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Real Analysis




                    Notes
                                                            +
                                          Example: Let  f n ( ) =  x  1 1/n   be defined on [–1, 1]. See Figure 17.1.
                                                       x
                                   We can observe that all  f  are differentiable,  f  converges uniformly to  ( )f x =  x  by Dini’s
                                                                          n
                                                        n
                                                                 x
                                                                                    x
                                   Theorem  ( ( )f x ®  x   pointwise,  f  n ( )   are continuous,  ( )   is continuous,  "   in  [–1,  1],
                                                                                  f
                                                                                                     x
                                             n
                                      x
                                   { ( )}  ¥ n= 1   is increasing). But  x  is not even differentiable.
                                    f
                                    n
                                   The reason why this theorem cannot hold is that the uniform convergence, in fact, does not tell
                                   anything about slopes of  f  See Figure 17.2.
                                                         .
                                                        n
                                                                                   +
                                                         Figure 17.1: First 4 terms of  { x  1 1/n ¥
                                                                                      }
                                                                                      n= 1












                                                Figure 17.2: Slopes are Independent of Uniform Convergence

























                                   Theorem 1: Let { }f  ¥   be a sequence of real-valued function on [ , ].a b  If (a) all  f  are differentiable,
                                                n n=  1                                         n
                                                                                                   ,
                                                                                                             b
                                   (b) all  f  are continuous, (c)  f ®  uniformly, for some function  :[ , ]h a b ®   (d)  c$ Î [ , ]
                                                                                                           a
                                         ¢
                                                            ¢
                                                               h
                                         n                 n
                                                                                 f
                                                                                   a
                                                                                           ,
                                                                                     b
                                   s.t.  f n ( )  converges then  f  converges uniformly to some  :[ , ] ®   in addition, this uniform
                                        c
                                                       n
                                                             =
                                                           x
                                                                 x
                                   limit f is differentiable and  f ¢ ( ) h ( ).
                                   Proof: Firstly, we define a function  ( )f x  which satisfies  f ¢ ( ) h ( )  in Part 1 and then we show
                                                                                       x
                                                                                  x
                                                                                    =
                                   that  f ®  f  uniformly in Part 2.
                                       n
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