Calculus – Extending Sum Rule for Derivatives to Infinite Series

calculusderivatives

I wrote an answer here, which I'm not sure works.

The sum rule for differentiation of two functions says that $D(u+v) = D(u) + D(v)$ where $D$ indicates the derivative, and $u$ and $v$ two functions. The sum rule can get extended to any finite set of functions. Since numbers can get regarded as functions, this implies that for any finite series $S=a + b + \dots+z$ we can evaluate $D(S).$ Can we extend the sum rule to differentiation of convergent infinite series? Divergent infinite series? Why or why not?

Best Answer

Not really. Actually, what you want is uniform convergence and majorant series.

DEFINITION 1 Let $f_n(x)$ be a sequence of functions. In particular, suppose $f_n(x)=\sum_{k=0}^n g_k(x)$ for some sequence $\{g_k\}_{k\in \mathbb N}$ of functions. Let $D$ be the set of points $x$ such that $\lim f_n(x)$ exists. Call $D$ the domain of convergence of $f=\lim f_n$.

An important property is a series might have is being majorant.

DEFINITION 2 We say that a series of functions is majorant in a certain domain $D'$ if there exists a convergent positive series $A=\sum a_k$ such that, for each $x$ in that domain $D'$ we have $|g_k(x)|\leq a_k$. Given a series $f=\lim f_n=\lim\sum^n g_k$, we say that $f$ converges absolutely if $f^*=\lim\sum^n |g_k|$ converges. (Thus, a majorant series is absolutely convergent.)

Yet another important case scenario is uniform convergence:

DEFINITION 3 (Uniform convergence) We say a series of functions converges uniformly in $D$ if for all $\epsilon>0$ there is an $N$ (depending only on $\epsilon$), such that $n\geq N$ implies $$|f(x)-f_n(x)|<\epsilon $$

We usually say $N$ is independent of the choice of $x$, too. You can picture this behaviour as follows: Each partial sum is always contained in the strip inside $f(x)+\epsilon$ and $f(x)-\epsilon$ of width $2\epsilon$.

In particular, every majorant series converges uniformly. This is known as Weierstrass' $M$ criterion. For majorant series, the following is valid:

THEOREM 1 If the series $\sum u_k(x)$ composed of functions with continuous derivates on $[a,b]$ converges to a sum function $s(x)$ and the series $$\sum u'_k(x)$$ composed of this derivatives is majorant on $[a,b]$, then $$s'(x)=\sum u'_k(x)$$

This stems from

THEOREM 2 Let $s(x)=\sum u_k(x)$ be a series of continuous functions, majorant on some $D$. Then, if $x$ and $\alpha$ are in $D$

$$\int_\alpha^x s(t)dt=\sum\int_\alpha^xu_k(t)dt$$

You can read this in much more detail, and find proofs, in (IIRC) Apostol's Calculus (Vol.1)

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