Sequences of Functions

Understand pointwise vs uniform convergence and their implications

When Limits and Operations Commute

A sequence of functions can converge one point at a time or all at once. The difference decides whether continuity and integrals survive the limit.

Pointwise Convergence

Pick a sequence, press Play to raise n, and move x. The N needed for a given epsilon changes from point to point.

Converges pointwise on [0,1] but not uniformly

Pointwise N at x = 0.50

For ε = 0.10, need N ≥ 4

Pointwise Convergence

A sequence of functions fₙ converges pointwise to f if for each x:

∀ε > 0, ∃N such that n ≥ N ⟹ |fₙ(x) - f(x)| < ε

Note: The N can depend on both ε and x. Different points may converge at different rates!

Go deeper:Pointwise Convergence

A sequence f_n converges pointwise to f if for each fixed x, the sequence of numbers f_n(x) converges to f(x). The rate can vary dramatically across different points.

Key insight: Pointwise convergence only requires convergence at each individual point — the speed of convergence can vary wildly from point to point.

Uniform Convergence

Pick a sequence, turn on the ε-band, and raise n. Uniform convergence means the whole graph eventually fits inside the band.

Pointwise Only

sup|fₙ(x) - f(x)| does not → 0; no uniform N exists

Uniform Convergence

fₙ → f uniformly if the same N works for all x simultaneously:

∀ε > 0, ∃N such that n ≥ N ⟹ sup|fₙ(x) - f(x)| < ε

Equivalently: ‖fₙ - f‖∞ → 0 as n → ∞.

Key insight: Uniform convergence means the entire graph of fₙ eventually fits inside an ε-tube around the limit function.

Go deeper:Uniform Convergence

Uniform convergence requires a single N that works for all points simultaneously. The entire graph of f_n must eventually fit inside an ε-tube around the limit function.

Key insight: Uniform convergence means sup|f_n(x) - f(x)| → 0, controlling the worst-case error across the entire domain simultaneously.

Does the Limit Preserve Continuity?

Raise n with the limit function showing. Compare xn on [0,1], whose limit breaks apart, with sequences whose limits stay continuous.

fₙ continuous
f continuous

Each fₙ is continuous, but the limit has a jump discontinuity at x=1. Pointwise convergence does NOT preserve continuity.

Uniform Convergence Preserves Continuity

Theorem: If fₙ → f uniformly and each fₙ is continuous, then f is continuous.

The converse is false: pointwise convergence of continuous functions can yield a discontinuous limit (as seen with fₙ(x) = xⁿ).

Proof idea: Given ε, find N so ‖fₙ - f‖∞ < ε/3, then use continuity of fₙ.

Go deeper:Does the Limit Preserve Continuity?

Uniform convergence preserves continuity: if each f_n is continuous and f_n → f uniformly, then f is continuous. Pointwise convergence does NOT guarantee this.

Key insight: The uniform limit of continuous functions is continuous, but a pointwise limit of continuous functions can be discontinuous.

The Weierstrass M-Test

Pick a series and add terms. Each term stays under its bound Mn, and because Σ Mn converges, the partial sums settle uniformly.

Uniformly convergent since |cos(nx)/n²| ≤ 1/n² and Σ1/n² converges

Bound Series Mₙ
M1
1.000
M2
0.250
M3
0.111
M4
0.063
M5
0.040
M6
0.028
M7
0.020
M8
0.016
M9
0.012
M10
0.010
Σ Mₙ = 1.549768(converges)
Uniformly Convergent

Since Σ Mₙ converges, the M-test guarantees uniform convergence of Σ aₙ(x).

Weierstrass M-Test

Theorem: Let Σ aₙ(x) be a series of functions on a domain D. If there exist constants Mₙ such that:

  1. |aₙ(x)| ≤ Mₙ for all x ∈ D and all n
  2. Σ Mₙ converges

Then Σ aₙ(x) converges uniformly (and absolutely) on D.

Key idea: The Mₙ bound the functions uniformly, letting us control convergence independently of x.

Go deeper:The Weierstrass M-Test

A powerful tool for proving uniform convergence of series. If |a_n(x)| ≤ M_n for all x and Σ M_n converges, then Σ a_n(x) converges uniformly.

Key insight: The M-test reduces uniform convergence of a function series to convergence of a numeric series by bounding each term independently of x.

Interchanging Limits and Integrals

Pick an example and raise n, comparing the integral of fn with the integral of the limit. Sometimes they agree; sometimes they never do.

Interchange Question

lim ∫fₙ dx

0.4000

∫(lim fₙ) dx

0.0000

Interchange OK!

Uniform convergence ⟹ we can interchange limit and integral. lim ∫fₙ = ∫f = 0.

Interchanging Limits and Integrals

Theorem: If fₙ → f uniformly on [a, b], then:

limn→∞ ∫ab fₙ(x) dx = ∫ab f(x) dx

Warning: Pointwise convergence is NOT enough! The counterexamples above show that ∫fₙ can stay constant even as fₙ → 0.

Go deeper:Interchanging Limits and Integrals

When can we swap the order of limit and integral? Uniform convergence guarantees lim ∫f_n = ∫ lim f_n, but pointwise convergence can fail spectacularly.

Key insight: Uniform convergence on a bounded interval lets you pass the limit under the integral sign, but mere pointwise convergence does not.

Differentiation interchange — requires f_n' → g uniformly and pointwise convergence at a single point to conclude (lim f_n)' = g

Key Takeaways

  • A uniform limit of continuous functions is continuous.
  • Uniform convergence lets the limit pass under the integral sign.
  • The M-test proves uniform convergence by bounding each term.
  • Swapping limits and derivatives needs the derivatives to converge uniformly.

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