Uniform Convergence and Continuity

Theorem . Let <fn> be a sequence of continuous functions on a set E ⊆ R and suppose that <fn>

converges uniformly on E to a function f where f : E→R. Then the limit function f is

continuous.
Proof. Let c∈ E be an arbitrary point. If c is an isolated point of E, then f is automatically
continuous at c. So let c be an accumulation point of E. We shall show that f is continuous at c.
Since fn→f uniformly, for every ∈ > 0 there is an integer N such that n ≥ N implies
∈
|fn(x) − f(x)| < for all x∈E.
3
Since fN is continuous at c, there is a neighbourhood Sδ(c) such that x ∈ Sδ(c) ∩ E (since c is
limit point) implies
|fN(x) − fN(c)| < ∈/3.
By triangle inequality, we have
|f(x) − f(c)| = |f(x) − fN(x) + fN(x) − fN(c) + fN(c) − f(c)|

≤ |f(x) − fN(x)| + |fN(x) − fN(c)| + |fN(c) − f(c)|

∈ ∈ ∈
< + + =∈
3 3 3
Hence
|f(x) − f(c)| < ∈, x ε Sδ(c) ∩ E.
which proves the continuity for f at arbitrary point cεE.

Theorem . Let the series uniformly to ∑fn converge f in an interval [a, b] and its terms fn are
continuous at a point x0 of the interval [a, b] , then the sum function f is continuous at x0.
Proof. As ∑fn converges uniformly to f on [a, b], therefore for ε > 0, we can choose N such that
for all x in [a, b].
n
ε
∑f
r =1
r ( x) − f ( x) <
3
, ∀n≥N …(1) and in

particular, at a point x0 in [a, b], and n = N

 n
ε
∑f
r =1
r ( x0 ) − f ( x0 ) <
3
, …(2)

N
Now, since each fn is continuous at x0, the sum of a finite number of functions, ∑f
r =1
r is also

continuous at x = x0.
Therefore for ε > 0, ∃ δ > 0, such that
N N
ε
∑ f r ( x ) − ∑ f r ( x0 ) <
r =1 r =1 3
, for |x − x0| < δ …(3)

Hence for |x − x0| < δ, we have

N N N
|f(x) − f(x0)| ≤ f ( x) − ∑ f r ( x) + − ∑ f r ( x) − ∑ f r ( x0 )
r =1 r =1 r =1

N
+ ∑ f r (x 0 ) − f (x 0 )
r =1

ε ε ε
< + + =ε [using (1), (2), (3)]
3 3 3
⇒ f(x) → f(x0) when x → x0.

Remark . The condition of uniform convergence is only sufficient, not necessary.

However, if the sum function (limit function) of a series (sequence) of continuous terms is not
continuous on an interval, the convergence cannot be uniform.

Example. Examine the series ∑ x e−nx for uniform convergence and continuity of its sum
function near x = 0.

1 − e − nx
Solution. Here fn(x) = x
1 − e −x
 x
lim f n (x) = when x ≠ 0
and f(x) = n →∞ 1 − e −x
 0 when x = 0

x
Now lim f ( x ) = lim
x →0 x →0 1 − e −x
 x
= lim
x →0  x2 x3 
1 − 1 − x + − + ... 
 2! 3! 
1
= lim
x →0 x x2
1− + − ...
2! 3!
= 1.
Also f(0) = 0.
Since lim f(x) ≠ f(0), the function f(x) is not continuous at x = 0.
x →0

It follows that the series is non-uniformly convergent in any interval which includes x = 0.
∞
(−1) n −1
Example. The series ∑ n + x 2 , is uniformly convergent but not absolutely for all real values
1

of x.
1
Solution. The given series converges by Leibnitz Test. However ∑ n + x2 behaves as

1
∑n and is therefore divergent. Hence the series is not absolutely convergent for any value of x.

Again, let Sn(x) denote the nth partial sum and S(x) the sum of the series
 1 1   1 1 
S2n(x) =  2
− +
2   2
−  +…
1+ x 2+ x   3+ x 4 + x2 

 1 1 
+ 2
− 
 2n − 1 + x 2n + x 2 
Since each bracket is positive, therefore S2n(x) is positive, increasing to its sum S(x)
⇒ S(x) − S2n(x) > 0
Also
1 1 1
S(x) − S2n(x) = 2
− 2
+ − ...
2n + 1 + x 2n + 2 + x 2n + 3 + x 2
1  1 1 
= 2
− 2
− 2
− ... 
2n + 1 + x  2n + 2 + x 2n + 3 + x 
1 1
< 2
<
2n + 1 + x 2n + 1
 1
⇒ 0 < S(x) − S2n(x) < …(1)
2n + 1
Again,
1 1
S2n+1(x) − S(x) = 2
− +…
2n + 2 + x 2n + 3 + x 2
 1 1 
= 2
− 2 
 2n + 2 + x 2n + 3 + x 

 1 1 
+ 2
− 2 
+ ...
 2n + 4 + x 2n + 5 + x 
>0
Also
1
S2n+1(x) − S(x) =
2n + 2 + x 2
 1 1 
− 2
− 2 
−…
 2n + 3 + x 2n + 4 + x 
1 1
< 2
<
2n + 2 + x 2n + 2
1
⇒ 0 < S2n+1(x) − S(x) < …(2)
2n + 2
Inequalities (1) and (2) imply that for any ε > 0, we can choose an integer m such that for all
values of x,
|S(x) − Sn(x)| < ε, ∀ n≥m
⇒ the series converges uniformly for all real values of x, and since each term of the series is
continuous therefore the series will converge to a continuous sum function.

Uniform Convergence and Integration

Theorem . If each function fn of a sequence {fn} is integrable and the sequence {fn} converges
uniformly to f on [a, b], and, then f is integrable on [a, b], and
x x

∫ f dt = nlim
→∞ ∫
f n dt , ∀ x ∈ [a, b] …(1)
a a
Proof . Let ∈ > 0 be any number. By the uniform convergence of the sequence, there exists an
integer m such that for all x ∈ [a, b]
ε
|fn(x) − f(x)| < , ∀ n≥m (2)
3(b − a )
In particular,
ε
|fm(x) − f(x)| < …(3)
3(b − a )
For this fixed m, since fm is integrable, we choose a partition P of [a, b], such that
U(P, fm) − L(P, fm) < ∈/3 …(4)
From (3),
f(x) < fm(x) + ε/3(b − a)
⇒ U(P, f) < U(P, fm) + ε/3 …(5)
Again from (3),
f(x) > fm(x) − ε/3(b − a)
⇒ L(P, f) > L(P, fm) − ε/3 …(6)
From (4), (5) and (6) we get
U(P, f) − L(P, f) < U(P, fm) − L(P, fm) + 2∈/3
< ∈/3 + 2ε/3 = ε
⇒ f is integrable on [a, b]
Now, since the sequence {fn} converges uniformly to f, therefore for ε > 0, there exists
an integer N such that for all x ∈ [a, b]
|fn(x) − f(x)| < ε/(b − a), ∀ n≥N
Then for all x ∈ [a, b] and for n ≥ N, we have
x x x x

∫ f dt − ∫ f n dt = ∫ (f − f n )dt ≤ ∫ | f − f n | dt
a a a a

ε
< (x − a ) ≤ ε
b−a

 x  x
⇒ ∫ f n dt  converges uniformly to ∫ f dt over [a, b], i.e.,
 a  a
 x x

∫ f dt = lim ∫ f n dt,
n →∞
∀ x ∈[a, b]
a a

Theorem :- Let fn ε R, n = 1, 2,… If ∑ fn converges uniformly to f on [a, b], then f ε R and

b ∞ b
∫ f (x ) dα = ∑ ∫ f n (x )dα ,
a n =1 a

i.e., the series ∑fn is integrable term by term.

Proof. Let <Sn> denote the sequence of partial sums of ∑fn. Since ∑fn converges uniformly to f
on [a, b], the sequence <Sn> converges uniformly to f. Then Sn being the sum of n integrable
function is integrable for each n. Therefore, by above theorem , f is also integrable in Riemann
sense and
b b

∫ f (x )dx = nlim
→∞
∫ Sn (x ) dx
a a

But
b b b b

∫ Sn (x )dx = ∫ f1 (x )dx + ∫ f 2 (x )dx + ... + ∫ f m (x ) dx

a a a a

n b
= ∑∫ fi(x) dx
i =1 a

Hence
b ∞ b
∫ f (x )dx = lim
n → ∞ i =1
∑ ∫ f i (x )dx
a a

∞ b
= ∑ ∫ f i (x )dα,
i =1 a

and the proof of the theorem is complete.

Theorem . If a series ∑fn uniformly converges to f on [a, b] and each fn is continuous on [a, b],
x ∞ x 
then f is integrable on [a, b] and ∫ f dt = ∑ 
∫ n 
f dt  , ∀ x ∈ [a, b]
a n =1  a 
Proof. Since ∑fn is uniformly convergent to f on [a, b] and each fn is continuous on [a, b],
therefore the sum function f is continuous and hence integrable on [a, b].
Again, since all the functions fn are continuous, therefore the sum of a finite number of
n
functions, ∑fr is also continuous and integrable on [a, b], and
r =1

n x x n

∑ ∫ f r dt = ∫ ∑ f r dt
r =1 a a r =1

By the uniform convergence of the series, for ε > 0, we can find an integer N such that
for all x in [a, b]
n
f − ∑ f r < ε/(b −a), ∀n≥N
r =1

For such values of n, and all x in [a, b]

x n x x
 n 
∫ f dt − ∑ ∫ f r dt =
r =1 a
∫  ∑
 f −
r =1
f r  dt

a a

x n
≤ ∫ f − ∑ f r dt
a r =1

x
ε
b − a ∫a
< dt ≤ ε

∞ x  x
⇒ ∑  ∫ f n dt  converges uniformly to ∫ f dt on [a, b], i.e.,
 
n =1  a  a

x ∞ x

∫ f dt = ∑ ∫ f n dt for all x ∈[a, b].

n =1 a
a

Example. Prove that

1
 ∞ xn  ∞
1
∫0  ∑1 n 2  dx = ∑ 2
 1 n ( n + 1)
.

x2
Solution. Since the series ∑ 2 is uniformly convergent for 0 ≤ x ≤ 1 by M-test, it can be
n
integrated term by term.
 1 1
∞ 1
 ∞ xn  xn ∞
 x n +1 
Hence ∫  ∑ 2  dx = ∑ ∫ 2 dx = ∑  2
0 1
n  1 0 n 1  ( n + 1) n  0

∞
1
= ∑n
1
2
(n + 1)

∞
x
Example :- Consider the series ∑ (n + x 2 ) 2 . This series is uniformly convergent and so in
n =1

integrable term by term. Thus

1 m 1
 ∞ x  x
∑  dx = lim ∑
∫  (n + x 2 ) 2  m → ∞ ∫ (n + x 2 ) 2
0  n =1  n =1 0

m 1
= lim
m →∞
∑ ∫ n (n + x 2 ) − 2 dx
n =1 0

1
 (n + x 2 ) −1 
m
= lim ∑  
m → ∞ n =1
 −2  0
m
11 1 
= lim
m →∞
∑ 2  n − n + 1 
n =1

1  1   1 1  1 1 
= lim 1 −  +  −  + ... +  − 
m →∞ 2  2   2 3   m m + 1 

1 1  1
= lim 1 − =
m →∞ 2  m +1 2
∞  
nx (n − 1) x
Example :- Consider the series ∑ 1 + n 2 x 2 − 1 + (n − 1) 2 x 2  , a ≤ x ≤ 1.
n =1 
Let Sn(x) denote the partial sum of the series. Then
nx
Sn(x) =
1+ n 2x 2
and so f(x) = lim Sn(x) = 0 for all x ∈ [0, 1]
n →∞
As we know that 0 is a point of non-uniform convergence of the sequence <Sn(x)>, the given
series is not uniformly convergent on [0, 1]. But
1 1

∫ f (x )dx = ∫ 0 dx = 0
0 0

and
1 1
nx
∫ Sn (x )dx = ∫ 1 + n 2 x 2 dx
0 0

1
1 2n 2 x
2n ∫0 1 + n 2 x 2
= dx

=
1
2n
[ 1
log(1 + n 2 x 2 ) 0 ]
1
= log (1 + n2)
2n
Hence
1
1 ∞ 
lim ∫ Sn ( x )dx = lim log (1 + n2)  form 
n →∞ n → ∞ 2n ∞ 
0

n ∞ 
= lim 2  form 
1+ n ∞ 
1
= lim =0
n → ∞ 2n

Thus
1 1

∫ f (dx ) dx = nlim
→∞
∫ Sn (x )dx ,
0 0

and so the series is integrable term by term although 0 is a point of non-uniform convergence.

Uniform Convergence and Differentiation

Theorem . Let {fn} be a sequence of differentiable functions on [a, b] such that it converges at
least at one point x0 ∈ [a, b]. If the sequence of differentials {f′n} converges uniformly to G on[a,
b] then the given sequence {fn} converges uniformly on [a, b] to f, and f′(x) = G(x).
Proof. Let ε > 0 be any number.
By the convergence of {fn(x0)} and uniform convergence of {f ′n}, for ε > 0, we can choose a
positive integer N such that for al x ∈[a, b]
|fn+p(x0) − fn(x0)| < ε/2, ∀ n ≥ N, p ≥ 1 …(1)
|f′n+p(x) − f′n(x)| < ε/2(b−a), ∀ n ≥ N, p ≥ 1 …(2)
Applying Lagrange’s mean value theorem to the function (fn+p − fn) for any two points x
and t of [a, b], we get for x < ξ < t, for all n ≥ N, p ≥ 1
|fn+p(x) − fn(x) − fn+p(t) + fn(t)| = |x −t| |f ′n+p(ξ) − f ′n(ξ)|
|x−t|ε
< …(3)
2(b − a )
< ε/2 …(3a)
and
|fn+p(x) − fn(x)| ≤ |fn+p(x) − fn(x) − fn+p(x0) + fn(x0)|
+ |fn+p(x0) − fn(x0)|
1 1
< ε+ ε = ε [using (1), (3a)]
2 2
⇒ The sequence {fn} uniformly converges on [a, b]
Let it converge to f, say.
For a fixed x on [a, b] and for t ∈[a, b], t ≠ x, let us define
f n (t) − f n (x)
φn(t) = , n = 1, 2, 3,… …(4)
t−x
f (t) − f (x)
φ(t) = …(5)
t−x
Since each fn is differentiable, therefore for each n
lim φn(t) = f′n(x) …(6)
t →x

1
∴ |φn+p(t) − φn(t)| = |fn+p(t) − fn+p(x) − fn(t) + fn(x)|
|t−x|
 1
= |{fn+p(t) − fn(t)} − {fn+p(x) − fn(x)}|
|t−x|
ε
< , ∀ n ≥ N, p ≥ 1 (using (3))
2(b − a )
so that {φn(t)} converges uniformly on [a, b], for t ≠ x.
Since {fn} also converges uniformly to f, therefore from (4),
f n (t) − f n (x) f (t) − f (x)
lim φn(t) = lim = = φ(t)
n →∞ n →∞ t−x t−x
Thus {φn(t)} converges uniformly to φ(t) on [a, b], for t ∈[a, b], t ≠ x,
Since {φn(t)} uniformly convergent sequence and using (6), we get
lim φ(t) = lim f ′n(x) = G(x)
t →x n →∞

⇒ lim φ(t) exists,

t →x

and therefore (5) implies that f is differentiable and

lim φ(t) = f ′(x)
t →x

Hence
f ′(x) = G(x) = lim fn′(x)
n →∞

Theorem :- Let < fn> be a sequence of functions such that

(i) Each fn is differentiable on [a, b]
(ii) Each f n′ is continuous on [a, b]

(iii) <fn> converges to f on [a, b]

(iv) < f n′ > converges uniformly to g on [a, b], then f is differentiable and f ′(x) = g(x)

for all xε[a, b].

Proof. Since each f n′ is continuous on [a, b] and < f n′ > converges uniformly to g on [a, b],

implies that g is continuous and hence Riemann-integrable. Therefore,

t t

∫ g(x )dx = nlim

→∞
∫ f n′ (x )dx
a a

But, by Fundamental Theorem of Integral calculus,

 t

∫a
f n′( x) dx = fn(t) − fn(a)

Hence
t

∫ g(x )dx = nlim

→∞
[fn(t) − fn(a)]
a

Since <fn> converges to f on [a, b], we have

lim fn(t) = f(t) and lim fn(a) = f(a)
n →∞ n →∞

Hence
t

∫ g(x) dx = f(t) − f(a)

a

and so
t
d  
 = f ' (t)
dt  ∫a
g ( x ) dx



or g(t) = f ′(t), tε[a, b]

Theorem . Let a series ∑fn of differentiable functions converges pointwise to f on [a, b], and
each f ′n is continuous on [a, b], and the series ∑f ′n converges uniformly to G on [a, b], then the
given series ∑fn converges uniformly to f on [a, b], and f ′(x) = G(x).
Proof. Since the series ∑f ′n of continuous functions converges uniformly to G on [a, b],
therefore its sum function G is continuous on [a, b], and consequently the function
x

∫ G(t ) dt is differentiable, and

a

x
d
dx ∫a
G ( t ) dt = G(x), for all x∈ [a, b] …(1)

∞
For every x∈[a, b], f(x) = ∑ f n (x) .
n =1

Now, since each function f ′n, being continuous, is integrable on [a, b], and so by the
fundamental theorem of calculus,
 x

∫ f 'n (t ) dt = fn(x) − fn(a), for all n ≥ 1, x ∈[a, b]

a

∞ x
∴ ∑ ∫ f 'n (t ) dt = f(x) − f(a), for all x ∈[a, b]. …(2)
n =1 a

Again, since the series ∑f ′n, of integrable functions, converges uniformly to G on [a, b],
therefore term-by-term integration is valid, i.e.,
x ∞ x

∫ G(t )dt = ∑
n =1
∫ f 'n (t ) dt, ∀ x ∈[a, b]. …(3)
a a

From (1), (2) and (3), it follows that,

f ′(x) = G(x), for all x∈[a, b].
or equivalently
d ∞ ∞
d
∑
dx n =1
f n ( x ) = ∑ fn(x), a ≤ x ≤ b
n =1 dx

i.e. the term-by-term differentiation of the series is valid.

Example. Show that the series, for which
nx
fn(x) = , 0 ≤ x ≤ 1,
1+ n2x2
cannot be differentiated terms by term at x = 0.
Solution. Here f(x) = 0, for 0 ≤ x ≤ 1,
f n (0 + h ) − f n (0)
and f n′ (0) = lim
h →0 h

nh
−0
1 + n 2 2
h n
= lim = lim = n→∞ as n→∞.
h →0 h h → 0 1+ n 2h 2
On the other hand, f ′(0) = 0,

Hence f ′(0) ≠ lim fn′0).

n →∞

The given series can, therefore, not be differentiated term by term at x = 0.

∞
sin nx
Example. Consider the series ∑ n3
, x ε R. We have
n =1
 sin nx
fn(x) =
n3
cos nx
f n′ ( x ) =
n2
Thus
cos nx
∑ f n′ (x ) = ∑ n2
cos nx 1 1
Since 2
< 2
and ∑ is convergent, therefore, by Weierstrass’s M-test the series ∑f
n n n2

′n(x) is uniformly as well as absolutely convergent for all xεR and so ∑fn can be differentiated
term by term.

 ∞  ∞
Hence  ∑ f n′  = ∑ f n′
 n=1  n=1

 ∞ sin nx  ∞ cos nx
or ∑ 3  = ∑ 2
 n=1 n  n=1 n
Example . The sequence {fn}, where
2
fn(x) = nxe −nx , n = 1, 2, 3,…
converges pointwise to zero on [0, 1].
Solution. Here
1

∫ f dx = 0
0

and
1 1
1  − e − nx  = 1 (1 − e − n )
2
∫ f n dx = 2  0 2
0

1 1
∴ lim ∫ f n dx = lim 12 (1 − e −n ) = 12 ≠ ∫ f dx.
n →∞ n →∞
0 0

⇒ convergence cannot be uniform on [0, 1].

Example . Show that for −1 < x < 1,
 1 2x 4x 3 8x 7 1
+ 2
+ 4
+ 8
+ ... =
1+ x 1+ x 1+ x 1+ x 1− x
Solution. Consider the series
log (1−x) + log(1 +x) + log(1 + x2) + log (1 + x4) +… …(1)
The nth partial sum
n −1
Sn = log {(1−x) (1+ x)(1+x2) (1 +x4)…(1+ x 2 )}
n
= log (1 − x 2 ) → 0 as n→∞ for |x| < 1
Hence series (1) converges to zero.
The series of differentials of (1), ignoring the first two terms, is
n
2x 4x 3 8x 7 2 n x 2 −1
+ + + ... + +… …(2)
1+ x 2 1+ x 4 1+ x8 1+ x 2n

Now
n −1
2n x 2 n −1
n
≤ 2n ρ 2 , for |x| ≤ ρ < 1
1+ x2
n −1
The series ∑ 2n ρ 2 is convergent and therefore by M-test, the series of differentials (2)

converges uniformly for |x| ≤ ρ < 1, and therefore its sum is the differential of the sum of series
(1) without the first two terms.
But the sum of series (1) without the first two terms is − log(1 − x)
− log (1+x).
Hence
2x 4x3 8x 7 d 1 1
2
+ 4
+ 8
+ ... = { −log (1 −x) − log (1 + x)} = −
1+ x 1+ x 1+ x dx 1− x 1+ x
or
1 2x 4x 3 1
+ 2
+ 4
+ .... =
1+ x 1+ x 1+ x 1− x
nx
Example. The sequence {fn}, where fn(x) = converges to f, where f(x) = 0, for all
1+ n2x2
real x.
Solution. Clearly f′(x) = 0
and
n (1 − n 2 x 2 )
f′n(x) =
(1 + n 2 x 2 ) 2
Therefore when x ≠ 0, f′n(x) → 0, as n→∞, and so the formula
f′(x) = lim f 'n ( x ) , is true.
n →∞

But, at x = 0,
n
f′n(0) = lim
x →0 1 + n 2 x 2

= n, which tends to ∞, as n→∞

Thus at x = 0, f′(x) = lim f 'n ( x ) , is false.
n →∞

So here it is {f′n} that does not converge uniformly in an interval that contains zero.
Example. Show that the sequence {fn}, where
x
fn(x) =
1 + nx 2
converges uniformly to a function f on [0, 1], and that the equation
f′(x) = lim f n′ ( x )
n →∞

is true if x ≠ 0 and false if x = 0. Why so?

Solution. It may be easily shown that the sequence {fn} converges uniformly to zero for all
real x. The limit function f(x) = 0.
When x ≠ 0,
1 − nx 2
f n′ ( x ) = → 0, as n→∞
(1 + nx 2 ) 2

so that, if x ≠ 0, the formula f′(x) = lim f n′ ( x ) , is true.

n →∞

At x = 0,
1
f n′ (0) = lim =1
x →0 1 + nx 2

so that
lim f n′ (0) = 1 ≠ f′(0)
n →∞
Hence at x = 0, the formula f′(x) = lim f n′ ( x ), is false.
n →∞

It is so because the sequence {fn′} is not uniformly convergent in any interval containing
zero.
Example . Show that the sequence {fn}, where
log(1 + n 3 x 2 )
fn(x) =
n2
is uniformly convergent on the interval [0, 1].
2nx
Solution. The sequence {φn}, where φn(x) = ≡ f n′ ( x ) , may be easily shown to be
1 + n 3x 2
uniformly convergent to φ, where φ(x) = 0, on [0, 1]. Also each function φn is continuous on the
given interval.
x
Therefore the sequence of its integrals, {fn} converges uniformly to ∫ φ dt = 0 on [0, 1].
0

Hence the result.