Tutorial 9

Tutorial 9 MATH2060B Mathematical Analysis II 22-24/03/2021
Interchange of Limits
Uniform convergence is essential when we want to interchange the order of limits. The first
proposition tells us that continuity is 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 defined 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
Example 1. The assumption on uniform convergence cannot be dropped. Consider

fn (x) = xn , x ∈ [0, 1], n ∈ N.
The pointwise limit of (fn ) is given by f (x) = 0 for x ∈ [0, 1) and f (1) = 1. However, the
convergence on [0, 1] is not uniform. For, choose nk = k and xk = (0.5)1/k ∈ [0, 1]. Then
1
|fnk (xk ) − f (xk )| = [(0.5)1/k ]k − 0 = > 0.
2
In this case, each fn is continuous on [0, 1] but f is not.
The second proposition tells us that Riemann integrability is preserved under uniform
convergence.
Theorem (c.f. Theorem 8.2.4). Let (fn ) be a sequence of functions defined on [a, b] and
converges uniformly to a function f defined on [a, b]. Suppose that fn ∈ R[a, b] for all n ∈ N.
Then f ∈ R[a, b] and
Z b Z b
lim fn (x)dx = f (x)dx.
n→∞ a a
Remark. Does the same result hold for improper integrals?

Example 2 (Section 8.2, Ex.16). The assumption on uniform convergence cannot be dropped.
Let (rn ) be an enumeration of all rational numbers in [0, 1]. Consider
(
1, if x ∈ {r1 , r2 , ..., rn },
fn (x) = x ∈ [0, 1], n ∈ N .
0, otherwise,
• If x ∈ [0, 1] ∩ Q, then x = rN for some N and hence fn (x) = 1 for all n ≥ N .

• If x ∈ [0, 1] \ Q, then fn (x) = 0 for all n ∈ N.
Hence the pointwise limit of (fn ) is given by the Dirichlet’s function f . i.e., f (x) = 1
for x ∈ [0, 1] ∩ Q and f (x) = 0 for x ∈ Q \[0, 1]. However, the convergence on [0, 1] is not
uniform. For, choose nk = k and xk ∈ [0, 1] be a rational number that does not belongs to
{r1 , r2 , ..., rk }. Then
|fnk (xk ) − f (xk )| = |0 − 1| = 1 > 0.
In this case, each fn is Riemann integrable over [0, 1], but f is not.
Prepared by Ernest Fan 1

Example 3. Even if the pointwise limit is Riemann integrable, the equality given in the
theorem may not hold. Consider (Draw the graphs of the functions!)

2
n x,
 if 0 ≤ x < 1/n,
2
fn (x) = −n x + 2n, if 1/n ≤ x < 2/n, x ∈ [0, 1], n ≥ 2.

0, if 2/n ≤ x ≤ 1,

• If x = 0, then fn (x) = n2 x = 0 for all n ≥ 2.
• If x ∈ (0, 1], then 2/N ≤ x for some N ≥ 2 and hence fn (x) = 0 for all n ≥ N .
Hence the pointwise limit of (fn ) is given by the zero function f . However, the convergence
on [0, 1] is not uniform. For, choose nk = k and xk = 1/k ∈ [0, 1]. Then
|fnk (xk ) − f (xk )| = |k − 0| = k ≥ 1 > 0.
In this case, each fn is Riemann integrable over [0, 1] and so does f . However,
Z 1 Z 1
1 2
f (x)dx = 0 and fn (x)dx = · · n = 1, ∀n ≥ 2.
0 0 2 n
Therefore Z 1 Z 1
lim fn (x)dx 6= f (x)dx.
n→∞ 0 0
The preservation of differentiability is a bit different. Conditions on the derivatives of the

sequences of functions are emphasised.
Theorem (c.f. Proposition 4.1 of Lecture Note). Let (fn ) be a sequence of C 1 functions
defined on (a, b) and converges to a function f defined on (a, b). Suppose (fn0 ) converges
uniformly to a function g on (a, b). Then
• f is a C 1 function on (a, b); and
• f 0 = g on (a, b).
Theorem (c.f. Proposition 4.2 of Lecture Note). Let (fn ) be a sequence of differentiable
functions defined on (a, b). Suppose that there exists a point c ∈ (a, b) such that lim fn (c)
n→∞
exists and (fn0 ) converges uniformly to a function g on (a, b). Then
• (fn ) converges uniformly to a differentiable function f on (a, b); and
• f 0 = g on (a, b).

Example 4. Even if we have uniform convergence of (fn ), the assumption on uniform

convergence of (fn0 ) cannot be dropped. Consider (Draw the graphs of the functions!)
(
|x|, if |x| > 1/n,
fn (x) = x ∈ R, n ∈ N .
(n2 x2 + 1)/2n, if |x| ≤ 1/n,
Notice that (fn ) converges uniformly to the absolute value function f (x) = |x|, which is not
differentiable at 0. To see the uniform convergence, we have:
• If |x| ≤ 1/n, then
n2 x2 + 1 (n|x| − 1)2 1
fn (x) − |x| = − |x| = ≤ .
2n 2n 2n
• If |x| > 1/n, then

1
fn (x) − |x| = |x| − |x| = 0 ≤ .
2n
Thus given any ε > 0, we can choose N ∈ N such that 1/N < 2ε. Then
1 1
fn (x) − |x| ≤ < < ε, ∀n ≥ N, ∀x ∈ R .
2n 2N
In this case, each fn is C 1 on R, with derivative given by

−1,
 if x < −1/n,
0
fn (x) = nx, if |x| ≤ 1/n, x ∈ R, n ∈ N.

1, if x > 1/n,

• If x = 0, then fn0 (x) = nx = 0 for all n ∈ N.
• If x < 0, then −x < 1/N for some N and hence fn0 (x) = −1 for all n ≥ N .
• If x > 0, then x < 1/N for some N and hence fn0 (x) = 1 for all n ≥ N .
Hence the pointwise limit of (fn0 ) is given by the sign function sgn. However, the conver-
gence on R is not uniform because each fn0 is continuous but the limit sgn is not.
Example 5 (c.f. Section 8.2, Ex.4). Suppose (fn ) is a sequence of continuous functions
defined on an interval I that converges uniformly to a function f on I. If (xn ) ⊆ I converges
to x0 ∈ I, show that
lim fn (xn ) = f (x0 ).
n→∞
Solution. We need to show that for any ε > 0, there exists N ∈ N such that
|fn (xn ) − f (x0 )| < ε, ∀n ≥ N.
Notice that for any n ∈ N,
|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 a
sequence of continuous functions. In particular, lim f (xn ) = f (x0 ). i.e., there exists N2 ∈ N
such that
ε
|f (xn ) − f (x0 )| < , ∀n ≥ N2 .
2
Combining the above results, take N = max{N1 , N2 }. Then whenever n ≥ N ,
ε ε
|fn (xn ) − f (x0 )| ≤ |fn (xn ) − f (xn )| + |f (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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Tutorial 9 MATH2060B Mathematical Analysis II 22-24/03/2021

Example 1. The assumption on uniform convergence cannot be dropped. Consider

Remark. Does the same result hold for improper integrals?

• If x ∈ [0, 1] ∩ Q, then x = rN for some N and hence fn (x) = 1 for all n ≥ N .

Prepared by Ernest Fan 1

• If x = 0, then fn (x) = n2 x = 0 for all n ≥ 2.

|fnk (xk ) − f (xk )| = |k − 0| = k ≥ 1 > 0.

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

• f is a C 1 function on (a, b); and

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

Prepared by Ernest Fan 2

Example 4. Even if we have uniform convergence of (fn ), the assumption on uniform

• If |x| > 1/n, then

• If x = 0, then fn0 (x) = nx = 0 for all n ∈ N.

|fn (xn ) − f (x0 )| < ε, ∀n ≥ N.

Notice that for any n ∈ N,

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

Prepared by Ernest Fan 3

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

What happens if we change the estimation to

Prepared by Ernest Fan 4

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