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Real Analysis

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0% found this document useful (0 votes)
49 views12 pages

Real Analysis

Uploaded by

tunnidevi2001
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

1.

State and prove cauchy’s criterion for uniform


Convergence.
Cauchy's Criterion for Uniform Convergence
Statement:
A sequence of functions {fn } defined on a set E converges uniformly on E if and only if for every ϵ>0, there exists an N∈N
such that for all m,n≥N and for all x∈E, we have:
∣fn (x)−fm (x)∣<ϵ

Proof:
Necessity:
Suppose {fn } converges uniformly to a function f on E. Then, for every ϵ>0, there exists an N∈N such that for all n≥N and
for all x∈E:
∣fn (x)−f(x)∣<2ϵ
Now, let m,n≥N. Then, for all x∈E:
∣fn (x)−fm (x)∣=∣fn (x)−f(x)+f(x)−fm (x)∣
Using the triangle inequality, we get:
∣fn (x)−fm (x)∣≤∣fn (x)−f(x)∣+∣f(x)−fm (x)∣
Since both terms on the right-hand side are less than 2ϵ , we have:
∣fn (x)−fm (x)∣<ϵ
for all m,n≥N and for all x∈E.

Sufficiency:
Suppose the Cauchy criterion holds, i.e., for every ϵ>0, there exists an N∈N such that for all m,n≥N and for all x∈E:
∣fn (x)−fm (x)∣<ϵ
This implies that for each fixed x∈E, the sequence {fn (x)} is a Cauchy sequence of real numbers. Since the real numbers
are complete, this sequence converges to some limit, which we denote by f(x). Thus, we have a function f defined on
Esuch that:
n→∞lim fn (x)=f(x)
for all x∈E.
Now, we need to show that this convergence is uniform. Let ϵ>0 be given. By the Cauchy criterion, there exists an N∈N
such that for all m,n≥N and for all x∈E:
∣fn (x)−fm (x)∣<2ϵ
Fix n≥N. Taking the limit as m→∞, we get:
∣fn (x)−f(x)∣≤2ϵ <ϵ
for all n≥N and for all x∈E. This shows that {fn } converges uniformly to f on E.

Key Points:
• Uniform Convergence: In uniform convergence, the rate of convergence of fn to f is the same for all x∈E.

• Cauchy Criterion: This criterion provides a way to check for uniform convergence without explicitly knowing the limit
function f.

• Completeness of Real Numbers: The completeness property of the real numbers is crucial in proving the sufficiency
part of the theorem.
Cauchy's criterion is a powerful tool in analysis, and it has many applications in various areas of mathematics, including
differential equations, Fourier analysis, and functional analysis.
While the provided proof is comprehensive and accurate, let's delve deeper into some key implications and applications of
Cauchy's criterion:
1. Uniform Convergence and Continuity:
• Preservation of Continuity: A crucial property of uniformly convergent sequences of functions is that the limit function
inherits the continuity of the individual functions.
• Formal Statement: If each fn is continuous on a set E, and {fn } converges uniformly to f on E, then f is also
continuous on E.
2. Uniform Convergence and Integration:
• Interchange of Limit and Integral: Under uniform convergence, we can interchange the limit and integral operations.
• Formal Statement: If {fn } converges uniformly to f on [a,b], then: n→∞lim ∫ab fn (x)dx=∫ab n→∞lim fn (x)dx=∫ab f(x)dx
3. Uniform Convergence and Differentiation:
• Interchange of Limit and Derivative: While not as straightforward as integration, under certain conditions, we can
interchange the limit and derivative operations.
• Weierstrass M-Test: A powerful tool to establish uniform convergence, especially for series of functions. If ∣fn (x)∣≤Mn
for all x∈E, and ∑Mn converges, then ∑fn converges uniformly on E.
4. Applications:
• Fourier Series: Cauchy's criterion helps analyze the convergence and properties of Fourier series.
• Power Series: Understanding the uniform convergence of power series is essential for their differentiation and
integration.
• Differential Equations: Uniform convergence plays a role in the theory of differential equations, particularly in the
context of power series solutions.

Visualizing Uniform Convergence:


To gain a better intuitive understanding of uniform convergence, consider the following visualization:
• Pointwise Convergence: Each point x in the domain converges individually to the limit function. However, the rate of
convergence can vary across different points.
• Uniform Convergence: All points in the domain converge to the limit function uniformly, meaning there's a single
"convergence band" that applies to the entire domain.
By grasping the concept of uniform convergence and its implications, we can better understand the behavior of functions
and series in analysis.
2.State and prove general principle of uniform convergence.
Statement:
A sequence of functions {fn } defined on a set E converges uniformly on E if and only if for every ϵ>0, there exists an N∈N
such that for all m,n≥N and for all x∈E, we have:
∣fn (x)−fm (x)∣<ϵ
Proof:
Necessity:
Suppose {fn } converges uniformly to a function f on E. This means that for any given ϵ>0, we can find an N∈N such that for
all n≥N and for all x∈E, we have:
∣fn (x)−f(x)∣<2ϵ
Now, let's consider any two indices m,n≥N. For any x∈E, we can write:
∣fn (x)−fm (x)∣=∣fn (x)−f(x)+f(x)−fm (x)∣
Using the triangle inequality, we get:
∣fn (x)−fm (x)∣≤∣fn (x)−f(x)∣+∣f(x)−fm (x)∣
Since both terms on the right-hand side are less than 2ϵ , we have:
∣fn (x)−fm (x)∣<ϵ
for all m,n≥N and for all x∈E. This proves the necessary condition.
Sufficiency:
Now, let's assume the Cauchy criterion holds, i.e., for every ϵ>0, there exists an N∈N such that for all m,n≥N and for all
x∈E:
∣fn (x)−fm (x)∣<ϵ
This implies that for each fixed x∈E, the sequence {fn (x)} is a Cauchy sequence of real numbers. Since the real numbers
are complete, this sequence converges to some limit, which we denote by f(x). Thus, we have a function f defined on
Esuch that:
n→∞lim fn (x)=f(x)
for all x∈E.
To prove uniform convergence, we need to show that for any given ϵ>0, there exists an N∈N such that for all n≥Nand for all
x∈E, we have:
∣fn (x)−f(x)∣<ϵ
Let ϵ>0 be given. By the Cauchy criterion, we can find an N∈N such that for all m,n≥N and for all x∈E:
∣fn (x)−fm (x)∣<2ϵ
Fix n≥N. Taking the limit as m→∞, we get:
∣fn (x)−f(x)∣≤2ϵ <ϵ
for all n≥N and for all x∈E. This shows that {fn } converges uniformly to f on E, proving the sufficiency condition.

Key Implications and Applications:


• Uniform Convergence and Continuity: If each fn is continuous on a set E, and {fn } converges uniformly to f on E,
then f is also continuous on E.
• Uniform Convergence and Integration: If {fn } converges uniformly to f on [a,b], then: n→∞lim ∫ab fn (x)dx=∫ab
n→∞lim fn (x)dx=∫ab f(x)dx
• Uniform Convergence and Differentiation: Under certain conditions, we can interchange the limit and derivative
operations for uniformly convergent sequences of functions.
• Weierstrass M-Test: This test provides a sufficient condition for uniform convergence of series of functions.
• Fourier Series, Power Series, and Differential Equations: Uniform convergence plays a crucial role in the analysis
of these topics.
Cauchy's General Principle of Uniform Convergence is a fundamental tool in analysis, providing a powerful criterion to
establish uniform convergence and its implications.
Beyond the fundamental applications discussed earlier, Cauchy's General Principle of Uniform Convergence finds
significant use in various areas of mathematics and physics. Here are some additional examples:

1. Functional Analysis:
• Banach Spaces: In the theory of Banach spaces, uniform convergence is crucial for defining notions like completeness
and compactness.
• Operator Theory: Many operators, especially integral operators, are defined as limits of sequences of simpler
operators. Uniform convergence ensures that these limiting operators inherit properties like boundedness and
continuity from the approximating sequence.

2. Complex Analysis:
• Power Series: The uniform convergence of power series within their disk of convergence allows for term-by-term
differentiation and integration. This is fundamental to the theory of analytic functions.
• Analytic Continuation: By extending the domain of analytic functions through power series, uniform convergence
plays a key role in this process.

3. Differential Equations:
• Power Series Solutions: Many differential equations can be solved by assuming a power series solution. Uniform
convergence of these series within a certain radius of convergence ensures the validity of the solution.
• Numerical Methods: Numerical methods for solving differential equations often involve approximating solutions by
sequences of functions. Uniform convergence is essential to guarantee the accuracy and stability of these methods.

4. Fourier Analysis:
• Fourier Series: The convergence of Fourier series, especially the pointwise and uniform convergence, is a central
topic in Fourier analysis. Uniform convergence ensures that the Fourier series converges to the function it represents.
• Fourier Transforms: The Fourier transform, a powerful tool in signal processing and quantum mechanics, relies on the
concept of uniform convergence to establish its properties.
3. State and prove that weierstrass’s M-test for uniform
Convergence.
Statement:
Let {fn } be a sequence of functions defined on a set E. Suppose there exists a sequence of positive numbers {Mn } such
that:
1. ∣fn (x)∣≤Mn for all x∈E and for all n∈N.
2. The series ∑n=1∞ Mn converges.
Then, the series ∑n=1∞ fn (x) converges uniformly on E.

Proof:
To prove uniform convergence, we need to show that for any given ϵ>0, there exists an N∈N such that for all n≥Nand for all
x∈E, we have:
∣k=n∑∞ fk (x)∣<ϵ
Let ϵ>0 be given. Since ∑n=1∞ Mn converges, there exists an N∈N such that for all n≥N:
k=n∑∞ Mk <ϵ
Now, for any n≥N and any x∈E, we have:
∣k=n∑∞ fk (x)∣≤k=n∑∞ ∣fk (x)∣≤k=n∑∞ Mk <ϵ
The first inequality follows from the triangle inequality, the second inequality follows from the condition ∣fn (x)∣≤Mn , and the
third inequality follows from the choice of N.
Therefore, we have shown that for any ϵ>0, there exists an N∈N such that for all n≥N and for all x∈</0>E, ∣∑k=n∞ fk (x)∣<ϵ.
This implies that the series ∑n=1∞ fn (x) converges uniformly on E.

Key Points and Applications:


• Uniform Convergence: The M-test provides a straightforward way to establish uniform convergence of a series of
functions.
• Convergence of Series: It can be used to determine the convergence of series of functions, such as power series and
Fourier series.
• Continuity and Differentiability: If each fn is continuous (or differentiable), and the series converges uniformly, then
the sum function is also continuous (or differentiable).
• Integration: The M-test can be used to justify term-by-term integration of uniformly convergent series.
Example 1:
Consider the series ∑n=1∞ n2sin(nx) . We can apply the M-test with Mn =n21 . Since ∑n=1∞ n21 converges (p-series with
p>1), the given series converges uniformly on R.
The M-test is a powerful tool in analysis, providing a simple and effective criterion for establishing uniform convergence. It
has wide-ranging applications in various areas of mathematics, including complex analysis, differential equations, and
Fourier analysis.

Example 2: Power Series


Consider the power series:
n=0∑∞ n!xn
For any x∈R, we can use the ratio test to show that this series converges. However, to show uniform convergence on a
closed interval, we can use the M-test.
Let Mn =n!∣x∣n . For any x∈[−R,R], where R>0 is a fixed constant, we have:
∣fn (x)∣=n!xn
≤n!Rn =Mn
Now, the series ∑n=0∞ n!Rn converges for any R>0 (it's a convergent geometric series). Therefore, by the M-test, the
original power series converges uniformly on any closed interval [−R,R].

Example 3: Trigonometric Series


Consider the trigonometric series:
n=1∑∞ n2sin(nx)
For any x∈R, we have:
∣n2sin(nx) ∣≤n21
The series ∑n=1∞ n21 converges (p-series with p>1). Thus, by the M-test, the given trigonometric series converges
uniformly on R.

Example 4: A More Complex Series


Consider the series:
n=1∑∞ n2+x2xn
For x∈[−R,R], where R>0, we have:
∣n2+x2xn ∣≤n2Rn
The series ∑n=1∞ n2Rn converges for any R>0 (compare it to a convergent geometric series). Therefore, by the M-test,
the original series converges uniformly on any closed interval [−R,R].

Note: The M-test is a powerful tool for establishing uniform convergence, but it's not always applicable. There are other
tests, such as the Weierstrass test and Dirichlet's test, that can be used in different situations.
Limitation of the M-Test
Notice that the definition of the M-Test only has the potential to prove a series (in question) is uniformly convergent.
This test cannot be used to show that a chosen series does not uniformly converge.
Since the sequence Mn(x) chosen to test for Fn(x) does not depend on the convergence for x values, it is possible to have
chosen Mn(x) whose series does not converge but the individual terms do converge. One can still use a non-convergent
sequence Mn(x) and conclude Fn(x) to being uniformly convergent.
Practice Problem
For a given power series below, show that F(x) uniformly converges for the radius of convergence spanning [-1, 1].

Step 1: An appropriate Mn(x) must be determined where all its terms are larger or equal to the terms in F(x).
For a function G(x) that is F(x) ≤ G(x), G(x) = k-2 can be used within the interval [-1, 1].
Step 2: Choose a series test to determine that Mn(x) converges and conclude the converge of F(x) by the Weierstrass M-
Test.
The P-Series Test states that for sequences in the form 1/kp, the sequence converges if p>1.
Since p = 2 > 1, then G(x) converges and by the Weierstrass M-Test, F(x) converges uniformly and absolutely.
4. State and prove Abel’s test for the uniform convergence
of the series each term of which is the product of two
functions.
Statement:
Let {fn } and {gn } be sequences of functions defined on a set E. Suppose the following conditions hold:
1. Uniform Boundedness of {fn }: There exists a constant M>0 such that ∣fn (x)∣≤M for all x∈E and for all n∈N.
2. Monotone Convergence of {gn }: The sequence {gn } converges monotonically to a function g on E.
3. Uniform Convergence of the Series of Differences: The series ∑n=1∞ [gn+1 (x)−gn (x)] converges uniformly on E.
Then, the series ∑n=1∞ fn (x)gn (x) converges uniformly on E.

Proof:
To prove uniform convergence, we need to show that for any given ϵ>0, there exists an N∈N such that for all n≥Nand for all
x∈E, we have:
∣k=n∑∞ fk (x)gk (x)∣<ϵ
Let ϵ>0 be given. Since the series ∑n=1∞ [gn+1 (x)−gn (x)] converges uniformly on E, there exists an N∈N such that for all
n≥N and for all x∈E, we have:
∣k=n∑m [gk+1 (x)−gk (x)]∣<Mϵ
for all m>n.

Now, consider the partial sum:


k=n∑m fk (x)gk (x)=k=n∑m fk (x)[gk (x)−gk+1 (x)]+fm (x)gm+1 (x)−fn (x)gn (x)
Using the triangle inequality and the boundedness of {fn }, we get:
∣k=n∑m fk (x)gk (x)∣≤Mk=n∑m ∣gk (x)−gk+1 (x)∣+M∣gm+1 (x)∣+M∣gn (x)∣
Since {gn } converges monotonically, it is bounded. Let G be a bound for ∣gn (x)∣. Then, we have:
∣k=n∑m fk (x)gk (x)∣≤Mk=n∑m ∣gk (x)−gk+1 (x)∣+2MG
Using the inequality we derived earlier for the partial sums of the series ∑n=1∞ [gn+1 (x)−gn (x)], we get:
∣k=n∑m fk (x)gk (x)∣<M⋅Mϵ +2MG=ϵ+2MG
Since ϵ and G are fixed, we can choose N large enough so that 2MG<ϵ. Thus, for all n≥N and for all x∈E, we have:
∣k=n∑m fk (x)gk (x)∣<2ϵ
This implies that the series ∑n=1∞ fn (x)gn (x) converges uniformly on E.

Key Points:
• Uniform Boundedness: The sequence {fn } must be uniformly bounded to ensure that the product with the difference
of gn remains controlled.
• Monotone Convergence: The monotonic convergence of {gn } allows us to estimate the partial sums using
telescoping series.
• Uniform Convergence of Differences: This condition ensures that the differences gn+1 −gn become uniformly small
as n increases.
Abel's test is a powerful tool for establishing uniform convergence of series of functions. It is particularly useful when
dealing with series involving trigonometric functions or other oscillatory functions.
Additional Insights on Cauchy's Criterion for Uniform Convergence
While the provided proof is comprehensive and accurate, let's delve deeper into some key implications and applications of
Cauchy's criterion:
1. Uniform Convergence and Continuity:
• Preservation of Continuity: A crucial property of uniformly convergent sequences of functions is that the limit function
inherits the continuity of the individual functions.
• Formal Statement: If each fn is continuous on a set E, and {fn } converges uniformly to f on E, then f is also
continuous on E.
2. Uniform Convergence and Integration:
• Interchange of Limit and Integral: Under uniform convergence, we can interchange the limit and integral operations.
• Formal Statement: If {fn } converges uniformly to f on [a,b], then: n→∞lim ∫ab fn (x)dx=∫ab n→∞lim fn (x)dx=∫ab f(x)dx
3. Uniform Convergence and Differentiation:
• Interchange of Limit and Derivative: While not as straightforward as integration, under certain conditions, we can
interchange the limit and derivative operations.
• Weierstrass M-Test: A powerful tool to establish uniform convergence, especially for series of functions. If ∣fn (x)∣≤Mn
for all x∈E, and ∑Mn converges, then ∑fn converges uniformly on E.
4. Applications:
• Fourier Series: Cauchy's criterion helps analyze the convergence and properties of Fourier series.
• Power Series: Understanding the uniform convergence of power series is essential for their differentiation and
integration.
• Differential Equations: Uniform convergence plays a role in the theory of differential equations, particularly in the
context of power series solutions.
Visualizing Uniform Convergence:
To gain a better intuitive understanding of uniform convergence, consider the following visualization:
uniform convergence vs. pointwise convergence

• Pointwise Convergence: Each point x in the domain converges individually to the limit function. However, the rate of
convergence can vary across different points.
• Uniform Convergence: All points in the domain converge to the limit function uniformly, meaning there's a single
"convergence band" that applies to the entire domain.
By grasping the concept of uniform convergence and its implications, we can better understand the behavior of functions
and series in analysis.
While the provided proofs and examples offer a solid foundation in understanding uniform convergence and related tests,
it's crucial to delve deeper into their implications and applications.

1. Uniform Convergence and Continuity:


• Preservation of Continuity: As mentioned earlier, uniform convergence ensures that the limit function inherits the
continuity of the individual functions. This property is fundamental in many areas of analysis, including differential
equations and Fourier analysis.
• Interchange of Limits: Under certain conditions, uniform convergence allows for the interchange of limit operations,
which is a powerful tool in analysis. For example, if a sequence of continuous functions converges uniformly, the limit
function is also continuous, and the limit and integral can be interchanged.

2. Weierstrass M-test and Beyond:


• Normal Convergence: A series that satisfies the conditions of the Weierstrass M-test is often called normally
convergent. Normal convergence is a stronger condition than uniform convergence, and it implies absolute
convergence.
• Other Convergence Tests: While the M-test is a powerful tool, it's not always applicable. Other tests, such as the
Dirichlet test and Abel's test, can be used to establish uniform convergence in more specialized cases.

3. Applications in Complex Analysis:


• Power Series: The concept of uniform convergence is essential in understanding the behavior of power series. Within
their radius of convergence, power series converge uniformly, allowing for term-by-term differentiation and integration.
• Analytic Continuation: Uniform convergence plays a crucial role in the process of analytic continuation, where
analytic functions are extended beyond their original domain of definition.

4. Numerical Analysis:
• Approximation Theory: Many numerical methods, such as interpolation and numerical integration, rely on the uniform
convergence of sequences of functions.
• Finite Element Methods: In finite element methods, the convergence of numerical solutions to the exact solution often
depends on the uniform convergence of certain function sequences.

5. Functional Analysis:
• Banach Spaces: Uniform convergence is used to define the notion of convergence in Banach spaces, which are
fundamental to functional analysis.
• Operator Theory: Many operators, such as integral operators, are defined as limits of sequences of simpler operators.
Uniform convergence is essential to ensure that these limiting operators inherit properties like boundedness and
continuity.
5. If x = rsinθcosφ Y = rsinθsinφ Z = cosθ. find (x,y,z)
(r,θ,Φ)
Problem:
Given the transformation equations:
• x = rsinθcosφ
• y = rsinθsinφ
• z = rcosθ
We are asked to find the ratio ρ(x,y,z) / ρ(r,θ,φ), where ρ represents a density function.

Solution Approach:
To solve this problem, we'll need to understand the concept of the Jacobian determinant. The Jacobian determinant is a
tool used in multivariable calculus to transform integrals from one coordinate system to another.

Jacobian Determinant:
The Jacobian determinant for the transformation from spherical coordinates (r, θ, φ) to Cartesian coordinates (x, y, z) is
given by:
|∂(x,y,z)/∂(r,θ,φ)| = r²sinθ
This means that a volume element dV in Cartesian coordinates is related to a volume element dV' in spherical coordinates
by:
dV = r²sinθ dV'

Relating the Density Functions:


Now, let's consider the density functions ρ(x,y,z) and ρ(r,θ,φ). If we assume that mass is conserved under the coordinate
transformation, then the mass element dm in both coordinate systems must be equal:
ρ(x,y,z) dV = ρ(r,θ,φ) dV'
Substituting dV and dV' in terms of each other, we get:
ρ(x,y,z) r²sinθ dV' = ρ(r,θ,φ) dV'
Canceling the common factor dV', we obtain the relationship between the two density functions:
ρ(x,y,z) r²sinθ = ρ(r,θ,φ)

Finding the Ratio:


Finally, we can find the desired ratio:
ρ(x,y,z) / ρ(r,θ,φ) = 1 / (r²sinθ)
Therefore, the ratio ρ(x,y,z) / ρ(r,θ,φ) is 1 / (r²sinθ).

This result tells us that the density function in Cartesian coordinates is related to the density function in spherical
coordinates by a factor of 1/(r²sinθ).

A Different Approach: Using the Jacobian Matrix


Understanding the Problem:
We're given a transformation from spherical coordinates (r, θ, φ) to Cartesian coordinates (x, y, z):
• x = r sinθ cosφ
• y = r sinθ sinφ
• z = r cosθ
We're asked to find the ratio of the infinitesimal volume elements in these two coordinate systems, which is essentially the
Jacobian determinant of the transformation.
Jacobian Matrix and Determinant:
The Jacobian matrix for this transformation is:

J = |∂(x,y,z)/∂(r,θ,φ)| =
| ∂x/∂r ∂x/∂θ ∂x/∂φ |
| ∂y/∂r ∂y/∂θ ∂y/∂φ |
| ∂z/∂r ∂z/∂θ ∂z/∂φ |

Calculating the partial derivatives and plugging them into the matrix, we get:

J = | sinθcosφ rcosθcosφ -rsinθsinφ |


| sinθsinφ rcosθsinφ rsinθcosφ |
| cosθ -rsinθ 0 |
Calculating the determinant of this matrix, we get:
det(J) = r²sinθ

Relating Volume Elements:


The infinitesimal volume element in Cartesian coordinates is dV = dx dy dz, and in spherical coordinates,
it's dV' = r²sinθ dr dθ dφ.
Since the Jacobian determinant relates the two volume elements:
dV = |J| dV'
Therefore, we have:
dx dy dz = r²sinθ dr dθ dφ

Finding the Ratio of Density Functions:


If ρ(x,y,z) and ρ(r,θ,φ) represent the density functions in Cartesian and spherical coordinates respectively, and mass is
conserved under the coordinate transformation, then:
ρ(x,y,z) dV = ρ(r,θ,φ) dV'
Substituting dV and dV' from above, we get:
ρ(x,y,z) r²sinθ dr dθ dφ = ρ(r,θ,φ) r²sinθ dr dθ dφ
Cancelling the common factors, we obtain:
ρ(x,y,z) = ρ(r,θ,φ )

Therefore, the ratio ρ(x,y,z) / ρ(r,θ,φ) is 1.


This result implies that if the density function is the same in both coordinate systems, then the ratio of the density functions
is 1.

Conclusion:
This problem demonstrates the application of the Jacobian determinant in transforming integrals between coordinate
systems. It also highlights the importance of understanding the physical interpretation of density functions and how they
relate to volume elements in different coordinate systems.

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