Series of Functions

Sequences of functions Series of Functions Power Series
Series of Functions
Dr M.A. Robdera
Department of Mathematics, University of Botswana
MAT322, Semester II 2013
Dr M.A. Robdera
Series of Functions
Outline
Dr M.A. Robdera
Series of Functions
Sequences of functions
If f , f , . . . , fn, . . ., are real-valued functions dened on the same domain set D , Then for each x D , the values f (x ), f (x ), . . . , fn, (x ). . . form a sequence of real numbers. We say that {fn } is a sequence of functions dened on D . Example For each n N, consider the function dened for each x D = R by x n fn (x ) = 1 + n x f (x ) = (1 + ) is represented by a stright line. f (x ) = (1 + x ) is represented by a parabola. f (x ) = (1 + x ) is cubic function.
1 2 1 2 1 2 3 1 2 3 1 2 3
... n fn (x ) = (1 + x n ) is a polynomial.
Dr M.A. Robdera Series of Functions
1 2 1 2 1 2 3 1 2 3 1 2 3
1 2 1 2 1 2 3 1 2 3 1 2 3
1 2 1 2 1 2 3 1 2 3 1 2 3
1 2 1 2 1 2 3 1 2 3 1 2 3
1 2 1 2 1 2 3 1 2 3 1 2 3
1 2 1 2 1 2 3 1 2 3 1 2 3
The gure represents, f , f , f , f , f and f for the sequence n fn (x ) = (1 + x n) .

1 2 3 4 8 15
Dr M.A. Robdera
Series of Functions
Pointwise Convergence
Denition Suppose that {fn } is a sequence of functions dened on D and the sequence of values {fn (x )} converges for each x in some subset S of D . Then we say that {fn } converges pointwise on S to the limit function dened by f (x ) = limn fn (x ), x S. In other words, A sequence {fn } converges pointwise on a set S to a function f if for every x S and for every > 0, there exists N > 0 such that |fn (x ) f (x )| whenever n > N .
Dr M.A. Robdera
Series of Functions
Denition Suppose that {fn } is a sequence of functions dened on D and the sequence of values {fn (x )} converges for each x in some subset S of D . Then we say that {fn } converges pointwise on S to the limit function dened by f (x ) = limn fn (x ), x S. In other words, A sequence {fn } converges pointwise on a set S to a function f if for every x S and for every > 0, there exists N > 0 such that |fn (x ) f (x )| whenever n > N .
Dr M.A. Robdera
Series of Functions
Example Consider the sequence of functions dened by fn (x ) = x n e nx , x R+ , n N. We notice that fn (x ) = nx n e nx (1 x ) = 0 if x = 0 or x = 1. We see that fn has an absolute maximum of e n at x = 1; that is
1
0 fn (x ) = x n e nx e n , for all x [0, ), n N. Thus lim fn (x ) = 0 for all x [0, ). n
1
1
1
Example Find the pointwise limit of the sequence of functions dened by x n n on the set [0, +) . fn (x ) = + x
1
xn n x n. Solution We have if 0 x < 1, then 0 fn (x ) = + x Thus lim fn (x ) = 0 for 0 x < 1; n If x = 1, then fn (1) = 1/2 1/2; xn n = If x > 1, then fn (x ) = + x + /x n 1 for x > 1. Therefore we conclude {fn } converges pointwise to
1 1 1 1 1
0 f (x ) = 1/2
if x [0, 1) if x = 1 if x (1, +)
Series of Functions
Dr M.A. Robdera
1
1 1 1 1 1
0 f (x ) = 1/2
if x [0, 1) if x = 1 if x (1, +)
Series of Functions
Dr M.A. Robdera
1
1 1 1 1 1
0 f (x ) = 1/2
if x [0, 1) if x = 1 if x (1, +)
Series of Functions
Dr M.A. Robdera
1
1 1 1 1 1
0 f (x ) = 1/2
if x [0, 1) if x = 1 if x (1, +)
Series of Functions
Dr M.A. Robdera
1
1 1 1 1 1
0 f (x ) = 1/2
if x [0, 1) if x = 1 if x (1, +)
Series of Functions
Dr M.A. Robdera
1
1 1 1 1 1
0 f (x ) = 1/2
if x [0, 1) if x = 1 if x (1, +)
Series of Functions
Dr M.A. Robdera
p : p , q Z, 1 q n, gcd(p , q ) = 1 . Example Let Sn = q Dene 1 if x Sn , fn (x ) = 0 if x / Sn .
If x is irrational, then x / Sn for all n, therefore fn (x ) = 0 for all n N. If x is rational, then for n large enough, x Sn for all n > n , and thus fn (x ) = 1 for n > n . It follows that
0 0 0
1 lim f (x ) = n n 0
Dr M.A. Robdera
if x is rational, if x is irrational.
Series of Functions
0 0 0
1 lim f (x ) = n n 0
Dr M.A. Robdera
Series of Functions
0 0 0
1 lim f (x ) = n n 0
Dr M.A. Robdera
Series of Functions
0 0 0
1 lim f (x ) = n n 0
Dr M.A. Robdera
Series of Functions
Uniform Convergence
Let Fb (D ) be the space of bounded real valued functions dened on D endowed with the metric d,D (f , g ) = sup {|f (x ) g (x )| : x D } := f g ,D . Verify that d,D is indeed a metric on Fb (D ). Thus a sequence {fn } in Fb (D ) converges to g in Fb (D ) if lim d (f , g ) = lim sup {|fn (x ) g (x )| : x D } = 0. n ,D n n that is, if for every > 0, there exists N > 0 such that d,D (fn , g ) = sup {|fn (x ) g (x )| : x D } := fn g ,D < whenever n > N . Denition A sequence {fn } converges uniformly to g on a domain D if limn d,D (fn , g ) = 0.
Uniform Convergence
Uniform Convergence
Uniform Convergence
Uniform Convergence
We notice that contrarily to the pointwise convergence.
Uniform Convergence does not depend on the choice of the variable x in the domain of convergence.
Example For example, we have seen that fn (x ) = x n e nx e n , for all x [0, ), n N. Thus d,[ ,) (fn , 0) = e n 0, independently of the values of x [0, ). Thus the sequence dened by fn (x ) = x n e nx , x R+ , n N,
0
converges to 0 uniformly on [0, ).

Uniform Convergence
0

Uniform Convergence
0

Uniform Convergence
0

Uniform Convergence
0

Uniform Convergence
0

Uniform Convergence
Example Let fn (x ) = (n nx ) . Show that fn converges uniformly on R.
sin 1
Solution Let > 0. We notice that for all x R (n sin x 1) 1 |fn (x ) sin x | = sin x = . n n Let f (x ) = sin x and let N = 1/ . Then for n > N , d,R (fn , f ) = sup {|fn (x ) f (x )| : x R} = Hence fn f uniformly on R.
1 1 < = n N
Uniform Convergence
sin 1
1 1 < = n N
Uniform Convergence
sin 1
1 1 < = n N
Uniform Convergence
sin 1
1 1 < = n N
Obvioulsy, for every x D , |fn (x ) g (x )| sup {|fn (t ) g (t )| : t D } . It follows that if d,D (fn , g ) = sup {|fn (t ) g (t )| : t D } 0, then for each x D , |fn (x ) g (x )| 0. Thus we have
Uniform Convergence implies Pointwise Convergence.
Pointwise convergence does not imply uniform convergence. Example If fn (x ) = x n , n N, then {fn } converges pointwise but not uniformly on [0, 1] to f (x ) = 1 0 if x = 1, if x [0, 1).
Series of Functions
Dr M.A. Robdera
Series of Functions
Dr M.A. Robdera
Series of Functions
Dr M.A. Robdera
It is clear that if 0 x < 1, then x n 0, and 1n = 1 1. To see that the convergence is not uniform. let us compute d,[ , ] (fn , f ). Then for every n and for x ( /n , 1), we have
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
Thus d,[ , ] (fn , f ) > 1/2 for every n, and hence d,[ , ] (fn , f ) 0.
0 1 0 1
1 2
Example If fn (x ) = x n , n N, then {fn } converges uniformly on [0, r ] for every 0 r < 1 to 0 It is clear that if 0 r < 1, then d,[ ,r ] (fn , f ) = sup {|x n 0| : x [0, r ]} = r n 0.
0
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
0 1 0 1
1 2
0
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
0 1 0 1
1 2
0
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
0 1 0 1
1 2
0
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
0 1 0 1
1 2
0
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
0 1 0 1
1 2
0
0 1 1 21
|fn (x ) f (x )| = |x n 0| = x n > .
0 1 0 1
1 2
0
Cauchy Criterion
Theorem A sequence of functions {fn } converges uniformly on a set D if and only if for every > 0 there exists N > 0 such that d,D (fn , fn+p ) = fn fn+p whenever n > N and for all p N. Proof Suppose that {fn } converges uniformly to f on a set D . Then for every > 0, there exists N > 0 such that d,D (fn , f ) = fn f ,D < /2 for n > N . Therefore for n > N and for all p N d,D (fn , fn+p ) d,D (fn , f ) + d,D (f , fn+p ) < .
,D
<
Cauchy Criterion
,D
<
Cauchy Criterion
,D
<
Cauchy Crterion
Conversely, assume that for every > 0 there exists N > 0 such that d,D (fn , fn+p ) < whenever n > N and for all p N. Then for each x D , we have for every > 0 there exists N > 0 such that |fn (x ) fn+p (x )| < whenever n > N and for all p N. That is, {fn (x )} is a Cauchy sequence of real numbers, and therefore it is convergent to say f (x ). To see that the convergence is uniform, we note that for n > N , and for every p N
|fn (x ) f (x )| |fn (x ) fn+p (x )| + |fn+p (x ) f (x )| < + |fn+p (x ) f (x )|. d,D (fn , fn+p ) + |fn+p (x ) f (x )|
Thus taking the limit as p we obtain |fn (x ) f (x )| < . Since the above inequality holds for all x D , we have for n > N , d,D (fn , f ) < . Since > 0 is arbitrary, we have established the uniform convergence.
Cauchy Crterion
Cauchy Crterion
Cauchy Crterion
Cauchy Crterion
Cauchy Crterion
Example Let g be dierentiable on R such that |g (x )| r < 1 for all x . Let f be bounded on R. Dene a sequence {fn } by fn (x ) = g (fn (x )). Show that {fn } converges uniformly on R.
0 1
Answer The mean value theorem implies that if a, b R, then

|g (b) g (a)| r |b a| .
We rst show that all the fn are in Fb (R). We have

|fn (x )|= |g (0) + g (fn1 (x )) g (0)| |g (0)| + |g (fn1 (x )) g (0)|
|g (0)| + r |fn1 (x ) 0| |g (0)| + r n |f0 (x )| .
Since f is bounded on R, the above inequality shows that so is fn for all n.

0
0 1

|g (b) g (a)| r |b a| .

|g (0)| + r |fn1 (x ) 0| |g (0)| + r n |f0 (x )| .

0
0 1

|g (b) g (a)| r |b a| .

|g (0)| + r |fn1 (x ) 0| |g (0)| + r n |f0 (x )| .

0
0 1

|g (b) g (a)| r |b a| .

|g (0)| + r |fn1 (x ) 0| |g (0)| + r n |f0 (x )| .

0
We next show that {fn } is Cauchy in Fb (R). For n > 1, we have for all x |fn+ (x ) fn (x )| = |g (fn (x )) g (f (x ))| r |fn (x ) fn (x )|. Thus d,R (fn+ , fn ) rd,R (fn , fn ) r d,R (fn , fn ) r n d,R (f , f ). It follows that d,R (fn+p , fn ) d,R (fn+p , fn+p ) + + d,R (fn+ , fn ) (r n+p + + r n )d,R (f , f ) rn d (f , f ). 1 r p ,R Since 0 < r < 1, we infer that for every p , lim d (f , f ) = 0, showing that {fn } is uniformly Cauchy. n ,R n+p n Therefore it is uniformly convergent on R.
1 1 1 1 2 1 2 1 0 1 1 1 0 1 0
1 1 1 1 2 1 2 1 0 1 1 1 0 1 0
1 1 1 1 2 1 2 1 0 1 1 1 0 1 0
1 1 1 1 2 1 2 1 0 1 1 1 0 1 0
1 1 1 1 2 1 2 1 0 1 1 1 0 1 0
1 1 1 1 2 1 2 1 0 1 1 1 0 1 0
Uniform Convergence preserves continuity

Theorem Let (fn ) be a sequence of real-valued continuous functions on a set D R. If fn f uniformly on D, then f is continuous on D . Proof Let x D and x > 0, and choose n so that d,D (fn , f ) < . Then since fn is continuous on D , we can choose > 0 so that
3
for all y D with |x y | < . 3 Then for all y D with |x y | < we have
|f (y ) f (x )|= |f (y ) fn (y ) + fn (y ) fn (x ) + fn (x ) f (x )| |f (y ) fn (y )| + |fn (y ) fn (x )| + |fn (x ) f (x )| d,D (fn , f ) + + d,D (fn , f ) < + + = .
|fn (y ) fn (x )| <
3 3 3 3 Thus f is continuous at x , and hence f is continuous on D .

3
|fn (y ) fn (x )| <

3
|fn (y ) fn (x )| <

3
|fn (y ) fn (x )| <

3
|fn (y ) fn (x )| <
Uniform Convergence and Integrability

Theorem Let fn and f be real-valued integrable functions on a set D = [a, b]. If fn f uniformly on [a, b], then
b f (x )dx = lim f (x )dx . n a n a b
Proof Since we have

|
b a
f (x )dx
b a
fn (x )dx |= |
b a b a
(f (x ) fn (x ))dx |
b a
|f (x ) fn (x )|
d,D (fn , f )dx = (b a)d,D (fn , f )
the conclusion follows.

Proof Since we have

|
b a
f (x )dx
b a
fn (x )dx |= |
b a b a
(f (x ) fn (x ))dx |
b a
|f (x ) fn (x )|
d,D (fn , f )dx = (b a)d,D (fn , f )

Proof Since we have

|
b a
f (x )dx
b a
fn (x )dx |= |
b a b a
(f (x ) fn (x ))dx |
b a
|f (x ) fn (x )|
d,D (fn , f )dx = (b a)d,D (fn , f )
Example Let fn (x ) = 1 + x + x + + x n for x (1, 1). Find lim / fn (x ) dx . n

2 1 2 0
Solution For each x (1, 1), we have n+ fn (x ) = x x f (x ) = x . For x 0, , we have 1 1 x n+ 1 x n+ |fn (x ) f (x )| = = n. 1x 1x 1x 2

1
1
1 2
Since n 0, independently of x 0, , the above inequality implies that fn f uniformly on 0, . Hence 1 fn (x ) dx = lim dx = ln2. n 1x
1 1 2 1 2 2
1 1 2 2
Dr M.A. Robdera
Series of Functions

2 1 2 0

1
1
1 2
1 1 2 1 2 2
1 1 2 2
Dr M.A. Robdera
Series of Functions

2 1 2 0

1
1
1 2
1 1 2 1 2 2
1 1 2 2
Dr M.A. Robdera
Series of Functions

2 1 2 0

1
1
1 2
1 1 2 1 2 2
1 1 2 2
Dr M.A. Robdera
Series of Functions

2 1 2 0

1
1
1 2
1 1 2 1 2 2
1 1 2 2
Dr M.A. Robdera
Series of Functions
Uniform convergence and dierentiability

We are tempted to believe that If fn and f are real-valued dierentiable functions on a set D = [a, b] such tat fn f uniformly on [a, b], then f (x ) = limn fn (x ). The next example shows that this is not true in general. Example The sequence {fn } dened by fn (x ) = x n sin x n converges uniformly to 0 on any interval [a, b] where 0 < a < b < 1. However
1
1
1 1 fn (x ) = nx n sin n (n 1) cos n x x
1 1
does not converge at any point on (0, 1).


1
1
1 1


1
1
1 1

Uniform Convergence and Dierentiability

Theorem Let {fn } be a sequence of functions dened on [a, b].Suppose that fn is continuous on [a, b]; {fn } converges uniformly on [a, b]; there exists x [a, b] such that {fn (x )} converges.
1 2 3
Then {fn } converges uniformly on [a, b] to some dierentiable limit function f and f (x ) = lim fn (x ), for a < x < b n while f+ (a) = lim fn (a+ ), and f (b) = lim fn (b ). n n

1 2 3

1 2 3

1 2 3

1 2 3
Let (gn ) be a sequence of real-valued functions on a set A. An (innite) series of functions is an expression of the form n = gn . We dene for each n N, the n-th partial sum of the series gn to be the function fn = n k = gk . n For each x A, fn (x ) = k = gk (x ) is the n-th partial sum of the numerical series gn (x ) which may or may not converge.
1 1 1
Denition The set D of all those x A for which fn (x ) = n k = gk (x ) converges is called the domain of convergence of the series gn ; and we say that the series gn converges pointwise on D .
1
Dr M.A. Robdera
Series of Functions
1 1 1
1
Dr M.A. Robdera
Series of Functions
1 1 1
1
Dr M.A. Robdera
Series of Functions
1 1 1
1
Dr M.A. Robdera
Series of Functions
The sequence of functions fn (x ) = 1 + x + x + + x n is exactly the sequence of partial sums of the series of functions gn where gn (x ) = x n for each n. We saw that fn f , where f (x ) = x , pointwise on (1, 1). Thus the domain of convergence of the series x n is the (1, 1).
2 1 1
Denition A series of functions gn is said to converge uniformly on a set A if the sequence of its partial sums, (fn = n k = gk ) , converges uniformly on A.
1
Dr M.A. Robdera
Series of Functions
2 1 1
1
Dr M.A. Robdera
Series of Functions
2 1 1
1
Dr M.A. Robdera
Series of Functions
Example n Show that the series n= x converges uniformly on any interval [a, a] for every 0 < a < 1.
1
Solution We already know that the series converges pointwise to f (x ) = x on (1, 1). We notice that for each x , the partial sum of the series n n= x is 1 x n+ . fn (x ) = 1 + x + x + + x n = 1x Now for 0 < a < 1, and for |x | < a, we have |x |n+ an+ |fn (x ) f (x )| = . |1 x | 1 a Since 0 < a < 1, an+ 0 independently of the choice of x [a, a], we conclude from the above inequality that fn f n uniformly on [a, a] , i.e., the series n= x converges uniformly to f (x ) = x on [a, a].
1 1 1 1 2 1 1 1 1 1 1
1
Solution We already know that the series converges pointwise to f (x ) = x on (1, 1). We notice that for each x , the partial sum of the series n n= x is 1 x n+ fn (x ) = 1 + x + x + + x n = . 1x Now for 0 < a < 1, and for |x | < a, we have |x |n+ an+ |fn (x ) f (x )| = . |1 x | 1 a Since 0 < a < 1, an+ 0 independently of the choice of x [a, a], we conclude from the above inequality that fn f n uniformly on [a, a] , i.e., the series n= x converges uniformly to f (x ) = x on [a, a].
1 1 1 1 2 1 1 1 1 1 1
1
1 1 1 1 2 1 1 1 1 1 1
1
1 1 1 1 2 1 1 1 1 1 1
1
1 1 1 1 2 1 1 1 1 1 1
Recall the following theorem: Theorem Let (fn ) be a sequence of real-valued continuous functions on a set D R. If fn f uniformly on D, then f is continuous on D . Example Suppose that gn converges uniformly to f on S and that each fn is continuous on S . Show that f is continuous on S . Solution Since each gn is continuous on S , so is each partial sum fn = n k = gk of gn . Thus {fn } is a sequence of contiuous functions converging uniformly on S . The limit function f is therefore continuous.
1
1
1
Cauchy criterion for series of functions

Recall that Theorem A sequence of functions {fn } converges uniformly on a set D if and only if for every > 0 there exists N > 0 such that d,D (fn , fn+p ) < whenever n > N and for all p N. This theorem can easily be converted to a theorem on convergence uniform of series. Theorem A series of functions gn converges uniformly on a set D if and ony if for every > 0 there exists N > 0 such that


Weierstrass criterion for series of functions

Theorem Let (gn ) be a sequence of functions on a set D. Suppose that there exists a sequence of positive real numbers (Mn ) such that |gn (x )| Mn for each n and for every x D , and Mn < +. Then the series gn converges (absolutely) uniformly on D . Proof It suces to show that gn satises the Cauchy criterion. Let > 0, there exists N N such that n+p Mk < whenever n > N and p N k =n + Hence if n > N , p N, and x D , we have n +p n +p n+p | gk (x ) | |gk (x ) | Mk < , k =n+ k =n+ k =n + Hence gn converges uniformly on D .
1 1 1 1

1 1 1 1

1 1 1 1

1 1 1 1

1 1 1 1
Example nx Show that the both the series k = x +n and k = n converges uniformly on R.
1 sin 1
2 2
Proof It suces to notice that for all ,x R x +n

2
1 and n
2 1
2
sin nx 1 . n n
2 2 1
and that the numerical series n converges, the Wierstrass M test applies with Mn = n .
2
Dr M.A. Robdera
Series of Functions
1 sin 1
2 2

2
1 and n
2 1
2
sin nx 1 . n n
2 2 1
2
Dr M.A. Robdera
Series of Functions
1 sin 1
2 2

2
1 and n
2 1
2
sin nx 1 . n n
2 2 1
2
Dr M.A. Robdera
Series of Functions
1 sin 1
2 2

2
1 and n
2 1
2
sin nx 1 . n n
2 2 1
2
Dr M.A. Robdera
Series of Functions
Integration term by term

We have seen that if fn and f are real-valued integrable functions on a set D = [a, b], such that fn f uniformly on [a, b], then ab f (x )dx = lim ab fn (x )dx . n Theorem Let (gn ) be a sequence of real-valued continuous functions on [a, b]. Suppose n= gn converges uniformly on [a, b], and let f be its sum. Then x x f (t ) dt = gn (t ) dt for x , [a, b]. n=
1 1
Dr M.A. Robdera
Series of Functions
Integration term by term

We have seen that if fn and f are real-valued integrable functions on a set D = [a, b], such that fn f uniformly on [a, b], then ab f (x )dx = lim ab fn (x )dx . n Theorem Let (gn ) be a sequence of real-valued continuous functions on [a, b]. Suppose n= gn converges uniformly on [a, b], and let f be its sum. Then x x f (t ) dt = gn (t ) dt for x , [a, b]. n=
1 1
Dr M.A. Robdera
Series of Functions
Proof Let fn = n k = gk be the n-th partial sum of the series n= gn for each n N. By our hypothesis, (fn ) converges uniformly to f on [a, b]. Thus f is continuous on [a, b] and therefore integrable. Now, let x , c [a, b] and assume that < x ; the case x < is similar. Then we have (fn ) converges uniformly to f on [ , x ].
1 1
f (t ) dt = lim
n fn (t ) dt = lim k=
gk (t ) dt =
x
1
n=
gn (t ) dt ,
as desired.
Dr M.A. Robdera
Series of Functions
1 1
f (t ) dt = lim
gk (t ) dt =
x
1
n=
gn (t ) dt ,
as desired.
Dr M.A. Robdera
Series of Functions
1 1
f (t ) dt = lim
gk (t ) dt =
x
1
n=
gn (t ) dt ,
as desired.
Dr M.A. Robdera
Series of Functions
1 1
f (t ) dt = lim
gk (t ) dt =
x
1
n=
gn (t ) dt ,
as desired.
Dr M.A. Robdera
Series of Functions
1 1
f (t ) dt = lim
gk (t ) dt =
x
1
n=
gn (t ) dt ,
as desired.
Dr M.A. Robdera
Series of Functions
Example
0
n+ t n Consider s (t ) = n= (1) ( n )! , t (, ). Evaluate x s (t ) dt , where x (, ).

1
2 1
Solution Let t (, ). Choose |t | < r < , we have for each n t n r n (1)n+ . (2n 1)! (2n 1)! n It is quickly seen that the series ( rn )! converges. (Why?) Hence by the Weierstrass M -test, the series n+ t n n= (1) ( n )! converges uniformly on [r , r ]. Thus the use of integration term-by-term is legitimated on [r , r ] and we get x x x n t n s (t ) dt = (1)n+ dt = (1)n+ . (2n 1)! 2n ! n= n=
2 1 2 1 1
2 1
Dr M.A. Robdera
Series of Functions
Example
0

1
2 1
2 1 2 1 1
2 1
Dr M.A. Robdera
Series of Functions
Example
0

1
2 1
2 1 2 1 1
2 1
Dr M.A. Robdera
Series of Functions
Example
0

1
2 1
2 1 2 1 1
2 1
Dr M.A. Robdera
Series of Functions
Example
0

1
2 1
2 1 2 1 1
2 1
Dr M.A. Robdera
Series of Functions
x Show that the series n= n(x +n) converges uniformly on [0, 1]. Deduce that limn n k = k ln n = exists.
1 1 1
Solution It is clear that for x [0, 1] we have 0 1 x for every n N. n (x + n) n

2 1
2
Since the series n converges, by the Weierstrass M -test, n(xx +n) converges uniformly on [0, 1]. From rst part, we see that integration term-by-term apply and so
n=
n (x + n)
dx =
n=
n (x + n) dx =
1
exists.
1 1 1

2 1
2
n=
n (x + n)
dx =
n=
n (x + n) dx =
1
exists.
1 1 1

2 1
2
n=
n (x + n)
dx =
n=
n (x + n) dx =
1
exists.
1 1 1

2 1
2
n=
n (x + n)
dx =
n=
n (x + n) dx =
1
exists.
Since for every n x 1 1 1 dx = dx = ln(n + 1) + ln n, n (x + n) n n+t n we have N 1 N 1 N x dx = ln ( n + 1 ) + ln n ) = ( ln (N + 1) n (x + n ) n= n n= n n= and thus N 1 lim ln (N + 1) = . N n= n Finally, since ln (N + 1) ln N 0 as N , it follows that N 1 N 1 lim ln N = lim ln (N + 1) = . N n= n N n= n as desired.
1 1 0 0 1 1 0 1 1 1 1 1
1 1 0 0 1 1 0 1 1 1 1 1
1 1 0 0 1 1 0 1 1 1 1 1
1 1 0 0 1 1 0 1 1 1 1 1
Dierentiation term by term

Recall the following theorem: Theorem Let {fn } be a sequence of functions dened on [a, b].Suppose that fn is continuous on [a, b]; {fn } converges uniformly on [a, b]; there exists x [a, b] such that {fn (x )} converges. Then {fn } converges uniformly on [a, b] to some dierentiable limit function f and
1 2 3
f (x ) = lim fn (x ), for a < x < b n while f+ (a) = lim fn (a+ ), and f (b) = lim fn (b ). n n
Theorem Let gn be a series of functions dened on [a, b]. Suppose that gn is continuous on [a, b]; gn converges uniformly on [a, b]; there exists x [a, b] such that fn (x ) converges. Then gn converges uniformly on [a, b] to some dierentiable limit function f and
1 2 3
f (x ) = while f+ (a) =
n=
gn (x ), for a < x < b

1
n=
gn (a+ ), and f (b) = gn (b ).

1
n=
Dr M.A. Robdera
Series of Functions
Show that the series
n= bounded interval to a function f (x ) and nd f (x ).

1
(1)n n cos x n converges uniformly on any
Solution Dierentiating term by term, we have a series x 1 (1)n+ n sin n n= of continuous functions on any bounded interval [a, b]. The series converges uniformly on [a, b] by Weierstrass M test with Mn = n . Since the series (1)n n cos x n is a convegent harmonic n= series at x = 0, we have 1 x f (x ) = (1)n+ sin . n n n=
1 2 1 1
2
Dr M.A. Robdera
Series of Functions

1
1 2 1 1
2
Dr M.A. Robdera
Series of Functions

1
1 2 1 1
2
Dr M.A. Robdera
Series of Functions

1
1 2 1 1
2
Dr M.A. Robdera
Series of Functions
Let E (x ) =
n= for every < x <

1
n xn! . Show that E is dierentiable and E (x ) = E (x )
n= n ratio test, by the Weierstrass test, the series x n! converges n= uniformly on [r , r ] for every r > 0
1 1
n rn Solution Since x n! n! for |x | < r , and
n rn! converges by
n= xn x (n )! = n! . n= n= The dierentiated series is also uniformly convergent on [r , r ] for every r > 0, The term-by-term dierentiation is legitimate and we have E (x ) = E (x ) for every < x < .
1
DIerentiating
n1
1 1
n xn! term by term, we have
Let E (x ) =
n= for every < x <

1
1 1
n rn! converges by
1
DIerentiating
n1
1 1
Let E (x ) =
n= for every < x <

1
1 1
n rn! converges by
1
DIerentiating
n1
1 1
Let E (x ) =
n= for every < x <

1
1 1
n rn! converges by
1
DIerentiating
n1
1 1
Let E (x ) =
n= for every < x <

1
1 1
n rn! converges by
1
DIerentiating
n1
1 1
Failure to verify that the given series converges at some point can lead to erroneous conclusion. Dierentiating term by term
n=
cos x n one obtains the series
1
2
1 x sin n= n n
1
2 2
|x | r r Since n sin x n n n if |x | r , and n is convergent by the Weierstrass M -test, n sin x n converges uniformly on n= [r , r ] for every r > 0. However, the given series cos x n converges at no point. n=
2 2
Dr M.A. Robdera
Series of Functions
Failure to verify that the given series converges at some point can lead to erroneous conclusion. Dierentiating term by term
n=
cos x n one obtains the series
1
2
1 x sin n= n n
1
2 2
|x | r r Since n sin x n n n if |x | r , and n is convergent by the Weierstrass M -test, n sin x n converges uniformly on n= [r , r ] for every r > 0. However, the given series cos x n converges at no point. n=
2 2
Dr M.A. Robdera
Series of Functions
Example n For what values of the variable x does the series n= (nx ) converge?
2 1
Solution The series converges for x = 0. (The partial sums are n k n= (n0) = 0.) For x = 0, the general term of the series (nx ) n , thus the series diverges. The series converges for x {0}.
2 1 2
Dr M.A. Robdera
Series of Functions
2 1
2 1 2
Dr M.A. Robdera
Series of Functions
2 1
2 1 2
Dr M.A. Robdera
Series of Functions
2 1
2 1 2
Dr M.A. Robdera
Series of Functions
2 1
2 1 2
Dr M.A. Robdera
Series of Functions
Example
(x )n For what values of x does the series n= n converge?

2 1
Solution For each x , the n-th term of the given series is un = n (x 2)n . n+ Thus limsup uu = limsup n+ n |x 2| = |x 2| . n By the ratio test, the series converges if |x 2| < 1 and diverges if |x 2| > 1; i.e., the series converges on (1, 3) , and diverges outside the interval [1, 3]. For x = 1, the series is the convergent alternating series n n= (1) /n. For x = 3, the series is the divergent harmonic series n= (1/n) . (x )n Thus the series n= n converges for all values of x [1, 3) .
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example

2 1
1
1
Dr M.A. Robdera
Series of Functions
Example For what values of x does the series n=
2 1
x n n converge?
2
Solution n For each x , the n-th term of the given series is un = nx . Thus limsup |un | /n = limsup | nx | = 0 < 1. By the root test, the series converges for all values of x (.).
1 2
Dr M.A. Robdera
Series of Functions
2 1
x n n converge?
2
1 2
Dr M.A. Robdera
Series of Functions
2 1
x n n converge?
2
1 2
Dr M.A. Robdera
Series of Functions
2 1
x n n converge?
2
1 2
Dr M.A. Robdera
Series of Functions
2 1
x n n converge?
2
1 2
Dr M.A. Robdera
Series of Functions
Denition A power series is a series of functions of the form

n=
0 1 2
an (x c )n
where c , a , a , a , , an , are constant real numbers. The partial sums of a power series is a polynomial: n ak (x c )k = a + a (x c ) + + an (x c )n k=
0 1 0
The power series always converges at x = c .
Dr M.A. Robdera
Series of Functions

n=
0 1 2
an (x c )n
0 1 0
Dr M.A. Robdera
Series of Functions

n=
0 1 2
an (x c )n
0 1 0
Dr M.A. Robdera
Series of Functions
Example The power series r = x 2 . 2
n=
(1)n (x 2)n
2n
is a geometric series with
x 2 It converges if | | < 1 or 0 < x < 4. 2 2 1 1 The sum is = = . x 1 r 1 ( ) x n (1)k (x 2)k Thus x = lim for 0 < x < 4. n k = 2k
2 2 2 1
Dr M.A. Robdera
Series of Functions
n=
(1)n (x 2)n
2n
2 2 2 1
Dr M.A. Robdera
Series of Functions
n=
(1)n (x 2)n
2n
2 2 2 1
Dr M.A. Robdera
Series of Functions
n=
(1)n (x 2)n
2n
2 2 2 1
Dr M.A. Robdera
Series of Functions
The Convergence Theorem for Power Series

Theorem n Let n= an x be a power series. n If n= an x converges for some nonzero x , then it converges absolutely for any x ( |x | , |x |); n If n= an x diverges for some nonzero x , then it diverges for any x R [ |x | , |x |] .
0 0 0 0 0 0 0 0 0
n For all x ( |x | , |x |), we have |an x n | |an x n | xx for each n. n n Since the series n= an x converges, lim an x = 0 and so n n (an x ) is bounded, say |an x | M for all n N.
0 0 0
0
Proof
Dr M.A. Robdera
Series of Functions

0 0 0 0 0 0 0 0 0
0 0 0
0
Proof
Dr M.A. Robdera
Series of Functions

0 0 0 0 0 0 0 0 0
0 0 0
0
Proof
Dr M.A. Robdera
Series of Functions

0 0 0 0 0 0 0 0 0
0 0 0
0
Proof
Dr M.A. Robdera
Series of Functions

0 0 0 0 0 0 0 0 0
0 0 0
0
Proof
Dr M.A. Robdera
Series of Functions

0 0 0 0 0 0 0 0 0
0 0 0
0
Proof
Dr M.A. Robdera
Series of Functions
n n It follows that |an x n | |an x n | xx M xx . n Since |x | < |x | , the series xx is a convergent geometric series. By the comparison test, the series |an x n | converges and hence an x n converges absolutely. Suppose that to the contrary that an x n converges for some x with |x | > |x | . Then by the part 1. of the theorem, it should converge at x , This contradicts the condition that the series diverges at x . The proof is complete.
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
0
0 0
Proof Continued
Dr M.A. Robdera
Series of Functions
Theorem n Let n= an (x c ) be a power series. Dene

0
R=
1 lim sup
|an |1/n
if 0 < limsup |an | /n < ; if limsup |an | /n = ; if limsup |an | /n = 0.

1 1 1
Then the power series converges for every x R such that |x c | < R and diverges for every x R such that |x c | > R .
Dr M.A. Robdera
Series of Functions

0
R=
1 lim sup
|an |1/n

1 1 1
Dr M.A. Robdera
Series of Functions

0
R=
1 lim sup
|an |1/n

1 1 1
Dr M.A. Robdera
Series of Functions
n The domain of convergence of a power series n= an (x c ) is always an interval of one of the following form
0
(c R , c + R ) , (c R , c + R ], [c R , c + R ), or [c R , c + R ]
The number R is called the radius of convergence of the power series. How to test power series for convergence? Use ratio test (or root test) to nd the interval where the series converges absolutely. Ordinarily this is an open interval
1
|x c | < R or c R < x < c + R .

2
If the interval of absolute convergence is nite, test for convergence/divergence at each endpoint.
n The domain of convergence of a power series n= an (x c ) is always an interval of one of the following form
0
(c R , c + R ) , (c R , c + R ], [c R , c + R ), or [c R , c + R ]
The number R is called the radius of convergence of the power series. How to test power series for convergence? Use ratio test (or root test) to nd the interval where the series converges absolutely. Ordinarily this is an open interval
1
|x c | < R or c R < x < c + R .

2
If the interval of absolute convergence is nite, test for convergence/divergence at each endpoint.
Example
(x + )n Find the interval of convergence of the series n= n .

2 1
Solution Applying the ratio test, we get lim

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
Thus the series converges if |x + 2| < 1, i.e., 3 < x < 1, and diverges if |x + 2| > 1. For x = 3 , the series is the convergent alternating series ( )n n= n , and for x = 1, the series is the divergent series n= n . n ( x + ) Thus the series n= n on the interval [3, 1) .
1 11 1 1 2 1
Example

2 1

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
1 11 1 1 2 1
Example

2 1

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
1 11 1 1 2 1
Example

2 1

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
1 11 1 1 2 1
Example

2 1

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
1 11 1 1 2 1
Example

2 1

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
1 11 1 1 2 1
Example

2 1

(x + 2)n+1 / (n + 1) n |x + 2| = |x + 2| . = lim n n+1 (x + 2) /n
1 11 1 1 2 1
Example Find the interval of convergence of the power series n=

1
(2x )n
n .
Solution )n For each x , the n-th term of the given series is un = ( x n . n+ (n+ ) n |2x | . Thus limsup ( x )( x )/ = lim n+ n /n By the ratio test, the series converges if |2x | < 1 and diverges if |2x | > 1; i.e., the series converges on (1/2, 1/2) . For x = 1/2, the series is the convergent alternating series n n= (1) /n. For x = 1/2, the series is the divergent harmonic series n= (1/n) . We conclude that the domain of convergence of the series n n= (2x ) /n is the interval [1/2, 1/2).
2 2
1

1
(2x )n
n .
2 2
1

1
(2x )n
n .
2 2
1

1
(2x )n
n .
2 2
1

1
(2x )n
n .
2 2
1

1
(2x )n
n .
2 2
1

1
(2x )n
n .
2 2
1

1
(2x )n
n .
2 2
1
Example xn Find the interval of convergence of the series n= n! .

1
Solution Applying the ratio test, we get n+ (n+ )! lim x x / = lim n+ |x | = 0 < 1. n /n!
1
The series converges for all values of x .

1
1

1
1

1
1
Theorem n Let k = an (x c ) be a power series with radius of convergence R . Then the power series converges uniformly and absolutely on [c S , c + S ] for any 0 < S < R .
0
Proof Let 0 < S < R . Since c + S is in (c R , c + R ) , the numerical series |an | S n = |an | [(c + S ) c ]n converges. For all x [c S , c + S ] and for each n we have
|an (x c )n | |an | S n .
The Weierstrass M -test applies and shows that n k = an (x c ) converges absolutely and uniformly on [c S , c + S ] .
0
0
|an (x c )n | |an | S n .
0
0
|an (x c )n | |an | S n .
0
0
|an (x c )n | |an | S n .
0
0
|an (x c )n | |an | S n .
0
Since polynolmials are innitely continuously dierentiable on its interval of convergence, we have Theorem A power series can be integrated and dierentiated term by term on its interval of convergence.
n In other words, if f (x ) = k = an (x c ) for x (c R , c + R ) , then f is integrable and dierentiable and for x (c S , c + S ) , where 0 S < R , we have x a f (t ) dt = n (x c )n+ c k= n + 1
0 1 0
f (x ) =
k=
nan (x c )n
Dr M.A. Robdera
Series of Functions
Denition A real function f is said to be analytic at c if there exists an interval (c S , c + S ) such that f (x ) = cn (x c )n for n= x (c S , c + S ).
0
The function f (x ) = 1/1 x is analytic at 0 because the n power series n= x converges to f on (1, 1). f (x ) = 1/1 x is also analytic at 2 because the power series n+ n n= (1) (x 2) converges to ((x )) = x = f (x ) on (1, 3). It should be clear that analytic functions are innitely dierentiable. However, not all innitely dierentiable functions are analytic.
0 1 1 1 0 1 2 1
0
0 1 1 1 0 1 2 1
0
0 1 1 1 0 1 2 1
0
0 1 1 1 0 1 2 1
0
0 1 1 1 0 1 2 1
Taylor Series
If f is analytic at a, then its power series expansion f (x ) = cn (x a)n at a for x (c S , c + S ) is uniquely n= (n ) determined by cn = f n!(a) for n N. (n ) That is f (x ) = f n!(a) (x a)n for x (c S , c + S ). n= Substituting the formula for cn back into the series, we obtain the following form for f , called the Taylor series of the function f at a:
0 0
f (x )=
f (n) (a) (x a)n n ! n= f (a) f (a ) f (a) = f (a) + (x a ) + (x a ) + (x a) + ... 1! 2! 3!
Dr M.A. Robdera
Series of Functions
Taylor Series
0 0
f (x )=
Dr M.A. Robdera
Series of Functions
Taylor Series
0 0
f (x )=
Dr M.A. Robdera
Series of Functions
In the special case where a = 0, the Taylor series is called the Maclaurin series: f ( n ) (0 ) n f (0) f (0) f (0 ) f (x ) = x = f (0) + x+ x + x + ... n ! 1 ! 2 ! 3! n= The partial sums of a Taylor series denotes by Tn (x ) are given by n f (i ) (a) f (a ) f (a ) f (n) (a) i ! (x a)i = f (a) + 1! (x a) + 2! (x a) + ... + n! ( i=
2 3 0 2 0
Tn is a polynomial of degree n called the nth-degree Taylor polynomial of f at a. Let f (x ) = Tn (x ) + Rn (x ), where Tn is the nth-degree Taylor polynomial of f at a If lim Rn (x ) = 0 for |x a| < R , then f is equal to the sum of n its Taylor series on the interval |x a| < R ; that is, f is analytic at a.
2 3 0 2 0
2 3 0 2 0
2 3 0 2 0
2 3 0 2 0
Taylor Formula
Theorem Suppose f has n + 1 derivatives in an open interval I with a I . Then for x in I there is a number z strictly between x and a such that the remainder term in the Taylor series can be expressed as R n (x ) = f (n+ ) (z ) (x a)n+ (n + 1)!
1 1
For the special case n = 0, if one substitutes x = b and z = c in Taylor's Formula, one gets the Mean Value Theorem: f (b) = f (a) + f (c ) (b a)
Dr M.A. Robdera
Series of Functions
Taylor Formula
Theorem Suppose f has n + 1 derivatives in an open interval I with a I . Then for x in I there is a number z strictly between x and a such that the remainder term in the Taylor series can be expressed as R n (x ) = f (n+ ) (z ) (x a)n+ (n + 1)!
1 1
For the special case n = 0, if one substitutes x = b and z = c in Taylor's Formula, one gets the Mean Value Theorem: f (b) = f (a) + f (c ) (b a)
Dr M.A. Robdera
Series of Functions
Important Maclaurin Series
Maclaurin Series Interval of Convergence n (1, 1) x = x = 1 + x + x + x + ... n = n x x x ex = x (, ) n! = 1 + ! + ! + ! + ... n = n+ sin x = (1)n ( xn+ )! = x x ! + x ! x ! + ... (, ) n= n cos x = (1)n (x n)! = 1 x ! + x ! x ! + ... (, ) n= n+ tan x = (1)n x n+ = x x + x x + ... [1, 1] n=
1
Dr M.A. Robdera
Series of Functions

Series of Functions

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Sequences of functions Series of Functions Power Series

MAT322, Semester II 2013

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

The gure represents, f , f , f , f , f and f for the sequence n fn (x ) = (1 + x n) .

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

0 fn (x ) = x n e nx e n , for all x [0, ), n N. Thus lim fn (x ) = 0 for all x [0, ). n

0 fn (x ) = x n e nx e n , for all x [0, ), n N. Thus lim fn (x ) = 0 for all x [0, ). n

0 fn (x ) = x n e nx e n , for all x [0, ), n N. Thus lim fn (x ) = 0 for all x [0, ). n

0 fn (x ) = x n e nx e n , for all x [0, ), n N. Thus lim fn (x ) = 0 for all x [0, ). n

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

converges to 0 uniformly on [0, ).

Sequences of functions Series of Functions Power Series

converges to 0 uniformly on [0, ).

Sequences of functions Series of Functions Power Series

converges to 0 uniformly on [0, ).

Sequences of functions Series of Functions Power Series

converges to 0 uniformly on [0, ).

Sequences of functions Series of Functions Power Series

converges to 0 uniformly on [0, ).

Sequences of functions Series of Functions Power Series

converges to 0 uniformly on [0, ).

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Sequences of functions Series of Functions Power Series

Answer The mean value theorem implies that if a, b R, then

The gure represents, f , f , f , f , f and f for the sequence n fn (x ) = (1 + x n) .

We rst show that all the fn are in Fb (R). We have

We rst show that all the fn are in Fb (R). We have

We rst show that all the fn are in Fb (R). We have

We rst show that all the fn are in Fb (R). We have

Uniform convergence and dierentiability

Uniform convergence and dierentiability

Uniform convergence and dierentiability