Lecture 1.

Functional series.
Pointwise and uniform convergence.
1

Introduction.

In this course we study amongst other things Fourier series. The Fourier series for a
periodic function f (x) with period 2 is defined as the series

a0 X
+
(ak cos kx + bk sin kx) ,
2
k=1
where the coefficients ak , bk are defined as
Z
1
f (x) cos kx dx,
ak =

1
bk =

f (x) sin kx dx,

with k = 0, 1, . . . (note that this means that b0 = 0).

This is an example of a functional series, which is a series whose terms are functions:

uk (x).

k=0

As usual with series, we define the above infinite sum as a limit:

X
k=0

uk (x) = lim

N
X

uk (x),

k=0

providing the limit exists. Note that different values of x will, in general, give different
limits, if they exist.
In this lecture we shall look at functional series, and functional sequences, and we
shall consider first the question of convergence. To deal with this, we consider two types
of convergence: pointwise convergence and uniform convergence. There are three
main results: the first one is that uniform convergence of a sequence of continuous
functions gives us a continuous function as a limit. The second main result is Weierstrass Majorant Theorem, which gives a condition that guarantees that a functional
series converges to a continuous function. The third result is that integrals of a sequence
of functions which converges uniformly to a limit function f (x) also converge with the
limit being the integral of f (x). These results are not only good for your mental health,
they are also important tools in our later discussion of Fourier series, and that is the
reason for looking at them.

Power series.

A power series in the variable x is a series of the form

a0 + a1 x + a2 x 2 + a3 x 3 + =

ak x k ,

k=0

where the coefficients a0 , a1 , a2 , . . . are real or complex numbers.

We are (in principle) allowed to put the variable x equal to any number we wish. For
instance, with the power series

ak x k

k=0

we may put x = 2 and we obtain the numerical series

ak 2k = a0 + 2a1 + 4a2 + 8a3 + . . .

k=0

Or, with the power series

xk

k=0

(note that in this case all the coefficients are equal to 1) we obtain

2k = 1 + 2 + 4 + 8 + 16 + . . .

k=0

if we put x = 2.
However, we have a problem: how do we know that the numerical series we obtain
by putting x = 2 in the power series

ak x k

k=0

is convergent?
We can always put x = 2 and then investigate the convergence of the numerical series,
but this is a rather inefficient way of deciding if a particular value of x gives us a
convergent series. So we come to the following question:
Given the power series

ak x k ,

k=0

with a given choice of coefficients a0 , a1 , a2 , . . . , what values of x give us convergent

series, and which values give divergent series?
There are two very useful results which help us in examining this question. The first
one is the following:
2

Theorem 2.1 For a power series

ak x k

k=0

there are three possibilities:

1. The power series

ak xk diverges for all x 6= 0

k=0

2. The power series

ak xk converges for all values of x

k=0

3. There is a positive number R such that

ak xk converges for all values of x with

k=0

|x| < R and diverges for all values of x with |x| > R.
At first sight, this looks like a very useless result, because it doesnt answer the question
of which values of x are allowed. However, it is a very useful result: it tells us what sort
of behaviour we can expect, and what to look for in a power series. In particular, it
tells us what is the decisive factor in our subsequent investigation: we need to
find the number R, which is called the radius of convergence of the power series. One
word of warning: the theorem tells us that, when we have found the radius of convergence
R, then the series converges for |x| < R and diverges whenever |x| > R, but it doesnt
say anything about the case when |x| = R, that is, when x = R and x = R. The
theorem is silent on this matter. In fact, we must investigate the cases x = R
separately (that is, we put in x = R or x = R and we investigate the convergence of the
series that arise). This is a small price to pay when we know what R is.
So, given our theorem, how do we go about calculating R? One result is the following:
Theorem 2.2 Given the power series

ak xk , suppose that one of the following limits

k=0

exist:


 ak+1 
,
K = lim 
k
ak 

K = lim

p
k

|ak |.

Then the following is true:

1. If K = 0 then the power series

ak xk converges for all values of x;

k=0

2. If K > 0, then the radius of convergence R of the power series

X
k=0

1
R= .
K
3

ak xk is

If either of the limits



 ak+1 
,
lim 
k  ak 

fails to exist, then the power series

lim

p
k

|ak |.

ak xk diverges for all values of x 6= 0.

k=0

This theorem is proved using the following result (the proof is given in Mats Neymarks
Kompendium om konvergens):
Theorem 2.3 Suppose

ak is a numerical series and suppose that one of the following

k=0

limits exists


 ak+1 
,
K = lim 
k
ak 

K = lim

p
k

|ak |.

If 0 K < 1 then the series converges absolutely. If K > 1 then the series
diverges. If K = 1 then convergence or divergence of the series must be investigated
using some other method.

Pointwise Convergence.

Consider the power series

xk =

k=0

1
1x

for |x| < 1.

This just says that for each x ] 1, 1[ the power series in the left-hand side converges
to the number 1/(1 x). If we put
fn (x) =

n
X

xk ,

f (x) =

k=0

1
,
1x

then we can rephrase this as

fn (x) f (x) as n for each x ] 1, 1[.
We give this type of convergence a name: pointwise convergence. Note that we have
first defined a sequence of functions fn by putting
fn (x) =

n
X
k=0

for each n = 0, 1, 2, . . . .

xk

Definition 3.1 (Pointwise convergence.) Suppose {fn (x) : n = 0, 1, 2, . . . } is a sequence of functions defined on an interval I. We say that fn (x) converges pointwise
to the function f (x) on the interval I if
fn (x) f (x), as n , for each x I.
We call the function f (x) the limit function.
Example 3.1 fn (x) = x n1 . Then fn (x) converges pointwise to x for each x R:
|fn (x) x| =

1
0 as n .
n

Example 3.2 fn (x) = enx on [1, 3]. For each x [1, 3] we have nx as n
and therefore fn (x) 0 as n for each x [1, 3]. Thus fn (x) converges pointwise to
f (x) = 0 for each x [1, 3].
Example 3.3 fn (x) = enx on [0, 3]. For each 0 < x 3 we have nx as n
and therefore fn (x) 0 as n for each 0 < x 3. However, at x = 0 we have
fn (0) = 1 for all n. Thus fn (x) converges pointwise to the function f (x) defined by
f (0) = 1, f (x) = 0 for each 0 < x 3. This is not a continuous function, despite the
fact that each function fn (x) is continuous.
The last example shows what can happen with pointwise convergence: the limit function may fail to be continuous, even though all functions in the sequence are continuous.
Example 3.4 Let the sequence fn be defined as
n2 x
(nx + 1)3
Then fn (0) = 0 and for each fixed x > 0
fn (x) =

x [0, [.

n2 x
(nx + 1)3
n2 x
= 3
n (x + n1 )3
x
1
=
0
n (x + n1 )3

fn (x) =

as n .

So that fn (x) f (x) = 0 pointwise on [0, [.

Then for x 0 we have
n2 (1 2nx)
(nx + 1)4
and we see that for x > 0 we have fn0 (x) 0 as n whereas fn0 (0) = n2 . Here
we see that fn0 f 0 only on for x > 0. This shows that differentiability is not always
respected by pointwise convergence.
fn0 (x) =

The last two examples then lead us to pose the question: what extra condition (other
than just pointwise convergence) can guarantee that the limit function is also continuous
or differentiable? The answer to this is given by the concept of uniform convergence.

Uniform convergence

We define for a real-valued (or complex-valued) function f on a non-empty set I the

supremum norm of f on the set I:
kf kI = sup |f (x)|.
xI

Note that if f is a bounded function on I then

sup |f (x)| = sup{ |f (x)| : x I}
xI

exists, by the so-called supremum axiom. Observe that

|f (x)| kf kI

for all x I,

and that |f (x)| takes on values which are arbitrarily near kf kI . In particular kf kI =
the largest value of |f (x)| whenever such a value exists (such as when I is a closed,
bounded interval and f (x) is a continuous function on I).
The supremum norm has the following properties for functions f and g on a set I:
kf kI 0 and kf kI = 0 f (x) = 0 for all x I
kcf k = |c| kf kI

for any constant c

kf + gkI kf kI + kgkI (triangle inequality)

kf kJ kf kI

when J is a subset of I.

The proof of these properties is left as an exercise for the interested reader.
Now we come to the definition of uniform convergence:
Definition 4.1 A sequence of functions fn (x) defined on an set I is said to converge
uniformly to f (x) on I if
kfn f kI 0 as n .
We write this as
lim fn = f

uniformly on I

or as
6

fn f

uniformly on I as n .

Uniform convergence implies pointwise convergence, however there are sequences

which converge pointwise but not uniformly. Indeed we have
|fn (x) f (x)| sup |fn (x) f (x)| = kfn f kI ,
xI

so that
fn f uniformly on I as n
= |fn (x) f (x)| 0 for each x I
= fn f pointwise on I.
We record this as a result:
Lemma 4.1 If the sequence of functions fn (x) converges uniformly to f (x) on the
interval I, then fn (x) converges pointwise to f (x).

This Lemma says that the limit function obtained through uniform convergence (if this
occurs) is the same as the limit function obtained from pointwise convergence. Or: if
fn (x) converges to f (x) uniformly, then it must converge to f (x) pointwise. This then
tells us how to go about testing for uniform convergence: first, obtain the pointwise
limit f (x) and then see if we have uniform convergence to f (x).
Example 4.1 fn (x) = enx on [1, 3]. We have seen above that fn (x) converges pointwise
to f (x) = 0 for each x [1, 3]. Then we have |fn (x) f (x)| = |fn (x)| and we then have
kfn f k = sup |fn (x)|
x[1,3]

= sup |enx |
x[1,3]

= sup enx
x[1,3]

= en 0 as n .
Thus we have uniform convergence in this case. Note that the last step follows from the
observation that enx is strictly decreasing for x 0 with n 0, so that en enx for
all x 1.

Example 4.2 fn (x) = xenx on I = [0, [. Here the interval is unbounded. First we
look at pointwise convergence: fn (0) = 0 and for x > 0 we have that fn (x) 0 as n .
Thus fn (x) 0 pointwise on I. We now need to investigate uniform convergence. Since
the limit function f (x) = 0 we have
kfn f k = sup |xenx |
x[0,[

= sup xenx
x[0,[

because fn (x) 0 for x 0. Now, we have fn0 (x) = (1 nx)enx for x > 0 (observe
that you should never differentiate on closed intervals), and we see that fn0 (x) = 0 when
x = 1/n. Further, fn0 (x) > 0 for 0 < x < 1/n, and fn0 (x) < 0 for x > 1/n, so we conclude
that fn (x) has a maximum at x = 1/n and hence
kfn f k = sup xenx
x[0,[

1
= fn ( )
n
1
=
0 as n .
ne
So we see that the sequence of functions fn (x) = xenx converges uniformly to 0 on the
interval I = [0, [.

Uniform convergence and continuity.

We now come to two important results. The first is the following.

Theorem 5.1 Suppose fn (x) is a sequence of continuous functions on an interval I
and suppose also that fn (x) converges uniformly to f (x) on the interval I. Then the limit
function f (x) is also continuous.
Proof: First note that for x, a I we may write
f (x) f (a) = [f (x) fn (x)] + [fn (x) fn (a)] + [fn (a) f (a)]
from which we obtain (using the triangle inequality)
|f (x) f (a)| |f (x) fn (x)| + |fn (x) fn (a)| + |fn (a) f (a)|

(5.1)

Then note that, because sup |f (x) fn (x)| 0 as n we have for any given choice
xI

of  > 0 a natural number N such that

sup |f (x) fn (x)| <
xI


3

for all n N . We also have

|f (a) fn (a)| <


3

since

|f (a) fn (a)| sup |f (x) fn (x)| < .
3
xI
Using this in equation (5.1), we have, for a given  > 0, a natural number N so that
2
+ |fn (x) fn (a)|
3
for n N . Fix the choice of n N , say n = N . We now use continuity of the fn (x): for
each  > 0 there exists a > 0 such that
|f (x) f (a)|

|fn (x) fn (a)| <


3

whenever |x a| < .

Consequently, for |x | < we have

2
2 
+ |fn (x) fn (a)| <
+ = .
3
3
3
This means that for any  > 0 there exists a > 0 such that
|f (x) f (a)|

|f (x) f (a)| <  whenever |x a| <

and this means that f (x) f (a) as x a. That is, f (x) is continuous at each a I.
Remark: This result is very useful as a quick test for the absence of uniform convergence:
if
(i) fn (x), n = 0, 1, 2, . . . is a sequence of continuous functions (on some interval);
(ii) fn (x) converges pointwise to f (x);
(iii) f (x) is not continuous;
(iv) Then fn (x) does not converge uniformly to f (x).
Example 5.1 fn (x) = enx on [0, 3] is a sequence of continuous functions, converging
pointwise to f (x) defined by
(
1 for x = 0
f (x) =
0 for 0 < x 3,
which is not continuous, and so, by Theorem 4.1, the sequence does not converge uniformly to f (x).
The second result we mention is the following, which is of great use in integrating
series:
9

Theorem 5.2 Suppose that fn (x) is sequence of continuous functions which converges
uniformly to a continuous function f (x) on a bounded interval [a, b]. Then we have
Z b
Z b
Z b
fn (x)dx =
lim fn (x)dx =
f (x)dx.
lim
n

a n

Proof: The proof is quite simple:


 Z b
Z b
Z b

 

 =  (fn (x) f (x))dx

f
(x)dx
f
(x)dx

n

 

a
a
a
Z b
|fn (x) f (x)|dx

a
Z b

kfn f kdx
a
Z b
= kfn f k
1 dx
a

= kfn f k(b a) 0 as n .
Thus:
Z

Z
fn (x)dx

f (x)dx
a

as n if fn f uniformly on I, which is what we wanted to prove.

Remark 5.1 Theorem 5.2 is proved here for continuous functions so that the integrals
exist. It is however possible to replace the word continuous by the word integrable, and
the theorem is still true.
We now give a result about uniform convergence and differentiability: it tells us under
which conditions the limit function f (x) is differentiable whenever the functions of the
sequence fn (x) are differentiable.
Theorem 5.3 Suppose that {fn (x); n = 0, 1, 2, . . . } is a sequence of functions on an
interval I and satisfying the following conditions:
(i) fn (x) is differentiable on I for each n = 0, 1, 2, . . .
(ii) fn (x)converges pointwise to f (x) on I
(iii) fn0 (x) is continuous for each n and fn0 g converges uniformly on I where g(x)
is a continuous function on I.
Then the limit function f (x) is differentiable and f 0 (x) = g(x).

10

This result is very useful, as we shall see, in examining the differentiability of functional
series.
Proof: Because of differentiability we have (for a, x I)
Z x
fn0 (t)dt
fn (x) = fn (a) +
a

Furthermore, since

fn0 (t)

g(t) uniformly on I, we know from Theorem 5.2 that

Z x
Z x
0
fn (t)dt
g(t)dt
a

when n . Also, fn (x) f (x) pointwise as n . From this it follows that

Z x
f (x) = f (a) +
g(t)dt
a

on letting n . Since g(x) is continuous (it is the uniform limit of a sequence of

continuous functions, so it is continuous by Theorem 5.1), the integral exists and is a
primitive function of g(x). Differentiating this last equation, we obtain
f 0 (x) = g(x).
This concludes the proof.

Applications to functional series.

Definition 6.1 A functional series is a series

uk (x)

k=0

where each term of the series uk (x) is a function on an interval I.

We can also define pointwise convergence for functional series:
Definition 6.2 The functional series

uk (x)

k=0

is pointwise convergent for each x I if the limit

X
k=0

uk (x) = lim

exists for each x I.

11

N
X
k=0

uk (x)

Thus, we always define a sequence of partial sums SN (x) given as

SN (x) =

N
X

uk (x)

k=0

so that
S0 (x) = u0 (x),

S1 (x) = u0 (x) + u1 (x),

S2 (x) = u0 (x) + u1 (x) + u2 (x), . . .

and if
lim SN (x)

exists for x then we say that the series

uk (x) = lim SN (x)

N

k=0

converges at x. It converges pointwise on the interval I if

lim SN (x)

exists for each x I.

With these definitions, we deduce from Theorem 4.1 that if the functions uk (x) are all
continuous on I and if the sequence of partial sums SN (x) converges uniformly to S(x)
on I, then S(x) is continuous. However, we would like an efficient way of deciding if
a functional series converges uniformly to a (unique) limit. It is not at all easy to apply
the definition of uniform convergence to an infinite sum of functions, so another method
is desirable. The appropriate result is Weierstrass Majorant Theorem:
Theorem 6.1 Suppose that the functional series

uk (x)

k=0

is defined on an interval I and that there is a sequence of positive constants Mk so

that
|uk (x)| Mk , k = 0, 1, 2, . . .
for all x I. If

Mk

k=0

converges, then

uk (x)

k=0

converges uniformly on I.
12

Proof: If the conditions are fullfilled then we immediately have, from the Comparison
Theorems for Positive Series, that, for each x I, the series

|uk (x)|

k=0

is convergent, so that

uk (x)

k=0

is absolutely convergent, and therefore convergent. This means that

uk (x)

k=0

is pointwise convergent on I, and we denote the limit by S(x). We now show that the
partial sums
SN (x) =

N
X

uk (x)

k=0

converges uniformly to S(x) on I under the conditions of the theorem. We have

S(x) SN (x) =

uk (x)

k=N +1

(all we do is subtract the first N terms from the series). Then it follows that
|S(x) SN (x)|

|uk (x)|

Mk

k=N +1

k=N +1

for each x I, since |uk (x)| Mk for each x I according to our assumption. Then
kS SN kI

Mk .

k=N +1

We also know (by assumption) that

0 as N . Consequently,

k=0

Mk converges, so we must have that

kS SN kI 0 as N ,
and our result is proved.
Corollary 6.1 If
(i) the functional series
S(x) =

uk (x)

converges uniformly on interval I,

k=0

13

k=N +1

Mk

(ii) uk (x) is a continuous function on I for each k = 0, 1, 2, . . . ,

then S(x) is continuous on I.
Proof: Because a finite sum of continuous functions is again a continuous function, it
follows that the partial sums
SN (x) =

N
X

uk (x)

k=0

are continuous functions for N = 0, 1, 2, . . . . Then by Theorem 5.1, we have that S(x) =
limN SN (x) is a continuous function.
Example 6.1 Take the functional series

X
sin kx
k=1

k2

We have


 sin kx  | sin kx|
1

|uk (x)| =  2  =
2
2
k
k
k
since | sin t| 1 for all real t. We know (standard positive series) that

X
1
k2
1

P
converges (series of the form
1/k converge for > 1 and diverge for 1). Hence,
by Weierstrass Majorant Theorem,

X
sin kx

k2

k=1

converges uniformly for all x, and by Corollary 5.1 this series is a continuous function of
x for all x R.
Remark 6.1 One advantage of Weierstrass Majorant Theorem is that we do not have
to calculate the value of the series at each x I in order to decide if we have uniform
convergence. However, a drawback is that the conditions of the theorem are only sufficient to establish uniform convergence, they are not absolutely necessary for uniform
convergence. In the final section of these lecture notes we give a necessary and sufficient
condition for uniform convergence.
Remark 6.2 In our statement of Weierstrass Majorant Theorem, we have not said anything about how to find the constants Mk . Usually we take
Mk = sup |uk (x)|,
xI

but this is not strictly necessary: any sequence (of constants) will do provided that
converges.
14

Mk

Another result of interest is the following:

Theorem 6.2 If
(i) the functional series

uk (x)

converges uniformly on the interval I

k=0

(ii) uk (x) is continuous on I for each k = 0, 1, 2, . . . ,

then
Z
a

!
uk (t) dt =

k=0

Z
X
k=0


uk (t)dt

for all a, x I. In other words, if the series of continuous functions converges uniformly
on I, then the integral of the sum is the sum of the integrals of the functions, just as in
the case of a finite sum.
Proof: See Kompendium om Konvergens.
P
We can also say something about the differentiability of the series
uk (x), using
Theorem 5.3 In this case, as in the previous two theorems, we replace fn (x) by SN (t) and
f (x) by S(t). Thus, we want the following:
SN (x) S(x) pointwise on I
0
SN
(x) G(x) uniformly on I

SN (x) is continuously differentiable for each N

and then we may conclude that S(x) is continuously differentiable with S 0 (x) = G(x). All
we need is to formulate these requirements and result as follows:

X
Theorem 6.3 Suppose that
uk (x) satisfies the following conditions:
k=0

uk (x) converges pointwise on I

k=0

u0k (x) converges uniformly on I

k=0

uk (x) is continuously differentiable for each k

Then

X
k=0

uk (x) is continuously differentiable and

!

X
d X
uk (x) =
u0k (x).
dx k=0
k=0

Proof: See Kompendium om Konvergens.

15

APPENDIX.

7.1

Supremum and Infimum: a recapitulation.

Definition 7.1 Let A R. Then the supremum of A, denoted by sup A, is defined as

the smallest number a R with the property that x a for all x A. In mathematical
shorthand we have
sup A = min{a R : x a for all x A}.
Similarly, the infimum of A, denoted by inf A, is defined as the largest number
b R with the property that x b for all x A. In mathematical shorthand we have
inf A = max{b R : x b for all x A}.
Remark 7.1 Note that in these definitions neither the supremum nor the infimum need
belong to the set A.

Example 7.1
(i) A = [1, 3]. Here we have sup A = 3, inf A = 1, and both these belong to A.
(ii) A =] 1, 3]. Here sup A = 3, inf A = 1, but only inf A belongs to A.
(iii) A =] 1, 3[. Here sup A = 3, inf A = 1, and both are not in A.
(iv) A = [1, [. Here inf A = 1 whereas sup A does not exist.
Definition 7.2 Let f : R R be a function. Then the supremum of f (x) over A is
defined as the smallest number a R with the property that f (x) a for all x A.
In mathematical shorthand we have
sup f (x) = min{a R : f (x) a for all x A}.
xA

Similarly, the infimum of f (x) over A is defined as the largest number b R

with the property that f (x) b for all x A. In mathematical shorthand we have
inf = max{b R : f (x) b for all x A}.

xA

Example 7.2 (i) f (x) = x3 ,

function, we have

A = [1, 3] Then, since f (x) is a strictly increasing

sup f (x) = 27,

xA

16

inf f (x) = 1.

xA

(ii) f (x) = x2 , A = [1, 3] Then note that f (x) = x2 is not strictly increasing on this
interval: it is decreasing on [1, 0] and then strictly increasing on [0, 3]. So we have
sup f (x) = 1,

inf

f (x) = 0

x[1,0]

x[1,0]

and
sup f (x) = 9,

inf f (x) = 0.
x[0,3]

x[0,3]

Combining these two observations, we find that

sup f (x) = 9,

inf

= 0.

x[1,3]

x[1,3]

(iii) f (x) = arctan x, A = R. Here we have a strictly increasing function, and we have
sup f (x) =
xR

,
2

inf f (x) = .
xR
2

It is tempting to take the largest value of a function on an interval as the supremum,

and the least value for the infimum. The last example shows that the neither the supremum nor the infimum need be attainable values of a function. However, we have the
following simple but useful result:
Lemma 7.1 Suppose that f (x) is a real-valued continuous function on the closed,
bounded interval [a, b]. Then
sup f (x) = max{f (x) : x [a, b]},

inf f (x) = min{f (x) : x [a, b]}.

x[a,b]

x[a,b]

That is, the supremum of a continuous function over a closed, bounded interval is equal
to its largest value over that interval, and the infimum is the least value of the function
over the interval.
Proof: Since f (x) is continuous and the interval is closed, then f (x) has a largest value
and a least value on the interval: there exist x1 , x2 [a, b] so that f (x1 ) f (x) f (x2 )
for all x [a, b], and we now see that
sup f (x) = f (x2 ),

inf f (x) = f (x1 ),

x[a,b]

x[a,b]

and the result is proved.

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