C4.

2 Riemann Integration and Series of Functions

Unit-4 Marks: 25, Contact hrs:25

1. Pointwise and uniform convergence of sequence of functions.
2. Theorems on continuity, derivability and integrability of the limit function of a sequence of
functions.
3. Series of functions;
4. Theorems on the continuity and derivability of the sum function of a series of functions;
5. Cauchy criterion for uniform convergence and Weierstrass M-Test.

Text Books:

1. R. Bartle and D.R. Sherbert, Introduction to Real Analysis, John Wiley and Sons,2003.
2. S.R. Ghorpade and B.V. Limaye, A Course in Calculus and Real Analysis, Springer, 2006.
3. A. Kumar & S. Kumaresan , A Basic Course in Analysis . CRC Press, 2014
4. K.A. Ross, Elementary Analysis, The Theory of Calculus, Undergraduate Texts in Mathematics,
Springer(SIE), Indian reprint,2004.

Reference Books:
1. Charles G. Denlinger, Elements of Real Analysis, Jones & Bartlett (Student Edition), 2011.

Guideline
Unit 1,2,3 [3] Chapter 6
Unit 4 [3] Chapter 7
Unit 5 [1] Chapter 9.4; [4] Chapter 4

Part 1

1. Pointwise and uniform convergence of sequence of functions.

Part 2

2. Series of functions;
3. Cauchy criterion for uniform convergence and Weierstrass M-Test.

Part 3
4. Theorems on continuity, derivability and integrability of the limit function of a sequence of
functions.
 5. Theorems on the continuity and derivability of the sum function of a series of functions;

PART-1
Pointwise Convergence:

Suppose { f n }, n=1 ,2 , 3 … . is a sequence of functions defined on an interval

I ,a ≤ x ≤ b . To each point ξ ∈ I , there corresponds a sequence of numbers ¿ with
terms f 1 ( ξ ) , f 2 ( ξ ) , f 3 ( ξ ) …

Further let us suppose that the sequence of numbers { f n ( ξ ) } converges for every ξ ∈ I .

Let { f n ( ξ ) } converges to f (ξ) . This way let the sequence at all points ξ , η ,ζ , … of I
converges to f ( ξ ) , f ( η ) , f ( ζ ) , … (1)

We now define in a natural way a real valued function f with domain I and range the
set defined by (1) so that its value f (η) for x ∈ I is lim { f n ( η ) }
n→∞

Thus f ( x )= lim {f n ( x ) } , ∀ x ∈ I
n→ ∞
The function f so defined is referred to as the limit or pointwise limit of the sequence
{ f n } on [a , b] and the sequence { f n } is said to be pointwise convergent to f on [a , b].

Similarly if the series ∑ f n converges for every point x ∈ I and we define

∞
f ( x )=∑ f n (x )∀ x ∈[a , b]
n=0

The function f is called the sum or the pointwise sum of the series ∑ f n on [ a , b ].

Thus if f is the pointwise limit of a sequence of functions { f n } defined on [ a , b ] then

to each ε and to each x ∈ [ a , b ] , there corresponds an integer m such that
|f n ( x ) −f (x )|< ε ∀ n ≥ m
[[Pointwise and uniform convergence of sequence of functions.

Let f n : X → R be a sequence of functions from a set X to R and f : X → R be a

finction. The sequence {f n (x )} converges to f (x) pointwise on X if for given ε > 0,
∃ a positive number m such that
|f n (x )−f ( x)|< ε, ∀ n ≥ m. and ∀ x ∈ X
]]

Examples:

Uniform convergence on an interval:

 A sequence of functions { f n } 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 ] ,
|f n ( x ) −f (x )|< ε ∀ n ≥ N

Difference between pointwise convergence and uniform convergence:

In case of pointwise convergence for each ε > 0 and for each x ∈ [ a , b ] there exists an
integer N (depending on ε and x both) such that
|f n ( x ) −f (x )|< ε , ∀ n ≥ N
Whereas in uniform convergence for each ε > 0 it is possible to find one integer N
(dependent of ε alone) which will do for all x ∈[a , b ].

If a sequence converges pointwise to f then for a given ε > 0 each point x i of [ a , b ]

determines an integer N i such that
|f n ( xi ) −f (x i)|< ε , ∀ n ≥ N i
Consideration of all points of [a , b] give rise to a sequence of integers
N1 , N 2, N3 , …
In case the sequence { N i } is bounded above, with supremum N , say, then
|f n ( xi ) −f ( x i)|< ε , ∀ x i ∈ [ a , b ] when n ≥ N , and so the given sequence { f n}
converges uniformly on [ a , b ].
If no such N exists the sequence {f n } is not uniformly convergent.

Remarks: Every uniformly convergent sequence is pointwise convergent but the converse may not be
true. i.e. every pointwise convergent sequence may not be uniformly convergent.

nx
Example 1. Show that the sequence {f n } where f n ( x )= 2 2 does not converge uniformly on any
1+n x
interval containing 0. [2022]

Solution:
We have
x
lim nx lim
n→∞ n
lim f n ( x )= n → ∞ 2 2 =
n→∞ 1+n x 1 2
+x
n2

For x=0 , lim f n ( x )=0

n→∞
 x .0
For x ≠ 0 , lim f n ( x )= 2
=0
n→∞ 0+ x
∴ lim f n ( x )=0 ∀ x
n →∞

Thus { f n } converges pointwise to the zero function.

Let I be any interval containing 0 and let if possible {f n } be uniformly

convergent on I so that the pointwise limit is also the uniform limit.
∴ given ε > 0 there exists a positive integer N such that ∀ x ∈ [ a , b ]
|f n ( x ) −0|< ε ∀n≥N

⇒
1+n x|
nx
2 2
−0 <ε
|
∀n≥N

⇒
1+n x|
nx
2 2 |
<ε ∀ n≥ N

n|x|
⇒ 2 2
<ε ∀n≥N (1)
1+n x
1
We assume ε <
2
1 −1
Now we can find a positive integer n such that n ≥ N and either or lies in I .
n n
Because I contains 0.
1 −1
Then for x= or , x∈ I
n n
We have
1
n
n|x| 1 n
= = ≮ε
1+ n x 1+ n2 1 2
2 2

n2
Which contradicts (1) and hence {f n } is not uniformly convergent on I .

Example 2.
Show that the sequence { f n }, where f n ( x )=x is uniformly convergent on [0 , k ], k < 1 and only
n

pointwise convergent on [0,1].

[[ Let f n : R → R be defined by f n ( x )=x . Since {an } is not bounded if |a|>1, it follows that the
n

sequence {f n } is not convergent on R .]]

Example 3. Show that the sequence { f n } , where f n ( x )=nx e−n x , x ≥ 0 is not uniformly convergent on
2

[ 0 , k ] , k >0.

1
Example 4. Show that the sequence { f n }, where f n ( x )= is uniformly convergent on [0 , k ], k > 0.
x +n

Examples of pointwise convergent sequences:

 x
(a) Let f n ( x )= , x ∈ R
n
(b)

{
−∞ < x ≤ 0
0
1
nx 0 ≤ x ≤
f n ( x )= n
1
1 x≥
n
Let a ≤ 0. Then, for n ∈ N , f n (a)=0. Hence the sequence f n ( a ) → 0 for a ≤ 0.

(c) Consider for n ≥ 2

{
1
nx if 0 ≤ x ≤
n
f n ( x )= n ( 2n −x) 1
if ≤ x ≤
n
2
n
2
0, if x ≥ ∧x< 0
n

(d) f n ( x )= {10 −n ≤ x ≤ n
|x|>n

7.3.6 A test for uniform convergence of sequence:

(A) Theorem:
Let { f n } be a sequence of functions such that nlim f n ( x )=f ( x ) for x ∈ [ a , b ] and let
→∞

M n=¿ ¿|f n ( x )−f (x )|

¿
¿

Then the sequence { f n } converges to f uniformly on [ a , b ] iff M n → 0 as n → ∞ .

Proof:
Let { f n } converges to f uniformly on [a , b].
∴ for given ε > 0, ∃ a positive integer N such that
|f n ( x ) −f ( x )|<ε , ∀ n ≥ N , ∀ x ∈[a , b]
⇒ ¿ |f n ( x ) −f ( x)|≤ ε
¿ x ∈ [ a , b] ¿ ¿
⇒ M n ≤ ε, ∀n≥N
⇒ M n →0 as n → ∞

Conversely let M n → 0 as n → ∞
∴ Given ε > 0, ∃ a positive integer N such that
|M n−0|< ε, ∀n≥N
 ⇒ M n< ε ∀n≥N
⇒ ¿ |f n ( x )−f ( x)|< ε , ∀ n ≥ N
¿ x ∈ [ a , b] ¿ ¿
⇒|f n ( x )−f ( x )|< ε ∀ x ∈[a , b], ∀n≥N
⇒ { f n } converges to f uniformly on [a , b].

x
Exercise 8: Prove that the sequence { f n } where f n ( x )= 2 converges uniformly on any closed
1+n x
interval I .
Solution:
x
Here f n ( x )= 2
1+n x
lim x
⇒ lim f n ( x )=
n →∞
=0 ∀ x∈R
2
n→∞ 1+n x

Let
M n=¿ ¿|f n ( x )−0|
¿
¿
¿ ¿
| |
x
x ∈ I 1+n x 2

≤ ¿
| |
x ∈ R 1+n x 2
x

x
Now f n ( x )= 2
1+n x

d f n ( x ) 1+n x 2−x .2nx 1−n x 2

⇒ = 2
= 2
dx ( 1+ n x 2 ) ( 1+n x 2 )
2
d 2 f n (x ) ( 1+ n x 2 ) (−2 nx ) −( 1−n x 2 ) 2 ( 1+ n x 2 ) .2 nx
⇒ 2
= 4
dx ( 1+n x 2)
−2 nx ( 1+n x 2 +2−2 n x 2)
¿ 3
( 1+n x 2)
−2 nx ( 3−n x 2)
¿ 3
( 1+n x 2 )

d f n(x)
=0
dx
2
1−n x
⇒ 2
=0
( 1+n x 2 )
 1
⇒ x=±
√n
1
For x=
√n

2
d f n (x)
=
−2 n .
√n
1
(3−n .
1
)
n −√ n
= <0
dx
2
( 1+1 ) 3
2
1
∴ f n (x) attains supremum at x=
√n
and supremum value of f n ( x )=f n ( )
1
=
√n 2√n
1

−1
For x=
√n
1
2 2n. ( 3−1 )
d f n (x) √ n √n
2
= 3
= >0
dx ( 1+1 ) 2
−1
∴ f n (x) attains minimum at x=
√n
and minimum value of f n ( x )=f n ( )
−1
=
√n 2 √n
−1

1
¿ |f n ( x )|=
∴ 2 √n
x∈ R ¿

1
∴ M n≤ →0 as n → ∞
2 √n

Now M n → 0 as n → ∞
Thus the sequence {f n } converges uniformly to the zero function on any interval I .

Exercise 2.
Show that the sequence { f n }, where f n ( x )=x n is uniformly convergent on [0 , k ], k < 1
and only pointwise convergent on [0,1].
Solution:

We have f ( x )= lim f n ( x )=lim x =

n→ ∞ n →∞
n
{01 if 0 ≤ x <1
if x =1
Thus the sequence converges pointwise to a discontinuous function on [ 0 , 1 ]
Now
M n=¿ ¿|f n ( x )−f (x )|
¿
¿
 On [ 0 , k ] , k <1, we have
M n=¿ ¿|f n ( x )−0|
¿
¿
¿ ¿ |x n|
¿ x∈[0,k] ¿ ¿
n
¿ ¿ x
¿ x∈[0,k] ¿ ¿
n
¿k
Since k < 1 so k n → 0 as n → ∞
i.e. M n → 0 as n → ∞
Hence {f n } converges uniformly on [ 0 , k ] , k <1

Again on [ 0 , 1 ] we have
M n=¿ ¿|f n ( x )−f (x )|
¿
¿
¿ ¿ |f n ( x )−f (x)|
¿ x ∈ [ 0 ,1 ) ¿ ¿
[ ∵ for x=1 ,|f n ( x )−f ( x )|=0 ]

¿ ¿ |x n−0|
¿ x ∈ [ 0 ,1 ) ¿ ¿
n
¿ ¿ x
¿ x ∈ [ 0 ,1 ) ¿ ¿
¿1
∴ M n=1 ↛ 0 as n → ∞
Hence { f n } is only pointwise convergent not uniformly convergent on [0,1].

nx
Example 1. Show that the sequence {f n } where f n ( x )= 2 2 does not converge uniformly on any
1+n x
interval containing 0.
Solution: Do yourself.
Example 3. Show that the sequence { f n } , where f n ( x )=nx e−n x , x ≥ 0 is not uniformly convergent on
2

[ 0 , k ] , k >0.
Solution:
(B) Cauchy’s criterion of uniform convergence of a sequence: 2022(M)
A sequence of functions { f n } defined on [ a , b ] converges uniformly on [ a , b ] iff given
ε > 0, there exists a positive integer N such that
|f m (x )−f n (x)|< ε , ∀ x ∈ [ a , b ] , ∀ m , n≥ N
Or
|f n+ P (x )−f n (x)|< ε , ∀ x ∈ [ a , b ] , ∀ n ≥ N , p ≥ 1
Proof: Necessary:
We first assume that the sequence {f n } uniformly converges to f in [ a , b ] to the
function f .
Then for given ¿ 0 , there exists a positive integer N such that
ε
|f n (x )−f ( x)|< 2 , ∀ n ≥ N , ∀ x ∈ [ a , b]

Then for m , n≥ N , and for all x ∈[a , b ], we get

|f m ( x )−f n ( x )|=|f m ( x )−f ( x ) + f ( x )−f n ( x )|
≤|f m ( x )−f ( x )|+|f ( x )−f n ( x )|
ε ε
¿ + =ε
2 2
Thus |f m (x )−f n (x)|< ε , ∀ x ∈ [ a , b ] , ∀ m , n≥ N

Sufficient:

Next we assume that for given ε > 0, ∃ a positive integer N such that
ε
|f m (x )−f n (x)|< 2 , ∀ x ∈ [ a , b ] , ∀ m , n≥ N (1)

Thus ∀ x ∈ [ a , b ] , {f n ( x ) } is a Cauchy sequence of reals.

Hence { f n ( x ) } is convergent.
Let nlim f n ( x )=f (x )
→∞
Now for given ε > 0 , we choose an integer N ≥ 0 such that (1) holds. i.e.
ε
|f m ( x )−f n (x)|< 2 , ∀ x ∈ [ a ,b ] , ∀ m ,n ≥ N
Now keeping n fixed and letting m →∞ , we have
ε
lim |f m ( x )−f n( x)|≤ < ε , ∀ x ∈ [ a , b ] , ∀ m, n ≥ N
m→∞ 2
⇒|f ( x )−f n (x)|< ε , ∀ x ∈ [ a , b ] , ∀ n ≥ N
⇒|f n ( x )−f (x)|< ε , ∀ x ∈ [ a , b ] , ∀ n ≥ N
 ⇒ {f n } converges uniformly on [a , b]

PART-2

1. Series of functions:
2. Cauchy criterion for uniform convergence and Weierstrass M-Test.

Definition: Uniform converges of a series:

A series of functions ∑ f n 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].

Thus a series of functions ∑ f n converges uniformly to f on [ a , b ] if for ε > 0 and all

x ∈ [ a , b ] there exists an integer N (independent of x and dependent on ε ) such that
for all x ∈ [ a , b ]
|S n ( x )−f (x)|< ε ∀ n ≥ N

OR |f 1 ( x ) + f 2 ( x ) +…+ f n ( x )−f (x)|< ε ∀ n ≥ N

Ex.1. Show that the series

∞

∑ [ kx e−k x −( k −1 ) x e (k−1 ) x ]
2 2

k =1

converges pointwise but not uniformly on any interval [ 0 , k ' ] , k ' >0 .

Proof: Let
 n
Sn ( x )=∑ [ kx e−k x −( k −1 ) x e( k−1) x ]
2 2

k=1
2

¿ nx e−n x
The series will converse pointwise iff the sequence { Sn } converges pointwise.

Now
lim nx
n→∞
lim S n ( x )= 2
n→∞ enx

For x=0 , nlim s n ( x )=0

→∞
lim nx
For x ≠ 0 , lim S n ( x )=
n→∞
n→∞

enx
2 [ ∞
∞
form
]
lim x
n→∞
¿ 2

x2 e n x
lim 1 2
n→ ∞ −n x
¿ .e
x
¿0
∴ , nlim s n ( x )=0 ∀ x∈R
→∞

Hence the { Sn } and so the given series converges pointwise to the zero function f ( x )=0 on [ 0 , k ' ] ,
'
k >0
We now have to show that the series is not uniformly convergent to the function 0 for x ∈ [ 0 , k ' ]
Suppose, on the contrary, the series converges uniformly to the function f ( x )=0 for [ 0 , k ' ]
∴ for given ε > 0, ∃ a positive integer N such that
|S n ( x )−f (x)|< ε '
∀ n ≥ N , ∀ x ∈[0 , k ]
⇒|nx e |< ε ∀ n ≥ N , ∀ x ∈[0 , k ]
2
−n x '

⇒ n|x|e−n x < ε ∀ n ≥ N , ∀ x ∈[0 , k ]

'
(1)

1
∈[0 , K ]
'
We choose a positive integer N 0 such that N 0 ≥ max { N , e2 ε 2 } such that
√ 0
N
Now for n=N 0
2

( 1 ) ⇒ N 0|x| e−N x < ε 0

∀ x ∈[0 , k ]
'
(2)
1 '
But for x= ∈[0 , k ]
√N 0
1 −N . N √ N 0
1
0

N0 e = ≥ε 0
contradicting (2)
√N e
Hence the given series is not uniformly convergent on [ 0 , k ' ] for any k ' >0 .
7.3.12 Cauchy’s principle of uniform convergence of a series:
Theorem:
A series of functions ∑ f n converges uniformly on an interval [a , b] iff for every ε > 0 ,∃ an integer N
such that
|f n+1 ( x )+ f n +2 ( x ) +…+ f n + p (x)|< ε , ∀ n ≥ N , p ≥ 1 , ∀ x ∈ [a ,b ]
OR
A series of functions ∑ f n converges uniformly on an interval [a , b] iff for every ε > 0 ,∃ an integer N
such that
|f n+1 ( x )+ f n +2 ( x ) +…+ f m (x )|< ε , ∀ m ,n ≥ N , ∀ x ∈[a ,b ]
Proof:
n
Let Sn ( x )=∑ f k ( x )
k=1

Now the series ∑ f n converges uniformly on [ a , b ] iff the sequence { Sn } converges uniformly on
[a , b]. i.e. for given ε > 0 there exists an integer N such that
|S n+ p ( x ) −S n (x)|< ε ∀ n ≥ N , p>1 , ∀ x ∈ [ a , b ]

|∑ ∑ |
n+p n
⟺ f k ( x )− f k ( x ) < ε ∀ n ≥ N , p> 1 , ∀ x ∈ [ a , b ]
k=1 k=1

|∑ |
n+p
⟺ f k ( x ) < ε ∀ n ≥ N , p>1 , ∀ x ∈ [ a ,b ]
k=n +1

⟺|f n+1 ( x )+ f n +2 ( x ) +…+ f n + p (x)|< ε , ∀ n ≥ N , p ≥ 1 , ∀ x ∈[a , b ]

Tests for uniform convergence of series:

(C) Weierstrass M-Test:

A series of functions ∑ f n will converge uniformly ( ¿ absolutly ) on [ a , b ] if there exists a convergent
series ∑ M n of positive numbers such that for all x ∈ [ a , b ] , |f n ( x )|≤ M n ∀ n
Proof:
Let ε > 0 be a positive number. Since ∑ M n is convergent, therefore ∃ a positive integer N such that
|M n +1+ M n +2+ …+ M n+ p|< ε , ∀ n≥ N , p ≥ 1
⇒ ( M n +1+ M n+2 +…+ M n + p ) <ε , ∀ n ≥ N , p ≥1
Again
|f n+1 ( x )+ f n +2 ( x ) +…+ f n + p ( x )|≤|f n+1 ( x )|+|f n +2 ( x )|+ …+|f n+ p ( x )|
≤ M n+1 + M n+2 +…+ M n + p [ ∵|f n ( x )|≤ M n ∀ n , ∀ x ∈ [ a ,b ] ]
¿ε∀ x ∈ [ a , b] , ∀ n ≥ N , p ≥ 1
Thus ∑ f n is uniformly convergent on [a , b]

Also we have
||f n +1 ( x )|+|f n+ 2 ( x )|+…+|f n + p ( x )||=|f n+1 ( x )|+|f n+2 ( x )|+…+|f n+ p ( x )|
 ¿ ε , ∀ x ∈ [ a , b] , ∀ n ≥ N , p ≥ 1
∴ ∑|f n| is also uniformly convergent on [a , b]
⇒ ∑ f n is absolutely convergent on [a , b].

Ex.2. Show that the series ∑ x n cos nx converges uniformly on [ −h , h ]

Solution:
We have
|x n cos nx|≤| x n|≤ hn for x ∈ [ −h , h ]
Again ∑ h n is convergent for 0< h<1.
Hence by Weierstrass M-test ∑ x n cos nx converges uniformly on [ −h , h ] . Where 0< h<1.

∞
x
Ex.3. The series summation ∑ is uniformly convergent on any interval [a , b].
n =1 n(1+ n x 2 )
Solution: Do yourself from book

sin ( x n +n2 x )
Ex.4. Show that the series ∑ is uniformly convergent on any interval.
n ( n+1 )
Solution:
We have

| sin ( x n +n2 x )
n ( n+1 )
≤| 1 1
≤ 2
n ( n+1 ) n

1
Again ∑ 2 is a convergent series, it is p-series with p=1>1 .
n
sin ( x n +n2 x )
Hence by Weierstrass M-test ∑ is uniformly convergent in any interval.
n ( n+1 )

Ex.5. Test for uniform convergence of the series

3 7
2x 4x 8x 1 1
2
+ 4
+ 8
+… ,− ≤ x <
1+ x 1+ x 1+ x 2 2
Solution:
n

2n x 2 −1
Here f n ( x )= n

1+ x 2

| |
n n

2n x 2 −1
()
2 −1
1
|f n ( x )|= ≤ 2n| x 2 −1|≤ 2n
n

∴ =M n (say )
2
n
2
1+ x
Now we examine the convergence of the series
n

()
2 −1
1 n
∑ M n=∑ 2
2
n

M =2 ( )
2 −1
1 n
n
2
 n+ 1

()
2 −1
n+1 1
M n+1 =2
2
n

Then
M n+1
Mn
=2
2()
1 2

lim M n+1
n →∞
⇒ =0<1
Mn

By Ratio Test for ordinary convergence, the series ∑ M n is convergent. By M-Test the given series is

uniformly convergent in [ −1 1
,
2 2 ]
(D) Dirichlet’s Test (not required)
(E) Abel’s Test (not required)

PART -3

3. Theorems on continuity, derivability and integrability of the limit function of a sequence of

functions.
4. Theorems on the continuity and derivability of the sum function of a series of functions;

(A) Theorems on continuity:

Theorem:7.3.1
 Let f n : J ⊆ R → R converge uniformly on J to f . Assume that f n are continuous at
x 0 ∈ X . then f is continuous at x 0.
OR
If a sequence {f n } of functions defined on [a , b] converges uniformly to f on [ a , b ]
and if each f n is continuous at x 0 ∈ [ a , b ] then f is continuous at x 0.

[The same is true for the series]

Proof:
Since f n → f uniformly
⇒for given ε¿ 0 , ∃ a positive integers N such that
ε
|f n ( x ) −f ( x )|< 3 , ∀ n ≥ N ∧∀ x ∈ [ a ,b ] (1)

Since x 0 ∈[a , b ]
ε
∴ |f n ( x 0 )−f ( x 0 )|< 3 , ∀ n≥ N
ε
In particular |f N ( x0 ) −f ( x 0 )|< 3 , ∀ n ≥ N

Again since f n is continuous at x 0 ∈ [ a , b ] for all n

Therefore f N is also continuous at x 0 ∈ [ a , b ]
ε
⇒ ∃ δ> 0 such that |x−x 0|< δ ⇒|f N ( x ) −f N (x 0 )|< (2)
3
Now
|f ( x ) −f ( x 0 )|=|f ( x )−f N ( x ) + f N ( x ) −f N ( x 0 ) + f N ( x 0 ) −f ( x 0 )|≤|f ( x )−f N ( x )|+|f N ( x )−f N ( x 0 )|+|f N ( x
ε ε ε
¿ + + =ε whenever |x−x 0|< δ
3 3 3
⇒|f ( x )−f (x 0)|< ε whenever |x−x 0|< δ

Thus f is continuous at x 0 ∈ [ a , b ].

Note:
The theorem stated above is only sufficient but not necessary.

For example the sequence { nx

}
2 2 of continuous functions has a continuous limit
1+n x
function 0 on [0 ,1] although the convergence is only pointwise but not uniform.

For series:
If a series ∑ f n of functions defined on [a , b] converges uniformly to f on [ a , b ] and
if each f n is continuous at x 0 ∈ [ a , b ] then f is continuous at x 0.
Proof:
 ∞
Let the series ∑ f n converges uniformly ¿ f .
n=1
n
∴ {sn }converges uniformly to f , where Sn =∑ f i
i=1
n
Again since each f i is continuous at x 0, the sum of a finite number of functions ∑ f i
i=1

is also continuous at x 0.
∴ sn is continuous at x 0 , ∀ n .
Thus we have the sequence { Sn } converges uniformly to f where each Sn is
continuous at x 0 ∈ [ a , b ].

Therefore by previous theorem f is continuous at x 0 ∈ [ a , b ]

Ex.1. Show that the sequece { x n } of functions defined on [ 0 , 1 ] is not uniformly convergent.
Solution:
n
Here f n ( x )=x

∴ f ( x )= lim f n ( x )=lim x =
n→ ∞ n →∞
n
{01 0 ≤ x< 1
x=1
⇒ f ( x) = {01
0 ≤ x< 1
x=1
Again each f n ( x ) is continuous at x=1. But f ( x ) is not continuous at x=1.
n
∴ {x } does not converge uniformly on [0 ,1] .

4 4 4
x x 4 x
Ex.2. show that the series x + 4
+
4 2
+ 3
+ … is not uniformly convergent on
1+ x ( 1+ x ) ( 1+ x 4 )
[ 0 , 1]
Solution:
Here we have

f ( x )=x 4+
x4
4
+
x4
4 2
+
x4
4 3
1+ x ( 1+ x ) ( 1+ x )
+…=x 4 1+
1
+
1
+
1
[
1+ x ( 1+ x ) ( 1+ x 4 )3
4 4 2
+…
]
∴ f ( x )=0 for x=0
4 1
f ( x )=x
and 1 for 0< x ≤1
1− 4
1+ x
4
¿ 1+ x for 0< x ≤1

∴ f ( x )= {0
4
if x=0
1+ x 0< x ≤1

∴ The sum function f (x) is not continuous at x=0 .

But each term of the series is continuous on [0 ,1] .
Hence the given series is not uniformly convergent on [0 ,1] .
Theorem: Dini’s Theorem on uniform convergence:
If a sequence of continuous functions { f n }, defined on [ a , b ] is monotonic increasing
and converges (pointwise) to a continuous function f , then the convergence is
uniform on [a , b].
Proof: See from Malik
If {f n } is a sequence of continuous functions
{f n } is monotonic increasing
f is continuous
f n → f pointwise
⇒ f n → f uniformly

For series:
If the sum function of a series ∑ f n , with nonnegative continuous terms defined on an
interval [a , b] is continuous on [a , b], then the series is uniformly convergent on the
interval.

Proof: See from Malik

(B) Theorems on Differentiability:

Theorems 7.3.13, 7.3.15⇒ 7.3 .16

Theorem: 7.3.16
Let f n : [ a ,b ] → R. Assume that there is some x 0 ∈ [ a , b ] such that { f n ( x 0 ) } converges
and that f n ' exists and converges uniformly to g on [a , b]. Then f n converges
uniformly to some f on [a , b] such that f ' =g on [ a , b ].

OR
Let { f n } be a sequence of differentiable functions on [a , b] such that it converges at
least at one point x 0 ∈ [ a , b ]. If the sequence of differentials { f n } converges uniformly
'

to G on [ a , b ], then the given sequence { f n } converges uniformly on [a , b] to f and

'
f ( x )=G ( x )

Proof: This is an immediate consequence of the last two theorems.

For series:
 Let ∑ f n be a series of differentiable functions on [a , b] such that it converges at least
at one point x 0 ∈ [ a , b ]. If the series of differentials ∑ f 'n converges uniformly to G on
[ a , b ], then the given series ∑ f n converges uniformly on [a , b] to f and f ' ( x )=G(x )
Proof: Do Yourself.

Theorem 7.3.13.
Let f n : J ≔ ( a ,b ) → R be differentiable. Assume that f 'n converges uniformly to g.
Further assume that there exists c ∈ J such that the real sequence { f n ( c ) } converges.
Then the sequence { f n } converges uniformly to a continuous function f : J → R .
Proof:
Fix x ∈ J . We claim that {f n } is uniformly Cauchy.

Again since the real sequence { f n ( c ) } converges at c ∈ J . Therefore it is Cauchy.

Hence for given ε > 0, there exists n1 ∈ N such that
ε
m , n≥ n1 ⇒|f n ( c )−f m ( c )|< (1)
2
Also, since f n converges uniformly to to g, the sequence { f n } is uniformly Cauchy
' '

and hence there exists n2 ∈ N such that

ε
n ≥ n2 , s ∈ J ⇒|f n ( s )−f m ( s )|<
' '
(2)
2 ( b−a )

By mean value theorem, for some t between x and c , we have

' ( f n−f m ) ( x )−( f n−f m ) ( c )
( f n−f m ) ( t )=
( x−c )
'
⇒ ( f n−f m ) ( x )−( f n−f m ) ( c )=( f n −f m ) ( t )( x−c )
⇒ f n ( x )−f m (x)−( f n ( c )−f m ( c ) )= [ f 'n ( t )−f 'm (t ) ] ( x−c )

Clearly the point t depends on m , n , x , c .

If N ≔ Max {n1 , n2 } , we get

|f n ( x ) −f m ( x )−( f n ( c )−f m ( c ) )|=|f 'n ( t )−f 'm (t )||x−c|
ε
≤ |x−c| [by(2)]
2 ( b−a )
ε
≤ |b−a|
2 ( b−a )
ε
¿ ,
2
Now
|f n ( x ) −f m ( x )|=|f n ( x )−f m ( x ) −( f n ( c ) −f m ( c ) ) + ( f n ( c )−f m ( c ) )|
 ≤|f n ( x )−f m ( x )−( f n ( c )−f m ( c ) )|+|f n ( c ) −f m ( c )|
ε ε
¿ +
2 2
¿ε for all n ≥ N and x ∈ J . [Using (2)]
That is, { f n } is uniformly Cauchy on J and hence is uniformly convergent to a
function f : J → R .
Also since f n is continuous, so is f . //

Theorem 7.3.15.
Let f n : ( a , b ) → R be differentiable. Assume that there exist f , g : ( a , b ) → R such
'
that f n converges uniformly to f and f n converges uniformly to g on ( a , b ). Then f is
differentiable and f ' =g on ( a , b ).
Proof:
We know the following result:
Result (*): Let f : J → R be given. Then f is differentiable at c ∈ J iff there exists a
function h : J → R satisfying the following two conditions:
(1) f ( x )=f ( c ) +h ( x )( x−c ) for x ∈ J
f ( x )−f ( c )
h ( x )= for x ∈ J
x−c
(2) h is continuous at c .
Then f ' ( c )=h ( c )

Now
Let c ∈ ( a , b ) be fixed.
We define a function

{
f n ( x ) −f n ( c )
for x ≠ c
gn ( x )= x −c
f 'n (c) for x=c

f ( x )−f (c)
Again gn are continuous and they converge pointwise to ϕ ( x )= for x ≠ c
x−c
and ϕ ( c )=g(c).

We claim that gn are uniformly Cauchy on (a ,b) and hence uniformly convergent to
a continuous function ψ : ( a , b ) → R ,
By the mean value theorem, we have some ξ between x and c such that
f n ( x )−f n ( c ) f m ( x )−f m ( c ) '
gn ( x )−gm ( x )= − =f n ( ξ )−f 'm (ξ)
x−c x−c

Since { f n } converges uniformly on J= ( a , b ) , it is uniformly Cauchy on J .

'

⇒ { gn } is uniformly Cauchy on J.
⇒ gn converge uniformly to a function, say, ψ .
 ⇒The function ψ is continuous.
By the uniqueness of the pointwise limits, we have ϕ (x )=ψ (x ) for x ∈ J .
Hence ϕ is continuous.
Then by the above result (*) , f is differentiable at c with f ' ( c )=ϕ ( c ) .
'
∴ f ( c )=g ( c ) .
//

Explanation:
gn is continuous because f n is differentiable.

'
Since f n is differentiable ∀ n. Therefore lim g n ( x )=f n ( c )
x →c
' '
Again f converges uniformly to g, so f (c ) converges to g(c)
n n

f ( x )−f (c)
gn (x ) converges pointwise to ϕ ( x )= for x ≠ c
x−c
and gn (c) converges to ϕ ( c )
so ϕ ( c )=g ( c )

Remarks:

The last couple of results can be summarized as follows: Under suitable conditions,
we have
' '
f =( lim f n ) =lim f n
'
OR
d
dx
( ( )
lim f n ) =lim
d
f
dx n
(C) Theorems on Integration:
b b
lim ∫ f n =∫ lim f n
a a

Proposition:
Let { f n } be a sequence of continuous functions on [ a , b ]. Assume that f n → f
uniformly on [ a , b ]. Then f is continuous and hence integrable on [ a , b ].
b b
Furthermore ∫ f ( x ) dx=lim ∫ f n (x)dx .
a a
b b
lim ∫ f n ( t ) dt=∫ lim f n ( t ) dt
n a a n

Proof:
Since f n converges to f uniformly on [a , b].
⇒ for given ε > 0, there exists N ∈ N such that for n ≥ N and x ∈ [ a , b ] ,
ε
|f n ( x ) −f (x )|< b−a . (1)

|∫ || |
b b b
f n ( x ) dx−∫ f (x )dx = ∫ ( f n ( x ) −f ( x ) ) dx
a a a
 b
≤∫ |f n ( x )−f ( x )|dx
a
b
ε
¿ ∫ dx
b−a a
ε
¿ ( b−a )
b−a
¿ε
b b
⇒ ∫ f ( x ) dx=lim ∫ f n (x)dx
a a

Theorem: 7.3.19.
Let { f n } be a sequence of integrable functions on [ a , b ]. Assume that f n → f
b b
uniformly on [ a , b ]. Then f is integrable on [ a , b ] and ∫ f ( x ) dx=lim ∫ f n ( x ) dx
a a
b b
That is, lim ⁡∫ f n ( x ) dx=∫ lim ⁡f n (x )dx
a a
Proof:
Given the sequence { f n } converges uniformly to f on [ a , b ].
∴ for given ε > 0, ∃ N such that

ε
|f n ( x ) −f (x )|< b−a , ∀ n ≥ N , ∀ x ∈ [ a , b ] (1)

In particular
ε
|f N ( x )−f (x )|< b−a , ∀ x ∈ [ a , b ] (2)

Again f N is integrable so there exists a partition P of [ a , b ] such that

ε
U ( P , f N ) −L ( P , f N ) < (3)
3

ε
, where M i ( f ) ={
f ( x ) : x∈∆ x }
Since M i ( f ) ≤ M i ( f N ) + i
¿
3(b−a)
ε
Hence U ( P , f ) ≤U ( P , f N )+ (4)
3
ε
Similarly L ( P , f N )− ≤ L(P , f ) (5)
3
ε ε
(2)⇒ f N ( x )− <f ( x ) < f N ( x ) + ∀ x ∈[a , b]
3 ( b−a ) 3(b−a)
ε ε
⇒ L ( P , f N ) − ≤ L ( P , f ) ≤U ( P , f ) ≤ U ( P , f N ) +
3 3
2ε ε 2ε
⇒ U ( P , f ) −L ( P , f ) ≤ U ( P , f N )−L ( P , f N ) + < + =ε
3 3 3
 ∴ U ( P , f )−L ( P , f ) < ε
⇒ f is integrable on [a , b]

Moreover

|∫ || |
b b b
f n ( x ) dx−∫ f (x )dx = ∫ ( f n ( x ) −f ( x ) ) dx
a a a
b
≤∫ |f n ( x )−f ( x )|dx
a
b
ε
¿ ∫ dx
3 ( b−a ) a
ε
¿ ( b−a )
3 ( b−a )
ε
¿
3
¿ε

{ }
b b

∫ f n ( x ) dx converges uniformly to ∫ f ( x ) dx
a a
b b
⇒ ∫ f ( x ) dx=lim ∫ f n (x)dx
a a

Proved
In simple:
If a sequence { f n } converges uniformly to f on [a , b] and if each f n is integrable then

{ }
b b
f is integrable on [a , b] and the sequence ∫ f n dx converges uniformly to ∫ f dt
a a

For Series:

If a series ∑ f n converges uniformly to f on [ a , b ] and each term f n is integrable then

b b
f is integrable and the series ∑ ∫ f n dt converges uniformly to ∫ f dt
a a
Proof:

Given the series ∑ f n converges uniformly to f on [a , b].

n
∴ The sequence { sn } converges uniformly to f on [ a , b ]. Where Sn=∑ f i
i=1

Since each f i is integrable and Sn the sum of finite number of integrable functions so
Sn is integrable.
∴ by the result above f is integrable on [a , b] and
 { }
b b

∫ S n dt converges uniformly to ∫ f dt on [a , b].

a a

{∫ ∑ }
b n b
⇒ f i dt converges uniformly to ∫ f dt on [a , b].
a i=1 a

{∑ ∫ }
n b b
⇒ f i dt converges uniformly to ∫ f dt on [a , b].
i=1 a a
b b
⇒ The series ∑ ∫ f n dt converges uniformly to ∫ f dt on [a , b].
a a