MATH2060B Mathematical Analysis II Tutorial 9

Sequence of Functions
Definition (c.f. Definition 8.1.1). Let (fn ) be a sequence of real-valued functions defined
on A ⊆ R. The sequence (fn ) is said to converge (pointwisely) to a function f on A if
for each x ∈ A, (fn (x)) converges to f (x). In this case, we denote

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

n→∞ n→∞

Definition (c.f. Definition 8.1.4). Let (fn ) be a sequence of real-valued functions defined
on A ⊆ R. The sequence (fn ) is said to converge uniformly to a function f on A if for
each ε > 0, there exists N ∈ N such that whenever n ≥ N and x ∈ A,

|fn (x) − f (x)| < ε.

Remark. Notice that in ε-N notation, N depends on ε and x for pointwise convergence. For
uniform convergence, N depends on ε ONLY. Also, uniform convergence implies pointwise
convergence. (Prove it as an exercise!)
Example 1 (c.f. Section 8.1, Ex.8 & Ex.18). Let fn : [0, ∞) → R be defined by

fn (x) = xe−nx .

Show that (fn ) converges uniformly on [0, ∞).

Solution. We first find the pointwise limit of fn . If x = 0, then fn (x) = 0 for all n. Hence

lim fn (0) = 0.
n→∞

If x > 0, note that e−nx → 0 as n → ∞. Hence

lim fn (x) = x · lim e−nx = 0.

n→∞ n→∞

Now we show that (fn ) converges uniformly to 0. Firstly, we need to find the maximum of
fn (x) = xe−nx on [0, ∞) for each n. Differentiate fn gives

fn0 (x) = (1 − nx)e−nx .

Hence it has only one critical point at x = 1/n. Now at the endpoints and critical point,
1
fn (0) = 0, fn (1/n) = and lim fn (x) = 0.
ne x→∞

It follows that the maximum value of fn is 1/ne. Hence

1
|xe−nx − 0| ≤ , ∀n, ∀x ≥ 0.
ne
Let ε > 0 and take N ∈ N such that 1/N < eε. Then whenever n ≥ N and x ≥ 0,
1 1
|xe−nx − 0| ≤ ≤ < ε.
ne Ne

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MATH2060B Mathematical Analysis II Tutorial 9

Example 2 (c.f. Section 8.1, Ex.4 & Ex.14). Let fn : [0, ∞) → R be defined by
xn
fn (x) = .
1 + xn
Let 0 < b < 1. Show that (fn ) converges uniformly on [0, b] but not uniformly on [0, 1].

Solution. The pointwise limit of (fn ) is given by


0 if 0 ≤ x < 1,
xn

f (x) = lim fn (x) = lim = 1/2 if x = 1,
n→∞ n→∞ 1 + xn 
1 if x > 1.


Let’s show that (fn ) converges uniformly to 0 on [0, b]. Note that

xn xn
n
− 0 ≤ = x n ≤ bn , ∀n, ∀x ∈ [0, b].
1+x 1+0

Let ε > 0. Since 0 < b < 1, bn → 0 as n → ∞. Then there exists N ∈ N such that bn < ε
whenever n ≥ N . It follows that
xn
− 0 ≤ bn < ε, ∀n ≥ N, ∀x ∈ [0, b].
1 + xn

To see that (fn ) does not converge uniformly on [0, 1], we need to show that there exist ε > 0
such that whenever N ∈ N, there exists n ≥ N and x ∈ [0, 1] such that

xn
− 0 ≥ ε.
1 + xn

For each N ∈ N, we can choose n = N and x = 2−1/n . Then

xn 1/2 1
− 0 = = .
1 + xn 1 + 1/2 3

This shows that the convergence is not uniform on [0, 1].

Remark. Is (fn ) converges uniformly on [0, 1)? (Investigate the above argument!)

Essentially, the above argument did the same thing in the lemma below.

Lemma (c.f. Lemma 8.1.5). A sequence of functions (fn ) defined on A ⊆ R does not
converges to a function f uniformly on A if and only if there exists ε > 0, a subsequence
(fnk ) of (fn ) and a sequence (xk ) in A such that

|fnk (xk ) − f (xk )| ≥ ε.

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MATH2060B Mathematical Analysis II Tutorial 9

Interchange of Limits
Uniform convergence is important when we want to interchange the order of limits. The fol-
lowing propositions tell us that continuity and integrablility are preserved under uniform
convergence.

Theorem (c.f. Theorem 8.2.2). Let (fn ) be a sequence of functions defined on A ⊆ R and
converges uniformly to a function f on A. Suppose that each fn is continuous on A. Then
f is continuous on A.

Remark. This theorem tells us that for each x0 ∈ A,

lim lim fn (x) = lim f (x) = f (x0 ) = lim fn (x0 ) = lim lim fn (x).
x→x0 n→∞ x→x0 n→∞ n→∞ x→x0

Theorem (c.f. Theorem 8.2.4). Let (fn ) be a sequence of functions in R[a, b] and converges
uniformly to a function f on [a, b]. Then f ∈ R[a, b] and
Z b Z b 
lim fn = lim fn .
n→∞ a a n→∞

Remark. Does the same result hold for improper integral?

The preservation of derivatives is a bit different. Conditions on the derivatives of the

sequences of functions are emphasised.

Proposition (c.f. Proposition 5.1 & 5.2 of Lecture Notes). Let (fn ) be a sequence of dif-
ferentiable functions defined on (a, b). Suppose that there exists a point c ∈ (a, b) such that
lim fn (c) exists and (fn0 ) converges uniformly to a function g on (a, b). Then
n→∞

• (fn ) converges uniformly to a differentiable function f on (a, b); and

• f 0 = g on (a, b).

Remark. This is a stronger version of the theorem proved in the lecture. The proof is more
complicated because we cannot apply the Fundamental Theorem. Nevertheless, these
theorems both implies that for each x0 ∈ (a, b),

fn (x) − fn (x0 ) fn (x) − fn (x0 )

lim lim = lim lim .
x→x0 n→∞ x − x0 n→∞ x→x0 x − x0
Reading Exercise (c.f. Proposition 6.2 of Lecture Notes). Read the proofs of Dini’s
Theorem to learn the “compactness arguments”.

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MATH2060B Mathematical Analysis II Tutorial 9

Exercises
Exercise 1 (c.f. Section 8.1, Ex.24). Let (fn ) be a sequence of functions that converges
uniformly to f on A and that satisfies |fn (x)| ≤ M for all n ∈ N and all x ∈ A. If g is
continuous on the interval [−M, M ], show that the sequence (g ◦ fn ) converges uniformly to
g ◦ f on A.

Solution. We need to show that for all ε > 0, there exists N ∈ N such that

|g(fn (x)) − g(f (x))| < ε, ∀n ≥ N, ∀x ∈ A.

Let ε > 0. Since g is continuous on [−M, M ], g is uniformly continuous on [−M, M ]. i.e.,

there exist δ > 0 such that whenever |u − v| < δ and u, v ∈ [−M, M ],

|g(u) − g(v)| < ε.

Now since (fn ) converges uniformly to f , there exists N ∈ N such that

|fn (x) − f (x)| < δ, ∀n ≥ N, ∀x ∈ A.

Also, take limit as n → ∞ in the inequality |fn (x)| ≤ M , we have |f (x)| ≤ M for all
x ∈ A. Hence whenever n ≥ N and x ∈ A, we have shown that |fn (x) − f (x)| < δ and
fn (x), f (x) ∈ [−M, M ]. Thus by the continuity of g,

|g(fn (x)) − g(f (x))| < ε.

Exercise 2 (c.f. Section 8.2, Ex.7). Suppose the sequence (fn ) converges uniformly to f on
the set A, and suppose that each fn is bounded on A. (i.e., for each n, there is a constant
Mn such that |fn (x)| ≤ Mn for all x ∈ A.) Show that that function f is bounded on A.

Solution. We need to find a constant M > 0 such that |f (x)| ≤ M for all x ∈ A. Take
ε = 1. Since (fn ) converges to f uniformly, there exists N ∈ N such that

|fN (x) − f (x)| < 1, ∀x ∈ A.

Therefore by triangle inequality,

|f (x)| ≤ |f (x) − fN (x)| + |fN (x)| ≤ 1 + MN , ∀x ∈ A.

Hence f is bounded by M = 1 + MN .

Remark. In addition, we can show that the sequence of functions (fn ) is uniformly
bounded. i.e., there exists M > 0 such that

|fn (x)| ≤ M, ∀n ∈ N, ∀x ∈ A.

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MATH2060B Mathematical Analysis II Tutorial 9

Exercise 3 (c.f. Section 8.2, Ex.4). Suppose (fn ) is a sequence of continuous functions on
an interval I that converges uniformly on I to a function f . If (xn ) ⊆ I converges to x0 ∈ I,
show that
lim fn (xn ) = f (x0 ).
n→∞

Solution. We need to show that for all ε > 0, there exists N ∈ N such that

|fn (xn ) − f (x0 )| < ε, ∀n ≥ N.

Notice that for any n ∈ N and x ∈ I,

|fn (xn ) − f (x0 )| ≤ |fn (xn ) − f (xn )| + |f (xn ) − f (x0 )|.

Let ε > 0. Since (fn ) converges to f uniformly, there exists N1 ∈ N such that
ε
|fn (x) − f (x)| < , ∀n ≥ N1 , ∀x ∈ I.
2
On the other hand, note that f is a continuous function because it is the uniform limit of
continuous functions. Hence lim f (xn ) = f (x0 ). i.e., there exists N2 ∈ N such that
ε
|f (xn ) − f (x0 )| < , ∀n ≥ N2 .
2
Combine the above results, take N = max{N1 , N2 }. Then whenever n ≥ N ,
ε ε
|fn (xn ) − f (x0 )| ≤ + = ε.
2 2
Remark. In the very beginning, we estimate |fn (xn ) − f (x0 )| by

|fn (xn ) − f (x0 )| ≤ |fn (xn ) − f (xn )| + |f (xn ) − f (x0 )|.

What happens if we change the estimation to

|fn (xn ) − f (x0 )| ≤ |fn (xn ) − fn (x0 )| + |fn (x0 ) − f (x0 )|?

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