Section 8.1 Uniform Convergence
First, let's see why pointwise convergence isn't as awesome as we might like it to be:
Checkpoint 8.1.1.
Consider the functions \(p_n:[0,1]\to\mathbb{R}\) given by \(p_n(x)=x^n\text{.}\) What is the limit as \(n\to\infty\text{?}\)
Make a list of all the nice properties that the \(p_n\) have. (For example, they're all polynomials.) Which of these properties does the limit have?
Checkpoint 8.1.2.
Consider the functions \(g_n:[0,1]\to\mathbb{R}\) given by
Sketch a graph of \(g_n\text{.}\)
What is \(\displaystyle \int_{[0,1]}g_n(x)\ dx\text{?}\)
What is \(\displaystyle\lim_{n\to\infty}g_n\left(0\right)\text{?}\)
Pick an arbitrary \(0\lt x\lt 1\text{.}\) What is \(\displaystyle\lim_{n\to\infty}g_n\left(x\right)\text{?}\)
So we're going to develop another useful notion of convergence for sequences of functions.
Checkpoint 8.1.3.
Write out the definition of pointwise convergence using quantifiers.
Definition 8.1.4.
We say that sequence \(f_n:A\to V\) of functions converges uniformly to \(f:A\to V\) if for each \(\epsilon\gt 0\text{,}\) there is \(N\in\mathbb{N}\) so that \(n\gt N\) guarantees \(\forall x,\ d(f_n(x),f(x))\lt \epsilon\text{.}\)
We write \(f_n\rightrightarrows f\text{.}\)
Checkpoint 8.1.5.
Why is this "uniform" convergence?
Proposition 8.1.6.
If \(f_n\rightrightarrows f\) on \(A\text{,}\) then \(f_n\to f\) pointwise on \(A\text{.}\)
Uniform convergence behaves quite a bit like convergence of sequences in a normed space. For example:
Proposition 8.1.7.
If \(f_n\rightrightarrows f\) on \(A\text{,}\) \(f\) is bounded on \(A\text{,}\) and each \(f_n\) is bounded, then the sequence \((f_n)_{n\in\mathbb{N}}\) is uniformly bounded; that is, there is \(B\in \mathbb{R}\) so that \(\forall n\in \mathbb{N},\forall x\in A,\lVert f_n(x)\rVert\leq B\text{.}\)
Let's see which other parts of the theory of convergence carry through to uniform convergence.
Definition 8.1.8.
We call a sequence of functions \(f_n:A\to V\) uniformly Cauchy if for each \(\epsilon\gt 0\) there is \(N\in\mathbb{N}\) so that \(m,n\gt N\) guarantees \(\forall x\in A, d(f_n(x),f_m(x))\lt \epsilon\text{.}\)
Theorem 8.1.9.
If \(f_n:A\to V\) is a uniformly Cauchy sequence of functions and \(V\) is a Cauchy-complete metric space, then there is \(f:A\to V\) so that \(f_n\rightrightarrows\) on \(A\text{.}\)
Proof.
Notice that for each \(x\in V\text{,}\) \((f_n(x))_{n\in\mathbb{N}}\) is a Cauchy sequence in \(V\text{.}\) Therefore \(\left(f_n(x)\right)_{n\in\mathbb{N}}\) converges to some element of \(V\text{,}\) which we'll call \(f(x)\text{.}\)
Our job now is to prove that the convergence \(f_n\to f\) is in fact uniform.
Given \(\epsilon\gt 0\text{,}\) there is \(N\in\mathbb{N}\) so that \(m,n\gt N\) guarantees \(d\left(f_n(x),f_m(x)\right)\rVert\lt \frac{\epsilon}{2}\text{.}\) For any \(m,n\gt N\text{,}\) we have
Now fixing \(x\text{,}\) we can take the limit \(m\to\infty\text{;}\) then \(d\left(f(x),f_n(x)\right)\leq \frac{\epsilon}{2}\lt \epsilon\text{.}\)
Because \(N\) does not depend on \(x\text{,}\) this shows that \(f_n\rightrightarrows f\text{.}\)
What's going on here?
Definition 8.1.10.
The set
is a vector space. If we equip it with the norm
then we obtain a normed space (which we will also call \(B(A;V)\)).
Proposition 8.1.11.
Let \(f_n:A\to V\) be a sequence of bounded functions. The following are equivalent:
\(\displaystyle f_n\rightrightarrows f\)
\(\displaystyle \lVert f_n-f\rVert_A\to 0\)
\(f_n\to f\) (as a sequence in \(B(A;V))\)
Proposition 8.1.12.
Let \(f_n:A\to V\) be a sequence of bounded functions. Then \((f_n)_{n\in\mathbb{N}}\) is uniformly Cauchy if and only if \((f_n)_{n\in\mathbb{N}}\) is Cauchy (as a sequence in \(B(A;V)\)).
Checkpoint 8.1.13.
Rephrase Theorem 8.1.9 as a statement about the normed space \(B(A;V)\text{.}\)
Theorem 8.1.14.
If \(f_n:A\to V\) are each continuous and \(f_n\rightrightarrows f\text{,}\) then \(f\) is continuous.
Proof.
Here's an outline: for arbitrary \(c\in A\text{,}\) we need to show continuity at \(c\text{.}\) Given \(\epsilon\gt 0\text{,}\)
Now, we need to make all of that less than \(\epsilon\) by controlling \(d(x,c)\text{.}\)
Theorem 8.1.15.
If \(f_n:[a,b]\to\mathbb{R}\) are integrable and have \(f_n\rightrightarrows f\text{,}\) then \(f\) is integrable. Moreover,