Tutorial 8

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Tutorial 8 MATH2060B Mathematical Analysis II 15-17/03/2021

Sequence of Functions
Definition (c.f. Definition 8.1.1). Let (fn ) be a sequence of functions defined on A ⊆ R and
let f be a function defined on A. (fn ) is said to converge (pointwisely) to f on A if (fn (x))
converges to f (x) for each x ∈ A. In this case, we denote
f (x) = lim fn (x) or f = lim fn .
n→∞ n→∞

Definition (c.f. Definition 8.1.4). Let (fn ) be a sequence of functions defined on A ⊆ R


and let f be a function defined on A. (fn ) is said to converge uniformly to f on A if for each
ε > 0, there exists N ∈ N such that
|fn (x) − f (x)| < ε, ∀n ≥ N, ∀x ∈ A.
Remark. Consider the ε-N notation for the two convergences. Note that N depends on
both of ε and x for pointwise convergence. On the other hand, N depends only on ε for
uniform convergence.
Example 1 (c.f. Section 8.1, Ex.8 & Ex.18). Let fn : [0, ∞) → R be defined by
fn (x) = xe−nx .
Find the pointwise limit of (fn ) and show that the convergence on [0, ∞) is uniform.
Solution. We first find the pointwise limit of fn . If x = 0, then fn (x) = 0 for all n. Hence
lim fn (0) = 0.
n→∞

If x > 0, note that e−nx → 0 as n → ∞. Hence


lim fn (x) = x · lim e−nx = 0.
n→∞ n→∞

Now we show that (fn ) converges uniformly to the zero function. We need to find the
maximum value of fn (x) = xe−nx on [0, ∞) for each n. Differentiating fn gives
fn′ (x) = (1 − nx)e−nx .
Hence it has only one critical point at x = 1/n. Now at the endpoints and critical point,
1
fn (0) = 0, fn (1/n) = and lim fn (x) = 0.
ne x→∞

It follows that the maximum value of fn is 1/ne. Hence


1
|xe−nx − 0| = xe−nx ≤ , ∀n ∈ N, ∀x ≥ 0.
ne
Let ε > 0 and take N ∈ N such that 1/N < eε. Then
1 1
|xe−nx − 0| ≤ ≤ < ε, ∀n ≥ N, ∀x ≥ 0.
ne Ne
It follows by definition that (fn ) converges to the zero function uniformly.

Prepared by Ernest Fan 1


Tutorial 8 MATH2060B Mathematical Analysis II 15-17/03/2021

The following theorem is an analogue of the Cauchy Criterion for sequence of functions.

Theorem. Let (fn ) be a sequence of real-valued functions defined on A ⊆ R. Then (fn )


converges uniformly on A if and only if for each ε > 0, there exists N ∈ N such that

|fn (x) − fm (x)| < ε, ∀m, n ≥ N, ∀x ∈ A.

Example 2 (c.f. Section 8.1, Ex.4 & Ex.14). Let fn : [0, ∞) → R be defined by
xn
fn (x) = .
1 + xn
Let 0 < b < 1. Show that (fn ) converges uniformly on [0, b] but not uniformly on [0, 1].

Solution. The pointwise limit of (fn ) is given by




0 if 0 ≤ x < 1,
xn
f (x) = lim fn (x) = lim = 1/2 if x = 1,
n→∞ n→∞ 1 + xn 

1 if x > 1.

Let’s show that (fn ) converges uniformly to the zero function on [0, b]. Note that

xn xn bn
− 0 = ≤ = bn , ∀n ∈ N, ∀x ∈ [0, b].
1 + xn 1 + xn 1 + 0n

Let ε > 0. Since 0 < b < 1, bn → 0 as n → ∞. Hence we can choose N ∈ N such that bn < ε
whenever n ≥ N . It follows that
xn
− 0 ≤ bn < ε, ∀n ≥ N, ∀x ∈ [0, b].
1 + xn

To see that (fn ) does not converge uniformly on [0, 1], we need to show that there exist ε > 0
such that whenever N ∈ N, there exists n ≥ N and x ∈ [0, 1] such that

|fn (x) − f (x)| ≥ ε.

For each N ∈ N, take n = N and x = 2−1/n . Then n ≥ N , x ∈ [0, 1] and

xn 1/2 1
|fn (x) − f (x)| = n
−0 = = .
1+x 1 + 1/2 3

This shows that the convergence is not uniform on [0, 1].

Remark. Due to the proposition below, it suffices to show that (fn ) does not converge
uniform to its pointwise limit f .

Proposition. Let (fn ) be a sequence of functions defined on A ⊆ R and let f be a function


defined on A. If (fn ) converges uniformly to f on A, then (fn ) converges to f on A.

Prepared by Ernest Fan 2


Tutorial 8 MATH2060B Mathematical Analysis II 15-17/03/2021

Observe that in Example 2, the argument for non-uniform convergence is similar to the
lemma below.

Lemma (c.f. Lemma 8.1.5). Let (fn ) be a sequence of real-valued functions defined on A ⊆ R
and let f : A → R be a function. Then (fn ) does not converge uniformly to f on A if and
only if there exists ε > 0, a subsequence (fnk ) of (fn ) and a sequence (xk ) in A such that

|fnk (xk ) − f (xk )| ≥ ε, ∀k ∈ N .

Proof. (⇒) Suppose fn does not converge uniformly to f on A. By definition, there exists
ε > 0 such that whenever N ∈ N, there exists n ≥ N and x ∈ A such that

|fn (x) − f (x)| ≥ ε.

We construct the sequences (fnk ) and (xk ) as follows:

• For k = 1, consider N = 1. Then there exists n1 ≥ 1 and x1 ∈ A such that

|fn1 (x1 ) − f (x1 )| ≥ ε.

• For k = 2, consider N = n1 + 1. Then there exists n2 > n1 and x2 ∈ A such that

|fn2 (x2 ) − f (x2 )| ≥ ε.

• Similarly for k = 3, 4, ..., consider N = nk−1 + 1. Then there exists nk > nk−1 and
xk ∈ A such that
|fnk (xk ) − f (xk )| ≥ ε.

The implication is then clear from the construction. (⇐) We need to show that there exists
ε > 0 such that whenever N ∈ N, there exists n ≥ N and x ∈ A such that

|fn (x) − f (x)| ≥ ε.

Obviously, we need to take ε > 0 as in the assumption. For each N ∈ N, we can choose
k ∈ N such that nk ≥ N . Taking n = nk and x = xk , we have n ≥ N , x ∈ A and

|fn (x) − f (x)| = |fnk (xk ) − f (xk )| ≥ ε.

The result follows.

Remark. In Example 2, nk = k and xk = 2−1/k .

Prepared by Ernest Fan 3


Tutorial 8 MATH2060B Mathematical Analysis II 15-17/03/2021

Example 3 (c.f. Section 8.1, Ex.24). Let (fn ) be a sequence of functions that converges
uniformly to f on A and that satisfies |fn (x)| ≤ M for all n ∈ N and all x ∈ A. If g
is a continuous function defined on the interval [−M, M ], show that the sequence (g ◦ fn )
converges uniformly to a well-defined function g ◦ f on A.

Solution. To see that the function g ◦ f is well-defined, i.e., f (x) ∈ [−M, M ] for all x ∈ A,
we can simply take limits on both sides of the inequality. We then need to show that for all
ε > 0, there exists N ∈ N such that

|g(fn (x)) − g(f (x))| < ε, ∀n ≥ N, ∀x ∈ A.

Let ε > 0. Since g is continuous on [−M, M ], g is uniformly continuous on [−M, M ]. i.e.,


there exist δ > 0 such that whenever |u − v| < δ and u, v ∈ [−M, M ],

|g(u) − g(v)| < ε.

Now since (fn ) converges uniformly to f , there exists N ∈ N such that

|fn (x) − f (x)| < δ, ∀n ≥ N, ∀x ∈ A.

Hence whenever n ≥ N and x ∈ A, take u = fn (x) and v = f (x). Then we have |u − v| < δ
and u, v ∈ [−M, M ]. Therefore

|g(fn (x)) − g(f (x))| < ε.

Prepared by Ernest Fan 4

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