CHAPTER 6 Sequences and series of functions
Sequences and series of functions
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CHAPTER 6
Sequences and series of functions
1. The Power of Power Series
We know that
∞∑
n=0
xn =
1
1− x if |x| < 1.
If we differentiate both sides, on the right hand side we get 1
(1−x)2 . If we assume that
d
dx
( ∞∑
n=0
xn
)
=
∞∑
n=0
d
dx
(xn),
then we get
∞∑
n=1
nxn−1 =
1
(1− x)2 .
Multiplying by x and setting x = 1/2 gives
∞∑
n=1
nxn =
x
(1− x)2 =⇒
∞∑
n=1
n
2n
=
(1/2)
(1− 1/2)2 = 2.
Is this valid? Is the derivative of the infinite sum the infinite sum of the derivatives?
Another, potentially more striking example is the following. Take
∞∑
n=0
xn =
1
1− x if |x| < 1.
and set x = −y2. Then we find
1
1 + y2
= 1− y2 + y4 − y6 + · · ·
The left hand side is the derivative of tan−1(y), so antidifferentiating both sides we
find
tan−1(y) = y − 1
3
y3 +
1
5
y5 − 1
7
y7 + · · ·
Since tan(pi
4
) = 1⇐⇒ pi
4
= tan−1(1), we get
pi
4
= 1− 1
3
+
1
5
− 1
7
+ · · · =⇒ pi = 4− 4
3
+
4
5
− 4
7
+ · · ·
1
2 6. SEQUENCES AND SERIES OF FUNCTIONS
yet, plugging x = 1 or y = 1 to most of the above equations, the result is undefined.
So is this really pi?
In this chapter, we will discuss when the order of two limiting processes can be
reversed. We will talk about power series, and about approximating functions with
polynomials.
2. Convergence of a sequence of functions
Definition 6.2.1. For each n ∈ N, let fn(x) be a function defined on a set D ⊂ R.
We say the sequence {fn(x)}∞n=1 converges pointwise on D to a function f(x) if for
every x ∈ D, we have lim
n→∞
fn(x) = f(x). In other words, for every > 0 and for
every x ∈ D, there exists an N ∈ N (that can depend on and x) such that if n > N ,
|fn(x)− f(x)| < .
(1) What does fn(x) =
x
n
converge to on R?
It converges to 0. For all x ∈ R we have limn→∞ xn = x · limn→∞ 1n =
x · 0 = 0.
(2) What does fn(x) =
1
1+xn
converge to on [0, 1]?
If x < 1, we have limn→∞ xn = 0.
But 1n = 1 and so limn→∞ xn =
{
0 if x < 1
1 if x = 1
. This gives
lim
n→∞
1
1 + xn
=
{
1 if x < 1
1/2 if x = 1
.
Notice that in this case, fn(x) is continuous for all n, but limn→∞ fn(x) is
not continuous.
(3) For a set A, define χA(x) =
{
1 if x ∈ A
0 if x 6∈ A .
This is called the characteristic function of A. What does fn(x) =
χ[n,n+1](x) =
{
1 if x ∈ [n, n+ 1]
0 if x otherwise
converge to on (0, 1)?
0. Choose N ∈ N with N > x. Then for n ≥ N , fn(x) = 0 since fn(x) is
only nonzero for inputs ≥ n ≥ N > x. In this case, we have ∫∞−∞ fn(x) dx = 1
for all x, but
∫∞
−∞ limn→∞ fn(x) dx = 0.
2. CONVERGENCE OF A SEQUENCE OF FUNCTIONS 3
(4) What does fn(x) = x
n converge to on [0, 1]?
As before, we have limn→∞ xn = 0 if x < 1 and limn→∞ xn = 1. Thus,
the limit is
f(x) =
{
0 if x ∈ [0, 1)
1 if x = 1.
So pointwise converges is not sufficient to conclude the limit function is differen-
tiable or even continuous. Also, we see that the sequence {fn(x)}∞n=1 may converge
to zero and yet {∫ fn(x)dx}∞n=1 does not converge to zero, which is strange. We need
a stronger notion of convergence: uniform convergence.
Definition 6.2.2. For each n ∈ N, let fn(x) be a function defined on a set
D ⊂ R. We say the sequence {fn(x)}∞n=1 converges uniformly on D to a function
f(x) if for every > 0, there exists an N ∈ N such that for all x ∈ D, and n > N ,
|fn(x)− f(x)| < .
What’s the difference between uniform and pointwise convergence? Which is
stronger? Does one type of convergence imply the other? How do you prove a
sequence of functions does not converge uniformly?
• In pointwise convergence, the N chosen depends on the x. In uniform conver-
gence, it doesn’t.
• Uniform convergence is stronger, and uniform convergence implies pointwise
convergence.
• Show that there exists some 0 > 0 so that for all N ∈ N, ∃n ≥ N and some
xn ∈ D so that |fn(xn)− f(xn)| ≥ 0.
Take a look at figures 6.4 and 6.5 on page 179 in the textbook.
(1) Does fn(x) =
1
n(1+x2)
converge uniformly on R?
Yes. Fix > 0 and choose N ∈ N so that 1
N
< . Then
|fn(x)− 0| = 1
n(1 + x2)
≤ 1
n
≤ 1
N
< .
(2) Does fn(x) =
x2+nx
n
converge uniformly on R?
First, we have that limn→∞ x
2+nx
n
= limn→∞ x+ limn→∞ x
2
n
= x+ 0.
Let 0 = 1. For any n ∈ N we can choose some x ∈ R so that
|fn(x)− x| =
∣∣∣∣x2n
∣∣∣∣ ≥ 1,
for example x =
√
n.
(3) Does fn(x) = x
n converge uniformly on [0, 1]?
4 6. SEQUENCES AND SERIES OF FUNCTIONS
No. Let 0 = 1/2. Suppose that N ∈ N and n ≥ N . Let x = 121/n . Then
|xn − 0| =
∣∣∣∣12 − 0
∣∣∣∣ ≥ .
We have an analogue of the Cauchy criterion for uniform convergence.
Theorem 6.2.3. A sequence of functions {fn(x)}∞n=1 converges uniformly on A if
and only if for every > 0, there exists N ∈ N such that for all m,n ≥ N and all
x ∈ A, we have |fn(x)− fm(x)| < .
Proof: Homework problem.
Theorem 6.2.4. If {fn(x)}∞n=1 is a sequence of functions which converges uni-
formly to f(x) on a domain D, and each fn(x) is continuous on D, then f(x) is
continuous on D.
Fix c ∈ D and > 0. Since fn → f uniformly, there is some N ∈ N so that
n ≥ N =⇒ |fn(x)− f(x)| < /3 for all x ∈ D.
We’ll use that
|f(x)− f(c)| ≤ |f(x)− fN(x)|+ |fN(x)− fN(c)|+ |fN(c)− f(c)|.
Since fN is continuous, ∃δ > 0 so that if |x− c| < δ, |fN(x)− fN(c)| < /3.
We have that |f(x) − fN(x)| < /3 and |fN(c) − f(c)| < /3 by the uniform
convergence also.
Note: The place we use the uniform convergence is in handling |f(x) − fN(x)|.
We can’t control x in this inequality and so if there were values of x close to c for
which |f(x)− fN(x)| were large, the conclusion might not be true.
2. CONVERGENCE OF A SEQUENCE OF FUNCTIONS 5
Is the converse true? If fn(x) is continuous and f(x) is continuous and fn → f
pointwise, is the convergence uniform?
A1: No. Above we showed that if fn(x) =
x2+nx
n
, then fn → f where f(x) = x.
A2: If we add an additional condition, then yes.
Theorem 6.2.5. Assume that fn → f pointwise on a compact set K and assume
that for each x ∈ K the sequence (fn(x)) is increasing. If each fn(x) is continuous
and f(x) is continuous, then the convergence is uniform.
Proof: Homework.
6 6. SEQUENCES AND SERIES OF FUNCTIONS
3. Uniform convergence and differentiation
Theorem 6.3.1. If {fn(x)}∞n=1 is a sequence of functions which converges point-
wise to f(x) on [a, b], and each fn(x) is differentiable on [a, b], and {f ′n(x)}∞n=1 con-
verges uniformly to a function g(x) on [a, b], then f(x) is differentiable and g(x) =
f ′(x).
Proof: Our goal is the following. Fix a c ∈ [a, b]. Then we need to show that for
all > 0, we need to show that ∃δ > 0 so that if |x− c| < δ, then∣∣∣∣f(x)− f(c)x− c − g(c)
∣∣∣∣ < .
The strategy is to use the triangle inequality with∣∣∣∣f(x)− f(c)x− c − g(x)
∣∣∣∣ ≤ ∣∣∣∣f(x)− f(c)x− c − fn(x)− fn(c)x− c
∣∣∣∣+∣∣∣∣fn(x)− fn(c)x− c − f ′n(c)
∣∣∣∣+|f ′n(c)−g(c)|.
We handle the third term using that f ′n converges pointwise to g. We handle the
second term using that fn is differentiable. The first term is the trickiest to handle.
Our hypothesis is that f ′n → g uniformly. So we relate the first term to derivatives
by using the MVT and use the Cauchy criterion for uniform convergence.
Fix > 0.
Last term: Since f ′n(c) converges pointwise to g(c), ∃N1 so that for n ≥ N1,
|f ′n(c)− g(c)| < /3.
Middle term: Since limx→c
fn(x)−fn(c)
x−c = f
′
n(c), ∃δ > 0 so that if |x− c| < δ,∣∣∣∣fn(x)− fn(c)x− c − f ′n(c)
∣∣∣∣ < /3.
First term: Since fn → f pointwise, we can rewrite∣∣∣∣f(x)− f(c)x− c − fn(x)− fn(c)x− c
∣∣∣∣ = ∣∣∣∣ limm→∞ fm(x)− fm(c)x− c − fn(x)− fn(c)x− c
∣∣∣∣ .
Now, let h(x) = fm(x)−fn(x). The MVT says that there is some α (that depends
on m) between x and c so that h(x)−h(c)
x−c = h
′(αm). Rewriting this gives
fm(x)− fn(x)− fm(c) + fn(c)
x− c = f
′
m(αm)− f ′n(αm)
and so the first term becomes |limm→∞ f ′m(αm)− fn(αm)|. Since {f ′n} converges uni-
formly, the Cauchy criterion for uniform convergence gives that there is some N2 so
that for m,n ≥ N2, we have |f ′m(x)− f ′n(x)| < /3 for all x ∈ [a, b]. This implies that∣∣∣∣fm(x)− fm(c)x− c − fn(x)− fn(c)x− c
∣∣∣∣ < /3.
4. SERIES OF FUNCTIONS 7
Thus
fn(x)− fn(c)
x− c − /3 <
fm(x)− fm(c)
x− c <
3
+
fn(x)− fn(c)
x− c .
The order limit theorem now gives that
fn(x)− fn(c)
x− c − /3 ≤
f(x)− f(c)
x− c ≤
3
+
fn(x)− fn(c)
x− c
and this shows that for n ≥ max{N1, N2} we have that the second term is ≤ /3.
In total, for |x− c| < δ, we have
∣∣∣f(x)−f(c)x−c − g(c)∣∣∣ < .
The previous theorem can be relaxed a little. In fact, you can prove the following
theorem.
Theorem 6.3.2. Suppose {fn(x)}∞n=1 is a sequence of differentiable functions de-
fined on [a, b], and {f ′n(x)}∞n=1 converges uniformly to a function g(x) on [a, b]. If
there exists one point x0 ∈ [a, b] such that {fn(x0)}∞n=1 converges, then the sequence
{fn(x)}∞n=1 converges uniformly to a differentiable function f(x) and f ′(x) = g(x).
Proof. Exercise.
Q: Why do we need to assume that there is some x0 ∈ [a, b] so that (fn(x0)
converges?
A: Knowing f ′n(x) doesn’t uniquely determine f . For example, if fn(x) = x + n,
then f ′n(x) = 1, which converges uniformly to g(x) = 1. However, there is no function
f(x) with f ′(x) = 1 so that fn(x)→ f(x) pointwise.
4. Series of functions
Now that we understand sequences of functions, it is time to study series of func-
tions.
Definition 6.4.1. The formal series
∞∑
n=1
fn(x) = f1(x) + f2(x) + . . .
is said to converge pointwise to a function f(x) on a domain D if for each x ∈ D,
the sequence of partial sums
SN(x) = f1(x) + f2(x) + · · ·+ fN(x)
converges to f(x) for each x ∈ D. The series is said to converge uniformly to f(x)
if lim
N→∞
SN(x) = f(x) uniformly.
8 6. SEQUENCES AND SERIES OF FUNCTIONS
Theorem 6.4.2. Suppose {fn(x)}∞n=1 is a sequence of continuous functions on D,
and assume
∞∑
n=1
fn(x) = f(x) uniformly on D. Then f(x) is continuous.
Idea: Let Sn(x) = f1(x) + f2(x) + · · ·+ fn(x). Then each Sn(x) is continuous and
Sn(x)→ f(x) uniformly. By Theorem 2.4, f(x) is continuous.
Theorem 6.4.3. Suppose {fn(x)}∞n=1 is a sequence of differentiable functions de-
fined on [a, b], and assume
∞∑
n=1
f ′n(x) = g(x) uniformly on [a, b]. If there exists one
point x0 ∈ [a, b] such that
∞∑
n=1
fn(x0) = f(x0), then the series
∞∑
n=1
fn(x) converges
uniformly to a differentiable function f(x) and f ′(x) = g(x) on [a, b].
Idea: This follows from Theorem 3.2 above.
4. SERIES OF FUNCTIONS 9
The same theorems we discussed in chapter 2 for series can be applied to series
of functions. Therefore, re-writing them in the context of function series we have the
two theorems.
Theorem 6.4.4 (Cauchy criteria for uniform convergence of series). The series
∞∑
n=1
fn(x) = g(x) uniformly on D if and only if for all x ∈ D and every > 0 there
exists an N ∈ N such that for all n > m > N
|fm+1(x) + · · ·+ fn(x)| < .
Idea: This is a version for series of Theorem 2.3.
Theorem 6.4.5 (Comparison Test, also known as the Weierstrass M-Test). Sup-
pose {fn(x)}∞n=1 is a sequence of functions on D. For each n = 1, 2, . . . and for
all x ∈ D, suppose |fn(x)| ≤ an. Suppose that
∑∞
n=1 an converges. Then
∞∑
n=1
fn(x)
converges uniformly on D.
Proof: Since
∑
an converges, the sequence sn = a1 +a2 + · · ·+an is Cauchy. This
implies that for all > 0, ∃N ∈ N such that n > m > N implies that
am+1 + am+2 + · · ·+ an < .
However,
|fm+1(x) + · · ·+ fn(x)| ≤ am+1 + am+2 + · · ·+ an <
and so the previous theorem implies the convergence is uniform.
Example 6.4.6. Show f(x) =
∞∑
n=1
xn
n2
is continuous on [−1, 1].
Let fn(x) =
xn
n2
. Then |fn(x)| ≤ 1n2 for x ∈ [−1, 1]. and since
∑∞
n=1
1
n2
converges,
the Weierstrass M -test applies and gives that
∑
fn(x) converges uniformly. The
uniform limit of continuous functions is continuous.
10 6. SEQUENCES AND SERIES OF FUNCTIONS
Example 6.4.7. Show f(x) =
∞∑
n=1
xn
n2
is differentiable on (−1, 1).
This is similar but a little bit more involved. Let fn(x) =
xn
n2
. We have f ′n(x) =
nxn−1
n2
= x
n−1
n
. Let a be any positive real number < 1. We’ll show that
∑
f ′n(x)
converges uniformly on [−a, a].
We have |f ′n(x)| ≤ a
n−1
n
and
∑∞
n=1
an−1
n
converges, since a
n−1
n
≤ an−1 and∑∞n=1 an−1
is a convergent geometric series.
Finally, we need to know that there is some x0 ∈ [−a, a] so that
∑
fn(x0) = h(x0).
This is true for x0 = 0. So Theorem 4.3 implies that f(x) is differentiable and that
f ′(x) =
∑∞
n=1
xn−1
n
for all x ∈ [−a, a]. But since a < 1 was arbitrary, we have that
these statements are true in
⋃
a<1[−a, a] = (−1, 1).
4. SERIES OF FUNCTIONS 11
Example 6.4.8. Show f(x) =
∞∑
n=1
sin(nx)
n3
is differentiable on R. Is it twice
differentiable?
This starts like the last argument. We let fn(x) =
sin(nx)
n3
. Then f ′n(x) =
cos(nx)
n2
.
We have |f ′n(x)| ≤ 1n2 and
∑
1
n2
converges. Since
∑
fn(0) = 0 = f(0), Theorem 4.3
implies f(x) is differentiable and
f ′(x) =
∞∑
n=1
cos(nx)
n2
.
Now, the plot thickens. We have f ′′n(x) =
− sin(nx)
n
, and so |f ′′n(x)| ≤ 1n and
∑
1
n
diverges. So the Weierstrass M -test doesn’t work.
Is it the case that the convergence is still uniform, but the M -test just isn’t strong
enough to prove it? No, the convergence is not uniform.
Since sin(x)
x
→ 1, there is some δ > 0 so that for 0 < x < δ, sin(x)
x
≥ 1/2.
Let sn(x) = − sin(x)− sin(2x)2 −· · ·− sin(nx)n be the partial sums of
∑
f ′′n(x). Choose
N ∈ N and consider |s2N(δ/2N)− sN(δ/2N)|. This is
2N∑
n=N+1
sin(n(δ/2N))
n
≥
2N∑
n=N+1
1
2
· nδ
2N
n
=
2N∑
n=N+1
δ
4N
≥ δ
2
.
So we have infinitely many cases of |sm(x)−sn(x)| ≥ δ/2, and by the Cauchy criterion,
the convergence is not uniform.
Q: Does
∑
f ′′n(x) converge? Is f(x) twice differentiable?
A: Yes, the series
∑
f ′′n(x) does converge. No, f(x) is not twice differentiable. In
particular, f ′′(0) does not exist.
12 6. SEQUENCES AND SERIES OF FUNCTIONS
5. Power Series
Some functions can be expressed as a power series; series of the form
f(x) =
∞∑
n=0
anx
n = a0 + a1x+ a2x
2 + . . . .
Clearly all power series converge when x = 0. Where else must they converge? We
will show a power series converges on {0}, R, or a bounded interval (−R,R), [−R,R),
(−R,R], or [−R,R]. The maximum value R is call the radius of convergence.
(1) Find the values of x for which
∞∑
n=1
n!xn converges.
The ratio test was Exercise 2.7.9 and we skipped it. The series converges
if x = 0 and diverges otherwise.
Assume x 6= 0. Let an = |n!xn| so ln(an) = ln(n!) + n ln(|x|). We have
n! ≥ n · (n− 1) · · · · 1.
At least half the terms in this product are ≥ n/2 and so n! ≥ (n