1.5: Dirichlet’s Tests
( \newcommand{\kernel}{\mathrm{null}\,}\)
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:
limx→b−{supy∈S|g(x,y)|}=0;
There is a constant M such that
supy∈S|∫xah(u,y)du|<M,a≤x<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(2supx≥r|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 r0≤x<b. From assumption (c) and Theorem [theorem:6], there is an s0∈[a,b) such that
∫r1r|gx(x,y)|dx<ϵ,y∈S,s0<r<r1<b.
Therefore [eq:22] implies that
|∫r1rg(x,y)h(x,y)|<3Mϵ,y∈S,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.
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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)2≤3ρ(r+ρ)
if y≥ρ>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:
limx→a+{supy∈S|g(x,y)|}=0;
There is a constant M such that
supy∈S|∫bxh(u,y)du|≤M,a<x≤b;
∫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.