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Mathematics LibreTexts

1.5: Dirichlet’s Tests

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Weierstrass’s test is useful and important, but it has a basic shortcoming: it applies only to absolutely uniformly convergent improper integrals. The next theorem applies in some cases where baf(x,y)dx converges uniformly on S, but ba|f(x,y)|dx does not.

[theorem:8] (Dirichlet’s Test for Uniform Convergence I) If g, gx, and h are continuous on [a,b)×S, then

bag(x,y)h(x,y)dx

converges uniformly on S if the following conditions are satisfied:

limxb{supyS|g(x,y)|}=0;

There is a constant M such that

supyS|xah(u,y)du|<M,ax<b;

ba|gx(x,y)|dx converges uniformly on S.

If

H(x,y)=xah(u,y)du,

then integration by parts yields

r1rg(x,y)h(x,y)dx=r1rg(x,y)Hx(x,y)dx=g(r1,y)H(r1,y)g(r,y)H(r,y)r1rgx(x,y)H(x,y)dx.

Since assumption (b) and [eq:20] imply that |H(x,y)|M, (x,y)(a,b]×S, Eqn. [eq:21] implies that

|r1rg(x,y)h(x,y)dx|<M(2supxr|g(x,y)|+r1r|gx(x,y)|dx)

on [r,r1]×S.

Now suppose ϵ>0. From assumption (a), there is an r0[a,b) such that |g(x,y)|<ϵ on S if r0x<b. From assumption (c) and Theorem [theorem:6], there is an s0[a,b) such that

r1r|gx(x,y)|dx<ϵ,yS,s0<r<r1<b.

Therefore [eq:22] implies that

|r1rg(x,y)h(x,y)|<3Mϵ,yS,max(r0,s0)<r<r1<b.

Now Theorem [theorem:4] implies the stated conclusion.

The statement of this theorem is complicated, but applying it isn’t; just look for a factorization f=gh, where h has a bounded antderivative on [a,b) and g is “small” near b. Then integrate by parts and hope that something nice happens. A similar comment applies to Theorem 9, which follows.

Example 1.5.1

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Solution

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Let

I(y)=0cosxyx+ydx,y>0.

The obvious inequality

|cosxyx+y|1x+y

is useless here, since

0dxx+y=.

However, integration by parts yields

r1rcosxyx+ydx=sinxyy(x+y)|r1r+r1rsinxyy(x+y)2dx=sinr1yy(r1+y)sinryy(r+y)+r1rsinxyy(x+y)2dx.

Therefore, if 0<r<r1, then

|r1rcosxyx+ydx|<1y(2r+y+r1(x+y)2)3y(r+y)23ρ(r+ρ)

if yρ>0. Now Theorem [theorem:4] implies that I(y) converges uniformly on [ρ,) if ρ>0.

We leave the proof of the following theorem to you (Exercise [exer:10]).

[theorem:9] (Dirichlet’s Test for Uniform Convergence II) If g, gx, and h are continuous on (a,b]×S, then

bag(x,y)h(x,y)dx

converges uniformly on S if the following conditions are satisfied:

limxa+{supyS|g(x,y)|}=0;

There is a constant M such that

supyS|bxh(u,y)du|M,a<xb;

ba|gx(x,y)|dx converges uniformly on S.

By recalling Theorems 3.4.10 (p. 163), 4.3.20 (p. 217), and 4.4.16 (p. 248), you can see why we associate Theorems [theorem:8] and [theorem:9] with Dirichlet.


This page titled 1.5: Dirichlet’s Tests is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or curated by William F. Trench via source content that was edited to the style and standards of the LibreTexts platform.

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