Definition

Let D ⊆ R be a subset, and f : D → R a function. f is said to be

uniformly continuous if for every positive real number ε, there exists a
positive real number δ such that

x , y ∈ D, |x − y | < δ =⇒ |f (x ) − f (y )| < ε.

Note
If f is uniformly continuous, then f is continuous.

Example
The function
1
(0, 1] → R, x 7→
x
is continuous, but not uniformly continuous. The function
1
[1, 2] → R, x 7→
x
is uniformly continuous, hence continuous.
1 / 19
Theorem
If f : [a, b] → R is continuous, then it is uniformly continuous.

Proof
Suppose that f is not uniformly continuous; then there exist ε > 0 and
sequences {xn } and {yn } in [a, b] such that
1
|xn − yn | < and |f (xn ) − f (yn )| ≥ ε (∗)
n
for all n. {xn } has a monotonic subsequence {xnk }, which converges since
it is bounded; say xnk → c. By the triangle inequality,
1
|ynk − c| ≤ |ynk − xnk | + |xnk − c| < + |xnk − c|,
nk
so ynk → c. By the continuity of f , f (xnk ) → f (c) and f (ynk ) → f (c), so
|f (xnk ) − f (ynk )| ≤ |f (xnk ) − f (c)| + |f (c) − f (ynk )| < ε
for sufficiently large k, contradicting the second inequality in (∗).
2 / 19
Definition
A sequence {fn } of functions D → R is said to converge pointwise to a
function f : D → R if
lim fn (x ) = f (x )
n→∞

for all x ∈ D. In this case, we write “fn → f pointwise.”

Example
Let {fn } be a sequence of functions defined by

fn : [0, 1] → R, x 7→ x n .

0.8

0.6 x
3
0.4 x

0.2 9
x
0
0 0.2 0.4 0.6 0.8 1

3 / 19
Example (cont’d.)
Note that (
n 0 if 0 ≤ x < 1,
lim fn (x ) = lim x =
n→∞ n→∞ 1 if x = 1.
Hence, fn → f pointwise, where
(
0 if 0 ≤ x < 1,
f : [0, 1] → R, x 7→
1 if x = 1.

Note each fn is continuous, but f is not continuous.

y=f(x)

1
4 / 19
Definition
A sequence {fn } of functions D → R is said to converge uniformly to a
function f : D → R if for every positive real number ε, there exists an
integer N such that

n>N =⇒ |fn (x ) − f (x )| < ε for all x ∈ D.

Note
The definition of the pointwise convergence is that given any x ∈ D and
any positive real number ε, there exists an integer Nx such that

n > Nx =⇒ |fn (x ) − f (x )| < ε;

that is, Nx depends on x . For the uniform convergence, on the other

hand, the same N works for all x ∈ D. In particular, uniform convergence
implies pointwise convergence.

5 / 19
 1

0.8
f
0.6 f3
f1
0.4 f2
f2
f3 f1
0.2

0
0 0.2 0.4 0.6 0.8 1

Convergence is not uniform Convergence is uniform

6 / 19
Uniform Limit Theorem
Let {fn } be a sequence of continuous functions D → R. If fn → f
uniformly, then f is continuous.

Proof
We will show that f is continuous at an arbitrary point c ∈ D. Let ε > 0.
By the uniform convergence, there exists N ∈ Z such that
ε
n≥N =⇒ |fn (x ) − f (x )| < for all x ∈ D.
3
On the other hand, since fN is continuous at c, there exists δ > 0 such that
ε
x ∈ D, |x − c| < δ =⇒ |fN (x ) − fN (c)| < .
3
Hence, if x ∈ D and |x − c| < δ, then

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

ε ε ε
< + + = ε.
3 3 3
7 / 19
Example
Let
fn : [0, 1/2] → R, x 7→ x n .
Then fn → 0 pointwise. This convergence is uniform. For,
1
|fn (x ) − 0| = |x n | = x n ≤ ,
2n
1
so if n is large enough so that 2n < ε, then

|fn (x ) − 0| < ε

for all x ∈ [0, 1/2]. Note that the zero function

[0, 1/2] → R, x 7→ 0

is continuous, as expected from the uniform limit theorem.

8 / 19
Exercise
Let {fn } and {gn } be sequences of functions D → R such that fn → f and
gn → g uniformly. Show that fn + gn → f + g uniformly.

Theorem
Let {fn } and {gn } be sequences of continuous functions [a, b] → R such
that fn → f and gn → g uniformly. Then fn gn → fg uniformly.

Proof
Note that
1 1
fn gn − fg = (fn − f )(gn + g) + (fn + f )(gn − g). (∗)
2 2
Let ε > 0. By the uniform convergence,

|fn − f | < min {ε, 1} and |gn − g| < min {ε, 1}

for sufficiently large n.

9 / 19
Proof (cont’d.)
By the uniform limit theorem, f and g are continuous. By the extreme
value theorem, f and g are bounded, say |f |, |g| ≤ B and |g| ≤ C . For
sufficiently large n,

−B − 1 ≤ f − 1 < fn < f + 1 ≤ B + 1 |fn | < B + 1,

and similarly, |gn | < B + 1. Then from (∗),

1 1
|fn gn − fg| ≤ |fn − f |(|gn | + |g|) + (|fn | + |f |)|gn − g|
2 2
1 1
≤ ε(2B + 1) + (2B + 1)ε = (2B + 1)ε
2 2
for sufficiently large n.

10 / 19
Theorem
Let {fn } be a sequence of continuous functions [a, b] → R such that
fn → f uniformly, where fn , f 6= 0 on [a, b]. Then f1n → f1 uniformly.

Proof
Let ε > 0. f is continuous and f 6= 0 on [a, b], so |f | ≥ B for some
positive real number B. By the uniform convergence,
B
 
|f − fn | < min ε,
2
for sufficiently large n. Then
B B
f − < fn < f +
2 2
for sufficiently large n. If f ≥ B, then
B B
≤ f − < fn
2 2
for sufficiently large n.
11 / 19
Sketch of proof (cont’d.)
If f ≤ −B, then
B B
fn < f + ≤−
2 2
for sufficiently large n. Hence,
B 1 2
|fn | ≥ ≤
2 |fn | B
1 1
for sufficiently large n. Since |f | ≤ B,

1 2
≤ 2
|fn f | B
for sufficiently large n. Then

 − 1  =  f − fn  ≤ 2 ε
   
1   
f
n f   fn f  B 2
for sufficiently large n.
12 / 19
Theorem
Let f : A → B and gn : B → R.

A
f /B
gn
gn ◦f  
R

If gn → g uniformly, then gn ◦ f → g ◦ f uniformly.

Proof
Let ε > 0.
|gn − g| < ε
for sufficiently large n, so

|gn ◦ f − g ◦ f | < ε

for sufficiently large n.

13 / 19
Theorem
Let {fn } be a sequence of functions A → B ⊆ R such that fn → f
uniformly. Let g : B → R be a uniformly continuous function.

fn /B
A ⊆ R
g
g◦fn  
R

Then g ◦ fn → g ◦ f uniformly.

Proof
Let ε > 0. Since g is uniformly continuous, there exists δ > 0 such that

x , y ∈ B, |x − y | < δ =⇒ |g(x ) − g(y )| < ε.

On the other hand, since fn → f uniformly, |fn − f | < δ for sufficiently

large n. Hence, |g ◦ fn − g ◦ f | < ε for sufficiently large n.
14 / 19
Theorem
Let 0 < c < 1. The convergence
∞
X 1
xn =
n=0
1−x

is uniform on [−c, c].

Proof
Let
n
X 1 − x n+1
sn (x ) := xk = 1 + x + x2 + · · · + xn = .
k=0
1−x
Then   n+1 
|x |n+1 c n+1


sn (x ) − 1  x
= = ≤ ,

1 − x  1 − x  1−x 1−c
 

1
so sn (x ) → 1−x uniformly.

15 / 19
Remark
The convergence is not uniform on (−1, 1).

2 3 4 5
8 1+x+x +x +x +x
1/(1-x)
2 3
1+x+x +x

1+x

-1 0 1 2

1/(1-x)
-4

16 / 19
Weierstrass M-test
Let {fn }∞
n=0 be a sequencePof functions D → R. If |fn | ≤ Mn for all n, and
P∞ ∞
M
n=0 n converges, then n=0 fn converges uniformly.

Proof
By the comparison test, ∞
P P∞
n=0 fn converges pointwise, say n=0 fn = g.
For each positive integer n, define
n
X
sn := Mi .
i=0

By assumption, {sn } converges, hence Cauchy. Let ε be a positive real

number, and N ∈ Z such that |sn − sm | < 2ε for all n, m ≥ N. Note that if
N ≤ n < m, then
 
m  m
 X 
X  ε
Mi =  Mi  = |sm − sn | < .
i=n+1 i=n+1  2

17 / 19
Proof (cont’d.)
Let
n
X
gn := fi .
i=0

Note that if N ≤ n < m, then

 
 m m m
 X 
 X X ε
|gm − gn | =  fi  ≤ |fi | ≤ Mi < .
i=n+1  i=n+1 i=n+1
2

Since gn → g pointwise, for each x ∈ D there exists Nx ∈ Z such that

ε
n ≥ Nx =⇒ |gn (x ) − g(x )| < .
2
Choose Nx to be large enough so that Nx ≥ N. If n ≥ N, then
ε ε
|gn (x ) − g(x )| ≤ |gn (x ) − gNx (x )| + |gNx (x ) − g(x )| < + =ε
2 2
for all x ∈ D, i.e., gn → g uniformly.
18 / 19
Example
Let 0 < c < 1. Using the Weierstrass M-test, one can easily verify the
convergence of
∞
X 1
xn =
n=0
1−x
is uniform on [−c, c]. For, if x ∈ [−c, c], then |x | ≤ c, so

|x n | = |x |n ≤ c n ,
P∞ n
and n=0 c converges.

19 / 19