Sequences and Series of Functions -1

Consider sequences and series whose terms depend on a variable, i.e., those whose
terms are real valued functions defined on an interval as domain. The sequences
and series are denoted by {fn} and ∑fn respectively.
Point-wise Convergence
Definition. Let {fn}, n = 1, 2, 3,…be a sequence of functions, defined on an interval
I, a ≤ x ≤ b. If there exits a real valued function f with domain I such that
f(x) = lim {fn(x)}, ∀ x ∈I
n →∞

Then the function f is called the limit or the point-wise limit of the sequence {fn}
on [a, b], and the sequence {fn} is said to be point-wise convergent to f on [a, b].
Similarly, if the series ∑fn converges for every point x∈I, and we define
∞
f(x) = ∑f
n =0
n ( x) , ∀ x ∈ [a, b]

the function f is called the sum or the point-wise sum of the series ∑fn on [a, b].
Definition. If a sequence of functions {fn} defined on [a, b], converges poinwise
to f , then to each ∈ > 0 and to each x ∈ [a, b], there corresponds an integer N such
that
|fn(x) − f(x) | < ∈, ∀ n ≥ N (1.1)
Remark:
1. The limit of differentials may not equal to the differential of the limit.
sin nx
Consider the sequence {fn}, where fn(x) = , (x real).
n
It has the limit
f(x) = lim fn(x) = 0
n →∞

∴ f ′(x) = 0, and so f ′(0) = 0

1
But
f n′ ( x ) = n cos nx
so that
f n′ (0) = n →∞ as n→∞

Thus at x = 0, the sequence { f 'n ( x )} diverges whereas the limit function f ′(x) = 0,
2. Each term of the series may be continuous but the sum f may not.
Consider the series
∞
x2
∑ f n , where fn(x) = (1 + x 2 ) n
(x real)
n =0

At x = 0, each fn(x) = 0, so that the sum of the series f(0) = 0.

For x ≠ 0, it forms a geometric series with common ratio 1/(1 + x2), so that
its sum function f(x) = 1 + x2.
Hence,
⎧⎪1 + x 2 , x ≠ 0
f(x) = ⎨
⎪⎩0 , x=0
3. The limit of integrals is not equal to the integral of the limit.
Consider the sequence {fn}, where
fn(x) = nx(1 − x2)n, 0 ≤ x ≤ 1, n = 1, 2, 3,…
For 0 < x ≤ 1, lim fn(x) = 0
n →∞

At x = 0, each fn(0) = 0, so that lim fn(0) = 0

n →∞

Thus the limit function f(x) = lim fn(x) = 0, for 0 ≤ x ≤ 1

n →∞

1
∴ ∫ f (x ) dx = 0
0

Again,
1 1
n
∫ f n (x ) dx = ∫ nx(1 − x ) dx =
2 n

0 0
2n + 2

2
so that
⎧⎪ 1 ⎫⎪ 1
lim ⎨∫ f n ( x ) dx ⎬ =
n →∞ ⎪ ⎪⎭ 2
⎩0
Thus,
⎧⎪ 1 ⎫⎪ 1 1
lim ⎨∫ f n dx ⎬ ≠ ∫ f dx = ∫ ⎡ lim {f n }⎤ dx
n →∞ ⎪ ⎪⎭ 0 ⎢⎣n →∞ ⎥⎦
⎩0 0

Uniform Convergence

Definition. A sequence of functions {fn} is said to converge uniformly on an

interval [a, b] to a function f if for any ε > 0 and for all x ∈ [a, b] there exists an
integer N (independent of x but dependent on ε) such that for all x∈[a, b]
|fn(x) − f(x)| < ε, ∀ n ≥ N (1)
Remark. Every uniformly convergent sequence is pointwise convergent, and the
uniform limit function is same as the pointwise limit function. But the converse is
not true. However non-pointwise convergence implies non-uniform convergence .
Definition. A series of functions ∑fn is said to converge uniformly on [a, b] if the
sequence {Sn} of its partial sums, defined by
n
Sn(x) = ∑ f i (x)
i =1

converges uniformly on [a, b].

Definition. A series of functions ∑fn converges uniformly to f on [a, b] if for ∈ > 0
and all x ∈ [a, b] there exists an integer N (independent of x and dependent on ε)
such that for all x in [a, b]
|f1(x) + f2(x) + … + fn(x) − f(x)| < ε, for n ≥ N

3
Theorem (Cauchy’s Criterion for Uniform Convergence). The sequence of
functions {fn} defined on [a, b] converges uniformly on [a, b] if and only if for
every ε > 0 and for all x ∈ [a, b], there exists an integer N such that
|fn+p(x) − fn(x) | < ε, ∀ n ≥ N, p ≥ 1 …(1)
Proof. Let the sequence {fn} uniformly converge on [a, b] to the limit function f, so
that for a given ε > 0, and for all x ∈ [a, b], there exist integers n1, n2 such that
| fn(x) − f(x)| < ε/2, ∀ n ≥ n1
and
|fn+p(x) − f(x)| < ε/2, ∀ n ≥n2, p ≥ 1
Let N = max (n1, n2).
∴ |fn+p(x) − fn(x)| ≤ |fn+p(x) − f(x)| + |fn(x) − f(x)|
< ε/2 + ε/2 = ε, ∀ n ≥ N, p ≥ 1
Conversely. Let the given condition hold so by Cauchy’s general principle of
convergence, {fn} converges for each x ∈ [a, b] to a limit, say f and so the sequence
converges pointwise to f.
For a given ε > 0, let us choose an integer N such that (1) holds. Fix n, and
let p→∞ in (1). Since fn+p→f as p → ∞, we get
|f(x) − fn(x)| < ε ∀ n ≥ N, all x ∈[a, b]
which proves that fn(x) → f(x) uniformly on [a, b].
Remark. Other form of this theorem is :
The sequence of functions {fn} defined on [a, b] converges uniformly on [a, b] if
and only if for every ε > 0 and for all x ∈ [a, b], there exists an integer N such that
|fn(x) − fm(x)| < ε, ∀ n, m ≥ N
Theorem 2. A series of functions ∑fn defined on [a, b] converges uniformly on
[a, b] if and only if for every ε > 0 and for all x∈[a, b], there exists an integer N
such that
|fn+1(x) + fn+2(x) +…+ fn+p(x)| < ε, ∀ n ≥ N, p ≥ 1 …(2)
Proof. Taking the sequence {Sn} of partial sums of functions ∑fn , defined by

4
 n
Sn(x) = ∑ f i (x)
i =1

And applying above theorem, we get the result.

Example . Show that the sequence {fn}, where

nx
fn(x) = , for x ∈ [a, b] .
1+ n 2x2
is not uniformly convergent on any interval [a, b] containing 0.
Solution. The sequence converges pointwise to f, where f(x) = 0, ∀ real x.
Let {fn} converge uniformly in any interval [a, b], so that the pointwise limit is also
the uniform limit. Therefore for given ε>0, there exists an integer N such that for all
x∈[a, b], we have
nx
− 0 < ε, ∀n≥N
1+ n2x2
1
If we take ε = , and t an integer greater than N such that 1/t ∈ [a, b], we find on
3
taking n = t and x = 1/t, that
nx 1 1
2 2
= </ = ∈.
1+ n x 2 3
which is a contradiction and so the sequence is not uniformly convergent in the
interval [a, b], having the point 1/t. But since 1/t→0, the interval [a, b] contains 0.
Hence the sequence is not uniformly convergent on any interval [a, b] containing 0.
Example . The sequence {fn}, where
fn(x) = xn
is uniformly convergent on [0, k], k < 1 and only pointwise convergent on [0, 1].
Solution.
⎧0, 0 ≤ x <1
f(x) = lim f n ( x ) = ⎨
n →∞
⎩1, x =1
Thus the sequence converges pointwise to a discontinuous function on [0, 1]
Let ε > 0 be given.

5
 For 0 < x ≤ k < 1, we have
|fn(x) − f(x)| = xn < ε
if
n
⎛1⎞ 1
⎜ ⎟ >
⎝x⎠ ε
or if
n > log (1/ε)/log(1/x)
This number, log (1/ε)/log (1/x) increases with x, its maximum value being
log (1/ε)/log(1/k) in ]0, k], k > 0.
Let N be an integer ≥ log (1/ε)/log(1/k).
∴ |fn(x) − f(x)| < ε, ∀ n ≥ N, 0 < x < 1
Again at x = 0,
|fn(x) − f(x)| = 0 < ε, ∀ n≥1
Thus for any ε > 0, ∃ N such that for all x∈[0, k], k < 1
|fn(x) − f(x)| < ε, ∀n≥N
Therefore, the sequence {fn} is uniformly convergent in [0, k], k < 1.
However, the number log (1/ε)/log (1/x)→∞ as x→1 so that it is not
possible to find an integer N such that |fn(x) − f(x)| < ε, for all n ≥ N and all x in
[0, 1]. Hence the sequence is not uniformly convergent on any interval containing
1 and in particular on [0, 1].
Example . Show that the sequence {fn}, where
1
fn(x) =
x+n
is uniformly convergent in any interval [0, b], b > 0.
Solution. The limit function is
f(x) = lim fn(x) = 0 ∀ x ∈ [0, b]
n→

so that the sequence converges pointwise to 0.

For any ε > 0,

6
 1
|fn(x) − f(x)| = <ε
x+n
if n > (1/ε) − x, which decreases with x, the maximum value being 1/ε.
Let N be an integer ≥ 1/ε, so that for ε > 0, there exists N such that
|fn(x) − f(x)| < ε, ∀n≥N
Hence the sequence is uniformly convergent in any interval [0, b], b > 0.
2
Example . The series ∑fn, whose sum to n terms, Sn(x) = nxe −nx , is pointwise and
not uniformly convergent on any interval [0, k], k > 0.
Solution. The pointwise sum S(x) = lim Sn(x) = 0, for all x ≥ 0. Thus the series
n →∞

converges pointwise to 0 on [0, k].

Let us suppose, if possible, the series converges uniformly on [0, k], so that
for any ε > 0, there exists an integer N such that for all x ≥ 0,
2
|Sn(x) − S(x)| = nxe −nx < ∈, ∀n≥N …(*)

Let N0 be an integer greater than N and e2ε2, then for x = 1/ N 0 and n = N0, (*)

gives
√N0/e < ε ⇒ N0 < e2ε2
so we arrive at a contradiction. Hence the series is not uniformly convergent on
[0, k].
Note . The interval of uniform convergence is always to be a closed interval, that is
it must include the end points. But the interval for pointwise or absolute
convergence can be of any type.
Theorem 3. Let {fn} be a sequence of functions, such that
lim fn(x) = f(x), x ∈ [a, b]
n →∞

and let
Mn = Sup |fn(x) − f(x)|
x∈[ a ,b ]

Then fn→f uniformly on [a, b] if and only if Mn→0 as n→∞.

7
Proof. Let fn → f uniformly on [a, b], so that for a given ε>0, there exists an integer
N such that
|fn(x) − f(x)| < ε, ∀ n ≥ N, ∀ x ∈ [a, b]
⇒ Mn = Sup |fn(x) − f(x)| ≤ ε, ∀n≥N
x∈[ a ,b ]

⇒ Mn → 0, as n→ ∞
Conversely. Let Mn → 0, as n → ∞, so that for any ε > 0, ∃ an integer N such that
Mn < ε, ∀n≥N
⇒ Sup |fn(x) − f(x)| < ε, ∀n≥N
x∈[ a ,b ]

⇒ |fn(x) − f(x)| < ε, ∀ n ≥ N, ∀ x ∈ [a, b]

⇒ fn → f uniformly on [a, b].
Example. Show that 0 is a point of non-uniform convergence of the sequence {fn},
where fn(x) = 1−(1 − x2)n.
Solution. We have
Mn = sup {|fn(x) − f(x)| : x ∈]0, √[}
= sup {(1−x2)n: x ∈] 0, √2[}
n
⎛ 1⎞ ⎡ 1 ⎤
≥ ⎜1 − ⎟ ⎢Taking x = n ∈]0, 2⎥
⎝ n⎠ ⎣ ⎦
1
→ as n→∞.
e
Thus Mn cannot tend to zero as n→∞.
It follows that the sequence is non-uniformly convergent.
Also as n→∞, x→0 and consequently 0 is a point of non-uniform convergence.
Example . Prove that the sequence {fn}, where
x
fn(x) = , x real
1 + nx 2
converges uniformly on any closed interval I.
Here pointwise limit,

8
 f(x) = lim fn(x) = 0, ∀x
n →∞

x
Mn = Sup | f n ( x ) − f ( x ) | = Sup
x∈I x∈I 1 + nx 2
1
= →0 as n → ∞
2 n
Hence {fn} converges uniformly on I.
⎡ x 1 1 ⎤
⎢⎣1 + nx 2 attains the maximum value 2 n at x = n , i.e. at the origin.⎥
⎦
Example . Show that the sequence {fn}, where
2
fn(x) = nxe −nx , x ≥ 0
is not uniformly convergent on [0, k], k > 0
Solution. f(x) = lim fn(x) = 0, ∀x≥0
n →∞

2 n 1
Also nxe −nx attains maximum value at x =
2e 2n
Now
Mn = Sup |fn(x) − f(x)|
x∈[ 0,k ]

2 n
= Sup nxe −nx = → ∞ as n→∞
x∈[ 0,k ] 2e

Therefore the sequence is not uniformly convergent on [0, k].

Example. Prove that the sequence {fn}, where fn(x) = xn−1 (1 −x) converges
uniformly in the interval [0, 1].
Solution. Here f(x) = lim xn−1 (1 −x) = 0 ∀ x ∈[0, 1].
n →∞

Let y = |fn(x) − f(x)| = xn−1 (1−x)

Now y is maximum or minimum when
dy
= (n − 1) x n −2 (1 − x) − xn−1 = 0
dx
xn−2 [(n −1) (1−x)−x] = 0

9
 n −1
or x = 0 or .
n
d2y n−
A so 2
= − ve when x =
dx n
n −1
⎛ 1⎞ ⎛ n −1⎞ 1
∴ Mn = max y = ⎜1 + ⎟ ⎜1 − ⎟ → × 0 = 0 as n→∞.
⎝ n⎠ ⎝ n ⎠ e
Hence the sequence is uniformly convergent on [0, 1] by Mn-test.
Example. Show that 0 is a point of non-uniform convergence of the sequence {fn},
where fn(x) = 1−(1 − x2)n.
Solution. Here
⎧0 when x = 0
f(x) = lim f n ( x ) = ⎨
⎩1 when 0 < 1 | x |< 2
n →∞

Suppose, if possible, that the sequence is uniformly convergent in a

neighborhood ]0, k[ of 0 where k is a number such that 0 < k < 2 . There exists
therefore a positive integer m such that

|fm(x) − f(x)| < 1 , taking ∈ = 1 ,

2 2

i.e. if (1 −x2)m < 1 for every x∈]0, k[.

2

Since (1−x2)m→1 as x→0, we arrive at a contradiction. Hence 0 is point of

non-uniform convergence of the sequence.
Example. Test for uniform convergence the series
∞

∑ xe
n =0
− nx
in the closed interval [0, 1].

n −1
x (−11 / e nx )
Solution. Here fn(x) = ∑ xe −nx =
n =1 1 − 1/ ex
xe x ⎛ 1 ⎞
= x ⎜1 + nx ⎟
e −1⎝ e ⎠

10
 ⎧0 where x = 0
⎪ x
Now f(x) = lim f n ( x ) = ⎨ xe
⎪ e x − 1 when 0 < x ≤ 1
n →∞

⎩
We consider 0 < x ≤ 1. We have
Mn = sup {|fn(x) − f(x) : x ∈ [0, 1]}

⎧ xe x ⎫
= sup ⎨ : x ∈ [0,1]⎬
⎩ (e − 1)e
x nx
⎭
1 / n.e1 / n ⎛ 1 ⎞
≥ ⎜ Taking x = ∈ [0,1] ⎟
(e1 / n − 1)e ⎝ n ⎠
1 / n e1 / xn ⎡ 0⎤
Now lim 1 / n ⎢⎣Form
n →∞ (e − 1) 0 ⎥⎦
1 / ne1 / n (−1 / n 2 ) + (−1 / n 2 )e1 / n
= lim
n →∞ e.e1 / n − (−1 / n 2 )
(1 / n + 1) (0 + 1) 1
= lim = = .
n →∞ e e e
Thus Mn does not tend zero as n→∞.
Hence the sequence is non-uniformly convergent by Mn-test.
Here 0 is a point of non-uniform convergence.
Example . The sequence {fn}, where
nx
fn(x) =
1+ n 2x2
is not uniformly convergent on any interval containing zero.
Solution. Here
lim fn(x) = 0, ∀x
n →∞

nx 1 1 1
Now 2 2
attains the maximum value at x = ; tending to 0 as
1+ n x 2 n n
n→∞. Let us take an interval [a, b] containing 0.
Thus

11
 Mn = Sup |fn(x) − f(x)|
x∈[ a ,b ]

nx
= Sup
x∈[ a ,b ] 1+ n2x2
1
= , which does not tend to zero as n→∞.
2
Hence the sequence {fn} is not uniformly convergent in any interval
containing the origin.

Theorem 4. (Weierstrass’s M-test). A series of functions ∑fn will converge

uniformly (and absolutely) on [a, b] if there exists a convergent series ∑Mn of
positive numbers such that for all x ∈[a, b]
|fn(x)| ≤ Mn, for all n
Let ε > 0 be a positive number.
Since ∑Mn is convergent, therefore there exists a positive integer N such
that
|Mn+1 + Mn+2 + …+ Mn+p| < ε ∀ n ≥ N, p ≥ 1 …(1)
Hence for all x∈ [a, b] and for all n ≥ N, p ≥ 1, we have
|fn+1(x) + fn+2(x) + …+ fn+p(x)| ≤ |fn+1(x)| + |fn+2(x)| + …+ |fn+p(x)| …(2)
≤ Mn+1 + Mn+2 + … + Mn+p
<ε …(3)
(2) and (3) imply that ∑fn is uniformly and absolutely convergent on [a, b].
Example. Test for uniform convergence the series.
x x
(i) ∑ (n + x 2 2
)
, (ii) ∑ n (1 + nx 2
)
x
Solution. (i) Here un(x) = .
(n + x 2 ) 2

12
 du n ( x )
Now un(x) is maximum or minimum when =0
dx
or (n + x2)2 − 4x2 (n + x2) = 0
3x4 + 2nx2 − n2 = 0

n n
or x2 = i.e. x = .
3 3
d 2 u n (x) n
If will be seen that is −ve when x = .
dx 2 3

n
3 3 3
Hence Max un(x) = 2
= = Mn .
⎛ n⎞ 16n 3 / 2
⎜n + ⎟
⎝ 3⎠
Therefore |un(x)| ≤ Mn.
But ∑ Mn is convergent.
Hence the given series is uniformly convergent for all values of x by Weierstrass’s
M test.
(ii) Here un(x) is Maximum or minimum when
n(1 + nx2) − 2n2x2 = 0 or x = ± 1/√(n).
1
It can be easily shown that x = makes un(x) a maximum.
n
1/ n 1
Hence Max un(x) = = = M n . But ∑ Mn is convergent.
n (1 + 1) 2.n 3 / 2
Hence the given series is uniformly convergent for all values of x by
Weierstrass’s M-test.

∞
x
Example :- Consider ∑ n (1 + nx 2 ) , x ∈R.
n =1

We assume that x is +ve, for if x is negative, we can change signs of all the terms.
We have

13
 x
fn(x) =
n (1 + nx 2 )

and f n′ ( x ) = 0
1
implies nx2 = 1. Thus maximum value of fn(x) is
2n 3 / 2
1
Hence fn(x) ≤
2n 3 / 2
∞
1 x
Since ∑ n3 / 2 is convergent, Weierstrass’ M-Test implies that ∑ n (1 + nx 2 ) is
n =1

uniformly convergent for all xεR.

∞
x
Example :- Consider the series ∑ (n + x 2 ) 2 , x εR. We have
n =1

x
f n′ ( x ) =
(n + x 2 ) 2

(n + x 2 ) 2 − 2 x (n + x 2 )2 x
and so fn(x) =
(n + x 2 ) 4

Thus f n′ ( x ) = 0 gives
x4 + x2 + 2nx2 − 4nx2 − 4x4 = 0
− 3x4 − 2nx2 + n2 = 0
or 3x4 + 2nx2 − n2+ = 0

n n
or x2 = or x =
3 3

3 3 1
Also f n′′ ( x ) is −ve. Hence maximum value of fn(x) is 2
. Since ∑ is
16n n2
convergent, it follows by Weierstrass’s M-Test that the given series is uniformly
convergent.

14
 x
Example . The series ∑ n p + x 2n q converges uniformly over any finite interval [a,

b], for (i) p > 1, q ≥ 0 (ii) 0 < p ≤ 1, p + q > 2

(i) When p > 1, q ≥ 0
x α
|fn(x)| = p 2 q
≤ p
n +x n n
where α ≥ max {|a|, |b|}.
The series ∑(α / np) converges for p > 1.
Hence by M-test, the given series converges uniformly over the interval [a, b].
(ii) When 0 < p ≤ 1, p + q > 2.
1
|fn(x)| attains the maximum value at the point, where x2n4 = np
1 ( p +q )
2n 2
1
∴ |fn(x)| ≤
1 ( p +q )
2n 2
1
The series ∑ 1 ( p+q )
converges for p + q > 2. Hence by M-test, the given series
2n 2
converges uniformly over any finite interval [a, b].
Example . Test for uniform convergence, the series
2x 4x 3 8x 7 1 1
2
+ 4
+ 8
+ ...,− ≤ x ≤
1+ x 1+ x 1+ x 2 2
n −1
2n x 2
Solution. The nth term fn(x) = n
1+ x2
n −1
| fn(x)| ≤ 2n( α) 2
1
where |x| ≤ α ≤ .
2
n −1
The series ∑2n( α) 2 converges, and hence by M-test the given series

⎡ 1 1⎤
converges uniformly on ⎢− , ⎥ .
⎣ 2 2⎦

15