Math 409-502 Harold P. Boas boas@tamu.edu Results of the third examination Good job! Here are the scores: 95 94 85 85 94 80 92 79 92 91 78 78 90 77 90 89 76 75 88 66 88 34 Reminder: the comprehensive final examination will be held in this room on Tuesday, December 14, from 8:00–10:00 AM. Math 409-502 December 3, 2004 — slide #2 Things can go wrong in the limit Continuity. On the( interval [0, 1], let f n (x) = x1/n . 1, if x 6= 0, Then lim f n (x) = n→∞ 0, if x = 0, so the limit of these continuous functions is discontinuous. ³ ´0 Derivatives. Let gn (x) = n1 x n . Then lim gn (x) = 0 when 0 ≤ x ≤ 1, but lim gn0 (x) = n→∞ n→∞ ( 0, if x 6= 1, lim x n−1 = n→∞ 1, if x = 1. Here (derivative of the limit) 6= (limit of the derivatives). ( 1 2n+1 , if 2n+1 ≤ x ≤ 21n , Integrals. Let h n (x) = 0, otherwise. R1 R1 Then 0 lim hn (x) dx = 0, but lim 0 hn (x) dx = 1. n→∞ n→∞ Here (integral of the limit) 6= (limit of the integrals). Math 409-502 December 3, 2004 — slide #3 Uniform convergence A sequence of functions { f n }∞ n=1 converges uniformly on an interval to a function f if for every e > 0 there is an N such that | f n (x) − f (x)| < e for all x whenever n > N. “Uniform” means that N can be chosen to be independent of x. Example. Let f n (x) = sin(x + n1 ). Then the sequence of functions f n (x) converges uniformly to the function f (x) = sin(x) on the unbounded interval (−∞, ∞). For suppose e > 0 is given. By the mean-value theorem, sin(x + n1 ) − sin(x) = n1 cos(c) for some c depending on x, so | f n (x) − f (x)| ≤ n1 . Therefore | f n (x) − f (x)| < e when n > 1/e. So we can take N = 1/e, which is independent of x. Math 409-502 December 3, 2004 — slide #4 Theorems about uniform convergence 1. If a sequence of continuous functions f n converges uniformly on an interval to a function f , then the limit function f is continuous. 2. If a sequence of differentiable functions f n converges (uniformly) on an interval to a function f , and if the sequence of derivatives f n0 converges uniformly to a function g, then the limit function f is differentiable, and f 0 = g. 3. If a sequence of integrable functions f n converges uniformly on an interval [a, b] to a funcRb Rb tion f , then f is integrable and a f (x) dx = lim a f n (x) dx. n→∞ (This is a stronger theorem than the one in the book.) In all three cases, the word “sequence” can be replaced by the word “series” (because convergence of a series means convergence of the sequence of partial sums). Math 409-502 December 3, 2004 — slide #5 Homework Read sections 22.1–22.5, pages 305–318. Math 409-502 December 3, 2004 — slide #6