Convergence that preserves smoothness

167 Views Asked by At

One of the advantages of uniform convergence is that it preserves continuity (among other properties). Unfortunately, it does not preserve derivability. Is there a convergence mode preserving it?

1

There are 1 best solutions below

0
On

Let $a$ and $b$ be real numbers with $a<b$. Suppose that $f_n:[a,b]\to\mathbb R$ is continuously differentiable on $[a,b]$ (considering one-sided derivatives at the endpoints). Let $f:[a,b]\to\mathbb R$ and $g:[a,b]\to\mathbb R$ be any functions.

Claim: If $f_n\to f$ uniformly and $f_n'\to g$ uniformly on $[a,b]$, then $f$ is continuously differentiable and $f'=g$.

Proof: By uniform convergence, $f$ and $g$ are continuous functions. By the fundamental theorem of calculus, one has $$f_n(x)-f_n(a)=\int_a^xf_n'(t)\,\mathrm dt\quad\text{for every $x\in[a,b]$ and every $n\in\mathbb N$.}$$ Next, observe that \begin{align*} &\left|f(x)-f(a)-\int_a^xg(t)\,\mathrm dt\right|=\left|f(x)-f_n(x)+f_n(a)-f(a)+f_n(x)-f_n(a)-\int_a^x g(t)\,\mathrm dt\right|\\ =&\,\left|f(x)-f_n(x)+f_n(a)-f(a)+\int_a^x[f_n'(t)-g(t)]\,\mathrm dt\right|\\ \leq&\,|f(x)-f_n(x)|+|f_n(a)-f(a)|+\int_a^x|f_n'(t)-g(t)|\,\mathrm dt\\ \leq&\,\sup_{y\in[a,b]}|f(y)-f_n(y)|+\sup_{y\in[a,b]}|f_n(y)-f(y)|+(x-a)\times\sup_{y\in[a,b]}|f_n'(y)-g(y)|\to 0 \end{align*} because of uniform convergence. It follows that $$f(x)=f(a)+\int_a^xg(t)\,\mathrm dt.$$ By the fundamental theorem of calculus again, one has that $f$ is differentiable (given that $g$ is continuous) and $f'=g$. $\blacksquare$