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Physics 5013 Mathematical Methods of Physics

Physics 5013 Mathematical Methods of Physics

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which is the Cauchy criterion with ǫ = 1/N.

In contrast, consider, for real z, the series

S(z) =

n=0

z2

(1 + z2

)n

(2.65)

which converges absolutely. For z = 0, S(0) = 0; and for z = 0,

S(z) = z2

n=0

1

(1 + z2

)n = z2
1 − 1

1+z2

= 1 + z2
.

(2.66)

Thus S(z) is discontinuous at z = 0. The following theorem shows that this
series cannot be uniformly convergent there.

Theorem

If a series of continuous functions of z is uniformly convergent for all values of
z in a given closed domain, the sum is continuous throughout the domain.

Proof: Let

fn(z) =

n
i=1

gi(z).

(2.67)

Since

fn(z) → f(z) uniformly,

(2.68)

we can find, for any ǫ > 0, a value of n such that

|fn(z)− f(z)| < ǫ for all z

(2.69)

throughout the domain. Then

|f(z)− f(z′

)| = |f(z)− fn(z) + fn(z)− f(z′

) + fn(z′

) − fn(z′

)|

≤ |f(z)− fn(z)|+ |f(z′

)− fn(z′

)| + |fn(z)− fn(z′

)|.(2.70)

Since the fn’s are continuous, we can find a δ for any given ǫ such that

|fn(z)− fn(z′

)| < ǫ whenever |z − z′

| < δ.

(2.71)

Therefore,

|f(z)− f(z′

)| < 3ǫ whenever |z − z′

| < δ.

(2.72)

QED.

Even if the limit function is continuous, convergence to it need not be uni-
form, as the following example shows:

18 Version of August 27, 2011

CHAPTER 2. INFINITE SERIES

d

d

d

d

d

f

x

0

1/n

2/n

Figure 2.3: Sketch of the function fn(x) given by Eq. 2.73).

Example

Consider the sequence of continuous functions,

fn(x) =

nx, 0 ≤ x ≤ 1/n,
(2/n− x)n, 1/n ≤ x ≤ 2/n,

0,

otherwise.

(2.73)

This function in sketched in Fig. 2.3. Note that the maximum of the function
fn(x) is 1. On the other hand, for all x,

lim

n→∞

fn(x) = 0,

(2.74)

which is certainly a continuous limit function. But the convergence to this limit

is not uniform, for there is always a point, x = 1/n, for which

0 − fn

1

n

= 1

(2.75)

no matter how large n is. So the convergence is nonuniform.

Properties of Uniformly Convergent Series

Consider the series of functions of a real variable,

f(x) =

n=1

gn(x).

(2.76)

1. If the gn are continuous, we can integrate term by term if

n gn is uni-

formly convergent over the domain of integration:

b
a

dxf(x) =

n=1

b
a

dxgn(x).

(2.77)

2. If the gn and g′

n = d

dxgn are continuous, and

n g′

n is uniformly conver-

gent, then we can differentiate term by term:

f′

(x) =

n=1

g′

n(x).

(2.78)

2.7. POWER SERIES

19 Version of August 27, 2011

Condition for Uniform Convergence

The following condition is sufficient, but not necessary, to ensure that a series
is uniformly convergent.

If |gn(z)| < an, where {an} is a sequence of constants such that

n=1 an

converges, then

n=1 gn(z) converges uniformly and absolutely.

Proof: The hypothesis implies

N+p
n=N

gn(z)

<

N+p
n=N

an,

(2.79)

so that if N is chosen so that

N+p

n=N an < ǫ, then

N+p
n=N

gn(z)

< ǫ ∀z.

(2.80)

2.7 Power Series

By a power series, we mean a series of the form,

n=0

cnzn

= c0 + c1z + c2z2

+ ...,

(2.81)

where the cns form a sequence of complex constants, and z is a complex variable.

If a power series converges for one point, z = z0, it converges uniformly and

absolutely for all z satisfying

|z| ≤ η,

(2.82)

where η is any positive number less than |z0|.

Proof: Since

n=0 cnzn

0 converges, it must be true that the terms are

bounded,

|cnzn

0| < M,

(2.83)

where M is independent of n (but not of |z0|). Hence if Eq. (2.82) is satisfied,

n=0

|cnzn

| ≤

n=0

|cn|ηn

< M

n=0

η
|z0|

n

< ∞,

(2.84)

since η/|z0| < 1. This provesabsolute convergence. Uniform convergencefollows
from the theorem above.

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