CHAPTER IV

SEQUENCE & SERIES OF FUNCTIONS

Institute of Technology of Cambodia

Department of Foundation Year
LIN Mongkolsery
[email protected]

2022-2023
Calculus II ITC 0 / 20
Contents

1 Sequence of Functions

2 Series of Functions

3 Power Series

Calculus II ITC 1 / 20
 Sequence of Functions

Sequence of Functions

1 E be a subset of K = R or C.

Definition 1
Let fn : E → K. The family (fn )n∈N is called sequence of functions on E .

Definition 2 (Pointwise Convergence)

The sequence (fn ) converges pointwise at x0 ∈ E if the numerical
sequence (fn (x0 )) converges as n → +∞. The subset D ⊂ E of such point
x0 is called the set of pointwise convergence of the sequence (fn ). A
sequence (fn ) is said to converge pointwise to f on D if

∀x ∈ D, lim fn (x) = f (x)

n→+∞

In this case, we simply write fn → f .

Calculus II ITC 2 / 20
 Sequence of Functions

Uniform Convergence

Definition 3 (Uniform Convergence)

A sequence (fn ) converges uniformly on D to f if

∀ > 0, ∃N ∈ N, ∀n ≥ N, ∀x ∈ D, |fn (x) − f (x)| < 

In this case, we simply write fn ⇒ f .

Calculus II ITC 3 / 20
 Sequence of Functions

Sequence of Functions

Theorem 1
If (fn ) converges uniformly, then it converges pointwise.

Theorem 2
The sequence (fn ) converges uniformly to f on D if and only if

lim sup (|fn (x) − f (x)|) = 0.

n→+∞ x∈D

Theorem 3
Suppose that for each n, fn is continuous on D. We have

(fn ) ⇒ f on D =⇒ f is continuous on D.

Calculus II ITC 4 / 20
 Sequence of Functions

Sequence of functions

Theorem 4 (Cauchy Criterion)

The sequence (fn ) converges uniformly on E if and only if

∀ > 0, ∃N ∈ N, ∀n, m ≥ N, ∀x ∈ E , |fn (x) − fm (x)| < 

Theorem 5
Suppose fn ⇒ f on a closed interval [a, b]. If for each n, fn is integrable on
[a; b], then so is f and
Z b Z b
lim fn (x)dx = f (x)dx.
n→∞ a a

Calculus II ITC 5 / 20
 Sequence of Functions

Sequence of Functions

Theorem 6
Let (fn ) be a sequence of C 1 (I ) functions. Suppose that there exist
functions f and g on I such that
fn → f on I
fn0 ⇒ g on I
Then f ∈ C 1 (I ) and f 0 = g , that is

d d
lim (fn (x)) = ( lim fn (x))
n→∞ dx dx n→∞
Moreover, fn ⇒ f on I .

Calculus II ITC 6 / 20
 Series of Functions

Series of functions
Definition 4
Let (fn ) be a sequence of functions defined on E and set
n
X
Sn (x) = fk (x), x ∈ E , n ∈ N.
k=1

∞
X
The series fn is said to converge pointwise on D ⊂ E if (Sn )
n=1
converges pointwise on D as n → ∞.
∞
X
The series fn is said to converges uniformly on D if (Sn )
n=1
converges uniformly on D as n → ∞.
∞
X ∞
X
The series fn is said to converge absolutely on D if |fn (x)|
n=1 n=1
Calculus II ITC 7 / 20
 Series of Functions

Series of functions

Theorem 7
∞
X
Let (fn ) be a C 0 (I ) functions. Suppose that fn converges uniformly to
n=1
f on I , then f ∈ C 0 (I ).

Theorem 8 (Term-by-Term integration)

∞
X
Let (fn ) be a sequence of integrable functions on I = [a; b]. If fn
n=1
converges uniformly to f on I , then f is integrable on I and
∞ ∞ Z b
Z b Z b X ! 
X
f (x)dx = fn (x) dx = fn (x) dx
a a n=1 n=1 a

Calculus II ITC 8 / 20
 Series of Functions

Theorem 9 (Term-by-Term differentiation)

Let (fn ) be a sequence of C 1 (I ) functions. Suppose that there exist
functions f and g on I such that
X∞
fn (x) = f (x), ∀x ∈ I
k=1
∞
X
fn0 (x) = g (x), ∀x ∈ I and the convergence is uniform on I
k=1
Then f ∈ C 1 (I ) and f 0 = g , that is
∞ ∞ 
! 
d X X d
fn (x) = (fn (x))
dx dx
i=1 n=1
∞
X
Moreover, fn (x) converges uniformly to f on I .
k=1

Calculus II ITC 9 / 20
 Series of Functions

Theorem 10 (Weierstrass M-Test)

Let (fn ) be a sequence of functions on E and (Mn ) be a nonnegative
sequence of real numbers such that

|fn (x)| ≤ Mn , ∀x ∈ E .
∞
X ∞
X
Assume the numerical series Mn converges. Then fn converges
n=1 n=1
absolutely and uniformly on E .

Theorem 11 (Dirichlet’s Test for Uniform Convergence)

n
X
Let (fn ) and (gn ) be sequence of functions on E . If gk (x) is bounded
k=1
∞
X
and if fn ⇒ 0 and decreases on E then fn gn converges uniformly on E .
n=1

Calculus II ITC 10 / 20
 Series of Functions

Series of functions

Theorem 12 (Abel’s Test for Uniform Convergence)

Let (fn ) and (gn ) be sequence of functions on E . If
1 for each fixed x ∈ E , the sequence (fn (x)) is monotonic,
2 the sequence {fn } is uniformly bounded on E
X∞
3 converges uniformly on E .
n=1
X∞
Then fn gn converges uniformly on E .
n=1

Calculus II ITC 11 / 20
 Power Series

Power Series

Power series are very special series in which the function fn are
polynomials. More precisely,
Definition 5
A power series centered at x0 is a series of the form
∞
X
an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x2 )2 + · · ·
n=0

where (an ) is a numerical sequence and it is called the coefficient of the

series.
The set of all x at which the power series converges is called interval of
convergence.

Calculus II ITC 12 / 20
 Power Series

Power Series
Definition 6
1
We define R = p ∈ [0, ∞] be the radius of convergence
limn→∞ sup n |an |
∞
X
of the power series an (x − x0 )n .
n=0

Theorem 13
∞
X
Let R be the radius convergence of the power series an (x − x0 )n . Then
n=0
the series
1 converges absolutely for all x with |x − x0 | < R;
2 diverges for all x with |x − x0 | > R
3 may converge or diverge at x0 − R and x0 + R.
Calculus II ITC 13 / 20
 Power Series

Theorem 14
If the limit
|an |
R = lim
n→∞ |an+1 |
exists, then R is the radius of convergence of the power series
X∞
an (x − x0 )n .
n=0

Theorem 15
∞
X
If f (x) = an (x − x0 )n is a power series with positive radius of
n=0
convergence R > 0, then f ∈ C ∞ (x0 − R; x0 + R) and
∞
X
(k)
f (x) = n(n − 1) · · · (n − k + 1)an (x − x0 )n−k
n=k

Calculus II ITC 14 / 20
 Power Series

Power Series
Theorem 16
∞
X
Let f (x) = an (x − x0 )n and a, b ∈ R, a < b.
n=0
1 If the power series converges at a and at b, then
Z b ∞
X Z b
f (x)dx = an (x − x0 )n dx
a n=0 a

∞
X (x − x0 )n+1
2 If the power series an converges to f (x) on [a; b),
n+1
n=0
then f (x) is improperly integrable on [a; b) and
Z b ∞
X Z b
f (x)dx = an (x − x0 )n dx
a n=0 a

Calculus II ITC 15 / 20
 Power Series

Theorem 17
∞
X
Let f (x) = an x n with radius of convergence R1 > 0,
n=0
X∞
g (x) = bn x n with radius convergence R2 > 0
n=0
n
X
cn = an + bn and dn = ak bn−k . Then
k=0
∞
X
1 the series cn x n = f (x) + g (x) with radius convergence
n=0
R3 ≥ min{R1 ; R2 }. If R1 6= R2 , then R3 = min{R1 ; R2 }.
∞
X
2 the series dn x n = f (x)g (x) with radius of convergence
n=0
R4 ≥ min{R1 ; R2 }.

Calculus II ITC 16 / 20
 Power Series

Power Series

Definition 7
A function f is said to be analytic on an open interval (a, b) if given
x0 ∈ (a, b) there is a power series centered at x0 which converges to f near
x0 .

Theorem 18 (Uniqueness)
∞
X
If f (x) = an (x − x0 )n on (x0 − R; x0 + R), then
n=0
f ∈ C ∞ (x0 − R; x0 + R) and

f (n) (x0 )
an = ,
n!
for n = 0, 1, . . . .

Calculus II ITC 17 / 20
 Power Series

Power Series

Definition 8
Let f (x) ∈ C ∞ (a, b) and x0 ∈ (a, b)
1 The Taylor series of f centred at x0 is the series
∞
X f (n) (x0 )
f (x) = (x − x0 )n
n!
n=0

2 The remainder term of order n of the Taylor series of f centred at

x0 is the function
n−1 (k)
X f (x0 )
Rn (x) = Rnf ,x0 (x) = f (x) − (x − x0 )k .
k!
k=0

Calculus II ITC 18 / 20
 Power Series

Power Series

Theorem 19
A function f ∈ C ∞ (a, b) is analytic on (a, b) if and only if given
x0 ∈ (a, b) there is an interval (c; d) containing x0 such that the remainder
term Rnf ,x0 converges to zero for all x ∈ (c; d).

Theorem 20
Let f ∈ C ∞ (a, b). If there is an M > 0 such that f (n) (x) ≤ M n for all
x ∈ (a, b) and n ∈ N, then f is analytic on (a, b). In fact, for each
x0 ∈ (a, b),
∞
X f (n) (x0 )
f (x) = (x − x0 )n
n!
n=0

holds for all x ∈ (a, b).

Calculus II ITC 19 / 20
 Power Series

Power Series

Theorem 21 (Abel’s Theorem)

∞
X
Let R > 0 be the radius of convergence of f (x) = an (x − x0 )n .
n=0
∞
X
1 If an R n converges, then
n=0
∞
X
lim f (x) = an R n
x→(x0 +R)−
n=0
∞
X
2 If (−1)n an R n converges, then
n=0
∞
X
lim f (x) = (−1)n an R n
x→(x0 −R)+
n=0

Calculus II ITC 20 / 20