FUNDAMENTALS OF ANALYSIS

W W L CHEN
c
W W L Chen, 1983, 2008.

This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990. It is available free to all individuals, on the understanding that it is not to be used for nancial gain, and may be downloaded and/or photocopied, with or without permission from the author. However, this document may not be kept on any information storage and retrieval system without permission from the author, unless such system is not accessible to any individuals other than its owners.

Chapter 8
UNIFORM CONVERGENCE

8.1. Introduction We begin by making a somewhat familiar denition. Definition. Suppose that fn : X C is a sequence of functions on a set X R. We say that the sequence fn converges pointwise to the function f : X C if for every x X , we have |fn (x) f (x)| 0 as n .

Example 8.1.1. Let X = [0, 1]. For every n N and every x [0, 1], let fn (x) = xn . Then for every x [0, 1], fn (x) f (x) as n , where f (x) = 0 if 0 x < 1 and f (1) = 1. Note that each of the functions fn (x) is continuous on [0, 1], but the limit function f (x) is not continuous on [0, 1]. Hence the continuity property of the functions fn (x) is not carried over to the limit function f (x). To carry over certain properties of the individual functions of a sequence to the limit function, we need a type of convergence which is stronger than pointwise convergence. Definition. Suppose that fn : X C is a sequence of functions on a set X R. We say that the sequence fn converges uniformly to the function f : X C if sup |fn (x) f (x)| 0
x X

as n .

Example 8.1.2. In Example 8.1.1, we have fn (x) f (x) pointwise in [0, 1]. However, if 0 x < 1, then |fn (x) f (x)| = xn and so sup |fn (x) f (x)| sup |fn (x) f (x)| = sup xn = 1
x[0,1] x[0,1) x[0,1)

for every n N. It follows that fn (x) f (x) as n , pointwise but not uniformly on [0, 1].
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Fundamentals of Analysis

W W L Chen, 1983, 2008

Remark. Pointwise convergence means that given any such that |fn (x) f (x)| < Uniform convergence means that given any that |fn (x) f (x)| <

> 0, for every x X , there exists N = N ( , x)

whenever n > N ( , x). > 0, there exists N = N ( ), independent of x X , such

whenever n > N ( ) and x X.

8.2. Criteria for Uniform Convergence We shall rst of all extend the General principle of convergence to the case of uniform convergence. THEOREM 8A. (GENERAL PRINCIPLE OF UNIFORM CONVERGENCE) Suppose that fn is a sequence of real or complex valued functions dened on a set X R. Then fn (x) converges uniformly on X as n if and only if, given any > 0, there exists N such that sup |fm (x) fn (x)| <
x X

whenever m > n N .

Proof. () Suppose that fn (x) f (x) uniformly on X as n . Then given any > 0, there exists N such that sup |fn (x) f (x)| <
x X 1 2

whenever n N .

It follows that |fm (x) fn (x)| |fm (x) f (x)| + |fn (x) f (x)| < and so sup |fm (x) fn (x)|
xX

whenever m > n N and x X,

whenever m > n N .

() Since R and C are complete, for every x X , the sequence fn (x) converges pointwise to a limit f (x), say, as n . We shall show that fn (x) f (x) uniformly on X as n . Given any > 0, there exists N such that for every x X , |fm (x) fn (x)| < Hence for every x X , |f (x) fn (x)| = lim |fm (x) fn (x)|
m

whenever m > n N .

whenever n N ,

so that sup |fn (x) f (x)|

xX

whenever n N .

Hence fn (x) f (x) uniformly on X as n . We next turn our attention to series of real or complex valued functions.
Chapter 8 : Uniform Convergence page 2 of 11

Fundamentals of Analysis

W W L Chen, 1983, 2008

Definition. Suppose that un is a sequence of real or complex valued functions dened on a set X R. We say that the series

un (x)
n=1

converges uniformly on X if the sequence of partial sums

N

sN (x) =
n=1

un (x)

converges uniformly on X . We have the analogue of the Comparison test. THEOREM 8B. (WEIERSTRASSS M-TEST) Suppose that un is a sequence of real or complex valued functions dened on a set X R. Suppose further that for every n N, there exists a real constant Mn such that the series

Mn
n=1

is convergent, and that |un (x)| Mn for every x X . Then the series

un (x)
n=1

converges uniformly and absolutely on X . Proof. Given any > 0, it follows from the General principle of convergence for series that there exists N such that Mn+1 + . . . + Mn < It follows that |sm (x) sn (x)| Mn+1 + . . . + Mn < so that sup |sm (x) sn (x)|
x X

whenever m > n N .

whenever m > n N and x X,

whenever m > n N .

It now follows from Theorem 8A that the series

un (x)
n=1

converges uniformly on X . Note nally that absolute convergence follows pointwise from the proof of the Comparison test. The General principle of uniform convergence can also be used to establish the following two results.
Chapter 8 : Uniform Convergence page 3 of 11

Fundamentals of Analysis

W W L Chen, 1983, 2008

THEOREM 8C. (DIRICHLETS TEST) Suppose that an and bn are two sequences of real valued functions dened on a set X R, and satisfy the following conditions: (a) There exists K R such that |sn (x)| K for every n N and every x X , where sn (x) denotes the sequence of partial sums sn (x) = a1 (x) + . . . + an (x). (b) For every x X , the sequence bn (x) is monotonic. (c) The sequence bn (x) 0 uniformly on X as n . Then the series

an (x)bn (x)
n=1

converges uniformly on X . Proof. Since bn (x) 0 uniformly on X as n , given any |bn (x)| < 4K > 0, there exists N0 such that

whenever n > N0 and x X.

It follows that whenever M > N N0 , we have

M

an (x)bn (x) = |(sN +1 (x) sN (x))bN +1 (x) + . . . + (sM (x) sM 1 (x))bM (x)|
n=N +1

= | sN (x)bN +1 (x) + sN +1 (x)(bN +1 (x) bN +2 (x)) + . . . + sM 1 (x)(bM 1 (x) bM (x)) + sM (x)bM (x)| K (|bN +1 (x)| + |bN +1 (x) bN +2 (x)| + . . . + |bM 1 (x) bM (x)| + |bM (x)|) = K (|bN +1 (x)| + |bN +1 (x) bM (x)| + |bM (x)|) 2K (|bN +1 (x)| + |bM (x)|) < . The result follows from the General principle of uniform convergence. THEOREM 8D. (ABELS TEST) Suppose that an and bn are two sequences of real valued functions dened on a set X R, and satisfy the following conditions:

(a) The series

n=1

an (x) converges uniformly on X .

(b) For every x X , the sequence bn (x) is monotonic. (c) There exists K R such that |bn (x)| K for every n N and every x X . Then the series

an (x)bn (x)
n=1

converges uniformly on X . Proof. Given any > 0, there exists N0 such that
m

an (x) <
n=N +1

3K

whenever m > N N0 and x X.

In other words, writing sn (x) = a1 (x) + . . . + an (x), we have |sm (x) sN (x)| <
Chapter 8 : Uniform Convergence

3K

whenever m > N N0 and x X.

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W W L Chen, 1983, 2008

It follows that whenever M > N N0 , we have

M M

am (x)bm (x) =
m=N +1 m=N +1 M

(sm (x) sm1 (x))bm (x)

=
m=N +1 M

((sm (x) sN (x)) (sm1 (x) sN (x)))bm (x)

M 1

=
m=N +1 M 1

(sm (x) sN (x))bm (x)

(sm (x) sN (x))bm+1 (x)

m=N +1

m=N +1

|sm (x) sN (x)||bm (x) bm+1 (x)| + |sM (x) sN (x)||bM (x)|
M 1

<

3K

|bm (x) bm+1 (x)| +

m=N +1 M 1

3K

|bM (x)|

= =

3K 3K 3K

(bm (x) bm+1 (x)) +

m=N +1

3K

|bM (x)|

|bN +1 (x) bM (x)| +

3K

|bM (x)|

(|bN +1 (x)| + 2|bM (x)|) .

The result follows from the General principle of uniform convergence.

8.3. Consequences of Uniform Convergence In this section, we discuss the implications of uniform convergence on continuity, integrability and dierentiability. To answer the question rst raised in Section 8.1, we have the following result. THEOREM 8E. Suppose that a sequence of functions fn : X C converges uniformly on a set X R to a function f : X C as n . Suppose further that c X and that the function fn is continuous at c for every n N. Then the function f is continuous at c. Remark. The conclusion of Theorem 8E can be written in the form
xc n

lim lim fn (x) = lim lim fn (x).

n xc

Theorem 8E then says that if the sequence of functions converges uniformly on X , then the order of the two limiting processes can be interchanged. Proof of Theorem 8E. Given any > 0, there exists n N such that sup |fn (x) f (x)| <
xX

Since fn is continuous at c, there exists > 0 such that |fn (x) fn (c)| < It follows that whenever |x c| < , we have |f (x) f (c)| |f (x) fn (x)| + |fn (x) fn (c)| + |fn (c) f (c)| < . Hence f is continuous at c.
Chapter 8 : Uniform Convergence page 5 of 11

whenever |x c| < .

Fundamentals of Analysis

W W L Chen, 1983, 2008

We immediately have the following corollary of Theorem 8E. THEOREM 8F. Suppose that un is a sequence of real or complex valued functions dened on a set X R, and that the series

un (x)
n=1

converges uniformly to a function s(x) on X . Suppose further that c X and that the function un is continuous at c for every n N. Then the function s is continuous at c. We next study the eect of uniform convergence on integrability. THEOREM 8G. Suppose that fn is a sequence of real valued functions integrable over a closed interval [A, B ]. Suppose further that fn f uniformly on [A, B ] as n . Then the function f is integrable over [A, B ], and
B B

f (x) dx = lim
A

fn (x) dx.
A

(1)

Remark. The conclusion of Theorem 8G can be written in the form

B A n B

lim fn (x) dx = lim

fn (x) dx.
A

Theorem 8G then says that if the sequence of functions converges uniformly on [A, B ], then the order of integration and taking limits as n can be interchanged. Proof of Theorem 8G. Given any
x[A,B ]

> 0, there exists N N such that 3(B A) whenever n N . (2)

sup |fn (x) f (x)| < It follows in particular that fN (x) 3(B A)

< f (x) < fN (x) +

3(B A)

whenever x [A, B ].

Hence for any dissection of [A, B ], we have s(fN , ) so that S (f, ) s(f, ) S (fN , ) s(fN , ) + 2 . 3 3 s(f, ) S (f, ) S (fN , ) + , 3

Since fN is integrable over [A, B ], there exists a dissection of [A, B ] such that S (fN , ) s(fN , ) < 3 , so that S (f, ) s(f, ) < .

Hence f is integrable over [A, B ]. On the other hand, it follows from (2) that
B B B

fn (x) dx
A A

f (x) dx
A

|fn (x) f (x)| dx <

whenever n N .

The assertion (1) follows immediately.

Chapter 8 : Uniform Convergence page 6 of 11

Fundamentals of Analysis

W W L Chen, 1983, 2008

We immediately have the following corollary of Theorem 8G. THEOREM 8H. Suppose that un is a sequence of real valued functions dened on a closed interval [A, B ], and that the series

un (x)
n=1

converges uniformly to a function s(x) on [A, B ]. Suppose further that the function un is integrable over [A, B ] for every n N. Then the function s is integrable over [A, B ], and
B B

s(x) dx =
A n=1 A

un (x) dx.

Remark. The conclusion of Theorem 8H can be written in the form

B A B

un (x) dx =
n=1 n=1 A

un (x) dx.

Theorem 8H then says that if the sequence of functions converges uniformly on [A, B ], then the order of integration and summation can be interchanged. In other words, the series can be integrated term by term. We next study the eect of uniform convergence on dierentiability. THEOREM 8J. Suppose that fn is a sequence of real valued functions dierentiable in a closed interval [A, B ]; in other words, dierentiable at every point in the open interval (A, B ), right dierentiable at A and left dierentiable at B . Suppose further that the sequence fn (x0 ) converges for some x0 [A, B ], and that the sequence fn converges uniformly on [A, B ]. Then the sequence fn converges uniformly on [A, B ], and the limit function f is dierentiable in [A, B ]. Furthermore, for every x [A, B ], we have f (x) = lim fn (x).
n

Remark. The conclusion of Theorem 8J can be written in the form

n

lim fn (x)

= lim fn (x).
n

Theorem 8J then says essentially that if the sequence of functions satises some mild convergence property and the sequence of derivatives converges uniformly on [A, B ], then the order of dierentiation and taking limits as n can be interchanged. Proof of Theorem 8J. Suppose that fn g as n . Since the convergence is uniform in [A, B ], given any > 0, there exists N such that sup |fn (x) g (x)| <
[A,B ]

4(1 + (B A))

whenever n N ,

(3)

so that sup |fm (x) fn (x)| <

[A,B ] Chapter 8 : Uniform Convergence

2(1 + (B A))

whenever m > n N .
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Fundamentals of Analysis

W W L Chen, 1983, 2008

Suppose that 1 , 2 [A, B ]. Applying the Mean value theorem to the function fm fn , we have |(fm (1 ) fn (1 )) (fm (2 ) fn (2 ))| = |1 2 ||fm ( ) fn ( )| < |1 2 | 2(1 + (B A)) < 2 (4)

for some between 1 and 2 . On the other hand, since fn (x0 ) converges as n , there exists N such that |fm (x0 ) fn (x0 )| < whenever m > n N .

It follows from (4), with 1 = x and 2 = x0 , that |fm (x) fn (x)| < |fm (x0 ) fn (x0 )| + < 3 4 whenever m > n max{N, N },

and so it follows from the Principle of uniform convergence that fn (x) converges uniformly in [A, B ]. Suppose that fn (x) f (x) as n . Let c [A, B ] be xed. For every x [A, B ], it follows from (4), with 1 = x and 2 = c, that fm (x) fm (c) fn (x) fn (c) < xc xc 2 so that on letting m , we have f (x) f (c) fN (x) fN (c) < . xc xc 2 Since fN is dierentiable at c, there exists > 0 such that fN (x) fN (c) fN (c) < xc 4 Combining (5), (6) and (3), we conclude that f (x) f (c) g (c) xc f (x) f (c) fN (x) fN (c) fN (x) fN (c) fN (c) + |fN (c) g (c)| < + xc xc xc whenever 0 < |x c| < and x [A, B ]. Hence f (c) = g (c) = lim fn (c).
n

whenever m > n N ,

(5)

whenever 0 < |x c| < and x [A, B ].

(6)

This completes the proof. We immediately have the following corollary of Theorem 8J.
Chapter 8 : Uniform Convergence page 8 of 11

Fundamentals of Analysis

W W L Chen, 1983, 2008

THEOREM 8K. Suppose that un is a sequence of real valued functions dierentiable in a closed interval [A, B ]. Suppose further that the series

un (x0 )
n=1

converges for some x0 [A, B ], and that the series

un (x)
n=1

converges uniformly on [A, B ]. Then the series

un (x)
n=1

converges uniformly on [A, B ], and its sum s(x) is dierentiable in [A, B ]. Furthermore, for every x [A, B ], we have

s (x) =
n=1

un (x).

Remark. The conclusion of Theorem 8K can be written in the form

un (x)
n=1

=
n=1

un (x).

Theorem 8K then says essentially that if the series of functions satises some mild convergence property and the series of derivatives converges uniformly on [A, B ], then the order of dierentiation and summation can be interchanged.

8.4. Application to Power Series Consider a power series in z C, of the form

an z n ,
n=0

(7)

where an C for every n N {0}. Recall Theorem 3Q, that if the power series (7) has radius of convergence R and if 0 < r < R, then the series

|an |rn
n=0

converges. It follows from Weierstrasss M-test that the power series (7) converges uniformly on the set {z C : |z | r}. Suppose now that |z0 | < R. Then there exists r such that |z0 | < r < R. It follows from Theorem 8F that the power series is continuous at z0 . We have therefore proved the following result. THEOREM 8L. Suppose that the power series (7) has radius of convergence R. Then for every r satisfying 0 < r < R, the power series converges uniformly on the set {z C : |z | r}. Furthermore, the sum of the power series is continuous on the set {z C : |z | < R}.
Chapter 8 : Uniform Convergence page 9 of 11

Fundamentals of Analysis

W W L Chen, 1983, 2008

We next consider real power series. THEOREM 8M. Suppose that the real power series

an xn ,
n=0

(8)

where an R for every n N {0}, converges in the interval (R, R) to a function f (x). Then f (x) is dierentiable on (R, R), and

f (x) =
n=1

nan xn1 .

On the other hand, if |X | < R, then

X

f (x) dx =
0

an X n+1 . n + 1 n=0

Proof. It is not dicult to see that the power series

nan xn1
n=1

(9)

converges in the interval (R, R). It follows from Theorem 8L that the series (9) converges uniformly on any closed subinterval of (R, R). The rst assertion follows from Theorem 8K. The second assertion follows from Theorem 8H on noting that the power series converges uniformly on the closed interval with endpoints 0 and X . We conclude this chapter by establishing the following useful result. THEOREM 8N. (ABELS THEOREM) Suppose that the real series

an
n=0

is convergent. Then

an xn
n=0 n=0

an

as x 1 .

Proof. It follows from Abels test that the series

an xn
n=0

converges uniformly on [0, 1]. Let s(x) be its sum. Then it follows from Theorem 8F that s(x) is continuous on [0, 1]. In particular, we have s(x) s(1) as x 1.

Chapter 8 : Uniform Convergence

page 10 of 11

Fundamentals of Analysis

W W L Chen, 1983, 2008

Problems for Chapter 8 1. For each of the following, prove that the sequence of functions converges pointwise on its domain of denition as n , and determine whether the convergence is uniform on this set: nx nx a) fn (x) = on [0, ) on [0, ) b) fn (x) = n+x 1 + n2 x2 sin nx c) fn (x) = xn (1 x) on [0, 1] d) fn (x) = on (0, 1) nx 2 e) fn (x) = nxenx on [0, 1] 2. Suppose that fn and gn are complex valued functions dened on a set X R. Suppose further that fn (x) f (x) and gn (x) g (x) as n uniformly on X . a) Prove that fn (x) + gn (x) f (x) + g (x) as n uniformly on X for any , C. b) Is it necessarily true that fn (x)gn (x) f (x)g (x) as n uniformly on X ? Justify your assertion. 3. a) Suppose that fn (x) f (x) as n uniformly on each of the sets X1 , . . . , Xk in R. Prove that fn (x) f (x) as n uniformly on the union X1 . . . Xk . b) Give an example to show that the analogue for an innite collection of sets does not hold.

4. The series
n=1

un (x) is uniformly convergent on a set S R.

a) Is the series necessarily absolutely convergent for every x S ? Justify your assertion. b) Is the series necessarily absolutely convergent for some x S ? Justify your assertion. 5. Prove that the series

(1)n converges uniformly on R. n(1 + x2n ) n=1

6. Suppose that
n=1

an is a convergent real series.

a) Prove that the series

n=1

an xn converges uniformly on [0, 1]. an nx converges uniformly on [0, ).

n=1

b) Prove that the series

7. For every n N, let fn (x) = n1 ex/n . a) Show that fn (x) converges uniformly on (0, ).

b) Show that lim

fn (x) dx and
0 0

lim fn (x) dx both exist but are not equal.

8. For every n N, let fn (x) =

xn . 1 + x2n a) For what values of x R does fn (x) converge? Find the limit function f (x) for these values. b) Prove that fn (x) converges uniformly on any interval [A, B ] in R such that (i) [A, B ] (, 1); or (ii) [A, B ] (1, 1); or (iii) [A, B ] (1, ). c) Can fn (x) converge uniformly on any interval I R such that 1 I ? Justify your assertion.

Chapter 8 : Uniform Convergence

page 11 of 11