MATH2030

Uniform convergence of sequences of functions

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Outline

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• Pointwise Convergence

Definition
For each natural number n, let fn be a function defined on a set A ⊆ R.

The sequence of functions (fn ) is said to converge pointwise on A to

a function f : A → R if, for all x ∈ A, the sequence of numbers fn (x)
converges to f (x).

In this case, we write fn → f , lim fn = f , or lim fn (x) = f (x), x ∈ A.

n→∞

So (fn ) converges to f pointwise on A means that for every x ∈ A

and ε > 0, there is N(ε, x) such that if n ≥ N, then
|fn (x) − f (x)| < ε.
Note the dependency of N on both ε and x.

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Example
Consider the sequence of functions

x 2 + nx
fn (x) = .
n

With every x ∈ R fixed, we have

x 2 + nx x2
 
lim fn (x) = lim = lim +x = x.
n→∞ n→∞ n n→∞ n

It seems that the pointwise limit of the sequence of functions (fn )

is the function
f (x) = x.

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When the graphs of fn ’s are plotted, we can easily see that (fn )
converges pointwise to f .

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We note that in the example above, every one of the fn ’s is continuous
and so is the limit f .

Question: Is it always the case that continuity is preserved in taking

pointwise limit?

In other words, if (fn ) is a sequence of continuous functions on A that

converges pointwise to a limit function f , then is f also continuous on
A?

The answer is “NO"!

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Example
Consider the sequence gn (x) = x n on the set [0, 1].

Note that gn is continuous for every n.

We clearly have

x n → 0 as n → ∞, if 0 ≤ x < 1
x n → 1 as n → ∞, if x = 1.

Thus the limit of the sequence (gn ) is


0, if 0 ≤ x < 1,
g(x) =
1, if x = 1.

Clearly g is clearly not a continuous function.

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When the graphs of gn ’s are plotted, we can easily see that (gn )
converges pointwise to g. Every one of the gn ’s is continuous but the
limit g is not.

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The next question: If (fn ) is a sequence of differentiable functions on
A that converges pointwise to a limit function f , then is f also
differentiable on A?

That is, is differentiability preserved by taking pointwise limit?

The answer is expectedly “NO"!

If continuity (a property weaker than differentiability) is not preserved

by taking pointwise limit, one should expect that the stronger property
of differentiability is also not preserved.

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Example
Consider the sequence of functions
1
hn (x) = x 1+ 2n−1

on the set [−1, 1].

Algebraically, we can compute what the limit function of (hn ) must be.
1 1
lim hn (x) = lim x 1+ 2n−1 = x lim x 2n−1 .
n→∞ n→∞ n→∞

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Since the last limit, taking the odd roots of x, is



 1, if x > 0
1

lim x 2n−1 = 0, if x = 0
n→∞ 

−1, if x < 0,


h(x) = |x|, and we see that each hn is differentiable on [−1, 1], but the
limit function h is not.

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Again, plotting the graphs of hn , we can easily see that (hn ) converges
pointwise to h.

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Uniform Convergence

Definition
A sequence (fn ) of functions defined on a set A ⊆ R is said to
converge uniformly on A to a limit f defined on A if, for every ε > 0,
there exists a natural number N(ε) such that

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

Note that the choice of N here depends only on ε, and the

inequality |fn (x) − f (x)| < ε holds for all x ∈ A, provided that n is
large enough.

This is a stronger notion of convergence than pointwise

convergence.

Uniform convergence =⇒ pointwise convergence.

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Indeed, recall the definition of pointwise covergence: A sequence
of functions (fn ) defined in a set A ⊆ R converges pointwise to a
function f on A, if

∀ x ∈ A, ∀ ε > 0, ∃ N = N(x, ε), ∀n ≥ N : |f (x) − fn (x)| < ε.

In contrast with uniform convergence, the choice of N in

pointwise convergence depends on both the point x and ε.
In other words, given a fixed ε, the choice of N here is known to
work only for the point x.

The N in uniform convergence depends ONLY on ε, i.e. for a

fixed ε > 0, the choice of N works uniformly for all x ∈ A.
Therefore, it is clear that uniform convergence is a strong kind of
convergence of a sequence of functions.

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• Examples

We revisit the example gn (x) = x n and A = [0, 1]. We know that

gn → g pointwise, where g(x) = 0 for x ∈ [0, 1) and g(1) = 1.
The convergence is only pointwise and not uniform: this can be
seen from the graphs of the gn ’s.

For any natural number n, there is always a point x < 1 such that
1
gn (x) > 1/2: indeed, any x with 1/n < x < 1 should work.
2
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Example
Consider the the sequence of functions

1
jn (x) = , x ∈ R.
n(1 + x 2 )

For any real number x fixed, we have

1
lim jn (x) = lim = 0.
n→∞ n→∞ n(1 + x 2 )

Then jn converges pointwise on R to the identically zero function

j(x) ≡ 0.

Furthermore, we observe that 1 + x 2 ≥ 1, for all x, and hence

n(1 + x 2 ) ≥ n, for all x.

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Consequently,

1 1 1
|jn (x) − j(x)| = 2
−0 = 2
≤ .
n(1 + x ) n(1 + x ) n

1
Now given ε > 0, we may simply choose N for which < ε.
N
Then for n ≥ N, we have
1 1
|jn (x) − j(x)| ≤ ≤ < ε.
n N

We note that the choice of N above depends only on ε.

So jn also converges to j uniformly.

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Example
We revisit the example

x 2 + nx
fn (x) = , x ∈ R.
n

This sequence of functions converges pointwise to f (x) = x. From

the graphs, this is also clear.

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But on the entire real line R, the convergence is not uniform.

To see this, note that

x 2 + nx x2
|fn (x) − f (x)| = −x = .
n n

In order to make |fn (x) − f (x)| < ε, ∀n ≥ N, we must make

x2
N> .
ε
This is certainly possible for each fixed x, but it is impossible to
have any N that satisfies the above inequality for all x.

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On the other hand, it is possible to show that fn → f uniformly on a
closed interval [−b, b], for any b > 0.
To see this, note that if x ∈ [−b, b], then

x 2 + nx x2 b2
|fn (x) − f (x)| = −x = ≤ .
n n n

b2
Now we can certainly choose N with N > .
ε
Then for all x ∈ [−b, b] and n ≥ N, we have

b2 b2
|fn (x) − f (x)| ≤ ≤ < ε.
n N
Hence fn does not converge uniformly to f on R, but fn does
converge uniformly to f on any closed interval of R.

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• Cauchy Criterion

To determine uniform convergence of a sequence of functions, we

have the Cauchy criterion. This is analogous to the Cauchy criterion
for determining the convergence of a sequence of real numbers.

Theorem (Cauchy Criterion for Uniform Convergence)

A sequence of functions (fn ) defined on a set A ⊆ R converges
uniformly on A if and only if for every ε > 0, there is an N ∈ N such that

|fn (x) − fm (x)| < ε,

for all m, n ≥ N and all x ∈ A.

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Proof. • =⇒ Suppose (fn ) converges uniformly to some f .

Let ε > 0 be given. Since (fn ) converges uniformly to f , there exists

some N ∈ N such that for all n ≥ N and for all x ∈ A
ε
|fn (x) − f (x)| < .
2

Then for all m, n ≥ N

ε ε
|fm (x) − fn (x)| ≤ |fm (x) − f (x)| + |fn (x) − f (x)| < + = ε.
2 2

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• ⇐= Suppose given (fn ) satisfies the condition that for every ε > 0,
there is an N ∈ N such that |fm (x) − fn (x)| < ε for all m, n ≥ N and for
all x ∈ A.
(We want to show that (fn ) converges uniformly.)

For each x ∈ A, (fn (x)) is Cauchy and so it converges. Hence (fn )

converges pointwise to some f : A → R, where f (x) = lim fn (x).
n→∞
We prove that (fn ) converges to f uniformly.

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Let ε > 0 be given. By hypothesis, there exists some N ∈ N such that
for all m, n ≥ N and for all x ∈ A, |fm (x) − fn (x)| < 2ε , i.e,
ε ε
− < fm (x) − fn (x) < .
2 2

Since these inequalities are true for all m, n ≥ N, consider n fixed and
let m → ∞. Then
ε ε
−ε < − ≤ lim (fm (x) − fn (x)) ≤ < ε.
2 m→∞ 2

By the Algebraic Limit Theorem, lim (fm (x) − fn (x)) = f (x) − fn (x),
m→∞
which means the above implies

|fn (x) − f (x)| < ε

for all n ≥ N and for all x ∈ A. This completes the proof.

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• Uniform Convergence and Continuity

Next, we see that continuity is preserved by uniform convergence. (In

fact, we introduced the notion of uniform convergence with the purpose
of preserving continuity when taking limits.)

We have the following theorem.

Theorem
Let (fn ) be a sequence of functions defined on A ⊆ R that converges
uniformly on A to a function f . If every fn is continuous at a point c ∈ A,
then f is also continuous at c.

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• Interchanging limits
Another interpretation of the last theorem is that we can
interchange limits when we have uniform convergence. Since the
limit f and fn ’s are all continuous, we have

f (c) = lim f (x).

x→c
The left-hand and the right-hand sides of above can be recast as

lim fn (c) = lim lim fn (x) and lim lim fn (x).

n→∞ n→∞ x→c x→c n→∞
The theorem states that it matters not at all in which order we take
the two limits above.
A little rumination shows that this is not insignificant. Consider
xm,n = 1 if m ≥ n and xm,n = 0 if m < n.

lim lim xm,n = 1, yet lim lim xm,n = 0.

n→∞ m→∞ m→∞ n→∞

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