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Uniform convergence

From Wikipedia, the free encyclopedia
Mode of convergence of a function sequence
A sequence of functions(fn){\displaystyle (f_{n})} converges uniformly tof{\displaystyle f} when for arbitrary smallε{\displaystyle \varepsilon } there is an indexN{\displaystyle N} such that the graph offn{\displaystyle f_{n}} is in theε{\displaystyle \varepsilon }-tube aroundf{\displaystyle f} whenevernN.{\displaystyle n\geq N.}
The limit of a sequence of continuous functions does not have to be continuous: the sequence of functionsfn(x)=sinn(x){\displaystyle f_{n}(x)=\sin ^{n}(x)} (marked in green and blue) converges pointwise over the entire domain, but the limit function is discontinuous (marked in red).

In themathematical field ofanalysis,uniform convergence is amode of convergence of functions stronger thanpointwise convergence. Asequence offunctions(fn){\displaystyle (f_{n})}converges uniformly to a limiting functionf{\displaystyle f} on a setE{\displaystyle E} as the function domain if, given any arbitrarily small positive numberε{\displaystyle \varepsilon }, a numberN{\displaystyle N} can be found such that each of the functionsfN,fN+1,fN+2,{\displaystyle f_{N},f_{N+1},f_{N+2},\ldots } differs fromf{\displaystyle f} by no more thanε{\displaystyle \varepsilon }at every pointx{\displaystyle x}inE{\displaystyle E}. That is, the required value ofN{\displaystyle N} only depends onε,{\displaystyle \varepsilon ,} not on any particularx{\displaystyle x}.

By contrast, pointwise convergence of(fn){\displaystyle (f_{n})} tof{\displaystyle f} merely guarantees that given anyxE{\displaystyle x\in E}, we can findN=N(ε,x){\displaystyle N=N(\varepsilon ,x)} (that is, possibly depending onx{\displaystyle x} as well asε{\displaystyle \varepsilon }) such that for thespecific value ofx{\displaystyle x} given,fn(x){\displaystyle f_{n}(x)} falls withinε{\displaystyle \varepsilon } off(x){\displaystyle f(x)} whenevernN.{\displaystyle n\geq N.} A differentx{\displaystyle x} may require a larger value ofN.{\displaystyle N.}

The difference between uniform convergence and pointwise convergence was not fully appreciated early in the history of calculus, leading to instances of faulty reasoning. The concept, which was first formalized byKarl Weierstrass, is important because several properties of the functionsfn{\displaystyle f_{n}}, such ascontinuity,Riemann integrability, and, with additional hypotheses,differentiability, are transferred to thelimitf{\displaystyle f} if the convergence is uniform, but not necessarily if the convergence is not uniform.

History

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In 1821Augustin-Louis Cauchy published a proof that a convergent sum of continuous functions is always continuous, to whichNiels Henrik Abel in 1826 found purported counterexamples in the context ofFourier series, arguing that Cauchy's proof had to be incorrect. Completely standard notions of convergence did not exist at the time, and Cauchy handled convergence using infinitesimal methods. When put into the modern language, what Cauchy proved is that a uniformly convergent sequence of continuous functions has a continuous limit. The failure of a merely pointwise-convergent limit of continuous functions to converge to a continuous function illustrates the importance of distinguishing between different types of convergence when handling sequences of functions.[1]

The term uniform convergence was probably first used byChristoph Gudermann, in an 1838 paper onelliptic functions, where he employed the phrase "convergence in a uniform way" when the "mode of convergence" of a seriesn=1fn(x,ϕ,ψ){\textstyle \sum _{n=1}^{\infty }f_{n}(x,\phi ,\psi )} is independent of the variablesϕ{\displaystyle \phi } andψ.{\displaystyle \psi .} While he thought it a "remarkable fact" when a series converged in this way, he did not give a formal definition, nor use the property in any of his proofs.[2]

Later Gudermann's pupil,Karl Weierstrass, who attended his course on elliptic functions in 1839–1840, coined the termgleichmäßig konvergent (German:uniformly convergent) which he used in his 1841 paperZur Theorie der Potenzreihen, published in 1894. Independently, similar concepts were articulated byPhilipp Ludwig von Seidel[3] andGeorge Gabriel Stokes.G. H. Hardy compares the three definitions in his paper "Sir George Stokes and the concept of uniform convergence" and remarks: "Weierstrass's discovery was the earliest, and he alone fully realized its far-reaching importance as one of the fundamental ideas of analysis."

Under the influence of Weierstrass andBernhard Riemann this concept and related questions were intensely studied at the end of the 19th century byHermann Hankel,Paul du Bois-Reymond,Ulisse Dini,Cesare Arzelà and others.

Definition

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We first define uniform convergence forreal-valued functions, although the concept is readily generalized to functions mapping tometric spaces and, more generally,uniform spaces (seebelow).

SupposeE{\displaystyle E} is aset and(fn)nN{\displaystyle (f_{n})_{n\in \mathbb {N} }} is a sequence of real-valued functions on it. We say the sequence(fn)nN{\displaystyle (f_{n})_{n\in \mathbb {N} }} isuniformly convergent onE{\displaystyle E} with limitf:ER{\displaystyle f:E\to \mathbb {R} } if for everyε>0,{\displaystyle \varepsilon >0,} there exists a natural numberN{\displaystyle N} such that for allnN{\displaystyle n\geq N} and for allxE{\displaystyle x\in E}

|fn(x)f(x)|<ε.{\displaystyle {\bigl |}f_{n}(x)-f(x){\bigr |}<\varepsilon .}

The notation for uniform convergence offn{\displaystyle f_{n}} tof{\displaystyle f} is not quite standardized and different authors have used a variety of symbols, including (in roughly decreasing order of popularity):

fnf,unif limnfn=f,fnunif.f,f=ulimnfn.{\displaystyle f_{n}\rightrightarrows f,\quad {\underset {n\to \infty }{\mathrm {unif\ lim} }}f_{n}=f,\quad f_{n}{\overset {\mathrm {unif.} }{\longrightarrow }}f,\quad f=\mathrm {u} \!\!-\!\!\!\lim _{n\to \infty }f_{n}.}

Frequently, no special symbol is used, and authors simply write

fnfuniformly{\displaystyle f_{n}\to f\quad \mathrm {uniformly} }

to indicate that convergence is uniform. (In contrast, the expressionfnf{\displaystyle f_{n}\to f} onE{\displaystyle E} without an adverb is taken to meanpointwise convergence onE{\displaystyle E}: for allxE{\displaystyle x\in E},fn(x)f(x){\displaystyle f_{n}(x)\to f(x)} asn{\displaystyle n\to \infty }.)

SinceR{\displaystyle \mathbb {R} } is acomplete metric space, theCauchy criterion can be used to give an equivalent alternative formulation for uniform convergence:(fn)nN{\displaystyle (f_{n})_{n\in \mathbb {N} }} converges uniformly onE{\displaystyle E} (in the previous sense) if and only if for everyε>0{\displaystyle \varepsilon >0}, there exists a natural numberN{\displaystyle N} such that

xE,m,nN|fm(x)fn(x)|<ε{\displaystyle x\in E,m,n\geq N\implies {\bigl |}f_{m}(x)-f_{n}(x){\bigr |}<\varepsilon }.

In yet another equivalent formulation, if we define

dn=supxE|fn(x)f(x)|,{\displaystyle d_{n}=\sup _{x\in E}{\bigl |}f_{n}(x)-f(x){\bigr |},}

thenfn{\displaystyle f_{n}} converges tof{\displaystyle f} uniformly if and only ifdn0{\displaystyle d_{n}\to 0} asn{\displaystyle n\to \infty }. Thus, we can characterize uniform convergence of(fn)nN{\displaystyle \textstyle (f_{n})_{n\in \mathbb {N} }} onE{\displaystyle E} as (simple) convergence of(fn)nN{\displaystyle (f_{n})_{n\in \mathbb {N} }} in thefunction spaceRE{\displaystyle \mathbb {R} ^{E}} with respect to theuniform metric (also called thesupremum metric), defined by

d(f,g)=supxE|f(x)g(x)|.{\displaystyle d(f,g)=\sup _{x\in E}{\bigl |}f(x)-g(x){\bigr |}.}

Symbolically,

fnfd(fn,f)0{\displaystyle f_{n}\rightrightarrows f\iff d(f_{n},f)\to 0}.

The sequence(fn)nN{\displaystyle (f_{n})_{n\in \mathbb {N} }} is said to belocally uniformly convergent with limitf{\displaystyle f} ifE{\displaystyle E} is ametric space and for everyxE{\displaystyle x\in E}, there exists anr>0{\displaystyle r>0} such that(fn){\displaystyle (f_{n})} converges uniformly onB(x,r)E.{\displaystyle B(x,r)\cap E.} It is clear that uniform convergence implies local uniform convergence, which implies pointwise convergence.

Notes

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Intuitively, a sequence of functionsfn{\displaystyle f_{n}} converges uniformly tof{\displaystyle f} if, given an arbitrarily smallε>0{\displaystyle \varepsilon >0}, we can find anNN{\displaystyle N\in \mathbb {N} } so that the functionsfn{\displaystyle f_{n}} withn>N{\displaystyle n>N} all fall within a "tube" of width2ε{\displaystyle 2\varepsilon } centered aroundf{\displaystyle f} (i.e., betweenf(x)ε{\displaystyle f(x)-\varepsilon } andf(x)+ε{\displaystyle f(x)+\varepsilon }) for theentire domain of the function.

Note that interchanging the order of quantifiers in the definition of uniform convergence by moving "for allxE{\displaystyle x\in E}" in front of "there exists a natural numberN{\displaystyle N}" results in a definition ofpointwise convergence of the sequence. To make this difference explicit, in the case of uniform convergence,N=N(ε){\displaystyle N=N(\varepsilon )} can only depend onε{\displaystyle \varepsilon }, and the choice ofN{\displaystyle N} has to work for allxE{\displaystyle x\in E}, for a specific value ofε{\displaystyle \varepsilon } that is given. In contrast, in the case of pointwise convergence,N=N(ε,x){\displaystyle N=N(\varepsilon ,x)} may depend on bothε{\displaystyle \varepsilon } andx{\displaystyle x}, and the choice ofN{\displaystyle N} only has to work for the specific values ofε{\displaystyle \varepsilon } andx{\displaystyle x} that are given. Thus uniform convergence implies pointwise convergence, however the converse is not true, as the example in the section below illustrates.

Generalizations

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One may straightforwardly extend the concept to functionsEM, where (M,d) is ametric space, by replacing|fn(x)f(x)|{\displaystyle |f_{n}(x)-f(x)|} withd(fn(x),f(x)){\displaystyle d(f_{n}(x),f(x))}.

The most general setting is the uniform convergence ofnets of functionsEX, whereX is auniform space. We say that the net(fα){\displaystyle (f_{\alpha })}converges uniformly with limitf :EX if and only if for everyentourageV inX, there exists anα0{\displaystyle \alpha _{0}}, such that for everyx inE and everyαα0{\displaystyle \alpha \geq \alpha _{0}},(fα(x),f(x)){\displaystyle (f_{\alpha }(x),f(x))} is inV. In this situation, uniform limit of continuous functions remains continuous.

Definition in a hyperreal setting

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Uniform convergence admits a simplified definition in ahyperreal setting. Thus, a sequencefn{\displaystyle f_{n}} converges tof uniformly if for all hyperrealx in the domain off{\displaystyle {f}^{*}} and all infiniten,fn(x){\displaystyle {f}_{n}^{*}(x)} is infinitely close tof(x){\displaystyle {f}^{*}(x)} (seemicrocontinuity for a similar definition of uniform continuity). In contrast, pointwise continuity requires this only for realx.

Examples

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Forx[0,1){\displaystyle x\in [0,1)}, a basic example of uniform convergence can be illustrated as follows: the sequence(12))x+n{\displaystyle \textstyle {\bigl (}{\tfrac {1}{2}}{\bigr )}{\vphantom {)}}^{x+n}} converges uniformly, whilexn{\displaystyle x^{n}} does not. Specifically, assumeε=14{\displaystyle \varepsilon ={\tfrac {1}{4}}}. Each function(12))x+n{\displaystyle \textstyle {\bigl (}{\tfrac {1}{2}}{\bigr )}{\vphantom {)}}^{x+n}} is less than or equal to14{\displaystyle {\tfrac {1}{4}}} whenn2{\displaystyle n\geq 2}, regardless of the value ofx{\displaystyle x}. On the other hand,xn{\displaystyle x^{n}} is only less than or equal to14{\displaystyle {\tfrac {1}{4}}} at ever increasing values ofn{\displaystyle n} when values ofx{\displaystyle x} are selected closer and closer to 1 (explained more in depth further below).

Given atopological spaceX, we can equip the space ofboundedreal orcomplex-valued functions overX with theuniform norm topology, with the uniform metric defined by

d(f,g)=fg=supxX|f(x)g(x)|.{\displaystyle d(f,g)={\|f-g\|}_{\infty }=\sup _{x\in X}{\bigl |}f(x)-g(x){\bigr |}.}

Then uniform convergence simply meansconvergence in theuniform norm topology:

limnfnf=0{\displaystyle \lim _{n\to \infty }{\|f_{n}-f\|}_{\infty }=0}.

The sequence of functions(fn){\displaystyle (f_{n})}

{fn:[0,1][0,1]fn(x)=xn{\displaystyle {\begin{cases}f_{n}:[0,1]\to [0,1]\\[3mu]f_{n}(x)=x^{n}\end{cases}}}

is a classic example of a sequence of functions that converges to a functionf{\displaystyle f} pointwise but not uniformly. To show this, we first observe that the pointwise limit of(fn){\displaystyle (f_{n})} asn{\displaystyle n\to \infty } is the functionf{\displaystyle f}, given by

f(x)=limnfn(x)={0,x[0,1);1,x=1.{\displaystyle f(x)=\lim _{n\to \infty }f_{n}(x)={\begin{cases}0,&x\in [0,1);\\[3mu]1,&x=1.\end{cases}}}

Pointwise convergence: Convergence is trivial forx=0{\displaystyle x=0} andx=1{\displaystyle x=1}, sincefn(0)=f(0)=0{\displaystyle f_{n}(0)=f(0)=0} andfn(1)=f(1)=1{\displaystyle f_{n}(1)=f(1)=1}, for alln{\displaystyle n}. Forx(0,1){\displaystyle x\in (0,1)} and givenε>0{\displaystyle \varepsilon >0}, we can ensure that|fn(x)f(x)|<ε{\displaystyle |f_{n}(x)-f(x)|<\varepsilon } whenevernN{\displaystyle n\geq N} by choosingN=logε/logx{\displaystyle N=\lceil \log \varepsilon /\log x\rceil }, which is the minimum integer exponent ofx{\displaystyle x} that allows it to reach or dip belowε{\displaystyle \varepsilon } (here the upper square brackets indicate rounding up, seeceiling function). Hence,fnf{\displaystyle f_{n}\to f} pointwise for allx[0,1]{\displaystyle x\in [0,1]}. Note that the choice ofN{\displaystyle N} depends on the value ofε{\displaystyle \varepsilon } andx{\displaystyle x}. Moreover, for a fixed choice ofε{\displaystyle \varepsilon },N{\displaystyle N} (which cannot be defined to be smaller) grows without bound asx{\displaystyle x} approaches 1. These observations preclude the possibility of uniform convergence.

Non-uniformity of convergence: The convergence is not uniform, because we can find anε>0{\displaystyle \varepsilon >0} so that no matter how large we chooseN,{\displaystyle N,} there will be values ofx[0,1]{\displaystyle x\in [0,1]} andnN{\displaystyle n\geq N} such that|fn(x)f(x)|ε.{\displaystyle |f_{n}(x)-f(x)|\geq \varepsilon .} To see this, first observe that regardless of how largen{\displaystyle n} becomes, there is always anx0[0,1){\displaystyle x_{0}\in [0,1)} such thatfn(x0)=12.{\displaystyle f_{n}(x_{0})={\tfrac {1}{2}}.} Thus, if we chooseε=14,{\displaystyle \varepsilon ={\tfrac {1}{4}},} we can never find anN{\displaystyle N} such that|fn(x)f(x)|<ε{\displaystyle |f_{n}(x)-f(x)|<\varepsilon } for allx[0,1]{\displaystyle x\in [0,1]} andnN{\displaystyle n\geq N}. Explicitly, whatever candidate we choose forN{\displaystyle N}, consider the value offN{\displaystyle f_{N}} atx0=(12))1/N{\displaystyle \textstyle x_{0}={\bigl (}{\tfrac {1}{2}}{\bigr )}{\vphantom {)}}^{1/N}}. Since

|fN(x0)f(x0)|=|((12)1/N)|N0 |=12>14=ε,{\displaystyle {\bigl |}f_{N}(x_{0})-f(x_{0}){\bigr |}=\left|{{\Bigl (}{\bigl (}{\tfrac {1}{2}}{\bigr )}^{1/N}{\Bigr )}{\vphantom {\big |}}^{N}\!-0}~\!\right|={\tfrac {1}{2}}>{\tfrac {1}{4}}=\varepsilon ,}

the candidate fails because we have found an example of anx[0,1]{\displaystyle x\in [0,1]} that "escaped" our attempt to "confine" eachfn (nN){\displaystyle f_{n}\ (n\geq N)} to withinε{\displaystyle \varepsilon } off{\displaystyle f} for allx[0,1]{\displaystyle x\in [0,1]}. In fact, it is easy to see that

limnfnf=1,{\displaystyle \lim _{n\to \infty }\|f_{n}-f\|_{\infty }=1,}

contrary to the requirement thatfnf0{\displaystyle \|f_{n}-f\|_{\infty }\to 0} iffnf{\displaystyle f_{n}\rightrightarrows f}.

In this example one can easily see that pointwise convergence does not preserve differentiability or continuity. While each function of the sequence is smooth, that is to say that for alln,fnC([0,1]){\displaystyle f_{n}\in C^{\infty }([0,1])}, the limitlimnfn{\displaystyle \lim _{n\to \infty }f_{n}} is not even continuous.

Exponential function

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The series expansion of theexponential function can be shown to be uniformly convergent on any bounded subsetSC{\displaystyle S\subset \mathbb {C} } using theWeierstrass M-test.

Theorem (Weierstrass M-test).Let(fn){\displaystyle (f_{n})} be a sequence of functionsfn:EC{\displaystyle f_{n}:E\to \mathbb {C} } and letMn{\displaystyle M_{n}} be a sequence of positive real numbers such that|fn(x)|Mn{\displaystyle |f_{n}(x)|\leq M_{n}} for allxE{\displaystyle x\in E} andn=1,2,3,{\displaystyle n=1,2,3,\ldots } IfnMn{\textstyle \sum _{n}M_{n}} converges, thennfn{\textstyle \sum _{n}f_{n}} converges absolutely and uniformly onE{\displaystyle E}.

The complex exponential function can be expressed as the series:

n=0znn!.{\displaystyle \sum _{n=0}^{\infty }{\frac {z^{n}}{n!}}.}

Any bounded subset is a subset of some discDR{\displaystyle D_{R}} of radiusR,{\displaystyle R,} centered on the origin in thecomplex plane. The Weierstrass M-test requires us to find an upper boundMn{\displaystyle M_{n}} on the terms of the series, withMn{\displaystyle M_{n}} independent of the position in the disc:

|znn!|Mn,zDR.{\displaystyle \left|{\frac {z^{n}}{n!}}\right|\leq M_{n},\forall z\in D_{R}.}

To do this, we notice

|znn!||z|nn!Rnn!{\displaystyle \left|{\frac {z^{n}}{n!}}\right|\leq {\frac {|z|^{n}}{n!}}\leq {\frac {R^{n}}{n!}}}

and takeMn=Rnn!.{\displaystyle M_{n}={\tfrac {R^{n}}{n!}}.}

Ifn=0Mn{\displaystyle \sum _{n=0}^{\infty }M_{n}} is convergent, then the M-test asserts that the original series is uniformly convergent.

Theratio test can be used here:

limnMn+1Mn=limnRn+1Rnn!(n+1)!=limnRn+1=0{\displaystyle \lim _{n\to \infty }{\frac {M_{n+1}}{M_{n}}}=\lim _{n\to \infty }{\frac {R^{n+1}}{R^{n}}}{\frac {n!}{(n+1)!}}=\lim _{n\to \infty }{\frac {R}{n+1}}=0}

which means the series overMn{\displaystyle M_{n}} is convergent. Thus the original series converges uniformly for allzDR,{\displaystyle z\in D_{R},} and sinceSDR{\displaystyle S\subset D_{R}}, the series is also uniformly convergent onS.{\displaystyle S.}

Properties

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Applications

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To continuity

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Main article:Uniform limit theorem
Counterexample to a strengthening of the uniform convergence theorem, in which pointwise convergence, rather than uniform convergence, is assumed. The continuous green functionssinn(x){\displaystyle \sin ^{n}(x)} converge to the non-continuous red function. This can happen only if convergence is not uniform.

IfE{\displaystyle E} andM{\displaystyle M} aretopological spaces, then it makes sense to talk about thecontinuity of the functionsfn,f:EM{\displaystyle f_{n},f:E\to M}. If we further assume thatM{\displaystyle M} is ametric space, then (uniform) convergence of thefn{\displaystyle f_{n}} tof{\displaystyle f} is also well defined. The following result states that continuity is preserved by uniform convergence:

Uniform limit theoremSupposeE{\displaystyle E} is a topological space,M{\displaystyle M} is a metric space, and(fn){\displaystyle (f_{n})} is a sequence of continuous functionsfn:EM{\displaystyle f_{n}:E\to M}. Iffnf{\displaystyle f_{n}\rightrightarrows f} onE{\displaystyle E}, thenf{\displaystyle f} is also continuous.

This theorem is proved by the "ε/3{\displaystyle \varepsilon /3} trick", and is the archetypal example of this trick: to prove a given inequality (that a desired quantity is less thanε{\displaystyle \varepsilon }), one uses the definitions of continuity and uniform convergence to produce 3 inequalities (demonstrating three separate quantities are each less thanε/3{\displaystyle \varepsilon /3}), and then combines them via thetriangle inequality to produce the desired inequality.

Proof

Letx0E{\displaystyle x_{0}\in E} be an arbitrary point. We will prove thatf{\displaystyle f} is continuous atx0{\displaystyle x_{0}}. Letε>0{\displaystyle \varepsilon >0}. By uniform convergence, there exists a natural numberN{\displaystyle N} such that

xEd(fN(x),f(x))13ε{\displaystyle \forall x\in E\quad d{\bigl (}f_{N}(x),f(x){\bigr )}\leq {\tfrac {1}{3}}\varepsilon }

(uniform convergence shows that the above statement is true for allnN{\displaystyle n\geq N}, but we will only use it for one function of the sequence, namelyfN{\displaystyle f_{N}}).

It follows from the continuity offN{\displaystyle f_{N}} atx0E{\displaystyle x_{0}\in E} that there exists anopen setU{\displaystyle U} containingx0{\displaystyle x_{0}} such that

xUd(fN(x),fN(x0))13ε{\displaystyle \forall x\in U\quad d{\bigl (}f_{N}(x),f_{N}(x_{0}){\bigr )}\leq {\tfrac {1}{3}}\varepsilon }.

Hence, using thetriangle inequality,

xUd(f(x),f(x0))d(f(x),fN(x))+d(fN(x),fN(x0))+d(fN(x0),f(x0))ε{\displaystyle \forall x\in U\quad d{\bigl (}f(x),f(x_{0}){\bigr )}\leq d{\bigl (}f(x),f_{N}(x){\bigr )}+d{\bigl (}f_{N}(x),f_{N}(x_{0}){\bigr )}+d{\bigl (}f_{N}(x_{0}),f(x_{0}){\bigr )}\leq \varepsilon },

which gives us the continuity off{\displaystyle f} atx0{\displaystyle x_{0}}.{\displaystyle \quad \square }

This theorem is an important one in the history of real and Fourier analysis, since many 18th century mathematicians had the intuitive understanding that a sequence of continuous functions always converges to a continuous function. The image above shows a counterexample, and many discontinuous functions could, in fact, be written as aFourier series of continuous functions. The erroneous claim that the pointwise limit of a sequence of continuous functions is continuous (originally stated in terms of convergent series of continuous functions) is infamously known as "Cauchy's wrong theorem". The uniform limit theorem shows that a stronger form of convergence, uniform convergence, is needed to ensure the preservation of continuity in the limit function.

More precisely, this theorem states that the uniform limit ofuniformly continuous functions is uniformly continuous; for alocally compact space, continuity is equivalent to local uniform continuity, and thus the uniform limit of continuous functions is continuous.

To differentiability

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IfS{\displaystyle S} is an interval and all the functionsfn{\displaystyle f_{n}} aredifferentiable and converge to a limitf{\displaystyle f}, it is often desirable to determine the derivative functionf{\displaystyle f'} by taking the limit of the sequencefn{\displaystyle f'_{n}}. This is however in general not possible: even if the convergence is uniform, the limit function need not be differentiable (not even if the sequence consists of everywhere-analytic functions, seeWeierstrass function), and even if it is differentiable, the derivative of the limit function need not be equal to the limit of the derivatives. Consider for instancefn(x)=n1/2sin(nx){\displaystyle f_{n}(x)=n^{-1/2}{\sin(nx)}} with uniform limitfnf0{\displaystyle f_{n}\rightrightarrows f\equiv 0}. Clearly,f{\displaystyle f'} is also identically zero. However, the derivatives of the sequence of functions are given byfn(x)=n1/2cosnx,{\displaystyle f'_{n}(x)=n^{1/2}\cos nx,} and the sequencefn{\displaystyle f'_{n}} does not converge tof,{\displaystyle f',} or even to any function at all. In order to ensure a connection between the limit of a sequence of differentiable functions and the limit of the sequence of derivatives, the uniform convergence of the sequence of derivatives plus the convergence of the sequence of functions at at least one point is required:[4]

If(fn){\displaystyle (f_{n})} is a sequence of differentiable functions on[a,b]{\displaystyle [a,b]} such thatlimnfn(x0){\displaystyle \lim _{n\to \infty }f_{n}(x_{0})} exists (and is finite) for somex0[a,b]{\displaystyle x_{0}\in [a,b]} and the sequence(fn){\displaystyle (f'_{n})} converges uniformly on[a,b]{\displaystyle [a,b]}, thenfn{\displaystyle f_{n}} converges uniformly to a functionf{\displaystyle f} on[a,b]{\displaystyle [a,b]}, andf(x)=limnfn(x){\displaystyle f'(x)=\lim _{n\to \infty }f'_{n}(x)} forx[a,b]{\displaystyle x\in [a,b]}.

To integrability

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Similarly, one often wants to exchange integrals and limit processes. For theRiemann integral, this can be done if uniform convergence is assumed:

If(fn)n=1{\displaystyle {(f_{n})}_{n=1}^{\infty }} is a sequence of Riemann integrable functions defined on acompact intervalI{\displaystyle I} which uniformly converge with limitf{\displaystyle f}, thenf{\displaystyle f} is Riemann integrable and its integral can be computed as the limit of the integrals of thefn{\displaystyle f_{n}}:If=limnIfn.{\displaystyle \int _{I}f=\lim _{n\to \infty }\int _{I}f_{n}.}

In fact, for a uniformly convergent family of bounded functions on an interval, the upper and lower Riemann integrals converge to the upper and lower Riemann integrals of the limit function. This follows because, forn sufficiently large, the graph offn{\displaystyle f_{n}} is withinε of the graph off, and so the upper sum and lower sum offn{\displaystyle f_{n}} are each withinε|I|{\displaystyle \varepsilon |I|} of the value of the upper and lower sums off{\displaystyle f}, respectively.

Much stronger theorems in this respect, which require not much more than pointwise convergence, can be obtained if one abandons the Riemann integral and uses theLebesgue integral instead.

To analyticity

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UsingMorera's Theorem, one can show that if a sequence ofanalytic functions converges uniformly in a region S of the complex plane, then the limit is analytic in S. This example demonstrates that complex functions are more well-behaved than real functions, since the uniform limit of analytic functions on a real interval need not even be differentiable (seeWeierstrass function).

To series

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We say thatn=1fn{\textstyle \sum _{n=1}^{\infty }f_{n}} converges:

  1. pointwise onE if and only if the sequence of partial sumssn(x)=j=1nfj(x){\displaystyle \textstyle s_{n}(x)=\sum _{j=1}^{n}f_{j}(x)} converges for everyxE{\displaystyle x\in E}.
  2. uniformly onE if and only ifsn converges uniformly asn{\displaystyle n\to \infty }.
  3. absolutely onE if and only ifn=1|fn|{\textstyle \sum _{n=1}^{\infty }|f_{n}|} converges for everyxE{\displaystyle x\in E}.

With this definition comes the following result:

Letx0 be contained in the setE and eachfn be continuous atx0. Iff=n=1fn{\textstyle f=\sum _{n=1}^{\infty }f_{n}} converges uniformly onE thenf is continuous atx0 inE. Suppose thatE=[a,b]{\displaystyle E=[a,b]} and eachfn is integrable onE. Ifn=1fn{\textstyle \sum _{n=1}^{\infty }f_{n}} converges uniformly onE thenf is integrable onE and the series of integrals offn is equal to integral of the series of fn.

Almost uniform convergence

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If the domain of the functions is ameasure spaceE then the related notion ofalmost uniform convergence can be defined. We say a sequence of functions(fn){\displaystyle (f_{n})} converges almost uniformly onE if for everyδ>0{\displaystyle \delta >0} there exists a measurable setEδ{\displaystyle E_{\delta }} with measure less thanδ{\displaystyle \delta } such that the sequence of functions(fn){\displaystyle (f_{n})} converges uniformly onEEδ{\displaystyle E\setminus E_{\delta }}. In other words, almost uniform convergence means there are sets of arbitrarily small measure for which the sequence of functions converges uniformly on their complement.

Note that almost uniform convergence of a sequence does not mean that the sequence converges uniformlyalmost everywhere as might be inferred from the name. However,Egorov's theorem does guarantee that on a finite measure space, a sequence of functions that convergesalmost everywhere also converges almost uniformly on the same set.

Almost uniform convergence impliesalmost everywhere convergence andconvergence in measure.

See also

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Notes

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  1. ^Sørensen, Henrik Kragh (2005). "Exceptions and counterexamples: Understanding Abel's comment on Cauchy's Theorem".Historia Mathematica.32 (4):453–480.doi:10.1016/j.hm.2004.11.010.
  2. ^Jahnke, Hans Niels (2003)."6.7 The Foundation of Analysis in the 19th Century: Weierstrass".A history of analysis. AMS Bookstore. p. 184.ISBN 978-0-8218-2623-2.
  3. ^Lakatos, Imre (1976).Proofs and Refutations. Cambridge University Press. pp. 141.ISBN 978-0-521-21078-2.
  4. ^Rudin, Walter (1976).Principles of Mathematical Analysis 3rd edition, Theorem 7.17. McGraw-Hill: New York.

References

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External links

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"Uniform convergence",Encyclopedia of Mathematics,EMS Press, 2001 [1994]

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