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Unit 17: Uniform Convergence and Differentiability




                                                                                                Notes
                                                 x
                                                   t
                                             c
                                                    dt
                                          =
                                      f
          Part 1: Define  ( ): limf c =  f  n ( ) and ( ): f ( ) +  c ò  h ( ) .
                                c
                                       x
                           n®¥
                                                                           ¢
          Note that  ( )h t  is R-integrable since it is a uniform limit of continuous functions  f  (Theorem 1).
                                                                           n
          Therefore, according to the definition of  ( )f x  and by the fundamental theorem of calculus we can
                       d       x       d        x      a       d  x
                           c
                                                                      =
                                          f
          see that  f ¢ ( ) =  ( ( )+  c ò  h ( ) ) =  ( ( )+  a ò  h ( )dt +  c ò  h ( ) ) =  a ò  h ( ) h ( ), x   [ , ].a bÎ
                                                                    t
                                                                         x
                                   dt
                                                  t
                                 t
                                                         t
                   x
                                                                           "
                                                           dt
                                           c
                          f
                       dx              dx                      dx
                                                     b
          Part 2: We want to show that  f ®  f  uniformly on [ , ]. By the fundamental theorem of calculus:
                                                   a
                                  n
                                                   x
                                        f  ( ) =  f  ( )+  f  ¢ ( ) .
                                               c
                                                      t
                                                       dt
                                          x
                                        n     n    c ò  n
                                            c
                                                c
                               c
                                                                         ¢
                          c
                                                                  .
                                                                            h
          Put  e > 0.  Since  f  n ( ) ®  f  ( )  we have  f n ( ) -  f ( ) < e /2  for all  n ³  N 1  Also  f ®  uniformly,
                                                                         n
                       ¢
                                      ))
                                    -
          so  we have  f -  h  sup  < e  /(2(b a   for  all  n ³  N 2   Therefore  put  N =  max{N N 2   Then
                                                                             ,
                                                    .
                                                                                }.
                       n
                                                                            1
          " n ³  N " Î [ , ]  we get
                       b
                      a
                  x
                                                    x       x
                                                c
                                                               t
                              f n ( )-  f  ( ) =  f n ( )-  f ( )+  c ò  f n ¢  ( )dt -  c ò  h ( )dt £
                                x
                                     x
                                           c
                                                       t
                                                 x
                                                    t
                                                        t
                                        c
                                                      -
                                            c
                                    £  f n ( ) -  f  ( ) +  c ò  f n ¢  ( ) h ( )dt £
                                                 x
                                   £  f  n ( ) -  f ( ) +  c ò  f  n ¢ ( ) h ( ) dt £
                                       c
                                                        t
                                                      -
                                                    t
                                            c
                                                        x
                                                 ¢
                                       c
                                            c
                                    £  f  n ( ) -  f  ( ) +  f - h  sup ò c  1dt =
                                                 n
                                                  ¢
                                             c
                                        c
                                                         -
                                    =  f  n ( )-  f  ( ) +  f -  h  sup  x c £
                                                 n
                                                 ¢
                                            c
                                                        -
                                    £  f  ( )-  f  ( ) +  f -  h  (b a £
                                                           )
                                       c
                                      n          n   sup
                                               e
                                                       )
                                       < e /2 +    (b a = e
                                                     -
                                             2(b a )
                                                -
                                                                             x
                                                                       x
                 Example: Theorem 1 is not true if we replace [ , ]a b  by  .  Look at  f  n ( ) sin( / ) on  .
                                                                         =
                                                                                n
                     1                       1
                          x
          Then  f n ¢ ( ) =  cos( / ) ®  0   uniformly   cos( / )  =  1/n ®  0}.   Conditions  (a)  –  (d)  of
                  x
                            n
                                                    n
                                                  x
                     n                       n        sup
                                     0
          Theorem 1 are satisfied but  f ®  uniformly.
                                  n
          17.2 Series of Functions
                                     ¥
                                    }
          Definition 1: Let  I Ì   and  {g n n= 1   be a sequence of real-valued functions on I. Then
                                               ¥
                                              å  g  n
                                              n= 1
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