Week 3 202411
Week 3 202411
1 Basic concepts
Pointwise convergence. Domain of convergence
1 Basic concepts
Pointwise convergence. Domain of convergence
2 Uniform convergence
Definition
Weierstrass test
Properties of uniformly convergent series of functions
1 Basic concepts
Pointwise convergence. Domain of convergence
2 Uniform convergence
Definition
Weierstrass test
Properties of uniformly convergent series of functions
Definition
Given a sequence of functions {un (x)}n≥1 defined on a set X .
Definition
∞
P ∞
P
un (x) converges at x0 if un (x0 ) converges.
n=1 n=1
Definition
∞
P ∞
P
un (x) converges at x0 if un (x0 ) converges.
n=1 n=1
P∞ ∞
P
un (x) diverges at x0 if un (x0 ) diverges.
n=1 n=1
Definition
∞
P ∞
P
un (x) converges at x0 if un (x0 ) converges.
n=1 n=1
P∞ ∞
P
un (x) diverges at x0 if un (x0 ) diverges.
n=1 n=1
∞
P
The set of all x0 at which the series of functions un (x) converges is
n=1
called the domain of convergence of the series.
Definition
∞
P ∞
P
un (x) converges at x0 if un (x0 ) converges.
n=1 n=1
P∞ ∞
P
un (x) diverges at x0 if un (x0 ) diverges.
n=1 n=1
∞
P
The set of all x0 at which the series of functions un (x) converges is
n=1
called the domain of convergence of the series.
∞
P
For x in the domain of convergence: un (x) = S(x), S(x) is called the
n=1
sum of the series.
Definition
∞
P ∞
P
un (x) converges at x0 if un (x0 ) converges.
n=1 n=1
P∞ ∞
P
un (x) diverges at x0 if un (x0 ) diverges.
n=1 n=1
∞
P
The set of all x0 at which the series of functions un (x) converges is
n=1
called the domain of convergence of the series.
∞
P
For x in the domain of convergence: un (x) = S(x), S(x) is called the
n=1
sum of the series.
S(x) = lim Sn (x). Similarly, we define absolute convergence and
n→∞
conditional convergence at a point.
Definition
∞
P ∞
P
un (x) converges at x0 if un (x0 ) converges.
n=1 n=1
P∞ ∞
P
un (x) diverges at x0 if un (x0 ) diverges.
n=1 n=1
∞
P
The set of all x0 at which the series of functions un (x) converges is
n=1
called the domain of convergence of the series.
∞
P
For x in the domain of convergence: un (x) = S(x), S(x) is called the
n=1
sum of the series.
S(x) = lim Sn (x). Similarly, we define absolute convergence and
n→∞
conditional convergence at a point.
P n
a) The geometric series P n ⇔ |q| < 1, so the domain of
aq converges
convergence of the functional series x is (−1, 1).
P n
a) The geometric series P n ⇔ |q| < 1, so the domain of
aq converges
convergence of the functional series x is (−1, 1).
P 1 P x
b) The series converges ⇔ p > 1, so the function series n for
np
−x > 1, hence the domain of convergence is (−∞, −1).
P n
a) The geometric series P n ⇔ |q| < 1, so the domain of
aq converges
convergence of the functional series x is (−1, 1).
P 1 P x
b) The series converges ⇔ p > 1, so the function series n for
np
−x > 1, hence the domain of convergence is (−∞, −1).
x n+1 n n
D = lim = |x| lim = |x|.
n→∞ n + 1 xn n→∞ n + 1
x n+1 n n
D = lim = |x| lim = |x|.
n→∞ n + 1 xn n→∞ n + 1
x n+1 n n
D = lim = |x| lim = |x|.
n→∞ n + 1 xn n→∞ n + 1
x n+1 n n
D = lim = |x| lim = |x|.
n→∞ n + 1 xn n→∞ n + 1
x n+1 n n
D = lim = |x| lim = |x|.
n→∞ n + 1 xn n→∞ n + 1
x n+1 n n
D = lim = |x| lim = |x|.
n→∞ n + 1 xn n→∞ n + 1
1 Basic concepts
Pointwise convergence. Domain of convergence
2 Uniform convergence
Definition
Weierstrass test
Properties of uniformly convergent series of functions
Uniform convergence
Recall that
∞
X
un (x) = S(x) ⇔ lim Sn (x) = S(x) ⇔
n→∞
n=1
∀ ε > 0, ∃ N0 (ε, x) ∈ N : ∀ n ≥ N0 : |Sn (x) − S(x)| < ε.
Recall that
∞
X
un (x) = S(x) ⇔ lim Sn (x) = S(x) ⇔
n→∞
n=1
∀ ε > 0, ∃ N0 (ε, x) ∈ N : ∀ n ≥ N0 : |Sn (x) − S(x)| < ε.
Definition
∞
P
The series of functions un (x) converges uniformly on the set X
n=1
Recall that
∞
X
un (x) = S(x) ⇔ lim Sn (x) = S(x) ⇔
n→∞
n=1
∀ ε > 0, ∃ N0 (ε, x) ∈ N : ∀ n ≥ N0 : |Sn (x) − S(x)| < ε.
Definition
∞
P
The series of functions un (x) converges uniformly on the set X if
n=1
∞
X
∀ ε > 0, ∃ N0 (ε) ∈ N ∀ n ≥ N0 : |Rn (x)| = | uk (x)| < ε, ∀x ∈ X .
k=n+1
Recall that
∞
X
un (x) = S(x) ⇔ lim Sn (x) = S(x) ⇔
n→∞
n=1
∀ ε > 0, ∃ N0 (ε, x) ∈ N : ∀ n ≥ N0 : |Sn (x) − S(x)| < ε.
Definition
∞
P
The series of functions un (x) converges uniformly on the set X if
n=1
∞
X
∀ ε > 0, ∃ N0 (ε) ∈ N ∀ n ≥ N0 : |Rn (x)| = | uk (x)| < ε, ∀x ∈ X .
k=n+1
Proposition
If
|un (x)| ≤ an , ∀n ∈ N, ∀x ∈ X , an ∈ R,
Proposition
If
|un (x)| ≤ an , ∀n ∈ N, ∀x ∈ X , an ∈ R,
∞
P
the number series an converges,
n=1
Proposition
If
|un (x)| ≤ an , ∀n ∈ N, ∀x ∈ X , an ∈ R,
∞
P
the number series an converges,
n=1
∞
P
then the series un (x) converges uniformly on the set X .
n=1
Proposition
If
|un (x)| ≤ an , ∀n ∈ N, ∀x ∈ X , an ∈ R,
∞
P
the number series an converges,
n=1
∞
P
then the series un (x) converges uniformly on the set X .
n=1
Example
Test for uniform convergence.
P∞ cos nx
1
2 2
on R.
n=1 n + x
P∞ (−1)n x 2n
2 √ on (−1, 1).
n=1 n n
Series of functions September 24, 2024 10 / 19
1 We have
cos nx 1 1
2 2
≤ 2 2
≤ 2 , for all x ∈ R.
n +x n +x n
Remark
We can use Cauchy’s test as follows:
Remark
We can use Cauchy’s test as follows:
Remark
We can use Cauchy’s test as follows:
and limn→+∞ an = 0.
Series of functions September 24, 2024 12 / 19
Example
∞
P (−1)n
Prove that the function series x 2 +n
converges uniformly on R.
n=1
Remark
We can use Cauchy’s test as follows:
and limn→+∞ an = 0.
Series of functions September 24, 2024 12 / 19
Proof
n
P (−1)k
Suppose that n > m. Sn (x) − Sm (x) = x 2 +k
k=m+1
n
X (−1)k 1 1
|Sn (x) − Sm (x)| = 2
≤ 2 ≤ , ∀x.
x +k x +m+1 m+1
k=m+1
n
X (−1)k 1 1
|Sn (x) − Sm (x)| = 2
≤ 2 ≤ , ∀x.
x +k x +m+1 m+1
k=m+1
n
X (−1)k 1 1
|Sn (x) − Sm (x)| = 2
≤ 2 ≤ , ∀x.
x +k x +m+1 m+1
k=m+1
1
For all ε > 0, choose N0 (ε) ∈ N such that N0 +1 < ε.
n
X (−1)k 1 1
|Sn (x) − Sm (x)| = 2
≤ 2 ≤ , ∀x.
x +k x +m+1 m+1
k=m+1
1
For all ε > 0, choose N0 (ε) ∈ N such that N0 +1 < ε. We have, for all
m ≥ N0
1 1
⇒ |Sn (x) − Sm (x)| ≤ < < ε, for all x.
m+1 N0 + 1
n
X (−1)k 1 1
|Sn (x) − Sm (x)| = 2
≤ 2 ≤ , ∀x.
x +k x +m+1 m+1
k=m+1
1
For all ε > 0, choose N0 (ε) ∈ N such that N0 +1 < ε. We have, for all
m ≥ N0
1 1
⇒ |Sn (x) − Sm (x)| ≤ < < ε, for all x.
m+1 N0 + 1
By the Cauchy test, the function series is convergent uniformly on R.
n
X (−1)k 1 1
|Sn (x) − Sm (x)| = 2
≤ 2 ≤ , ∀x.
x +k x +m+1 m+1
k=m+1
1
For all ε > 0, choose N0 (ε) ∈ N such that N0 +1 < ε. We have, for all
m ≥ N0
1 1
⇒ |Sn (x) − Sm (x)| ≤ < < ε, for all x.
m+1 N0 + 1
By the Cauchy test, the function series is convergent uniformly on R.
Example
∞
P x
Prove that S(x) = 1+n4 x 2
is continuous on [1, ∞).
n=1
Example
∞
P x
Prove that S(x) = 1+n4 x 2
is continuous on [1, ∞).
n=1
Proof
x
We have un (x) = 1+n4 x 2
is continous on [1, ∞).
Example
∞
P x
Prove that S(x) = 1+n4 x 2
is continuous on [1, ∞).
n=1
Proof
We have un (x) = 1+nx4 x 2 is continous on [1, ∞). Then, it is enough to
prove that the series is convergent uniformly on [1, ∞).
Example
∞
P x
Prove that S(x) = 1+n4 x 2
is continuous on [1, ∞).
n=1
Proof
We have un (x) = 1+nx4 x 2 is continous on [1, ∞). Then, it is enough to
prove that the series is convergent uniformly on [1, ∞). This is done by
estimate
x x 1 1
| | ≤ 4 2 = 4 ≤ 4.
1 + n4 x 2 n x n x n
Example
∞
P x
Prove that S(x) = 1+n4 x 2
is continuous on [1, ∞).
n=1
Proof
We have un (x) = 1+nx4 x 2 is continous on [1, ∞). Then, it is enough to
prove that the series is convergent uniformly on [1, ∞). This is done by
estimate
x x 1 1
| | ≤ 4 2 = 4 ≤ 4.
1 + n4 x 2 n x n x n
Example
∞
x(1 − x)n is not
P
By using Theorem above, prove that the series
n=1
uniformly convergent on [0, 2).
Example
∞
x(1 − x)n is not
P
By using Theorem above, prove that the series
n=1
uniformly convergent on [0, 2).
Proof
∞
x(1 − x)n is not continuous on
P
It is enough to prove that S(x) =
n=1
[0, 2).
Example
∞
x(1 − x)n is not
P
By using Theorem above, prove that the series
n=1
uniformly convergent on [0, 2).
Proof
∞
x(1 − x)n is not continuous on
P
It is enough to prove that S(x) =
n=1
[0, 2). Indeed, we have
(
0 if x = 0
S(x) = 1−x .
x 1−(1−x) =1−x if x ∈ (0, 2).
Example
∞
x(1 − x)n is not
P
By using Theorem above, prove that the series
n=1
uniformly convergent on [0, 2).
Proof
∞
x(1 − x)n is not continuous on
P
It is enough to prove that S(x) =
n=1
[0, 2). Indeed, we have
(
0 if x = 0
S(x) = 1−x .
x 1−(1−x) =1−x if x ∈ (0, 2).
Example
∞
x(1 − x)n is not
P
By using Theorem above, prove that the series
n=1
uniformly convergent on [0, 2).
Proof
∞
x(1 − x)n is not continuous on
P
It is enough to prove that S(x) =
n=1
[0, 2). Indeed, we have
(
0 if x = 0
S(x) = 1−x .
x 1−(1−x) =1−x if x ∈ (0, 2).
Example
1 ∞
nx n−1 .
R 2
P
Find − 21
S(x)dx with S(x) =
n=1
Example
1 ∞
nx n−1 .
R 2
P
Find − 21
S(x)dx with S(x) =
n=1
Proof
The series is uniformly convergent on [− 12 , 21 ] by the Weierstrass test,
n
|nx n−1 | ≤ 2n .
Example
1 ∞
nx n−1 .
R 2
P
Find − 21
S(x)dx with S(x) =
n=1
Proof
The series is uniformly convergent on [− 12 , 21 ] by the Weierstrass test,
R1 ∞ R 1 ∞
(−1)n
|nx n−1 | ≤ 2nn . Then −2 1 S(x)dx = n−1 dx = 1
P P
−
2
1 nx 2n − 2n .
2 n=1 2 n=1
Example
1 ∞
nx n−1 .
R 2
P
Find − 21
S(x)dx with S(x) =
n=1
Proof
The series is uniformly convergent on [− 12 , 21 ] by the Weierstrass test,
R1 ∞ R 1 ∞
(−1)n
|nx n−1 | ≤ 2nn . Then −2 1 S(x)dx = n−1 dx = 1
P P
−
2
1 nx 2n − 2n .
2 n=1 2 n=1
Theorem (Differentiability)
∞
P
If un (x) converges pointwise to S(x) on (a, b),
n=1
Theorem (Differentiability)
∞
P
If un (x) converges pointwise to S(x) on (a, b), un (x) are continuously
n=1
Theorem (Differentiability)
∞
P
If un (x) converges pointwise to S(x) on (a, b), un (x) are continuously
n=1
∞
un′ (x) converges uniformly on (a, b),
P
differentiable on (a, b),
n=1
Theorem (Differentiability)
∞
P
If un (x) converges pointwise to S(x) on (a, b), un (x) are continuously
n=1
∞
un′ (x) converges uniformly on (a, b), then S(x)
P
differentiable on (a, b),
n=1
is differentiable on (a, b).
Theorem (Differentiability)
∞
P
If un (x) converges pointwise to S(x) on (a, b), un (x) are continuously
n=1
∞
un′ (x) converges uniformly on (a, b), then S(x)
P
differentiable on (a, b),
n=1
is differentiable on (a, b). Moreover,
∞
X ∞
′ X
′
S (x) = un (x) = un′ (x).
n=1 n=1
Theorem (Differentiability)
∞
P
If un (x) converges pointwise to S(x) on (a, b), un (x) are continuously
n=1
∞
un′ (x) converges uniformly on (a, b), then S(x)
P
differentiable on (a, b),
n=1
is differentiable on (a, b). Moreover,
∞
X ∞
′ X
′
S (x) = un (x) = un′ (x).
n=1 n=1