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Uniform Continuity · Tutorial 382 of 1000

Uniform Convergence Preview

Learn to test uniform convergence with domain-wide error bounds and to distinguish it from convergence that holds only at each fixed input.

Intermediate 10 min read

What You'll Learn

  • State the quantifiers in the definition of uniform convergence
  • Use a supremum of errors to express uniform convergence
  • Prove uniform convergence using an error bound independent of the input
  • Distinguish pointwise convergence from uniform convergence with a moving input
  • Show that pointwise convergence on a finite domain is uniform
  • Pass pointwise inequalities to uniform limits

One Error Bound for the Whole Domain

A sequence of functions can approach its limit at every input without approaching it at the same rate across the domain. Pointwise convergence records what happens at each fixed input; uniform convergence requires one index to control the approximation error everywhere at once. The uniformly Cauchy criterion from the previous tutorial offers a way to recognize uniform convergence without first knowing the limit. Here we introduce uniform convergence itself and practice reading its quantifiers.

Throughout, \(E\subseteq\mathbb{R}\), \(f_n:E\to\mathbb{R}\) for each positive integer \(n\), and \(f:E\to\mathbb{R}\). The comparison is between \(f_n(x)\) and \(f(x)\), and the central question is whether one index works for every \(x\in E\).

Definition: The sequence \((f_n)\) converges uniformly to \(f\) on \(E\) if, for every \(\varepsilon>0\), there exists a positive integer \(N\) such that for every \(n\geq N\) and every \(x\in E\), \(|f_n(x)-f(x)|<\varepsilon\). We write \(f_n\to f\) uniformly on \(E\).

The index \(N\) may depend on \(\varepsilon\), but not on \(x\). By contrast, \(f_n\) converges pointwise to \(f\) on \(E\) if, for each \(x\in E\) and each \(\varepsilon>0\), there exists an \(N\) such that \(n\geq N\) implies \(|f_n(x)-f(x)|<\varepsilon\). In pointwise convergence, \(N\) may depend on both \(\varepsilon\) and \(x\).

Uniform convergence always implies pointwise convergence: for any fixed input \(x\), the index that works over all of \(E\) works at that \(x\). The reverse implication can fail, because different inputs may require arbitrarily late indices. A useful way to make the difference visible is to look for a bound on the error that does not involve \(x\).

Reading the Error Across the Domain

For each index \(n\), the error at \(x\) is \(|f_n(x)-f(x)|\). When \(E\) is nonempty, take the supremum of these errors over \(E\), allowing that supremum to be infinite. This gives one number that measures the largest error, or the least upper bound of the errors, across the domain.

Theorem: Let \(E\) be nonempty, and define \(e_n=\sup_{x\in E}|f_n(x)-f(x)|\), with \(e_n=+\infty\) if the errors are unbounded. Then \(f_n\to f\) uniformly on \(E\) if and only if \(e_n\to0\).

Proof. Suppose first that \(f_n\to f\) uniformly. Let \(\eta>0\). By the definition of uniform convergence, there is an \(N\) such that for every \(n\geq N\) and every \(x\in E\),

$$ |f_n(x)-f(x)|<\frac{\eta}{2}. $$

Thus \(\eta/2\) is an upper bound for all the errors at index \(n\), so \(0\leq e_n\leq\eta/2<\eta\) whenever \(n\geq N\). This proves that \(e_n\to0\).

Conversely, suppose \(e_n\to0\). Given \(\varepsilon>0\), choose \(N\) such that \(e_n<\varepsilon\) for every \(n\geq N\). For each such \(n\), the definition of supremum gives

$$ |f_n(x)-f(x)|\leq e_n<\varepsilon \qquad\text{for every }x\in E. $$

The same \(N\) works across \(E\), so \(f_n\to f\) uniformly. \(\square\)

This characterization turns the quantifier condition into a practical estimating task: find a bound for the error that becomes small with \(n\) and does not depend on \(x\). If the supremum is difficult to calculate exactly, any suitable upper bound will do. For example, if \(|f_n(x)-f(x)|\leq b_n\) for all \(x\in E\) and \(b_n\to0\), then the theorem gives uniform convergence.

Worked Examples: Uniform and Pointwise Behavior

Worked Example: Geometric Decay on a Short Interval

Fix a real number \(r\) with \(0\leq r<1\), and define \(f_n:[0,r]\to\mathbb{R}\) by \(f_n(x)=x^n\). We show that \(f_n\) converges uniformly to the zero function. For every \(x\in[0,r]\),

$$ |f_n(x)-0|=x^n\leq r^n. $$

Since \(0\leq r<1\), \(r^n\to0\). Given \(\varepsilon>0\), choose \(N\) such that \(r^n<\varepsilon\) for all \(n\geq N\). Then, for every such \(n\) and every \(x\in[0,r]\),

$$ |f_n(x)-0|\leq r^n<\varepsilon. $$

Therefore \(f_n\to0\) uniformly on \([0,r]\). When \(r=0\), every function in the sequence is already zero on its domain, so the conclusion holds as well. The important feature of the estimate is that \(r^n\) controls the error independently of \(x\).

Worked Example: Pointwise Convergence That Is Not Uniform

Define \(f_n:[0,1]\to\mathbb{R}\) by \(f_n(x)=x^n\). For every fixed \(x\in[0,1)\), powers of \(x\) tend to zero, whereas \(f_n(1)=1\) for every \(n\). Thus the pointwise limit is

$$ f(x)= \begin{cases} 0,&0\leq x<1,\\ 1,&x=1. \end{cases} $$

To test uniform convergence, choose an input that depends on \(n\): let \(x_n=1-\frac{1}{2n}\). This lies in \([0,1)\), so \(f(x_n)=0\). Also, Bernoulli's inequality gives \((1-u)^n\geq1-nu\) when \(0\leq u\leq1\). Taking \(u=1/(2n)\), we obtain

$$ |f_n(x_n)-f(x_n)| =\left(1-\frac{1}{2n}\right)^n \geq 1-n\frac{1}{2n} =\frac12. $$

For every \(n\), the error is therefore at least \(1/2\) at some input. In particular, no index can make the error less than \(\varepsilon=1/4\) simultaneously at all inputs. The convergence is not uniform. Each fixed \(x<1\) eventually has small powers, but inputs closer and closer to \(1\) keep producing a substantial error.

Worked Example: Pointwise Convergence on a Finite Domain

Let \(E=\{-1,0,2\}\), and define \(g_n:E\to\mathbb{R}\) by

$$ g_n(-1)=\frac1n,\qquad g_n(0)=\frac2n,\qquad g_n(2)=\frac{(-1)^n}{n}. $$

At each of the three inputs, \(g_n(x)\to0\). Moreover, the errors satisfy

$$ |g_n(-1)|=\frac1n\leq\frac2n,\qquad |g_n(0)|=\frac2n,\qquad |g_n(2)|=\frac1n\leq\frac2n. $$

Given \(\varepsilon>0\), choose \(N\) such that \(2/N<\varepsilon\). For \(n\geq N\), each of the three errors is at most \(2/n\leq2/N<\varepsilon\). The same index works at every point, so \(g_n\to0\) uniformly on \(E\). The finiteness of the domain means there are only finitely many pointwise convergence requirements to coordinate.

Two Consequences of Uniform Control

The finite-domain observation holds for every finite set, not just for the example above. Its proof makes clear why finiteness matters: among finitely many indices chosen at different inputs, one can choose a single largest index.

Theorem: If \(E\subseteq\mathbb{R}\) is finite and \(f_n:E\to\mathbb{R}\) converges pointwise to \(f:E\to\mathbb{R}\), then \(f_n\to f\) uniformly on \(E\).

Proof. If \(E\) is empty, the uniform condition holds vacuously. Otherwise, list its elements as \(x_1,\ldots,x_k\), where \(k\) is a positive integer. Let \(\varepsilon>0\). At each \(x_i\), pointwise convergence supplies a positive integer \(N_i\) such that, for \(n\geq N_i\),

$$ |f_n(x_i)-f(x_i)|<\varepsilon. $$

Because there are only finitely many \(N_i\), their maximum \(N=\max\{N_1,\ldots,N_k\}\) exists. If \(n\geq N\), then \(n\geq N_i\) for every \(i\). Consequently the error is less than \(\varepsilon\) at every \(x_i\), hence at every \(x\in E\). This is uniform convergence. \(\square\)

Uniform convergence also preserves pointwise inequalities when both sides have uniform limits. This fact is useful when a sequence of inequalities is easier to verify than a direct description of the limit.

Theorem: Let \(f_n,g_n:E\to\mathbb{R}\) converge uniformly to \(f,g:E\to\mathbb{R}\), respectively. If \(f_n(x)\leq g_n(x)\) for every \(n\) and every \(x\in E\), then \(f(x)\leq g(x)\) for every \(x\in E\).

Proof. Fix \(x\in E\). Uniform convergence implies pointwise convergence at this input, so \(f_n(x)\to f(x)\) and \(g_n(x)\to g(x)\). For each \(n\), the hypothesis gives \(f_n(x)\leq g_n(x)\). Suppose, for a contradiction, that \(f(x)>g(x)\). Set \(d=f(x)-g(x)>0\). For sufficiently large \(n\), convergence at \(x\) gives

$$ |f_n(x)-f(x)|<\frac d3 \qquad\text{and}\qquad |g_n(x)-g(x)|<\frac d3. $$

It follows that

$$ f_n(x)>f(x)-\frac d3 =g(x)+\frac{2d}{3} >g(x)+\frac d3 >g_n(x), $$

contradicting \(f_n(x)\leq g_n(x)\). Therefore \(f(x)\leq g(x)\). Since \(x\) was arbitrary, the inequality holds throughout \(E\). \(\square\)

How to Choose a Test

For a proposed uniform limit, begin by writing the error \(|f_n(x)-f(x)|\) and seeking an upper bound that tends to zero without depending on \(x\). The supremum characterization packages this strategy into a single numerical sequence of errors. If no such bound is apparent, a moving input \(x_n\) can test whether the errors remain large somewhere in the domain.

A common pitfall is to fix \(x\) too early. Showing that the error tends to zero for each fixed input proves pointwise convergence, but says nothing by itself about inputs that vary with \(n\). The power functions on \([0,1]\) illustrate this distinction: every fixed input below \(1\) eventually gives a small value, while inputs approaching \(1\) retain errors bounded away from zero. On a finite domain, in contrast, only finitely many pointwise thresholds must be combined, which is why pointwise convergence there is automatically uniform.

Check Your Understanding

Use the definitions and results in this tutorial to answer the following questions.

  1. In the definition of uniform convergence, which quantities may the index \(N\) depend on, and which may it not depend on?
  2. How does the sequence \(e_n=\sup_{x\in E}|f_n(x)-f(x)|\) characterize uniform convergence?
  3. Why does the sequence \(x^n\) converge uniformly to zero on \([0,r]\) when \(r<1\), but not to its pointwise limit on \([0,1]\)?
  4. In the proof for a finite domain, why can the pointwise indices be replaced by one index?
  5. What contradiction rules out \(f(x)>g(x)\) in the theorem about preserving inequalities?