Math 341 – Lecture Notes on Chapter 6

Sequences and Series of Functions

§6.2: Uniform Convergence of a Sequence of Functions

Definition (Pointwise Convergence)
For each n ∈ N, let fn : A → R be a real-valued function on A. The
sequence (fn ) of functions converges pointwise on A to a function f


if, for all x ∈ A, the sequence of real numbers fn (x) converges to the
real number f (x). We often write

lim fn (x) = f (x) or lim fn = f.

n→∞ n→∞

Example 1

x2 + nx x2
fn (x) = = +x
n n
x2
lim fn (x) = lim + x = 0 + x = x.
n→∞ n→∞ n
If f (x) = x, then fn → f as n → ∞. In this case, the functions fn are
everywhere continuous and differentiable, and the limit function is also
everywhere continuous and differentiable.

1
 f1 , f5 , f10 , f20 where fn =x 2 +n x n and f(x)=x
30

20

10

-20 -10 10 20

-10

Example 2
Let gn (x) = xn on the set [0, 1].
(
0 if 0 ≤ x < 1,
lim gn (x) = lim xn = g(x) =
n→∞ x→∞ 1 if x = 1.

In this case, the functions gn (x) are continuous on [0, 1], but the limit
function g(x) is not continuous at every point of [0, 1].

2
 g1 , g2 , g3 , g4 , g100 where gn (x )=x n . The limit g(x) is not continuous on [0,1] .
1.0

0.8

0.6

0.4

0.2

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Example 3
1
Let hn (x) = x1+ 2n−1 on [−1, 1].
1
lim hn (x) = x lim x 2n−1 = |x|.
n→∞ n→∞

Each of the functions hn (x) in the sequence is continuous and differen-

tiable on [−1, 1], but the limit function h(x) = |x| is not differentiable at
all points of [−1, 1].

3
 h1 , h2 , h3 , h4 where gn (x )=x n . The limit h(x)=|x| is not differentiable on [0,1] .
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0.6

0.4

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-1.0 -0.5 0.5 1.0

Important Question
Suppose f (x) = limn→∞ fn (x) for all x ∈ A. What additional hypoth-
esis would ensure the following?

(i) If each fn is continuous on A, then f is continuous on A.

(ii) if each fn is differentiable on A, then f is differentiable on A.

The best general answer to these questions has to do with the concept of
uniform convergence.

4
 Definition (Uniform Convergence)
Let (fn ) be a sequence of functions defined on A ⊆ R. We say that (fn )
converges uniformly on A to the limit function f defined on A if for
every ϵ > 0 there exists an N ∈ N such that

fn (x) − f (x) < ϵ for all x ∈ A,

whenever n ≥ N .

Note: In the definition, the value of N is independent of x.

Here is a figure that graphically depicts the definition:

y = f (x) + 

y = fn (x), n ≥ N

y = f (x)

y = f (x) − 

x
| {z }
A

fn → f uniformly on A

5
Example of Non-Uniform Convergence

1
nx

 if 0 ≤ x ≤ n
gn (x) = 2 − nx if n1 ≤ x ≤ 2
n
lim gn (x) = g(x) = 0.
 n→∞

0 otherwise.
1
If g(x) := 0, then (gn ) → g pointwise. Let ϵ = 2 and xn = n1 . Then

gn (xn ) − g(xn ) = 1 − 0 = 1 > ϵ = 21 .

So, it is not true that for all ϵ > 0, there exist an N ∈ N large enough
such that n ≥ N implies |gn (x) − g(x)| < ϵ for all x. So, (gn ) does not
converge to g uniformly.

( n1 , 1)
1
y = gn (x)










V1/2 (0)
 0 1 2



 n n 1




limn→∞ gn (x) = 0 for all x

6
Another Example of Non-Uniform Convergence

enx
hn (x) = nx
, x ∈ R, n ∈ N.
1
 + e
0 if x < 0,


lim hn (x) = 12 if x = 0,
n→∞ 

1 if x > 0.

Plot of h1 (x), h3 (x), and h10 (x).

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0.6

0.4

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7
Example of Uniform Convergence
q p √
fn (x) = x2 + n12 lim fn (x) = x2 + 0 = x2 = |x|.
n→∞
So, fn (x) → f (x) = |x| pointwise.

Let ϵ > 0 be given. Choose N ∈ N large enough such that N1 < ϵ. Then
for any x ∈ R and n ≥ N we have
q 
2 1
 x + n2 + |x| 
q q
2 1 2 1
|fn (x) − f (x)| = x + n2 − |x| = x + n2 − |x|  q 
x2 + n12 + |x|
1 1
n2 n2 1
=q ≤q = < ϵ.
x2 + 1
+ |x| 0+ 1
+0 n
n2 n2

This shows that (fn ) → f uniformly on R. Note that each fn (x) is both
continuous and differentiable on R, but f (x) = |x| is continuous on R and
not differentiable at x = 0. Plot of f1 (x), f3 (x), f10 (x), and |x|.

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8
 Cauchy Criterion for Uniform Convergence
A sequence of functions (fn ) defined on a set A ⊆ R converges uniformly
on A if and only if for every ϵ > 0 there exists an N ∈ N such that
|fn (x) − fm (x)| < ϵ whenever m, n ≥ N and x ∈ A.

Proof. (⇒) Assume the sequence (fn ) converges uniformly on A to a limit

function f . Let ϵ > 0 be given. Then there exists an N ∈ N such that
ϵ
fn (x) − f (x) < ,
2
whenever n ≥ N and x ∈ A. Then if n, m ≥ N and x ∈ A, we have

fn (x) − fm (x) = fn (x) − f (x) + f (x) − fm (x)

≤ fn (x) − f (x) + fm (x) − f (x)
ϵ ϵ
< + = ϵ.
2 2

(⇐) Conversely, assume that for every ϵ > 0 there exists an N ∈ N such that
fn (x) − fm (x) < ϵ whenever m, n ≥ N and x ∈ A. This hypothesis implies
that, for each x ∈ A, (fn (x)) is a Cauchy sequence. By Cauchy’s Criterion,
this sequence converges to a point, which we will call f (x). So, the uniformly
Cauchy sequence converges pointwise to the function f (x). We must show
that the convergence is also uniform. For the value of ϵ given above, we use
the corresponding N . Then for n, m ≥ N and all x ∈ A,

fn (x) − fm (x) < ϵ.

Taking the limit as m → ∞ gives

fn (x) − f (x) ≤ ϵ for all x ∈ A,

which shows that (fn ) converges uniformly to f on A. This completes the

proof.

9
 Continuous Limit Theorem
Let (fn ) be a sequence of functions defined on A ⊆ R that converges
uniformly on A to a function f . If each fn is continuous at c ∈ A, then f
is continuous at c.

Proof. Let ϵ > 0 be given. Fix c ∈ A. Since fn → f uniformly, there exists

an N ∈ N such that
ϵ
|fN (x) − f (x)| < for all x ∈ A.
3
Since fN is continuous at c, there exists δ > 0 such that
ϵ
|fN (x) − fN (c)| <
3
whenever |x − c| < δ.

If |x − c| < δ, then

f (x) − f (c) = f (x) − fN (x) + fN (x) − fN (c) + fN (c) − f (c)

≤ f (x) − fN (x) + fN (x) − fN (c) + fN (c) − f (c)
ϵ ϵ ϵ
< + + = ϵ.
3 3 3
The first and third ϵ/3 are due to uniform convergence and the choice of N .
The second ϵ/3 is due to the choice of δ. This shows that f is continuous
at c, as desired.

10
§6.3: Uniform Convergence and Differentiation
Differentiable Limit Theorem
Let (fn ) → f pointwise on the closed interval [a, b] and assume each fn is
differentiable. If (fn′ ) → g uniformly on [a, b], then f is differentiable and
f ′ = g.

Proof. Fix c ∈ [a, b] and let ϵ > 0. We’ll show there exists δ > 0 such that
f (x) − f (c)
− g(c) < ϵ,
x−c
whenever 0 < |x − c| < δ and x ∈ [a, b].

For x ̸= c, consider the following:

f (x) − f (c) f (x) − f (c) fn (x) − fn (c)
− g(c) ≤ −
x−c x−c x−c
| {z }
(iii)
(∗)
fn (x) − fn (c)
+ − fn′ (c) + |fn′ (c) − g(c)| .
x−c | {z }
| {z } (i)
(ii)

Since limn→∞ fn′ (c) = g(c), there exists N1 ∈ N such that

ϵ
|fn′ (c) − g(c)| < (i)
3
for all n ≥ N1 .

From Cauchy’s Criterion for uniform convergence, since the sequence (fn′ )
converges uniformly to g, there exists an N2 ∈ N such that
ϵ
|fn′ (x) − fm
′
(x)| <
3
whenever m, n ≥ N2 and x ∈ [a, b]. Set N = max{N1 , N2 }.

The function fN is differentiable at c. So there exists δ > 0 such that

fN (x) − fN (c) ϵ
− fN′ (c) < (ii)
x−c 3

11
whenever 0 < |x − c| < δ and x ∈ [a, b]. We’ll show this δ will suffice.

Suppose 0 < |x − c| < δ and m ≥ N . By the Mean Value Theorem applied

to fm − fN on the interval [c, x] (if x < c the argument is the same) there
exists α ∈ (c, x) such that

′ [fm (x) − fN (x)] − [fm (c) − fN (c)]

fm (α) − fN′ (α) = .
x−c

By our choice of N ,
′ ϵ
|fm (α) − fN′ (α)| <
3
and so
[fm (x) − fN (x)] − [fm (c) − fN (c)] ϵ
< .
x−c 3
Since fm → f as m → ∞, by the Algebraic Order Limit Theorem,
f (x) − f (c) fN (x) − fN (c) ϵ
− ≤ . (iii)
x−c x−c 3

Combining inequalities (∗), (i), (ii), and (iii), we obtain for 0 < |x − c| < δ
and x ∈ [a, b]
f (x) − f (c) ϵ ϵ ϵ
− g(c) < + + = ϵ.
x−c 3 3 3
This proves that f = limn→∞ fn is differentiable and that f ′ = g = limn→∞ fn′ .

12
Example
Earlier, we studied the example
r
1
hn (x) = x2 +
n2
We showed that (hn (x)) → h(x) = |x| uniformly on R. However, since the
function h(x) = |x| is not differentiable at x = 0, by the previous theorem,
we know that h′n (x) does not converge uniformly to a limit function on
R. Note that

1 if x > 0,


x
lim h′n (x) = lim q = 0 if x = 0,
n→∞ n→∞ 2 1
x + n2 

−1 if x < 0.

Plots of h1 (x), h3 (x), h10 (x), and |x|. Plots of h′1 (x), h′3 (x), and h′10 (x).

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13
Example

x x2
gn (x) = +
2 2n
x x2
 
x x
g(x) = lim gn (x) = lim + = +0= (pointwise)
n→∞ n→∞ 2 2n 2 2
1
g ′ (x) =
2
On the other hand,
1 x 1
gn′ (x) = + → h(x) = = g ′ (x) (pointwise for all x ∈ R.)
2 n 2

We’ll now examine how the previous theorem applies to this example.
Consider the interval [−M, M ] where M > 0. Let h(x) = 21 for all x ∈ R.
Let ϵ > 0 be given. Let N ∈ N be large enough such that M N < ϵ. Then
if x ∈ [−M, M ] and n ≥ N , we have
 
′ 1 x 1 x M
gn (x) − h(x) = + − = ≤ < ϵ.
2 n 2 n N
This shows that gn′ converges uniformly to h on [−M, M ]. Because we
verified that (gn′ ) converges uniformly on [−M, M ], the theorem tells us
that
lim gn′ (x) = h(x) = g ′ (x) for x ∈ [−M, M ].
n→∞
Since M is arbitrary we can conclude that

lim gn′ (x) = h(x) = g ′ (x) for all x ∈ R.

n→∞

Theorem Related to Differentiable Limit Theorem

Let (fn ) be a sequence of differentiable functions defined on the closed
interval [a, b], and assume (fn′ ) converges uniformly on [a, b]. If there


exists a point x0 ∈ [a, b] where the sequence fn (x0 ) converges, then (fn )
converges uniformly on [a, b].

14
Proof. (This is Exercise 6.3.7) Let x ∈ [a, b] where x ̸= x0 . Both x and x0
will be fixed real numbers throughout the proof. Without loss of generality,
we may assume x > x0 . (If x < x0 , the argument is the same.) By the Mean
Value Theorem applied the function fn − fm on the interval [x0 , x], there
exists some α ∈ (x0 , x) (α depends on m and n) such that
[fn (x) − fm (x)] − [fn (x0 ) − fm (x0 )]
fn′ (α) − fm
′
(α) =
x − x0
which implies

[fn (x) − fm (x)] − [fn (x0 ) − fm (x0 )] = fn′ (α) − fm

′


(α) (x − x0 ).

Let ϵ > 0 be given. Since (fn′ ) converges uniformly, by Cauchy’s Criterion for
uniformly convergent sequences of functions, there exists some N1 ∈ N such
that
ϵ
|fn (c) − fm (c)| < for all n, m ≥ N1 and c ∈ [a, b].
2(b − a)


By hypothesis, the sequence fn (x0 ) converges. So there exists an N2 ∈ N
such that
ϵ
|fn (x0 ) − fm (x0 )| < for all m, n ≥ N2 .
2

Let N = max{N1 , N2 }. Then if m, n ≥ N , we have

|fn (x) − fm (x)| ≤ fn (x) − fm (x) − fn (x0 ) − fm (x0 ) + fn (x0 ) − fm (x0 )
= fn′ (α) − fm′


(α) (x − x0 ) + fn (x0 ) − fm (x0 )
ϵ ϵ
< (x − x0 ) +
2(b − a) 2
ϵ ϵ
≤ + = ϵ.
2 2


Since the choice of N was independent of x, this proves that fn converges
uniformly on [a, b].

Combining the previous two theorems gives a stronger version of the Differ-
entiable Limit Theorem.

15
Better Version of Differentiable Limit Theorem
Let (fn ) be a sequence of differentiable functions defined on the closed
interval [a, b], and assume that the sequence (fn′ ) converges uniformly to
a function g on [a, b]. If there exists a point x0 ∈ [a, b] for which (fn (x0 ))
converges, then (fn ) converges uniformly. Moreover, the limit function
f = lim fn is differentiable and satisfies f ′ = g.

16
§6.4: Series of Functions
Examples
P∞ xn
1. f (x) = n=0 n! (This equals ex for all x ∈ R.)
P∞ (x−1)n
2. g(x) = n=1 n (This equals − ln(2 − x) for −1 ≤ x − 1 < 1.)

0 if x = 0,


P∞ sin(nπx)
3. h(x) = n=1 nπ/2 = 1−x if 0 < x < 2,


h(x + 2n) for all x ∈ R and n ∈ Z.

Definitions
Let f and fn for n ∈ N be functions defined on a set A ⊆ R.

(a) The infinite series

∞
X
fn (x) = f1 (x) + f2 (x) + f3 (x) + · · ·
n=1

converges pointwise on A to f (x) if the sequence of partial sums

sk (x) = f1 (x) + f2 (x) + · · · + fk (x)

converges pointwise to f (x) on A.

(b) The infinite series converges uniformly on A to f (x) if the se-

quence of partial sums converges uniformly on A to f (x)

We already know lots of theorems!

Since an infinite series of functions is defined in terms of the limit of a
sequence of partial sums, everything we already know about sequences
applies to series. For the sum ∞
P
n=1 fn (x), we merely restate all of the
previous theorems for the sequence of kth partial sums sk (x) = f1 (x) +
· · · + fk (x).

17
 Term-by-term Continuity Theorem
Let fn be continuous functions defined on a set A ⊆ R, and assume
P∞
n=1 fn converges uniformly on A to a function f . Then f is continuous
on A.

Proof. Apply the Continuous Limit Theorem to the partial sums

sk = f1 + f2 + · · · + fk .

Term-by-term Differentiability Theorem

Suppose the following three statements:

(i) Let fn be differentiable functions defined on an interval A = [a, b].

(ii) Assume ∞ ′
P
n=1 fn (x) converges uniformly to a limit g(x) on A.

(iii) There exists a point x0 ∈ [a, b] where ∞

P
n=1 fn (x0 ) converges.

Then the series ∞

P
n=1 fn (x) converges uniformly to a differentiable func-
tion f (x) satisfying f ′ (x) = g(x) on A. In other words,
∞
X ∞
X
′
f (x) = fn (x) and f (x) = fn′ (x).
n=1 n=1

Proof. Apply the stronger version of the Differentiable Limit Theorem to the
partial sums sk = f1 + f2 + · · · + fk .

Cauchy Criterion for Uniform Convergence of Series

A series ∞
P
n=1 fn converges uniformly on A ⊆ R if and only if for every
ϵ > 0 there exists an N ∈ N such that

fm+1 (x) + fm+2 (x) + · · · + fn (x) < ϵ

whenever n > m ≥ N and x ∈ A.

18
 Corollary (Weierstrass M -Test)
For each n ∈ N , let fn be a function defined on a set A ⊆ R, and let
Mn > 0 be a real number satisfying

fn (x) < Mn
P∞ P∞
for all x ∈ A. If n=1 Mn converges, then n=1 fn converges uniformly
on A.

P∞
Proof. Let ϵ > 0. Since n=1 Mn converges, there exists N ∈ N such that
n > m ≥ N implies
Mm+1 + Mm+2 + · · · + Mn < ϵ.
Since
fm+1 (x) + fm+2 (x) + · · · + fn (x) ≤ fm+1 (x) + fm+2 (x) + · · · + fn (x)
< Mm+1 + Mm+2 + · · · + Mn < ϵ,
the series converges uniformly by Cauchy’s Criterion.

Example
cos(2n x)
The continuous functions 2n for n ∈ {0, 1, 2, 3, . . .} satisfy

cos(2n x) 1
≤ Mn =
2n 2n
for all x ∈ R and n ∈ {0, 1, 2, 3, . . .}. Since
∞ ∞
X X 1 1
Mn = n
= = 2 < ∞,
n=0 n=0
2 1 − (1/2)

cos(2n x)
by the Weierstrass M -test, the series ∞
P
n=0 2n converges uniformly to
a continuous function ∞
X cos(2n x)
g(x) =
n=0
2n
on R.

19
 An everywhere continuous, nowhere differentiable function
The function ∞
X cos(2n x)
g(x) =
n=0
2n
is an example of an everywhere continuous nowhere differentiable
function. Its plot is given below:

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1.5

1.0

0.5

-4 π -3 π -2 π -π π 2π 3π 4π

-0.5

-1.0

Example
Define ∞
X x2n
g(x) = .
n=0
1 + x2n
Find the values of x where the series converges and show that we get a
continuous function on this set.

Solution. If |x| < 1, then by the Comparison Test, the series converges as
follows: ∞ ∞
X x2n X
2n 1
0≤ 2n
≤ x = 2
< ∞.
n=0
1 + x n=0
1 − x

20
If |x| ≥ 1, then the series diverges by the Divergence Test since
(
2n 1
x 2 if x = ±1,
lim =
n→∞ 1 + x2n 1 if |x| > 1.

Now let 0 < K < 1. Then on the interval [−K, K] we have

x2n
2n
≤ x2n ≤ Mn = K 2n .
1+x
Since ∞ ∞
X X 1
Mn = K 2n = < ∞,
n=0 n=0
1 − K2
the series converges uniformly on [−K, K] to a continuous function. Since K
was arbitrary, the series
∞
X x2n
g(x) =
n=0
1 + x2n
is a continuous function on (−1, 1).

Example
Let
1 1 1 1 1
f (x) = − + − + − ··· .
x x+1 x+2 x+3 x+4
Show that f is defined for all x > 0. Is f continuous on (0, ∞)? How
about differentiable?

P∞ (−1)k
Solution. A plot of y = f (x) = k=0 x+k is given below.

21
 15

10

-10 -5 5 10

-5

-10

-15

For any x > 0, the series for f (x) is an alternating series of decreasing positive
1 1
terms x+n where x+n → 0. By the Alternating Series Test, the series f (x)
converges for all x > 0.

(Actually, the series f (x) converges for all x ∈ R except x = 0, −1, −2, −3, . . ..)

Next, well show that f (x) is continuous on (0, ∞). We’ll show the series
converges uniformly on (0, ∞). By the standard fact about the difference
between an alternating series and its k th partial sum,
k ∞
X (−1)n X (−1)n 1 1
f (x) − = ≤ ≤ .
n=0
x+n x+n x + (k + 1) k+1
n=k+1

1
Since the upper bound is independent of x and limk→∞ k+1 = 0, the se-
ries converges uniformly on (0, ∞). Since each partial sum is continuous on
(0, ∞), the limit function f (x) is also continuous on (0, ∞).

The series of derivatives is

∞ ∞
X (−1)n+1 −1 X (−1)n+1
2
= 2 +
n=0
(x + n) x n=1
(x + n)2

22
The last sum converges uniformly by the Weierstrass M -Test since
∞ ∞ ∞
X (−1)n+1 X 1 X 1
2
≤ 2
≤ 2
< ∞.
n=1
(x + n) n=1
(x + n) n=1
n

By the differentiable limit theorem, f is differentiable and

∞
′
X (−1)n+1
f (x) = 2
.
n=0
(x + n)

23
§6.5: Power Series
Definition of Power Series
Let (an )∞
n=0 be a sequence of real numbers and let c ∈ R. The power
series centered at c with coefficients an is the series
∞
X
an (x − c)n .
n=0

Examples

∞
X xn
centered at 0
n=0
n!
∞
X (x − 1)n
centered at 1
n=1
n
∞
X
nxn centered at 0
n=0
∞
X (x + 2)n
centered at −2
n=1
n2

P∞
Important Question: For which x ∈ R does the series n=0 an (x − c)n
converge?

Theorem
If a power series ∞ n
P
n=0 an x converges at some nonzero point x0 ∈ R, then
it converges absolutely for any x satisfying |x| < |x0 |.

24
 Question
Can there exist numbers 0 < x1 < x0 or x0 < x1 < 0 such that
∞
X
an xn1
n=0

diverges and
∞
X
an xn0
n=0
converges?

No! By the theorem, if the series converges at x0 it converges for all

x ∈ (−|x0 |, |x0 |), but x1 ∈ (−|x1 |, |x1 |). So, the series must also converge
at x1 .

By the contrapositive, if the series diverges at x1 , then it must also diverge

at x0 .

Theorem
If a power series ∞ n
P
n=0 an x converges at some nonzero point x0 ∈ R, then
it converges absolutely for any x satisfying |x| < |x0 |.

∞
X
Proof. If an xn0 converges, then lim an xn0 = 0. So there exists some M > 0
n→∞
n=0
such that |an xn0 | < M for all n ≥ 0. If x satisfies |x| < |x0 |, then
n n
n x x
|an x | = |an xn0 | ≤M .
x0 x0
∞
X
By the Comparison Test the series an xn converges absolutely as follows:
n=0

∞ ∞ ∞ n
X
n
X
n
X x M
an x ≤ |an x | ≤ M = < ∞.
n=0 n=0 n=0
x0 1 − xx0

25
 ∞
X
Thus, an xn converges absolutely for x satisfying |x| < |x0 |.
n=0

Definition (Radius of Convergence)

P∞ n
Let R = sup{|x0 | : n=0 an x0 P
converges}. Then R is called the radius
of convergence of the series ∞ n
n=0 an x .

Note: From the previous theorem and the definition of the radius of conver-
gence, it is clear that if 0 < R < ∞, then the series converges for |x| < R
and diverges for |x| > R.

Corollary
If the series ∞ n
P
n=0 an x has radius of convergence R, then the set of all x
for which the series converges is one of the following intervals:

(i) If R = 0, the series converges only for x ∈ {0}.

(ii) If 0 < R < ∞, the series converges for all x in one of the following
four intervals:

(−R, R), [−R, R), (−R, R], [−R, R].

(iii) If R = ∞, then the series converges for all x ∈ R = (−∞, ∞).

Proof. This is an immediate consequence of the previous theorem and the

definition of the radius of convergence. If the corollary is not obvious, go
back and review the previous theorem and definition.

Theorem
If a power series ∞ n
P
n=0 an x converges absolutely at a point x0 , then it
converges uniformly on the closed interval [−|x0 |, |x0 |].

26
Proof. For each n ≥ 0, let Mn = |an xn0 |. By hypothesis the series ∞ an xn0
P
n=0
converges absolutely and so ∞
P n
P∞
n=0 |an x0 | = n=0 Mn converges. Then for
any x ∈ [−|x0 |, |x0 |], we have
∞
X ∞
X ∞
X ∞
X
n n
an x ≤ |an x | ≤ |an xn0 | = Mn < ∞.
n=0 n=0 n=0 n=0

By the Weierstrass M -test, the series converges uniformly on the closed in-
terval [−|x0 |, |x0 |].

If a series centered at 0 converges at a point x = R ̸= 0, then the convergence

on the closed interval [0, R] is especially nice, as described by Abels’s Theorem
below:
Abel’s Theorem about Uniform Convergence
P∞ n
Let g(x) = n=0 an x be a power series that converges at the point
x = R > 0. Then the series converges uniformly on the interval [0, R]. A
similar result holds if the series converges at x = −R.

Proof. The proof is interesting and learning it is useful for your development
as a mathematician, but the calculation is long and difficult to cover in a
lecture format. If you’re interested, read the proof in the book and do several
of the exercises that fill in parts of the proof.

Example
The series ∞
X (−1)n+1 xn
f (x) =
n=1
n
converges conditionally at x = 1 but diverges at x = −1. So the radius of
convergence is R = 1 and the interval of convergence is (−1, 1]. By Abel’s
Theorem, the series converges uniformly on the closed interval [0, 1].

27
 Example
It can be verified that
∞
X (x − 1)n
− ln(2 − x) = for x ∈ [0, 2).
n=1
n

The series is centered at c = 1 and has radius of convergence R = 1.

Since the series converges if and only if x ∈ [c − R, c + R) = [0, 2), by
Abel’s Theorem, the series converges uniformly on the closed interval
[c − R, c] = [0, 1]. This is illustrated in the figure below. The graph of
y = − ln(2 − x), which has a vertical asymptote at x = 2, is in black. We
don’t expect the partial sums to converge uniformly near the asymptote.
The partial sum s2 (x) is in blue, and the partial sum s5 (x) is in magenta.
The uniform convergence of the sequence of partial sums on the closed
interval [0, 1] is strongly suggested by the plots.

-1 1 2 3

-2

-4

Theorem
If a power series converges pointwise on the set A ⊆ R, then it converges
uniformly on any compact subset K ⊆ A.

Proof. A compact set K contains both a minimum x0 and a maximum x1 ,

28
which by hypothesis belong to A. By Abel’s Theorem, the series converges
uniformly on the closed interval [x0 , x1 ] and hence also on K.

Theorem
If ∞ an xn converges for all x ∈ (−R, R), then the differentiated series
P
P∞ n=0
n−1
n=1 nan x converges at each x ∈ (−R, R) as well. Consequently, the
convergence is uniform on compact sets contained in (−R, R).

P∞ n
Proof. Let x0 ∈ (−R, R). From an earlier theorem, n=0 an x0 converges
P∞ n
absolutely. Let |x0 | < t < R. Similarly, n=0 an t converges absolutely.
Hence limn→∞ |an tn | = 0. Then,
∞ ∞  
X X 1 x 0
n−1
|nan x0n−1 | = n |an tn |.
n=1 n=1
t t
n−1
Since limn→∞ n xt0 = 0, the nth term on the right hand side of the sum
in the last displayed formula is < |an tn | for all sufficiently large n. By the
Comparison Test, the sum ∞
P n−1
P∞ n−1
n=1 |nan x0 | converges, and so n=1 nan x0
converges absolutely at all x0 ∈ (−R, R). By the previous theorem, the series
also converges uniformly on any compact subset of (−R, R).

Theorem (The Derivative of a Power Series)

Assume ∞
X
f (x) = an x n
n=0
converges on an interval A ⊆ R. The function is continuous on A and
differentiable on any open interval (−R, R) ⊆ A. The derivative is given
by
X∞
′
f (x) = nan xn−1 .
n=1
Moreover, f is infinitely differentiable on (−R, R), and the successive
derivatives can be obtained via term-by-term differentiation of the ap-
propriate series.

29
Proof. On any closed subinterval [a, b] ⊂ (−R, R), the series f (x) = ∞ n
P
n=0 an x
converges uniformly. Since each an xn is continuous, the series represents a
continuous function f (x) on [a, b]. Since [a, b] ⊂ (−R, R) was arbitrary, the
series is continuous on the whole interval (−R, R).

By the previous theorem, this same argument applies to the series ∞ n−1
P
n=1 nan x .
So, by the Term-by-Term Differentiability Theorem, we have
X∞
′
f (x) = nan xn−1
n=1
for all x ∈ (−R, R).

Since the derivative series f ′ (x) satisfies the same hypothesis as the series
f (x), all derivative of all orders exist on (−R, R) and are obtained by differ-
entiating the original series the appropriate number of times.

Term-by-term Anti-differentiation
Assume f (x) = ∞ n
P
n=0 an x converges on (−R, R), then
∞
X an n+1
F (x) = x
n=0
n + 1

is defined on (−R, R) and satisfies F ′ (x) = f (x).

Explain this.

Series for natural logarithm

∞ ∞
1 X X (−1)k+1 xk+1
= (−1)k+1 xk ⇒ ln(1 + x) = C +
1+x k+1
k=0 k=0
Explain this.

Uniqueness of coefficients
Suppose
∞
X ∞
X
k
ak x = bk xk for x ∈ (−R, R).
k=0 k=0
Show that an = bn for all n = 0, 1, 2, 3, . . ..
Explain this.

30
§6.6: Taylor Series

Recall a few theorems from §6.5 on power series:

Theorem 6.5.7 (The Derivative of a Power Series)

Assume ∞
X
f (x) = an x n
n=0
converges on an interval A ⊆ R. The function is continuous on A and
differentiable on any open interval (−R, R) ⊆ A. The derivative is given
by
X∞
′
f (x) = nan xn−1 .
n=1
Moreover, f is infinitely differentiable on (−R, R), and the successive
derivatives can be obtained via term-by-term differentiation of the ap-
propriate series.

Exercise 6.5.4 (Term-by-term Anti-differentiation)

Assume f (x) = ∞ n
P
n=0 an x converges on (−R, R), then
∞
X an n+1
F (x) = x
n=0
n + 1

is defined on (−R, R) and satisfies F ′ (x) = f (x).

31
 Example

1
f (x) = = 1 + x + x2 + x3 + · · · x ∈ (−1, 1)
1−x
1
f ′ (x) = 2
= 1 + 2x + 3x2 + 4x3 + · · · x ∈ (−1, 1)
(1 − x)
x2 x3
F (x) = − ln(1 − x) = C + x + + + ··· x ∈ [−1, 1)
2 3
Evaluate the last formula at x = 0 to determine that the constant of
integration is C = 0.

Question
Let the function f (x) be n-times differentiable on the interval (c − R, c +
R). What is the “best” polynomial

pn (x) = a0 + a1 (x − c) + a2 (x − c)2 + · · · + an (x − c)n

of degree ≤ n for approximating f (x) in the interval (c−R, c+R) subject

to the conditions

f (c) = pn (c)
f ′ (c) = p′n (c)
f ′′ (c) = p′′n (c)
..
.
f (n) (c) = p(n)
n (c)?

pn (x) = a0 + a1 (x − c)1 + a2 (x − c)2 + · · · + an (x − c)n f (c) = pn (c) = a0

p′n (x) = 1 · a1 + 2 · a2 (x − c)1 + 3 · a3 (x − c)2 + · · · + n · an (x − c)n−1 f ′ (c) = p′n (c) = 1!a1
p′′n (x) = 2 · 1 · a2 + 3 · 2 · a3 (x − c)1 + 4 · 3 · a4 (x − c)2 + · · · n · (n − 1) · an (x − c)n−2 f ′′ (c) = p′′n (c) = 2!a2
.. ..
. .
p(n)
n (x) = n · (n − 1) · (n − 2) · · · 3 · 2 · 1 · an f (n) (c) = p(n)
n (c) = n!an

32
nth Taylor Polynomial
n
X f (k) (c)
pn (x) = (x − c)k .
k!
k=0

Error term
The error term is En (x) where

f (x) = pn (x) + En (x)

Can we take a limit?

Assume f (x) is infinitely differentiable on A = (c − R, c + R). If

lim En (x) = 0,
n→∞

then
n ∞
X f (k) (c) k
X f (k) (c)
f (x) = lim pn (x) = lim (x − c) = (x − c)k
n→∞ n→∞ k! k!
k=0 k=0

for x ∈ A.

Theorem 6.6.3 (Lagrange Remainder Theorem)

Let f be N + 1 times differentiable on A = (−R, R). Let
N
X f (k) (0)
pN (x) = xk .
k!
k=0

Given x ̸= 0 in A, there exists a point c satisfying |c| < |x| where the
error function
EN (x) = f (x) − pN (x)
satisfies
f (N +1) (c) N +1
EN (x) = x .
(N + 1)!

33
Proof. Due to our choice of coefficients of the Taylor polynomial,
(k)
f (k) (0) = pN (0) k = 0, 1, 2, . . . , N

and so
(N )
EN (0) = EN′ (0) = EN′′ (0) = · · · = EN (0) = 0.
Consider the case x > 0 where x ∈ A. (The case x < 0 is similar.) Apply the
Generalized Mean Value Theorem to the functions EN (x) and xN +1 on the
interval [0, x]. There exists x1 ∈ (0, x) such that
EN (x) − EN (0) EN (x) EN′ (x1 )
= N +1 = .
xN +1 − 0N +1 x (N + 1)xN 1

Then apply the Generalized Mean Value Theorem to the functions En′ (x) and
(N + 1)xN on the interval [0, x1 ]. There exists x2 ∈ (0, x1 ) such that
EN (x) EN′ (x1 ) EN′′ (x2 )
= = N −1
.
xN +1 (N + 1)xN 1 (N + 1)N x 2

Similarly, there is x3 ∈ (0, x2 ) such that

(3)
EN (x) EN′ (x1 ) EN′′ (x2 ) EN (x3 )
= = −1
= −2
.
xN +1 (N + 1)xN 1 (N + 1)N xN 2 (N + 1)N (N − 1)xN
3

Repeatedly applying the Generalized Mean Value Theorem produces numbers

0 < c = xN +1 < xN < · · · < x2 < x1 < x

such that
(N +1)
EN (x) EN (xN +1 )
= · · · = .
xN +1 (N + 1)!
If c = xN +1 , then
(N +1)
E (c) N +1
EN (x) = N x .
(N + 1)!
(N +1) (N +1)
Because pN (x) = 0, we have EN (x) = f (N +1) (x) and so

f (N +1) (c) N +1
EN (x) = x .
(N + 1)!

34
The Lagrange Remainder Theorem is not the only way to express the function
En (x) where
f (x) = pn (x) + En (x)
and pn (x) is the nth Taylor polynomial.

Exercise 6.6.9 – Cauchy Remainder Theorem

Suppose f is a function such that f (n+1) (t) is continuous on an interval
containing x and c. Then
n
X f (k) (c) k f (n+1) (a)
f (x) = (x − c) + (x − a)n (x − c)
k! | n!
k=0 {z }
| {z } En (x)
pn (x)

where a is some number between x and c.

Remainder term from integration-by-parts

If f (n+1) (x) exists and is continuous, then we can apply integration-by-
parts n times in a row to obtain the following formula for f (x):
n
f (k) (c) 1 x (n+1)
X Z
k
f (x) = (x − c) + f (t)(x − t)n dt
k! n! c
k=0 | {z }
| {z } En (x)
pn (x)

35
An extreme example
Consider the function
(
0 if x = 0,
f (x) :=
1


exp − x2 if x ̸= 0.

A plot is given below

0.8

0.6

0.4

0.2

-4 -2 2 4

It can be shown, by induction, that f (k) (0) = 0 for all k ≥ 0. Hence,

every Taylor polynomial is identically zero. Thus

f (x) = pn (x) +En (x).

| {z }
=0

For x ̸= 0,
lim En (x) = f (x) ̸= 0.
n→∞
So, the Taylor series for f (x) centered at 0 equals f (x) if and only if
x = 0.

36
Example
Let f (x) = cos(x). Then

f (0) = cos(0) = 1
f ′ (0) = − sin(0) = 0
f ′′ (0) = − cos(0) = −1
f ′′′ (0) = sin(0) = 0
..
.
f (k+4) (0) = f (k) (0).

So, the 2nth and (2n + 1)st Taylor polynomials are

x2 x4 x2n
p2n (x) = p2n+1 (x) = 1 − + + · · · + (−1)n
2! 4! (2n)!
Then for x > 0, there is some c with c ∈ (0, x) such that

|f (2n+1) (c)| x2n+1 x2n+1

|E2n (x)| = |E2n+1 (x)| = ≤ → 0 as n → ∞.
(2n + 1)! (2n + 1)!
The case x < 0 is similar. Thus, for all x ∈ R,
∞
X (−1)k x2k
cos(x) = .
(2k)!
k=0

37
Example
1
f (x) =
x
centered at c = 1.

f (x) = x−1 f (1) = 1

f ′ (x) = (−1)x−2 f ′ (1) = −1
f ′′ (x) = (−1)(−2)x−3 f ′′ (1) = (−1)2 2!
.. ..
. .
f (k) (x) = (−1)(−2) · · · (−k)x−k−1 f (k) (1) = (−1)k k!

nth Taylor polynomial

n n
X (−1)k k! k
X
pn (x) = (x − 1) = (−1)k (x − 1)k
k!
k=0 k=0

Error term: For some d between x and 1

f (n+1) (d) (−1)n+1 x−1 n+1
(x − 1)n+1 = (−1)n+1 d−n−2 (x − 1)n+1 =


En (x) = d d
(n + 1)!
1
From the Lagrange remainder theorem, we can only show that if 2 < x < 2,
then | x−1
d |
n+1
→ 0 and so En (x) → 0 as n → ∞.

However, since the series is a geometric series, we actually know that

En (x) → 0 and n → ∞ if and only if |x − 1| < 1 if and only if 0 < x < 2.

38
§6.7 – The Weierstrass Approximation Theorem
Weierstrass Approximation Theorem
Let f : [a, b] → R be continuous. Given ϵ > 0, there exists a polynomial
p(x) satisfying
|f (x) − p(x)| < ϵ
for all x ∈ [a, b].

Proof. Work through the exercises in §6.7 to fill in the details of the proof.

Remark
By using the values ϵn = 1/n, we can find a sequence (pn ) of polynomials
that converge uniformly to f on [a, b].

However, since f need not be differentiable, it is not necessarily true that

the sequence (p′n ) of derivatives converges uniformly on [a, b].

(End of Chapter 6)

39