing,
and converges to/on [(7, 6], therefore, for ^
any £: > 0 and each .v in [a. b] there is an integer N such that UJ

Q< f{x)~ f„{x)<e ...(1) Q.

<
Let Rfx)= fix)- ffx), n=l2,3,... I
Clearly the sequence {Rf is monotonic decreasing,/.e. o
/?,(.r)>^,(.v)>...>y?„(.v)>... ...(2)

and is bounded below by zero.

Thus, the sequence converges pointwise to zero on [a, ri].

However, if(1) and (2) hold for all .v in [a. /?] and N is independent of .y. then the convergence is
unifonn.

Suppose, if possible, that for a certain £■„ > 0, no such N independent of jy exists. Then for each

n = 1,2,..., there is x„ e[a. b] such that

The sequence {.v,,} of points belonging to the interval [a. b] is bounded and therefore has at least
one limit point ^ in [a, b\
Consequently we can assert that there is a subsequence } of {.v,,}. convergent to ^ /.<?.,
^ as k —>

The function (y) = f (y) - /„ (y) being the difference of two continuous functions is continuous
and therefore, we can write, for every fixed m, the relation

lim ^,„(Y ) = R,„{^)

But for every m and any sufficiently large k we have > k > m and consequently, in view of (2)
and (3), we get

R,„{x„^) ^ K, ^
 416 Mathematical Analysis

Proceeding to limits as A: ^+ co, we see that for any w, which contradicts the
relation lim = 0. implied by the pointwise convergence of the sequence {/?„} on [o, 6]. Hence
the theorem.
n
(IH- The partial sums 5„(.v) = Z frix), with non-negative continuous terms /).,form a non-
r=l

decreasing sequence ofcontinuous functions convergent point wise to a continuous function/Therefore

by(A),the sequence converges uniformly and thus the series is also unifonnly convergent.

Exatnple 16. Show that the series

4 4
.r X
-x'’ -I- + -I- + ...
1 +/ ■ {\+x-^f

is not uniformly convergent on [0, 1].

■ The terms of the series arc continuous and the series converges pointwise off, where

[ + x'^, j^ 0
fix)=
0. .Y = 0

which is a discontinuous function on [0, 1].

Hence the series cannot converge uniformly on [0, 1].

X
tlxanipie 17. Show that the series Z is uniformly convergent on any interval,
{nx + 1) {(/? - l).r + 1} ’

[a. h], 0 < a < b, but only pointwise on [0, b].

Let
X
ffx)=
(nx + 1) {(;? - I)a: -i- 1}
1 1
{n - l)j + 1 /7.r + 1

1
.'. «th partial sum 5„(.v)= Z frix) = 1 -
r= l nx + 1

1. x^O
.■. The sum function f{x) =
0, .r = 0

Thus/is discontinuous on [0, /;] and therefore convergence is not uniform on [0, b], it is only
pointwise.

When X 0, let £■ > 0 be given

1
5„(.v)-/(x) | = < e
nx + 1
Uniform Convergence 417

i (1
When n> — 1 , but — 1 decreases with x let its maximum value — 1 = mI)
X \e X a \£

(independent ofx)on [a, /?].

Thus for all x e [a, b], 3 an integer h; (> /n„), such that

I S„{x)- fix) I < £, for n > m

Hence,the series converges uniformly on [a, b],0<a<b.
H-l
(-1) CM
Example 18. Show that the series X — is uniformly convergent but not absolutely for all real
I n + -V"
CE
values ofx. UJ
H
Q.
■ The given series converges by Leibnitz Test. However X ~ behaves as X — and is therefore ^
n + -v" n X
divergent. Hence the series is not absolutely convergent for any value ofx o
Again, let 5„(jc) denotes the nth partial sum and S(x). the sum of the series
\ /
1 1
S2M = + + ... +
1 + x^ 2 + x' 3 + A-- 4 + X' 2/1-1+ X- In + A--

Since each bracket is positive, therefore S2„(x) is positive, increasing to its sum S(at).

=> S(a)-52„(.v)>0
Also.

1
S(x)-S2„(x) = +
2n + I + .V' 2/r + 2 + x' 2/t + 3 + x'

1
2n+l+ x^ 2n + 2 + x^ 2n + 3+x‘

1 1
< <
2/7 + 1 + x^ 2/7 + I

1
0< 5(a)- 52,,(a) < ...(1)
2n + I
Again,

2/1 + 2 + x^ 2/1 + 3 + A

+ +...
2/1 + 2 + A" 2/j + 3 + A- , 2/1 + 4 + A^ 2/1 + 5 + A'

>0
 418 Mathematical Analysis

Also

1
■^2/1+1 =
2/j + 2 + y?" ^ 2/1 + 3 + ;c- 2/1 + 4 + ,v"

1
<
2/1 + 2 + .Y- 2/1 + 2

1
0<5 2/1+1 (-V) - S{x) < -{2)
2/1 + 2

Inequalities (l)and (2) imply that for any £ > 0, we can choose an integer//i such that for all values
of.Y,

I5(.y)-5„U) I<£, V /I > m

=> The series converges uniformly for all real values of x, and since each term of the series
is continuous therefore the series will converge to a continuous sum function.

4.3 Uniform Convergence and Integration

Theorem 10 (A). If a sequence converges uniformly to f on [a. //]. and each function is
X

integrahle, then f is integrable on [a, h]. and the sequence < /„ dt ■ converges uniformly to f dt on
a £i

[a, 6]. /.<?.,

X X

f dt = lim /„ di, V .Y e [a, b]

a a

(B). If a series X/„ converges uniformly to f on [a, h], and each term f„{x) is integrable, then f
(
is integrable on [a, b], and the series Y. f^^dt converges uniformly to f dt on[a,h].i.e..
\a a
X fx
f dt = Y fn ■ V ,Y € la, b] ...(2)
n=l
a

[We then say that the series is integrable term by term].

(A). Let £ > 0 be any number.

By the uniform convergence ofthe sequence, there exists an integer/// such that for all .y s [a, b]

£
l/„(.v)-/(.v)l< V /I > //?
3ib - a)'
Uniform Convergence 419

In particular,
e
iy«w -/wi< 3(/? - d) ...(3)

For this fixed m,since is integrable, we choose a partition P of[«, b],such that

U(P,fJ-L{[Link]<6p ...(4)
From equation (3),
f(P < fjx)+ £p{h - a) CM
U(P,f)<U(P./„,) + e/3 ...(5) n
GC
Again from equation(3), LU
H
f{x)>fjx)-sj3{b-a) Q.
<
L(P.f)>L{P,fJ-el3 ...(6) X
From equations(4),(5)and (6). we get
o
U(P.f)- L{P,f)< U{P./„,)- L{P,/„,) + Isp

< Ep + Isp - £

/is integrable on [a, 6]

We now proceed to prove relation (1).
Since the sequence {y;/ converges uniformly to/ therefore for £ > 0, there exists an integer N
such that for all jc £[a. b],

iy«W -/(-■^)i < ^/(/> - a). Vn>N

Then for all .r e [a. h] and for n> N, we have

/ dt - /, dt (/ - /„) dt < \f-fn\dt

£
< (.t - a) < £
b-a

■ f„ dt \ converges uniformly to / d! over [a, b], i.e..

f dt = lim /, dt. V .V e[a, b]

(B), The proof may be supplemented by the reader himself

420 Mathematical Analysis

Remark: The converse is neither asserted nor true. i.e.. a series (sequence) may converge to an integrable limit
without being unifonnly convergent. On the other hand, if the limit is not integrable or if integrable. the integral is not
equal (o the limit of the series(sequence) of integrals, the convergence cannot he imifonu.

Ifthe terms /„ are continuous for ail a much shorter and simpler proof is possible.

Theorem 11. Ifa series uniformly converges tofon [a. h\ and each is continuous on [a, b\.
fA X

thenfis integrable on [a. b] and the series X /„ dt converges uniformly to f dt, for all x in [a,
\a a

X (X

h\ i.e.. 'fdt=I. f/, dt , V A' G {a, h\.

J ;i=l ●'
a \0

Since 'L /„ is uniformly convergent to/on [a. b] and each /„ is continuous on [a. ^], therefore the
sum function/is continuous and hence integrable on [a, /?].
Again, since all the functions /, are continuous, therefore the sum of a finite number of functions.
n
Z fr is also continuous and integrable on {a, b], and
r=l

.r X
n i* f]

X /, dt = I dt
●● r=l
a a

By the uniform convergence of the series, for f > 0, we can find an integer such that for all a in
k b].
n
f-Y. fr <£tib-a), \fn>N
r=!

For such values of n, and all a in [a, b]

X X X /
n n
fdt-l dt = f-lfr dt
r=\ ^ r-l
a a a

X
//
< [Link] dt
a

X
e
< dt < £
b-a ●
a
Uniform Convergence 421

fx
s
H=1
/„ dt converges uniformly to / di on [a. b].
\u

i.e.. f dt = J, /„ dt, for all .v s[a, b\

;i=l ●'

The corresponding theorem for sequences may be stated and proved in the same way.

4.4 Uniform Convergence and Differentiation

CNJ
sin )tx
The series X — converges uniformly for all values of x and for every term, without exception, is QC
n' US
cos nx
continuous and differentiable. The series of differentials X , however, diverges at a: = 0. The ^
Q.
n
situation, therefore, seems to be different in the case of differentiation, and accordingly the theorem
on ^
term-by-term differentiation must be of a different stamp. o
I lieorem 12 (A). Let } be a sequence of differentiable functions on [a, such that it converges at
least at one point x,, g [a. h]. If the sequence of differentials [ff] converges uniformly to G on [a, b],

then the given sequence [f^^} converges uniformly on [a. b] to/and f'{x) = G(.r).

(B). Let be a series of differentiablefunctions on [a. b] such that it converges at least at one point

x„ e [a, h]. Ifthe series ofdifferentials X/,' converges uniformly to G on [a, b], then the given series
X/, converges uniformly on [a. b\ to / and f'{x) = G(x).

[The existence of /' is a part of the conclusion.]

(A). Let £ > 0 be any number.

By the convergence of {//aTo)} and uniform convergence of {/'}, for £ > 0, we can choose a

positive integer N such that for all x g [a, b],

I/„4.,,(Xo)-/„(,Y„)I<£/2, y n> N, p>\ ...(1)

1/,'+;, (^) - -a), y n> N, p>\ -(2)

Applying Lagrange’s mean value theorem to the function (/,11+p “ fn) for any two points .v and l of

[a, /?], we get for .v < ^ < r, for all n> N, p>\

Ifn+pi^) - f,M) - fn+piO + /,(/)! = lx - /I - /;(^)I

lx - rl £
<
...(3)
2(b-a)
< ejl ,..(3A)
422 Mathematical Analysis

and

\L^,M)-fM\^ \fn^,Ax)- f„{x)- /„^„(^o) + /„U'o)l + l/;,+/;(^'o)“LM\

<—£■ + — £■=£■ [using(1)«&(3A)]

2 2

Thesequence {/„} uniformly converges on [«, 6].

Let it converges to/ say.
For a fixed ;c on [a. b] and for t e [a. b], t *■ x, let us define

M) = t - X
,n= 1,2,3,... ...(4)

m = mt -- fix)
X
-..(5)

Since each f^ is differentiable, therefore for each n

lim ^„{l) = fnix) ...(6)

r->x

1
\fn.„in-f,,pix)-f,it) + f,M\
1/-X|

i/-^i
s
< [using (3)]
- n > N, p > \
2{b - a)

so that converges uniformly on [a,/?], for / X.

Since {/,} also converges uniformly on/therefore from (4),

fn(0-f„(x) fit) -fix)

lim (}>„it) = lim -
t - X t - X
m
Thus {(f)„it)} converges uniformly to ^(0 on [a, 6], for t e [a. b\ f 5^ x.

Applying Theorem 7(A) to the uniformly convergent sequence (/)} and using (6), we get

lim ^it) = lim f'fx) = G(x)

1->X

lim (pit) exists,

and therefore (5) implies that /is differentiable and

lim m^f'ix)
l-*X
Uniform Convergence 423

Hence.

/'(A-) = G(a-) = iim /;(.t)

This completes the proof of the theorem.

If in addition to the above hypothesis of the theorem, continuity ofthe functions f' is also assumed,
then a much shorter proof of the theorem exists.
We now prove a simple version of the theorem for series, that for sequence may be written down
on the same lines.

Theorem 13. Le] a series X/„ oj differentiable fimctiuns converges poinnvise tofon [a, b] and ^
each /,' is continuous on [a, b], and the series X /„' converges uniformly to G on [a. ft], then the given QC
LU
series X/„ converges uniformly tofon [a, ft], and /'(a) = G{x). H
Q.
Since the series X ff of continuous functions converges uniformly to G on [a, ft], therefore Its sum ^
X
function G is continuous on [a. ft], and consequently the function o
●.V

G(t) dt is differentiable, and

J a

fL r Git) dt = G(.v), for all a e [a. ft]. ...(I)

dx 'n

For every a € [a, ft ], fix) = I /„(a).

<i=i

Now. since each function ff being continuous, is integrable on [a. ft], and so by the fundamental
theorem of calculus,

f'in dr = f„ix) - f„ia), for all n > 1. a e [a. ft ]

/●X

1 ffii) dt = fix) - f io), for all a g [a, ft ] ...(2)

Again, since the series X/,', of integrable functions, converges uniformly to G on [a, ft], therefore
term-by-term integration is valid, i.e..
*X ^.X

^ a
Git) dr = I, f,'i!)di, VA6[«,ft] ...(3)
n=\^ (I

From equations (1), (2) and (3). it follows that

/'(a) = G(a), for all a g [a, ft ].

or equivalently

X /„(a) = X /„(a), u < a < ft

dx /i=i H=i dx '

i.e.. the term-by-term differentiation ofthe series is valid.

424 Mathematical Analysis

4.5 Some Associated Examples

We now consider some examples to show that the limit functions of uniformly convergent series and
sequences of continuous (integrable) functions are continuous (integrable) but there do exist series and
sequences which though not uniformly convergent but still possess continuous (integrable) functions.

Example 19. The series

1
1 — A" + A'^ — -f K. — , 0 < A- < 1
1+A

■ Each term is integrable.

Integrating from 0 to 1. the right hand side gives
I dx
= log2
Jo 1 + A

while the other side gives

3 4 1
X X X 1 1 1
X + +... =1 1 (-...
2 3 4 Jo
2 2 2

But we know that

1
log2= l — H +...
^ 2 3 4
Thus the two sides are equal at a = 1. and so term by term integration is possible over [0. 1 ], even
though the given series is not uniformly convergent on [0. 1].

Example 20. The sequence {/„}, where

/„(a)= nxe ,n = 1,2, 3,...

converges pointwise to zero on [0, 1].

■ Here

f dx = 0
J0

and

I ''ll

Jo J n
fndX = — -e J(l
2

I/ \ \ f'
lim [ ///„ ■ lim—(l
;r— Jo
"]= — f dx

convergence cannot be unifomi on [0, 1 ].

Note: If we, first, show that the sequence is non-unifonnly convergent, then this is an example of a sequence which,
though not uniformly convergent, yet has an integrable limit function.
 Uniform Convergence 425

Ex. Show although f„(x) = x exp (- nx') is uniformly convergent in [-1, 1] to a differentiable
function, the limit and differentiation process cannot be interchanged.

Example 21. Show that for - 1 < X < 1.

1 2x 4x^ Sx'’
l+X 8 + ... =
\ + X- ' 1 + A-’’ 1 + A' 1-A

■ Consider the series

log (I -x)+ log (1 + a)+ log (1 + A^)+ log (1 + a"^) + ... ...( 1) CM

The «th partial sum QC

2;i-l UJ
= log {(I - -V)(l + 4(1 + A'Xl + a'‘)...(1 + A )} H
Q.
= log (1 - A'") -^ 0 as n OO for IA I < 1
<
X
Hence series (I) converges to zero. o
The series of differentials of(1), ignoring the first two terms, is
3
2a 4a 8a^ 2"a'"-'
8 +...+ 2« +... ...(2)
I+A ! + A** 1 +A 1+A

Now

2;i-l
2"A 2;i-l
2n <2"p , for IA I < p < 1
1+A

2n-]
The series £ 2" p is convergent and therefore by A/-lest, the series ofdifferentials(2)converges

uniformly for I a I < p < 1. and therefore(by Theorem 12) its sum is the differential ofthe sum ofseries
(1) without the first two terms.

But the sum of series (1) without the first two terms = - log (1 - a)- log (1 + a).
Hence,

2a 4a^ 8a’ d
+
1 + a’ 1 + A^ 8 + ... = —
dx
{- log(l - a)- log(l + a)}
1+A

1 1
1-A 1+A
or

1 2a 4a^
+ +... =
1+A 1 + A- i + a'* 1-A
426 Mathematical Analysis

iix
Example 22. The sequence {/„}, where /„(.t) = 1
converges to/ and/(Ar)= 0, for all real x.
1 + n~x
■ Clearly f'{x) = 0
/i(l ~
and /;(-v) =
(1 + n^x-)-

Therefore, when ,v 0, f,'{x) —> 0, as ri and so the formula

f’(x)= lim f,'{x), is true.

But at x = 0.
n
f'iO) = lim ,, = n. which tends to ■, as ?j —> oo
1 + trx

Thus at -V = 0, /'(.y) = lim f'{x) is false.

So here it is {f'} that does not converge uniformly in an interval that contains zero.

Example 23. Show that the sequence {/,,}, where

A
LM) = 1 + nx'
converges uniformly to a function/on [0. 1], and that the equation

f’(x) = //—»
lim f,;ix)

is true if a 0 and false if a = 0. Why so?

■ It may be easily shown (Example 7) that the sequence {/„} converges uniformly to zero for all
real a.
The limit function/(a) = 0.
When A 0,

1 — nx
I'M) = ^ 0. as n CO

(l + nA-)-

so that if A 0 the formula /'(a) = lim /„'(a), is true.

AtA = 0,

/;(0) = lim
1 + nx
so that

lim /;(0) = l^/'(0)

Uniform Convergence 427

Hence atx= 0, the fonnula f'{x) = lim /’'(.v), is false.

It is so because, the sequence {/,,'} is not uniformly convergent in any interval containing zero.
Example 24. Show that the sequence where

= log (1 +
n
is unifonnly convergent on the interval[0, 1].
CNJ
Inx
■ The sequence where (!)„{x) =
I+/7V = may be easily shown to be uniformly ^
UJ
convergent to where ^{x)= 0 on [0, 1]. Also each function is continuous on the given H
Q.
interval. <
X
Therefore,(by Theorem 10)the sequence of its integrals, {/"„} converges uniformly to ^ dl = 0 o
Jo
on [0, 1].
Hence the result.

Example 25. Show that the sequence {/,,}, where

0 < ,v < 1/77

f„{x) = ■ - n^x + 2/7, I//7 < X < 2{n
0, Ijn <x<l
is not uniformly convergent on [0, 1],

■ The sequence converges to / where f{x) = 0, for all a- e[0, 1]. Each function J], and /are
continuous on [0, I].
I ri
fl/H f2/«
Also fn dx = n'x dx + (- n~x + 2t7) dx + Qdx = \
J0 JO Ji/» J2/«

But f dx = ()
J0

lim f„ dx^ f dx

So (by Theorem 10) the sequence {/„} cannot converge unifonnly on [0, 1].

EXERCISE
I Show that the following series converge unifonnly:
1
4
428 Mathematical Analysis

1
(/V) X - X- + - X* + .... — <.r<-.
2 2
2. Discuss the unifonu convergence of
-2x
e-4j: e-6j
1 +4 + - .... for all real a: > 0
2--\ 4- - I 6^-1

X
3. Show that the sequence {/„},where f,,(x) =x .converges unilbrmiy on [0. 1], Show also that the sequence
n

{/,'} ofditTerentials does not converge uniformly on [0. 1].

1. Decide whether or not the sequences {/„'} and \ o converge uniformly on (0. 1]. where

A'
(/) /„(a)= /„U)= /[Link]
1 + n^x'

,?x 2 + iix-
(///) fnM = iiy) /„(-t) =
1 + n^x~ 2 + ILX

5. Show that the sequence {(sin } converges but not uniformly on [0.;z].

\l/n
Sin A
(). Show that the sequence converges but not uniformly on [0, n\
\ X J

A^
Show that the series X1 f„, where /„(a) = , does not converge uniformly for a > 0.
(i + A^y

[Hint: Each is continuous but the series converges to a discontinuous function],

8, Show that the sequence {/„}, where /,j(a) = «a (1 - a^)", converges but not uniformly to /, where
/(x)= 0, for 0 < A < 1, and that
1 ■1
lim fndx^ Jo / dx.
t-»» Jo

9. Show that the sequence {/„} defined on [0, Ijby

n(l - nx), 0 < A < 1/n

/,.(■*●) =

0, otherwise

converges pointwise, but not uniformly to/ where/(A) = 0 for 0 < a < 1, and that
■I
lim dx * / dx.
J0 0

10. Consider the sequence {/„} offunctions defined by

(I) /„(A) = lAl‘^‘^",Ae[-l, 1],

('') fnM = (2a/;t) tan“" (oa), a e R.
Show that {/„} converges uniformly to Ia|, but {/'] converges only pointwise to sgn (a), on the indicated interval.
Uniform Convergence 429

1
II. Given f(.x)= L —r ;j—T. justify the validity of the equation
H=i n' + »’.v

1
f'{x)= -2x I ^
/i=i n~ (1 +

12, Show that, ifa sequence of {/„} bounded functions on \a, 6]converges uniformly to/on [a, A], then/is bounded
on [a. b\. Is the result still valid, ifwc have only pointwise convergence?
13. The sequence {/„} is defined for x > 0, as follows:

f^{x) = 4x, = ^x + /„(.r), n > 1.

Show that {/„} converges uniformly on [a. b].0<a<b. Is the convergence uniform on [0. 1]? GC
LU
5. THE WEiERSTRASS APPROXIMATION THEOREM Q.
<
We shall now study a very famous theorem, discovered originally by Weierstrass. The theorem is X
described by saying that every continuous function can be ‘uniformly approximated’ by polynomials to
o
within any degree of accuracy. Many proofs of this classical theorem are known, and the one we give is
perhaps as concise and instructive as most.

Tlieoi-em 14. Iffis a real continuousfunction defined on a closed interval [a, i] then there exists a
sequence ofrealpolynomials which converges uniformly tof{x)on [a, b], i.e, lim P,fx) -= f{x),
converges uniformly on [a, b\.

If a = 6, the conclusion follows by taking to be a constant polynomial, defined by

/^,(.y) = /(a), for all n.
We may thus assume that a < b.

We next observe that a linear transfoiTnation x' = (x - fl)/(Z> -a) is a continuous mapping of
[a, b] onto [0, 1]. Accordingly, we assume without loss of generality that a = Q,b=\.
Consider

F{x) =f{x)-/(O)- X [/(I)-/(O)], for 0 < X < 1

Here F(0)- 0 == F(1), and ifF can be expressed as a limit of a uniformly convergent sequence of
polynomials, then the same is true for/ since/- is a polynomial. So we may assume that
/(l)=/(0)= 0.
Let us further define/(x)to be zero forx outside [0, 1]. Thus,/is now uniformly continuous on the
whole real line.

Let us consider the polynomial (non-negative for I x I < 1 ).

n = \, 2. 3,... ...(1)

where C„, independent ofx, is so chosen that

r\
(x) oh: = 1 for n = \,2,3,... ...(2)
 430 Mathematical Analysis

1 I
1= dx = 2C„ (1 - .V-)" dx
J -1 J0

> 1C. (l-.r)" dx

J0

●i/V^ 4C C
> 2C, (1 - nx‘) dx = ^^>1 ^ ^11
J 0 2>4n 4n
=> c„ < ...(3)

which gives some infonnation about the order of magnitude of Cf j '

Therefore, for any S > 0, (3) gives

B„(x)<^[ni\-S^y. when ^ < | a: 1 < 1 ...(4)

so that B„ -> 0 unifonnly, for c) < | ;c j < 1.

Again, let
I
W = J -I fix + t)B„U)dt, 0<-r<l -(5)

'-I l-.r
f{x + l)B„{l)dl + f(x + t) B„{t)d( + f{x + t)B„(l)dt
J -1 J -.X J \-x

For 1 X I < 1, - 1 + A- < X + / < 0. for - 1 < r < - X, so that x + t lies outside [0, 1] and therefore
/(x + /) = 0, and hence the first integral on the right vanishes. Similarly, the third integral is also equal to
zero. Hence
l-x
fix + 1) B„{!) dl = Jo /(/) B„{t-x)dl
●> -.t

which clearly is a real polynomial.

We now proceed to show that the sequence {/),(x)} converges uniformly to /on [0, 1].
Continuity of/on the closed interval [0, 1] implies that/is bounded and uniformly continuous on
[0, 1].
Therefore, there exists M such that
M= sup IX-^) 1 ...(6)

and for any f > 0, we can choose ^ > 0 such that for any two points x,, X2 in [0,1 ],

I /(x,) - /(x2) I < f/2, when | x, - Xj | < <5 < 1 ...(7)

For 0 < X < 1, we have

I
P„{x)-f{x) = J -I
fix + t)B„iOd(-fix)

{fix + l)-fix))B„{t)dt [using (2)]

Uniform Convergence 431

ri
< (V
J -I

r-S rS
J -]
\f{x + t)-f(x)\B„{i)di + J ~6Jf(x + D-f{x)\B„iDcit

+ f \f{x + t)-f(x)\B„it)clt
J5

rS ri
<1M BAD dt +- B„iD dt + 2M B„{t)dt
J-i " 2 J -s J5 CM

[using equations(6)and (7)] ^

< 2M (1 - 5-y
r dt +

[using equations(2)and (4)]

UJ
H
Q.
<
X
o
<4M 4n{\ - S-y + f/2

< e, for large values of n.

Thus for £ > 0,there exists N (independent of x) such that

\P„ix)- f{x)\<£, V/i>/V

lim P„{x) = f{x), uniformly on [0, IJ.

Second method. If a = the conclusion follows by taking P„(x) to be a constant polynomial,

defined by f„(^) = /(a), for ail n.
We may thus assume that a<h.
We next observe that a linear transformation x' = {x- a)jib - a)is a continuous mapping of[a, h]
onto [0, 1]. Accordingly, we assume without loss of generality that a~Q,b= 1.
r.,\
n
For positive integers « and k when 0< k < n, the binomial coefficient is defined by

'"1 n!

Let us define the polynomials where

n
B„{x)^j: /(I - xy-^ f{k/n), n = 12.3..... and a: e [0, 1]
k=() \k J
called the Bernstein polynomials associated with f.
Let us first consider some identities which will be our main tools to show that certain Bernstein
polynomials exist which continuously converge to/on [0, I].
The first of the identities is a special case of the binomial theorem,
432 Mathematical Analysis

II r „\
n k n-k
1 x^O-x) =[x + {i~x)r = \ ...( 1)
*=0 \k ^
Differentiating with respect to x, we get
n n n-k ji-t-i
1 [kx^~'{\ - X) - {n - k) x*(l - x) ]= 0
k=0 \k,
n r..\
n n-;-l
or I {k ~ ;ix) = 0
k=Q\kj

and multiplication by x(1 -x)gives

n f
^ i r\-k
1 x‘(l-x) (k - nx)= 0 ...(2)
k
i=0 V'J

Differentiating again with respect to x, we get

n n
z [- /ix^'(l-x)
ii-k
+ X k-\0-x)n-k-[{k -nx)^l = 0
k=o[k^
which on applying in (1), gives
II n ii-k-i
1 x'“'(l-x) {k - nxf
k=o{k^

and on multiplying by x(1 -x), we get

n r n\
k n-k
I x^(l-x) {k-fixf =/ix(l-x)
*=o \k j

n n xO-x)
or 1 x’^il-xY'-^ix-k/nf = ...(3)
*=0 \ky n

1
The maximum value of x(l -x)in [0, 1] being —.
4

n n n-k I
I x‘(l- JT) {x-kjnf < ...(4)
k=o\kj An

Continuity of/on the closed interval [0, I] implies that/is bounded and uniformly continuous on
[0, 1].
Hence,there exists K>0,such that

\f{x)\<K, V X e [0,1]

and for any £ > 0. there exists <5 > 0 such that for all x e [0, 1]
Uniform Convergence 433

1
I /(^)-/ I < —when \ x - kjn\< 6 ...(5)

For any fixed but arbitrary x in [0, 1], the values 0, 1,2, 3, n of A- may be divided into two parts:
Let A be the set of values of k for which \ x - kjn\< d, and B the set of the remaining values, for
which I x - kjn j > S.

For A € 5, using(4),
n
/v,\
n 1
Z A/«)^ < — CNJ
ksB l^A^ k&B \kj An
f„\
n 1
cc
z /(l-x)
>l-k < ...(6)
m
k^B l^A^ AnS^
CL
<
Using (1), we see that for this fixed x in [0, 1], X
n
o
\fix)-B„ix)\= Z x'(\-x)"-'[fix)-f{k/n)]

n
<z x\\-x)
n-k
|/(x)-/(A/«)|
A=o l^A

Thus, summation on the right may be split into two parts, according as X - kjn I < 5 or
x - kjn [ > d'. Thus

n n-k
\f{x)-B„{x)\< Z /(l-JT) \f{x)-f{k!n)
keA l^A^
n n-k
+Z x^O-x) fix)- fik/n)
keB \k^
n n
<- z +2a: z x‘(l-x)
n-'k

1 k&A \^Aj k&B l^A^

< ejl + IKjAnS^ < s. using equations(1),(5)and(6),

for values of« greater than KjeS^.

Thus {5^j(;c)} converges uniformly to/(x)on [0,1].

Corollar>'. For any interval[-a,a] there is a sequence ofreal polynomials such that p^(0) = 0,
and that

lim P„{x) = I X I, uniformly on[- a, a].

Since|a;|is a real continuous function on [-a,a], therefore by ‘Weierstrass approximation theorem’

there exists a sequence {Q^} ofreal polynomials which converges uniformly to|x|on[-a,a].
434 Mathematical Analysis

In particular,
G„(0)^0, as
Hence,the polynomials
»= 1,2,3,...
have the required property.
Example 26. If/ is continuous on [0, 1 ], and if

JO
x'‘f{x)dx = 0. for w = 0, 1,2,...

then show that/(x)=0 on [0,1].

■ From (1), it follows that the integral ofthe product offwith any polynomial is zero.
Now,since/is continuous on [0,1 ], therefore, by'Weierstrass approximation theorem',there exists a
sequence {/,} of polynomials,such that /, —> / uniformly on [0. l].Andso f),/ /’ uniformly on
[0, 1 ]. Since/ being continuous, is bounded on [0, 1 ]. Therefore, by Theorem 10(A),
ri
/^ (Lx = lim P„fdx = 0 [using (1)]
J0 J0

= 0 on [0. !]. Hence,/= 0 on [0, 1].

Ex. 1. Obtain the first six Bernstein polynomials for the following functions:
(/) f{x)= \x\.[-1. 1] (//) /(.v) = .sin A-,[0,;i]

(//7) f{x)= e\[-\,\] iiv) /(.y) = cos 6a:,[0, ;z].

Ex. 2. Show that there does not exist a sequence of polynomials converging uniformly on R to/
where

(/) fix) = e^ (//) fix) = sin X.

Ex. 3. Show that, if/is continuous on R,then there exists a sequence {// of polynomials converging
uniformly to/on each bounded subset of R.
[Hint: Arrange for 1 P,fx)- f{x) I < l/n, for I x i < «]■