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Unit 17: Uniform Convergence and Differentiability




          Theorem 3:  Differentiability for Series                                              Notes
                                                           ¥
          If (a) all  g  are differentiable, (b) all  g  are continuous, (c)  å  n= 1 g  converges uniformly and (d)
                                                              ¢
                                        ¢
                  n
                                        n
                                                              n
                            c
           c $ Î [ , ] s.t.  å ¥  g n ( ) < ¥  then  å  ¥  g  converges uniformly and
               a
                b
                                           n
                        n= 1            n= 1
                                          æ  ¥  ö  ¥  ¢
                                          çå gn ¢ = å g n .
                                               ÷
                                          è  n= 1  ø  n= 1
          Proof: Since sum of  differentiable functions is differentiable  we observe that the partial sum
                                                                  ¢
                                                         ¢
                                                     ¢
           f =  g +  g + ... g  is differentiable. Similarly, all  f =  g +  g + ... g   are continuous.  By (c)
                                                            ¢
                      +
                                                                +
                  2
           n
               1
                         n
                                                            2
                                                         1
                                                     n
                                                                  n
                 ¥                                   ¥
                                                                      c
                                            a
                                             b
                    ¢
            ¢
           n å
                                                         c
                                                            ,
           f ®   n= 1  g  uniformly and by (d)  c$ Î [ , ] s.t.  å n=  1  g n ( ) ¥  i.e.   lim f  n ( )< ¥  . Therefore we
                    n
                                                                 n®¥
                                                    ¥                   ¥       ¥  ¢
                                                                           ) å
          can apply Theorem to  f  and observe that  f ® å  n= 1 g  uniformly and (å  n= 1 g ¢ =  n= 1 g n
                                                                           n
                              n
                                                       n
                                              n
          17.3 Central Principle of Uniform Convergence
                                                                    .
          Definition 2: Let  { }f  ¥   be a sequence of real-valued functions on  I Ì   Then  { }f  ¥   is called
                          n n=  1                                           n n= 1
          a uniform Cauchy sequence if:
                                "e >  0 N Î  "  , n m ³  N  : f -  f  <  . e
                                      $
                                                       n  m  sup
          Theorem 4:  Central Principle of Uniform Convergence, CPUC
                ¥
                                                                   ¥
                                                          .
          Let  { }f n n=  1   be a sequence of real-valued functions on  I Ì   Then  { }f  n n= 1   converges uniformly
                            ¥
          of I if and only if  { }f n n= 1   is a uniform Cauchy sequence on I.
          Proof: ‘’ : Suppose  f  converges uniformly to some f. Let  e > , since  f ®  f  uniformly we
                                                              0
                                                                      n
                            n
          have
                                                    x
                                            x
                                                         x
                                 $ N Î  " n ³ " Î  : I  f  n ( ) f  ( ) < e /4.
                                                      -
                       x
          Then  " n , m ³ " Î  : I
                                                        x
                                  x
                                        x
                                                             x
                                                   x
                                f  n ( ) -  f  m ( ) =  f n ( ) -  f ( ) +  f m ( ) +  f  ( ) £
                                              x
                                  x
                                                  x
                                       x
                                             x
                              £  f  n ( )-  f  ( ) +  f  m ( )-  f  ( ) < e /4 + e /4 = e  /2
          Therefore,
                                                      x
                                 f -  f  =  sup f  ( )-  f  ( ) £ e /2 < e .
                                                x
                                  n  m  sup    n    m
                                           x Î  I
          ’’ : Let  { }f n  be a uniform Cauchy sequence i.e.
                              "e > 0 N Î  "  , n m ³  N  : f -  f  ( )  < e /2.
                                                         x
                                   $
                                                    n   m  sup
          In particular  f  n ( ) -  f m ( ) < e /2  for any  x Î  Look at the sequence of numbers  { ( )}f x  ¥ n= 1
                        x
                              x
                                                . I
                                                                                 n
          which is usual sequence of number and hence converges. Denote its limit  ( ).f x  Now let  m ® ¥
          and get
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