TheoremBase

Term-by-Term Differentiation of a Series of Continuously Differentiable Functions with Summable Uniform Bounds

A series of C1C^1 functions on RqR^q whose values and partial derivatives are dominated by summable constants converges to a C1C^1 function whose partial derivatives are the series of the partial derivatives, with the summed constants as bounds.

Statement

Adopt Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation and fix a dimension qq; the set Rq\mathbb{R}^{q} is open by claim 1 of Euclidean Space Is Open in Itself. Convergence and absolute convergence of a series of real numbers, and the sum ∑k=1∞\sum_{k=1}^{\infty} of a convergent series, are those of that definition. Let (fk)k∈N(f_{k})_{k\in\mathbb{N}} be a sequence of functions Rq→R\mathbb{R}^{q}\to\mathbb{R}, each of class C1C^{1} on Rq\mathbb{R}^{q}, and let (ak)k∈N(a_{k})_{k\in\mathbb{N}} and (bk)k∈N(b_{k})_{k\in\mathbb{N}} be sequences of nonnegative real numbers whose series ∑k=1∞ak\sum_{k=1}^{\infty}a_{k} and ∑k=1∞bk\sum_{k=1}^{\infty}b_{k} converge, such that

∣fk(x)∣≤akand∣∂ifk(x)∣≤bkfor all k∈N, x∈Rq and i∈[q].|f_{k}(x)|\le a_{k}\qquad\text{and}\qquad|\partial_{i}f_{k}(x)|\le b_{k}\qquad\text{for all }k\in\mathbb{N},\ x\in\mathbb{R}^{q}\text{ and }i\in[q].

Then the following hold.

1. (Convergence) For every x∈Rqx\in\mathbb{R}^{q} and every i∈[q]i\in[q] the series ∑k=1∞fk(x)\sum_{k=1}^{\infty}f_{k}(x) and ∑k=1∞∂ifk(x)\sum_{k=1}^{\infty}\partial_{i}f_{k}(x) converge absolutely. Let F:Rq→RF:\mathbb{R}^{q}\to\mathbb{R} and Gi:Rq→RG_{i}:\mathbb{R}^{q}\to\mathbb{R} be their sums, F(x)=∑k=1∞fk(x)F(x)=\sum_{k=1}^{\infty}f_{k}(x) and Gi(x)=∑k=1∞∂ifk(x)G_{i}(x)=\sum_{k=1}^{\infty}\partial_{i}f_{k}(x).

2. (Term-by-term differentiation) FF is of class C1C^{1} on Rq\mathbb{R}^{q} with ∂iF=Gi\partial_{i}F=G_{i} for every i∈[q]i\in[q], and

∣F(x)∣≤∑k=1∞akand∣∂iF(x)∣≤∑k=1∞bkfor all x∈Rq and i∈[q].|F(x)|\le\sum_{k=1}^{\infty}a_{k}\qquad\text{and}\qquad|\partial_{i}F(x)|\le\sum_{k=1}^{\infty}b_{k}\qquad\text{for all }x\in\mathbb{R}^{q}\text{ and }i\in[q].

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