Page 299 - Schaum's Outline of Theory and Problems of Advanced Calculus
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290                               INFINITE SERIES                         [CHAP. 11



                              Now SðxÞ¼ S n ðxÞþ R n ðxÞ,sothat Sðx þ hÞ¼ S n ðx þ hÞþ R n ðx þ hÞ and thus
                                             Sðx þ hÞ  SðxÞ¼ S n ðx þ hÞ  S n ðxÞþ R n ðx þ hÞ  R n ðxÞ  ð1Þ
                          where we choose h so that both x and x þ h lie in ½a; bŠ (if x ¼ b,for example, this will require h < 0).
                              Since S n ðxÞ is a sum of finite number of continuous functions, it must also be continuous. Then given
                           > 0, we can find   so that
                                                jS n ðx þ hÞ  S n ðxÞj < =3  whenever jhj <          ð2Þ
                              Since the series, by hypothesis, is uniformly convergent, we can choose N so that
                                            jR n ðxÞj < =3  and  jR n ðx þ hÞj < =3  for n > N       ð3Þ
                              Then from (1), (2), and (3),
                                         jSðx þ hÞ  SðxÞj @ jS n ðx þ hÞ  S n ðxÞj þ jR n ðx þ hÞj þ jR n ðxÞj <
                          for jhj < , and so the continuity is established.


                     11.35. Prove Theorem 7, Page 271.
                              If a function is continuous in ½a; bŠ, its integral exists. Then since SðxÞ; S n ðxÞ, and R n ðxÞ are continuous,
                                                     ð b    ð b      ð b
                                                                       R n ðxÞ dx
                                                      SðxÞ¼   S n ðxÞ dx þ
                                                     a       a        a
                              To prove the theorem we must show that

                                                    b       ð b        ð    b
                                                   ð

                                                     SðxÞ dx    S n ðxÞ dx  ¼    R n ðxÞ dx
                                                    a        a          a

                          can be made arbitrarily small by choosing n large enough.  This, however, follows at once, since by the
                          uniform convergence of the series we can make jR n ðxÞj < =ðb   aÞ for n > N independent of x in ½a; bŠ, and
                          so

                                                  b         ð  b       ð  b
                                                 ð
                                                   R n ðxÞ dx  @  jR n ðxÞj dx <  dx ¼


                                                   a         a          a b   a
                          This is equivalent to the statements
                                     ð  b         ð  b                ð b       ð bn     o
                                       SðxÞ dx ¼ lim  S n ðxÞ dx  or  lim  S n ðxÞ dx ¼  lim S n ðxÞ dx
                                      a        n!1  a             n!1  a         a  n!1
                     11.36. Prove Theorem 8, Page 271.
                                      1
                                      X
                                         u n ðxÞ.  Since, by hypothesis, this series converges uniformly in ½a; bŠ,wecan integrate
                                          0
                              Let gðxÞ¼
                                      n¼1
                          term by term (by Problem 11.35) to obtain
                                                 x       1 ð x        1
                                                ð
                                                         X           X
                                                              0
                                                  gðxÞ dx ¼  u n ðxÞ dx ¼  fu n ðxÞ  u n ðaÞg
                                                 a       n¼1  a      n¼1
                                                         1        1
                                                         X       X
                                                       ¼    u n ðxÞ   u n ðaÞ¼ SðxÞ  SðaÞ
                                                         n¼1     n¼1
                                            1
                                            X
                          because, by hypothesis,  u n ðxÞ converges to SðxÞ in ½a; bŠ.
                                            n¼1
                                                   ð x
                              Differentiating both sides of  gðxÞ dx ¼ SðxÞ  SðaÞ then shows that gðxÞ¼ S ðxÞ, which proves the
                                                                                       0
                          theorem.                  a
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