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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:

lim

There is a constant M such that

\sup_{y\in S}\left|\int_{a}^{x}h(u,y)\,du\right|< M, \quad a\le x<b;

\int_{a}^{b}|g_{x}(x,y)|\,dx converges uniformly on S.

If

\label{eq:20} H(x,y)=\int_{a}^{x}h(u,y)\,du,

then integration by parts yields

\begin{aligned} \int_{r}^{r_{1}}g(x,y)h(x,y)\,dx&=&\int_{r}^{r_{1}}g(x,y)H_{x}(x,y)\,dx \nonumber\\ &=&g(r_{1},y)H(r_{1},y)-g(r,y)H(r,y)\label{eq:21}\\ &&-\int_{r}^{r_{1}}g_{x}(x,y)H(x,y)\,dx. \nonumber\end{aligned}

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

\label{eq:22} \left|\int_{r}^{r_{1}}g(x,y)h(x,y)\,dx\right|< M\left(2\sup_{x\ge r}|g(x,y)|+\int_{r}^{r_{1}}|g_{x}(x,y)|\,dx\right)

on [r,r_{1}]\times S.

Now suppose \epsilon>0. From assumption (a), there is an r_{0} \in [a,b) such that |g(x,y)|<\epsilon on S if r_{0}\le x <b. From assumption (c) and Theorem [theorem:6], there is an s_{0}\in [a,b) such that

\int_{r}^{r_{1}}|g_{x}(x,y)|\,dx<\epsilon, \quad y\in S, \quad s_{0}<r<r_{1}<b.

Therefore [eq:22] implies that

\left|\int_{r}^{r_{1}}g(x,y)h(x,y)\right| < 3M\epsilon, \quad y\in S, \quad \max(r_{0},s_{0})<r<r_{1}<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 \PageIndex{1}

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Solution

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Let

I(y)=\int_{0}^{\infty}\frac{\cos xy}{x+y}\,dx,\quad y>0.

The obvious inequality

\left|\frac{\cos xy}{x+y}\right|\le \frac{1}{x+y}

is useless here, since

\int_{0}^{\infty}\frac{dx}{x+y}=\infty.

However, integration by parts yields

\begin{aligned} \int_{r}^{r_{1}}\frac{\cos xy}{x+y}\,dx &=& \frac{\sin xy}{y(x+y)}\biggr|_{r}^{r_{1}}+ \int_{r}^{r_{1}}\frac{\sin xy}{y(x+y)^{2}}\,dx\\ &=&\frac{\sin r_{1}y}{y(r_{1}+y)}-\frac{\sin ry}{y(r+y)} +\int_{r}^{r_{1}}\frac{\sin xy}{y(x+y)^{2}}\,dx.\end{aligned}

Therefore, if 0< r<r_{1}, then

\begin{aligned} \left|\int_{r}^{r_{1}}\frac{\cos xy}{x+y}\,dx\right|< \frac{1}{y}\left(\frac{2}{r+y}+\int_{r}^{\infty}\frac{1}{(x+y)^{2}}\right) \le \frac{3}{y(r+y)^{2}}\le \frac{3}{\rho(r+\rho)}\end{aligned}

if y\ge \rho>0. Now Theorem [theorem:4] implies that I(y) converges uniformly on [\rho,\infty) if \rho>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, g_{x}, and h are continuous on (a,b]\times S, then

\int_{a}^{b}g(x,y)h(x,y)\,dx

converges uniformly on S if the following conditions are satisfied:

\displaystyle{\lim_{x\to a+}\left\{\sup_{y\in S}|g(x,y)|\right\}=0};

There is a constant M such that

\sup_{y\in S}\left|\int_{x}^{b}h(u,y)\,du\right| \le M, \quad a< x\le b;

\int_{a}^{b}|g_{x}(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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