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If continuously differentiable functions converge at one point and their derivatives converge uniformly on a closed interval, then the functions converge uniformly to a differentiable function whose derivative is the derivative limit
Statement
Let be reals and let be continuously differentiable: each is differentiable on and each derivative is continuous there (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point). Suppose there is such that the real sequence converges to , and suppose uniformly on . Then there is a differentiable function such that
Facts & Assumptions
Given: Reals , a point , continuously differentiable functions , convergence , and uniform convergence .
A uniform limit of continuous real-valued functions is continuous, and a continuous function on is Riemann integrable (The uniform limit of continuous real-valued functions on a metric space is continuous, A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Uniform convergence of integrable functions preserves integrability and the limit of the integrals (A uniform limit of Riemann-integrable functions is Riemann integrable, and its integral is the limit of their integrals).
If , is differentiable on , and is integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ). Restriction to a closed subinterval preserves differentiability and the derivative at its limit points, and integrability on passes to every nondegenerate closed subinterval (The derivative of at a point that is a limit point of , and differentiability on a set, The - limit of at a limit point of , Limit point, isolated point, adherent point, derived set, and dense subset of , Intervals of : the nine order-convex forms, nondegeneracy, and length, A function integrable on is integrable on every closed subinterval). Finally and whenever the displayed integrals are defined (The integral with oriented limits: and ).
If is continuous, its integral function is differentiable with ; oriented additivity gives (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, The integral function of an integrable , For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ).
Sums and scalar multiples of differentiable functions are differentiable, with the corresponding derivative rules (Sums, scalar multiples, products and quotients: , , , and when , The derivative of at a point that is a limit point of , and differentiability on a set).
A uniform bound on an interval gives (Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error).
On a subset of with its usual subspace metric, real-native continuity is equivalent to metric-space continuity (Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace).
Proof
By [L7], each real-continuous derivative is metric-continuous. The uniform-limit clause of [L1] makes metric-continuous, and [L7] makes real-continuous. The integrability clause of [L1] therefore makes every and Riemann integrable; [L2] also gives the integrability of the uniform limit.
Let . Choose such that for , and choose such that for and all .
Fix and . If , restrict to ; its derivative is there and that derivative is integrable there by steps 1.1 and [L3], so the first clause of [L3] gives . If , apply that clause on and then use orientation; if , use . Thus in every case .
Define and construct by .
By [L4] and [L5], is differentiable with , and therefore the constructed function is differentiable with .
Choose at least as large as . For and , steps 2.2 and 2.1 with [L6] give .
The index in step 3.2 serves every , so uniformly; step 3.1 gives . Thus the constructed has both asserted properties.
Depends on
- Pointwise convergence, uniform convergence, and the uniformly Cauchy condition for sequences of real-valued functions
- Limits and Cauchy sequences of reals
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- Dictionary: for $A \subseteq \mathbb{R}$ with the metric $d(x,y) = |x-y|$, continuity and uniform continuity of $f : A \to \mathbb{R}$ agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of $\mathbb{R}$ is compact in the open-cover sense of $\mathbb{R}$ exactly when it is a compact metric subspace
- The uniform limit of continuous real-valued functions on a metric space is continuous
- A uniform limit of Riemann-integrable functions is Riemann integrable, and its integral is the limit of their integrals
- The first fundamental theorem: if $f$ is integrable on $[a,b]$ and continuous at $c$, then $F'(c) = f(c)$; in particular a continuous $f$ has $F$ as a primitive
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The derivative $f'(c) = \lim_{x \to c} \frac{f(x) - f(c)}{x - c}$ of $f : A \to \mathbb{R}$ at a point $c \in A$ that is a limit point of $A$, and differentiability on a set
- The $\varepsilon$-$\delta$ limit $\lim_{x \to c} f(x) = L$ of $f : A \to \mathbb{R}$ at a limit point $c$ of $A$
- Limit point, isolated point, adherent point, derived set, and dense subset of $\mathbb{R}$
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- A function integrable on $[a,b]$ is integrable on every closed subinterval
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- The integral function $F(x) := \int_a^x f$ of an integrable $f$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
Used by
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 148 results over 28 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- MIT OpenCourseWare 18.100B, Real Analysis, Lectures 20–21 (standard reference, not scraped)
- W. Trench, Introduction to Real Analysis (standard reference, not scraped)