RudinCh7 Notes

8/13/2019 RudinCh7 Notes

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Complex numbers

(For those that took my class with my book where complex numbers were not treated. In Rudin anumber is generally complex unless stated otherwise).

A complex number is just a pair (x, y) R2We call the set of complex numbers C. We identifyx Rwith (x, 0) C. Thex-axis is then called the

real axisand the y-axis is called the imaginary axis. The set Cis sometimes called the complex plane.

Note to self: DRAW complex plane

Define

(x, y) + (s, t) := (x+s, y+t)

(x, y)(s, t) := (xs yt,xt+ys)We have a field. LTS to check the algebraic properties.

Generally, we write complex number (x, y) as x +iy, where we define

i:= (0, 1)

We check that i2 = 1. So we have a solution to the polynomial equationz2 + 1 = 0.

(Note that engineers use j instead ofi)We will generally use x,y,r,s,t for real values and z , w, , for complex values.For z= x+iy, define

Re z:= x,

Im z:= y,

the real and imaginary parts ofz.

No ordering like the real numbers!

Ifz= x+iy, writez:= x iy

for thecomplex conjugate. That is, a reflection across the real axis. Real numbers are characterized by theequationz= z.

Whenz= x+iy, then define modulus as

|z| =

x2 +y2.

Note that if we let d be the standard metric on R2 and hence C, then

|z| =d(z, 0).In fact,

|z w| =d(z, w),which looks precisely like the metric on R. Hence we immediately have that:

Proposition: (Triangle inequality)

|z+w| |z| + |w| |z| |w| |z w|We also note that

|z|2 =zz= (x+iy)(x iy) =x2 +y2Most things that we proved about real numbers that did not require the ordering carries over. Also, the

standard topology on C is just the standard topology on R2, using the modulus for our distance as above.1


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Hence we can carry over all that we know about the metric space R2 to C. In particular we know whatlimits of sequences mean, we know about complex-valued functions and their continuity, we know that Cis a complete metric space, etc...

It is also not hard to show that the algebraic operations are continuous. This is because convergence inR2 is the same as convergence for each component. So for example: letzn = xn+iyn and wn =sn+itnand suppose that lim zn = z=x+iy and lim wn= w = s+it. Let us show that

limn

znwn= zw

Note that as topology on Cis the same as on R2, then xn x, yn y,sn s, and tn t. Thenznwn = (xnsn yntn) +i(xntn+ynsn)

now lim(xnsn yntn) =xs yt and lim(xntn+ynsn) =xt+ys and (xs yt) +i(xt+ys) =zw solimn

znwn= zw

The rest is left to student.Similarly the modulus, and complex conjugate are continuous functions.

Seq. and ser. of functions

Let us get back to swapping on limits. Let{fn}be a sequence of functions fn : X Y for a set Xanda metric spaceY. Let f: X Ybe a function and for everyx Xsuppose that

f(x) = limn

fn(x).

We say the sequence{fn} converges pointwise tof.Similarly ifY = C, we can have a pointwise convergence of a series, for every x Xwe can have

g(x) = limn

nk=1

fk(x) =k=1

fk(x).

Q: Iffn are all continuous, is f continuous? Differentiable? Integrable? What are the derivatives or

integrals off?For example for continuity we are asking if

limxx0

limn

fn(x) ?= lim

nlimxx0

fn(x) (1)

We dont even know a priory if both sides exist, let alone equal each other.Example:

fn(x) = 1

1 +nx2

converges pointwise to

f(x) = 1 ifx = 00 else

which is not continuous of course.Weve seen continuity is preserved if we require a stronger convergence, that is, we require uniform

convergence.Letfn : X Y be functions. Then{fn} converges uniformly tofif for every >0, there exists an M

such that for all n Mand all x Xwe haved(fn(x), f(x))<

If we are dealing with complex-valued functions then

|fn(x)

f(x)

|<


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Similarly a series of functions converges uniformly if the sequence of partial sums converges uniformly,that is for every >0 ... we have

nk=1

fk(x)

f(x)

< Again recall from last semester that this is stronger than pointwise convergence. Pointwise convergence

can be stated as:{fn} converges pointwisetof if for everyx Xand every >0, there exists anM suchthat for all n Mwe have

d(fn(x), f(x))< Note that for uniform convergence Mdoes not depend on x. We need to have one Mthat works for all

M.

Theorem 7.8: Let fn : X C be functions. Then{fn} converges uniformly if and only if for every >0, there is an Msuch that for all n, m M, and all x Xwe have

|fn(x) fm(x)| <

Proof. Suppose that{fn} converges uniformly to some f: X C. Then find Msuch that for all nMwe have

|fn(x) f(x)| <

2 for allx XThen for allm, n Mwe have

|fn(x) fm(x)| |fn(x) f(x)| + |f(x) fm(x)| < 2

+

2=

done.For the other direction, first fix x. The sequence of complex numbers{fn(x)} is Cauchy and so has a

limit f(x).Given >0 find an Msuch that for all n, m M, and allx Xwe have

|fn(x) fm(x)| < Now we know that lim fm(x) = f(x), so as compositions of continuous functions are continuous andalgebraic operations and the modulus are continuous we have

|fn(x) f(x)| (the nonstrict inequality is no trouble)

Sometimes we write for f: X Cfu= sup

xX|f(x)| .

This is the supremum normor uniform norm. Then we have that fn :X Cconverge to f if and only iflimn

fn fu= 0

That is iflimn

supxX

|fn(x) f(x)|

= 0

(That was Theorem 7.9)

Iff: X C is continuous and X is compact thenfu


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So we have seen above that convergence in the metric space C(X,C) is uniform convergence.

Theorem 7.10 (Weierstrass M-test) Suppose that fn : X Care functions,|fn(x)| Mn

and n=1

Mn

converges. Then n=1

fn(x)

converges uniformly. (converse not true by the way)

Proof. Suppose that

Mn converges. Given >0, we have that the partial sums of

Mn are Cauchy sofor there is anNsuch that for allm, n N withm nwe have

mk=n+1

Mk <

Now let us look at a Cauchy difference of the partial sums of the functionsm

k=n+1

fk(x)

m

k=n+1

|fk(x)| m

k=n+1

Mk < .

And we are done by Theorem 7.8.

Examples:

n=1

sin(nx)

n2

converges uniformly on R. (Note: this is a Fourier series, well see more of these later). That is becausesin(nx)n2 1n2

and n=1

1

n2

converges.

Another example.n=0

1

n!xn

converges uniformly on any bounded interval. For example take the interval [r, r] R (any boundedinterval is in such an interval) 1n! xn

rnn!and

n=1

rn

n!

converges by the quotient rule

rn+1 /(n+ 1)!

rn / n! =

r

n+ 1 0 as n


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Now we would love to say something about the limit. For example, is it continuous?

The following theorem would work with an arbitrary complete metric space rather than just the complexnumbers. We use complex numbers for simplicity.

Theorem 7.11: Let Xbe a metric space and fn : X C be functions. Suppose that{fn} convergesuniformly to f: X C. Let{xk} be a sequence inX andx = lim xk. Suppose that

an = limk

fn(xk)

exists for alln. Then{an} converges andlimk

f(xk) = limn

an

In other wordslimk

limn

fn(xk) = limn

limk

fn(xk)

Proof. First we have to show that {an} converges. We know that {fn} is uniformly Cauchy (Theorem 7.8)Let >0 be given. There is an Msuch that for allm, n Mwe have

|fn(xk) fm(xk)| < for allk.Lettingk we obtain that

|an am| .Hence{an} is Cauchy and hence converges. Let us write

a = limn

an.

Now find a k Nsuch that|fk(y) f(y)| < /3

for ally X. We can assume that k is large enough so that|ak a| < /3.

We find an N Nsuch that for m Nwe have|fk(xm) ak| < /3.

Then for m Nwe have|f(xm) a| |f(xm) fk(xm)| + |fk(xm) ak| + |ak a| < /3+ /3+ /3= .

Theorem 7.12: Letfn : X C be continuous functions such that {fn} converges uniformly tof: XC. Then f is continuous.

Proof is immediate application of 7.11. Note that the theorem also holds for an arbitrary target metric

space rather than just the complex numbers, although that would have to be proved directly.Converse is not true. Just because the limit is continuous doesnt mean that the convergence is uniform.

For example: fn : (0, 1) Rdefined byfn(x) =xn converge to the zero function, but not uniformly.A combination of 7.8 and 7.12 shows that for a compact X,C(X,C) is a complete metric space. By 7.8

we have that a Cauchy sequence in C(X,C) converges uniformly to a function that is continuous by 7.12.This is Theorem 7.15 in Rudin.

We have seen that the example Fourier series

n=1sin(nx)

n2


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converges uniformly and hence is continuous by 7.12. We note that this can be extended to show that ithere is a constant Csuch that if >1

|an| C|n|for nonzeron Z, then the general Fourier series

n=ane

inx

is a continuous function on R. (Note that eix = cos(x) +i sin(x) to write the series in terms of sines andcosines. The condition on those coefficients is the same). Also note that the standard way to sum a serieswith two infinite limits is

n=

cn=

limN

Nn=1

cn

+

limN

Nn=0

cn

,

although for Fourier series we often sum it as

limN

Nn=N

aneinx.

When the series converges absolutely it does not matter how we sum it.Let us see that we can have extra conditions when a converse of 7.12 works.

Theorem 7.13: (Dinis theorem) Suppose thatXis compact andfn :X R is a sequence of continuousfunctions converging pointwise to a continuous f: X Rand such that

fn(x) fn+1(x).Then{fn} converges tof uniformly.

Proof. Let gn = fn f. The gn are continuous, go to 0 pointwise, and gn(x) gn+1(x) 0. If we showthat{gn}converges uniformly to 0, then{fn} converges uniformly.

Let >0 be given. Take the set

Un= {x X :gn(x)< } =g1n

(, ). (2)Un are open (inverse image of open sets by a continuous function). Now for every x X, since{gn}converges pointwise to 0, there must be some nsuch that gn(x)< or in other words xUn. Therefore{Un} are an open cover, so there is a finite subcover.

X=Un1 Un2 Unkfor some n1 < n2< < nk. As{gn} is decreasing we get that Un Un+1 so

X=Un1 Un2 Unk =Unk .WriteN=nk. Hence gN(x)< for all x. As{gn(x)} is always decreasing we have that for allnN wehave for all x X |gn(x) 0| =gn(x) gN(x)< .So{gn}goes to 0 uniformly.

Compactness is necessary. For example,

fn(x) =x

n

are all continuous on R, monotonically converge to 0 as above, but the convergence is of course not uniform

Iffns are not continuous the theorem doesnt hold either. For example, iffn : [0, 1] R

fn(x) =

x2 ifx


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then{fn} goes monotonically pointwise to 0, and the domain is compact, but the convergence is notuniform (Exercise: see where the proof breaks).

Finally,

fn(x) = nx

1 +n2x2

are continuous, they go to zero pointwise (but not monotonically). If we take X= [0, 1] then the domainis compact, yet the convergence is not uniform since

fn(1/n) = 1/2 for alln.

Uniform convergence and integration.

Proposition: Iffn : X C are bounded functions and converge uniformly to f: X C, then f isbounded.

Proof. There must exist ann such that

|fn(x) f(x)|


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The inequality follows from the fact that for all x [a, b] we have 2(ba) < f(x) fn(x)< 2(ba) . As >0

was arbitrary, f is Riemann integrable.

Finally we computeba f. Again, for n M (where Mis the same as above) we have

ba

f ba

fn

= ba

f(x) fn(x)

dx

2(b

a)

(b a) = 2

< .

Therefore{ba fn} converges to

ba f.

Corollary: Suppose that fn : [a, b] Care Riemann integrable and suppose thatn=1

fn(x)

converges uniformly. Then the series is Riemann integrable on [a, b] and ba

n=1

fn(x) dx=n=1

ba

fn(x) dx

Example: Let us show how to integrate a Fourier series. used for convenience. x0

n=1

cos(nt)

n2 dt=

n=1

x0

cos(nt)

n2 dt=

n=1

sin(nx)

n3

The swapping of integral and sum is possible because of uniform convergence, which we have proved beforeusing the M test.

Note that we can swap integrals and limits under far less stringent hypotheses, but for that we wouldneed a stronger integral than Riemann integral. E.g. the Lebesgue integral.

Differentiation

Example: Let fn(x) = 11+nx2 . We know this converges pointwise to a function that is zero except atthe origin. Now note that

fn(x) = 2nx(1 +nx2)2

No matter what x is limn fn(x) = 0. So the derivatives converge pointwise to 0 (not uniformly on any

closed interval containing 0), while the limit offn is not even differentiable at 0 (not even continuous).

Example: Letfn(x) = sin(n2x)

n , thenfn 0 uniformly on R(easy). Howeverfn(x) =n cos(n

2x)

And for example at x = 0, this doesnt even converge. So we need something stronger than uniform

convergence offn.

For complex-valued functions, again, the derivative off: [a, b] Cwhere f(x) =u(x) +iv(x) isf(x) =u(x) +iv(x).

Theorem 7.17: Supposefn : [a, b] C are differentiable on [a, b]. Suppose that there is some point x0[a, b] such that{fn(x0)} converges, and such that{fn} converge uniformly. Then there is a differentiablefunctionf such that{fn} converges uniformly to f, and furthermore

f(x) = limn

fn(x) for all x [a, b].


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Proof. Let >0 be given. We have that{fn(x0)} is Cauchy so there is an Nsuch that for n, mN wehave

|fn(x0) fm(x0)| < /2We also that that{fn} converge uniformly and hence is uniformly Cauchy, so also assume that for all xwe have

|fn(x) fm(x)| <

2(b a)Now we have the mean value theorem (for complex-valued function just apply the theorem on both real

and imaginary parts separately) for the differentiable function fn fm, so for x0, x in [a, b] there is a tbetween x0 andx such that

(fn(x0) fm(x0)) (fn(x) fm(x)) = (fn(t) fm(t))(x0 x)and so

|(fn(x0) fm(x0)) (fn(x) fm(x))| = |fn(t) fm(t)| |x0 x| <

2(b a)|x0 x|

2

and so by inverse triangle inequality

|fn(x) fm(x)| |(fn(x0) fm(x0)) (fn(x) fm(x))| + |fn(x0) fm(x0)| < 2

+

2=.

This was true for all x

[a, b] so

{fn

} is uniformly Cauchy and so the sequence converges uniformly to

some f: [a, b] C.So what we are still missing is that fis differentiable and that its derivative is the right thing.Callg : [a, b] Cthe limit of{fn}. Fixx [a, b] and take the functions

n(t) =

fn(x)fn(t)

xt ift =x,fn(x) ift = x,

(t) =

f(x)f(t)

xt ift =x,g(x) ift = x.

The functions n(t) are continuous (in particular continuous at x). Given an >0 we get that there issomeNsuch that for m, n

Nwe have that

|fn(y)

fm(y)

|< for ally

[a, b]. Then by the same logic

as above using the mean value theorem we get for all t

|(fn(x) fn(t)) (fm(x) fm(t))| = |(fn(x) fm(x)) (fn(t) fm(t))| < |x t|Or in other words

|n(t) m(t)| < for allt.So{n}converges uniformly. The limit is therefore a continuous function. It is easy to see that for a fixedt =x, lim n(t) =(t) and since g is the limit of{fn}also lim n(x) =(x). Therefore, is the limit andis therefore continuous. This means thatf is differentiable atx and thatf(x) =g(x). Asx was arbitrarywe are done.

Note that continuity offnwould make the proof far easier and could be done by fundamental theorem of

calculus, and the passing of limit under the integral. The trick above is that we have no such assumptionExample: Let us see what this means for Fourier series

n=

aneinx

and suppose that for some Cand some >2 that for all nonzero n Zwe have|an| C|n| .

Not only does the series converge, but it is also continuously differentiable, and the derivative is obtainedby differentiation termwise.


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The trick to this is that 1) At x = 0 we converge (duh!). 2) If we differentiate the partial sums theresulting partial sums converge absolutely as we are looking at sums such as

Mn=m

inaneinx

where we are letting m go toand Mgo to. So for the coefficients we have

|inan

| C

|n|1

and the differentiated series will converge uniformly by the M-test.

Example: Let us construct a continuous nowhere differentiable function. (Theorem 7.18)

Define(x) = |x| for x [1, 1]

we can extend the definition to all ofR by making 2-periodic ((x) =(x +2)). : R R is continuousas|(x) (y)| |x y| (not hard to prove).

As

34

nconverges and|(x)| 1 for all x, we have by the M-test that

f(x) =

n=0

34n

(4

n

x)

converges uniformly and hence is continuous.Fixx and define

m = 12

4m

where the sign is chosen in such a way so that there is no integer between 4mxand 4m(x + m), which canbe done since 4m |m| = 12 .

Ifn > m, then as 4nm is an even integer. Then as is 2-periodic we get that

n=

4n(x+m)

(4nx)

m= 0

Furthermore, because there is no integer between 4mx1/2and 4mxwe have that |(4mx 1/2) (4mx)| =|4mx 1/2) 4mx| = 1/2. Therefore

|m| =(4mx 1/2) (4mx)(1/2)4m

= 4m.Similarly, ifn < mwe, since|(s) (t)| |s t|

|n| =

4nx (1/2)4nm (4nx)(1/2)4m

(1/2)4nm(1/2)4m

= 4nAnd so f(x+m) f(x)m

= n=0

34

n

4n(x+m) (4nx)

m

= n=0

34

nn

=

mn=0

3

4

nn

3

4

mm

m1n=0

3

4

nn

3m

m1

n=03n = 3m 3

m 13

1

=3m + 1

2


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It is obvious that m 0 as m , but 3m+12 goes to infinity. Hence fcannot be differentiable at x.We will see later that such an f is a uniform limit of not just differentiable functions but actually it is

the uniform limit of polynomials.

Equicontinuity

We would like an analogue of Bolzano-Weierstrass, that is every bounded sequence of functions has aconvergent subsequence. Matters will not be as simple of course even for continuous functions. Recalfrom last semester that not every bounded set in the metric space C(X,R) was compact, so a bounded

sequence in the metric space C(X,R) may not have a convergent subsequence.Definition: Letfn : X C be a sequence. We say that{fn} is pointwise bounded if for every x X

there is an Mx Rsuch that|fn(x)| Mx for alln N

We say that{fn} is uniformly bounded if there is an M Rsuch that|fn(x)| M for alln Nand all x X

Note that uniform boundedness is the same as boundedness in the metric space C(X,C) (assuming thatX is compact)

We dont have the machinery yet to easily exhibit a sequence of continuous functions on [0 , 1] that

is uniformly bounded but contains no subsequence converging even pointwise. Let us just state thatfn(x) = sin(2nx) is one such sequence.

We also of course have thatfn(x) =xn is a sequence that is uniformly bounded, but contains no sequence

that converges uniformly (it does converge pointwise though).

When the domain is countable, matters are easier. We will also use the following theorem as a lemmalater. It will use a very common and useful diagonal argument.

Theorem 7.23: Let Xbe countable and fn : X C give a pointwise bounded sequence of functionsthen{fn} has a subsequence that converges pointwise.Proof. Let

{xk

}be an enumeration of the elements ofX. The sequence

{fn(x1)

}n=1 is bounded and hence

we have a subsequence which we will denote by f1,k such that{f1,k(x1)} converges. Next{f1,k(x2)} hasa subsequence that converges and we denote that subsequence by{f2,k(x2)}. In general we will have asequence {fm,k}kthat makes {fm,k(xj)}kconverge for allj mand we will let {fm+1,k}kbe the subsequenceof{fm,k}k such that{fm+1,k(xm+1)}k converges (and hence it converges for all xj forj = 1, . . . , m +1) andwe can rinse and repeat.

Finally pick the sequence{fk,k}. This is a subsequence of the original sequence{fn}of course. Also foranym, except for the first m terms{fk, k} is a subsequence of{fm,k}k and hence for any m the sequence{fk,k(xm)}k converges.

For larger than countable sets, we need the functions of the sequence to be related. We look at continuousfunctions, and the concept we need is equicontinuity.

Definition: a familyFof functionsf: X Cis said to be equicontinuous onXif for every >0, thereis a >0 such that ifx, y Xwith d(x, y)< we have

|f(x) f(y)| < for allf F.One obvious fact is that ifFis equicontinuous, then every element off is uniformly continuous. Also

obvious is that any finite set of uniformly continuous functions is an equicontinuous family. Of coursethe interesting case is whenF is an infinite family such as a sequence of functions. Equicontinuity of asequence is closely related to uniform convergence.

First a proposition, that we have proved for compact intervals before.

Proposition: IfX is compact andf: X C is continuous, then f is uniformly continuous.


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Proof. Let >0 be given. If we take all z C, the open sets of the form f1B(z, /2) cover X. By theLebesgue covering lemma as X is compact, there exists a >0 such that for any x X, B(x, ) lies insome member of the cover, in other words there is some z C such that

B(x, ) f1B(z, /2)Now since f(x) B(z, /2), then by triangle inequality we have B (z, /2) Bf(x), and so

B(x, )

f1B(f(x), )

But that is precisely what it means for f to be uniformly continuous.

Theorem 7.24: IfX is compact, fn C(X,C), and{fn} converges uniformly, then{fn} is equicon-tinuous.

Proof. Let >0 be given. Asfn converge uniformly, there is an integerNsuch that for alln Nwe have|fn(x) fN(x)| < /3 for allx X.

Now

{f1, f2, . . . , f N

} is a finite set of uniformly continuous functions and so as we mentioned above an

equicontinuous family. Hence there is a >0 such that

|fj(x) fj(y)| < /3< whenever d(x, y)< and 1 j N.

Now take n > N. Then for d(x, y)< we have

|fn(x) fn(y)| |fn(x) fN(x)| + |fN(x) fN(y)| + |fN(y) fn(y)| < /3+ /3+ /3= .

Proposition: A compact metric spaceXcontains a countable dense subset.

Proof. For each n N we have that there are finitely many balls of radius 1/n that cover X (as X iscompact). That is, for every n, there exists a finite set of points xn,1, xn,2, . . . , xn,kn such that

X=knj=1

B(xn,j, 1/n)

So consider the set Sof all the points xn,j . AsSis a countable union of finite sets and therefore countableFor everyx Xand every >0, there exists an nsuch that 1/n< and an xn,j Ssuch that

x

B(xn,j , 1/n)

B(xn,j , ).

Hencex S, soS= X and S is dense.

We can now prove the very useful Arzela-Ascoli theorem about existence of convergent subsequences.

Theorem 7.25: (Arzela-Ascoli) Let Xbe compact, fnC(X,C), and let{fn} be pointwise boundedand equicontinuous. Then{fn} is uniformly bounded and{fn} contains a uniformly convergent subse-quence.

Basically, an equicontinuous sequence in the metric spaceC(X,C) that is pointwise bounded is bounded(inC(X,C)) and furthermore contains a convergent subsequence in C(X,C).


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Proof. Let us first show that the sequence is uniformly bounded.By equicontinuity we have that there is a >0 such that for all x X

B(x, ) f1n

B(fn(x), 1)

NowXis compact, so there exists x1, x2, . . . , xk such that

X=k

j=1B(xj, )

As{fn} is pointwise bounded there exist M1, . . . , M k such that for j = 1, . . . , kwe have|fn(xj)| Mj

for all n. Let M= 1 + max{M1, . . . , M k}. Now given any x X, there is a j such that x B(xj , )Therefore, for all n we have x f1n (B(fn(xj), 1)) or in other words

|fn(x) fn(xj)| 0 such that for all x XB(x, ) g1n

B(gn(x), /3)

By density ofS, everyx X is in someB(y, ) for somey S, and by compactness ofX, there is a finitesubset{x1, . . . , xk} ofSsuch that

X=k

j=1

B(xj, ).

Now as there are finitely many points and we know that{gn} converges pointwise on S, there exists asingle Nsuch that for all n, m Nwe have for all j= 1, . . . , k|gn(xj) gm(xj)| < /3.

Letx Xbe arbitrary. There is some j such that x B(xj, ) and so we have for all i N|gi(x) gi(xj)| < /3

and son, m N that|gn(x) gm(x)| |gn(x) gn(xj)| + |gn(xj) gm(xj)| + |gm(xj) gm(x)| < /3+ /3+ /3= .

Corollary: LetXbe a compact metric space. Let S C(X,C) be a closed, bounded and equicontinuousset. ThenS is compact.

The theorem says that Sis sequentially compact and we know that means compact in a metric space.Last semester we have seen that in C([0, 1],C) (well actually we had real valued functions but the idea

is exactly the same), the closed unit ball C(0, 1) in C([0, 1],C) was not compact. Hence it cannot be anequicontinuous set.

Corollary: Suppose that{fn} is a sequence of differentiable functions on [a, b],{fn} is uniformlybounded, and there is an x0 [a, b] such that{fn(x0)} is bounded. Then there exists a uniformlyconvergent subsequence{fnj}.


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Proof. The trick is to use the mean value theorem. IfM is the uniform bound on{fn}, then we have bythe mean value theorem

|fn(x) fn(y)| M|x y|So all the fns are Lipschitz with the same constant and hence equicontinuous.

Now suppose that|fn(x0)| M0 for all n. By inverse triangle inequality we have for all x|fn(x)| |fn(x0)| + |fn(x) fn(x0)| M0+M|x x0| M0+M(b a)

so

{fn

}is uniformly bounded.

We can now apply Arzela-Ascoli to find the subsequence.

A consequence of the above corollary and the Fundamental Theorem of Calculus is that given some fixedg C([0, 1],C), the set of functions

{F C([0, 1],C) :F(x) = x0

g(t)f(t) dt, f C([0, 1],C),fu 1}

has compact closure (relatively compact). That is, the operator T: C([0, 1],C) C([0, 1],C) given by

T

f

(x) =F(x) =

x0

g(t)f(t) dt

takes the unit ball centered at 0 in C([0, 1],C) into a relatively compact set. We often say that this meansthat the operator is compact, and such operators are very important (and very useful).

Stone-Weierstrass

Perhaps surprisingly, even a very badly behaving continuous function is really just a uniform limit ofpolynomials. We cannot really get any nicer as a function than a polynomial.

Theorem 7.26 (Weierstrass approximation theorem) Iff: [a, b] Cis continuous, then there exists asequence{pn}of polynomials converging to funiformly on [a, b]. Furthermore, iff is real-valued, we canfind real-valued pn.

Proof. For x

[0, 1] define

g(x) =f

(b a)x+a f(a) xf(b) f(a).If we can prove the theorem for g and find the{pn}for g , we can prove it for fsince we simply composedwith an invertible affine function and added an affine function to f, so we can easily reverse the processand apply that to our pn, to obtain polynomials approximating f.

So g is defined on [0, 1] and g(0) = g(1) = 0. We can now assume that g is defined on the whole realine for simplicity by defining g(x) = 0 ifx 1.

Let

cn=

11

(1 x2)n dx1

Then define

qn(x) =cn(1 x2)nso that

11qn(x) dx= 1.

We note that qn are peaks around 0 (ignoring what happens outside of [1, 1]) that get narrower andnarrower. You should plot a few of these to see what is happening. A classic approximation idea is to doa convolutionintegral with peaks like this. That is we will write for x [0, 1],

pn(x) =

10

g(t)qn(t x) dt

=

g(t)qn(t x) dt

.

Becauseqn is a polynomial we can write

qn(t

x) =a0(t) +a1(t)x+

+a2n(t)x

2n


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for some functionsak(t). Since the integral is in terms oft, thexs just pop out by linearity of the integraland so we obtain that pn is a polynomial inx. Finally ifg(t) is real-valued then the functions g(t)aj(t) arereal valued and hencepn has real coefficients (so the furthermore part of the theorem will hold).

As qn is a peak, the integral only sees the values of g that are very close to x and it does a sort ofaverage of them. When the peak gets narrower, we do this average closer to x and hence we expect to getclose to the value ofg(x). Really we are approximating a -function (if you have heard this concept). Wecould really do this with any polynomial that looks like a little peak near zero. This just happens to bethe simplest one. We only need this behavior on [

1, 1] as the convolution sees nothing further than this

as g is zero outside [0, 1].We still need to prove that this works. First we need some handle on the size of cn. Note that for

x [0, 1](1 x2)n (1 nx2).

This fact can be proved with a tiny bit of calculus as the two expressions are equal at x = 0 andddx

(1 x2)n (1 nx2) =2nx(1 x2)n1 + 2nx, which is nonnegative for x [0, 1]. Furthermore

1 nx2 0 for x [0, 1/n].

c1n = 1

1(1

x2)

ndx

= 2

10

(1 x2)n dx

2 1/n0

(1 x2)n dx

2 1/n0

(1 nx2) dx

= 4

3

n>

1n

.

socn< n.Lets see how smallg is if we ignore some small bit around the origin, which is where the peak is. Given

any >0, 0 be given. As [0, 1] is compact, we have that g is uniformly continuous. Pick >0 such that

if|x y| < then|g(x) g(y)| <

2.

This actually works for all x, y Rbecauseg is just zero outside of [0, 1]LetMbe such that|g(x)| M for all x. Furthermore pick Nsuch that for all n Nwe have

4M

n(1 2)n < 2

.


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Note that11qn(t) dt= 1 and qn(x) 0 on [1, 1] so

|pn(x) g(x)| = 11

g(t+x)qn(t) dt g(x) 11

qn(t) dt

=

11

g(t+x) g(x)qn(t) dt

1

1 |g(t+x)

g(x)

|qn(t) dt

=

1

|g(t+x) g(x)| qn(t) dt+

|g(t+x) g(x)| qn(t) dt+ 1

|g(t+x) g(x)| qn(t) d

2M 1

qn(t) dt+

2

qn(t) dt+ 2M

1

qn(t) dt

2Mn(1 2)n(1 ) + 2

+ 2M

n(1 2)n(1 )

0, pick bk Q such that|ak bk| < n+1 . Then ifwe let

q(x) =n

k=0

bkxk

we have

|p(x) q(x)| =

nk=0

(ak bk)xk

nk=0

|ak bk| xk n

k=0

|ak bk| 0, let Nbe such that for nNwe have|pn(0)|< /2 and also thatpn(x) |x| < /2. Nowpn(x) |x| = pn(x) pn(0) |x| pn(x) |x|+ |pn(0)| < /2+ /2= .

Following the proof of the theorem, we see that we can always make the polynomials from the Weierstrasstheorem have a fixed value at one point, so it works not just for|x|.

Definition: A familyA of complex-valued functions f: X C is said to be an algebra (sometimescomplex algebra or algebra over C) if for all f , g A and c Cwe have

(i) f+g A,(ii) f g A, and

(iii) cg A.If we talk of an algebra of real-valued functions (sometimes real algebra or algebra over R), then of

course we only need the above to hold for c R.We say thatAis uniformly closed if the limit of every uniformly convergent sequence inAis also inA

Similarly, a setBof all uniform limits of uniformly convergent sequences inA is said to be the uniformclosure ofA.

IfXis a compact metric space andAis a subset of the metric space C(X,C), then the uniform closureofAis just the metric space closureAin C(X,C), of course.For example, the setPof all polynomials is an algebra inC(X,C), and we have shown that its uniform

closure is all ofC(X,C).

Theorem 7.29: Let A be an algebra of bounded functions on a set X, and let Bbe its uniform closureThenBis a uniformly closed algebra.Proof. Let f, g Band cC. Then there are uniformly convergent sequences of functions{fn},{gn} inA such that f is the uniform limit of{fn} and g is the uniform limit of{gn}.

What we want is to show that fn+ gn converges uniformly to f+g, fngn converges uniformly to f gand cfn converges uniformly to cf. As f and g are bounded, then we have seen that

{fn

}and

{gn

}are

also uniformly bounded. Therefore there is a single number Msuch that for all x Xwe have|fn(x)| M, |gn(x)| M, |f(x)| M, |g(x)| M.

The following estimates are enough to show uniform convergence.fn(x) +gn(x) f(x) +g(x) |fn(x) f(x)| + |gn(x) g(x)||fn(x)gn(x) f(x)g(x)| |fn(x)gn(x) fn(x)g(x)| + |fn(x)g(x) f(x)g(x)|

M|gn(x) g(x)| +M|fn(x) f(x)|

|cfn(x)

cf(x)

|=

|c

| |fn(x)

f(x)

|


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Hencef+g B, f g Band cf B.Next we want to show thatB is uniformly closed. Suppose that{fn} is a sequence inB converging

uniformly to some function f: X C. AsB is the closure ofA we find a gn A for every n such thatfor allx Xwe have

|fn(x) gn(x)| < 1/nSo given >0 find N such that for all n Nwe have|fn(x) f(x)| < /2 and also such that 1/n < /2Then

|gn(x) f(x)| |gn(x) fn(x)| + |fn(x) f(x)| 0 be given. By the corollary to Weierstrass theorem there exists a real polynomial c1y+c2y

2 + +cnyn (vanishing at y = 0) such that |y|

Nj=1

cjyj

< for all y [M, M]. BecauseAis an algebra (note there is no constant term in the polynomial) we havethat

g =N

j=1

cjfj A.

As|f(x)| Mwe have that|f(x)| g(x) =

|f(x)| N

j=1

cj(f(x))j

< .So|f| is in the closure ofB, which is closed, so|f| B.

Claim 2: Iff

Bandg

Bthen max(f, g)

Band min(f, g)

B, where

max(f, g)

(x) = max{f(x), g(x)} min(f, g)(x) = min{f(x), g(x)}Proof. Write:

max(f, g) =f+ g

2 +

|f g|2

,

and

min(f, g) =f+ g

2 |f g|

2 .

AsBis an algebra we are done. The claim is of course true for the minimum or maximum of any finite collection of functions as well.

Claim 3: Givenf C(X,R),x X and >0 there exists a gx Bwithgx(x) =f(x) andgx(t)> f(t) for allt X.

Proof. Let x Xbe fixed. By Theorem 7.31, for every y Xwe find an hy A such thathy(x) =f(x), hy(y) =f(y)

Ashy and fare continuous, the set

Jy = {t X :hy(t)> f(t) }is open (it is the inverse image of an open set by a continuous function). Furthermore y Jy. So the setsJy cover X.

NowXis compact so there exist finitely many points y1, . . . , yn such that

X=n

j=1

Jyj .

Letgx = max(hy1, hy2, . . . , hyn)

By Claim 2, gx is inB. It is easy to see thatgx(t)> f(t)

for allt X, since for any tthere was at least one hyj for which this was true.Furthermorehy(x) =f(x) for all y

X, so gx(x) =f(x).


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Claim 4: Iff C(X,R) and >0 is given then there exists an h Bsuch that|f(x) h(x)| <

Proof. For any x find function gx as in Claim 3.Let

Vx = {t X :gx(t)< f(t) +}.The setsVx are open asgx andfare continuous. Furthermore as gx(x) =f(x),x Vx, and so the setsVxcover X. Thus there are finitely many points x1, . . . , xn such that

X=n

j=1

Vxj .

Now let

h= min(gx1, . . . , gxn).

we see thath Bby Claim 2. Similarly as before (same argument as in Step 3) we have that for all t Xh(t)< f(t) +.

Since all the gx satisfygx(t)> f(t) for all t X, so doesh. Therefore, for all t

< h(t)

f(t)< ,

which is the desired conclusion.

The conclusion follows from Claim 4. The claim states that an arbitrary continuous function is in theclosure ofBwhich itself is closed. Claim 4 is the conclusion of the theorem. So the theorem is proved.

Example: The functions of the form

f(t) =n

j=1

cjejt ,

forcj R, are dense in C([a, b],R). We need to note that such functions are a real algebra, which followsfromejtekt =e(j+k)t. They separate points as et is one-to-one, and et >0 for all t so the algebra does not

vanish at any point (we will prove all these properties of exponential in the next chapter).In general if we have a family of functions that separates points and does not vanish at any point, we can

let these function generatean algebra by considering all the linear combinations of arbitrary multiples ofsuch functions. That is we basically consider all real polynomials of such functions (where the polynomialshave no constant term). For example above, the algebra is generated by et, we simply consider polynomialsinet.

Warning! You could similarly show that the set of all functions of the form

a02

+N

n=1ancos(nt)

is an algebra (you would have to use some trig identities to show this). When considered on for example[0, ], the algebra separates points and vanishes nowhere so Stone-Weierstrass applies. You do not wantto conclude from this that every continuous function on [0, ] has a uniformly convergent Fourier cosineseries. That is not true. In fact there exist continuous functions whose Fourier series does not convergeeven pointwise. We do have formulas for the coefficients, but those coefficients will not give us a convergentseries. The trick is that the sequence of functions in the algebra that we obtain by Stone-Weierstrass isnot necessarily the sequence of partial sums of a series.

Same warning applies to polynomials as well. Just because a function is a uniform limit of polynomialsdoesnt mean that it is a uniform limit of a power series (which we will see in the next chapter).

If we wish to have Stone-Weierstrass to hold for complex algebras, we must make an extra assumption.


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Definition: An algebraA is self-adjoint, if for all f A, the function f defined by f(x) = f(x) is inA, where by the bar we mean the complex conjugate.

Theorem 7.32: (Stone-Weierstrass, complex version) Let X be a compact metric space andA analgebra of complex-valued continuous functions on X, such thatAseparates points, vanishes at no pointand is self-adjoint. Then the uniform closure ofAis all ofC(X,C).Proof. Suppose thatAR Ais the set of the real-valued elements ofA. Iff=u+iv where u and v arereal-valued, then we note that

u=f+ f

2 , v=

f f2i

.

Sou, v A asAis a self-adjoint algebra, and since they are real-valued we get that u, v AR.If x= y, then find an f A such that f(x)= f(y). If f = u+ iv, then it is obvious that either

u(x) =u(y) or v(x) =v(y). SoAR separates points.Similarly, for any x find f Asuch that f(x)= 0. Iff=u+iv, then either u(x)= 0 or v(x)= 0. So

AR vanishes at no point.ObviouslyAR is a real algebra, and satisfies the hypotheses of the real Stone-Weierstrass theorem. So

given anyf=u+iv C(X,C), we can find g , h AR such that|u(t) g(t)| < /2 and|v(t) h(t)| < /2and so

f(t) g(t) +ih(t) = u(t) +iv(t) g(t) +ih(t) |u(t) g(t)| + |v(t) h(t)| < /2+ /2= .

SoA is dense inC(X,C). An example of why we need the self-adjoint will be in the homework.

Here is an interesting application. Well do it for the complex version, but the same thing can be donewith the real version. It turns out when working with functions of two variables, one would really like towork with functions of the formf(x)g(y) rather than F(x, y). We cant quite do that, but we do have thefollowing.

Application: Any continuous functionF: [0, 1][0, 1] C can be approximated uniformly by functionsof the form

n

j=1

fj(x)gj(y)

wherefj : [0, 1] Cand gj : [0, 1] Care continuous.Proof. It is not hard to see that the functions of the above form are a complex algebra. It is equally easy toshow that they vanish nowhere, separate points, and the algebra is self-adjoint. As [0, 1] [0, 1] is compactwe can apply Stone-Weierstrass to obtain the result.

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