∫ ba ƒ(x)dx = Σbr=0 ∫ ba ƒr(x)dx,

or a series which converges uniformly may be integrated term by term.

(6) If Σ∞r=0 ƒ′r(x) converges uniformly in an interval, then Σ∞r=0 ƒr(x) converges in the interval, and represents a continuous differentiable function, φ(x); in fact we have

φ′(x) = Σ∞r=0 ƒ′r(x),

or a series can be differentiated term by term if the series of derived functions converges uniformly.

A series whose terms represent functions which are not continuous throughout an interval may converge uniformly in the interval. If Σ∞r=0 ƒr(x) = ƒ(x), is such a series, and if all the functions ƒr(x) have limits at a, then ƒ(x) has a limit at a, which is Σ∞r=0 Lt x=a ƒr(x). A similar theorem holds for limits on the left or on the right.

23. Fourier’s Series.—An extensive class of functions admit of being represented by series of the form

a0 + Σ∞n=1 ( an cos nπx+ bn sin nπx),
c c

and the rule for determining the coefficients an, bn of such a series, in order that it may represent a given function ƒ(x) in the interval between −c and c, was given by Fourier, viz. we have

a0 = 1∫ c−c ƒ(x)dx,   an= 1∫ c−c ƒ(x)cos nπxdx,   bn= 1∫ c−c sin nπxdx.
2c cc c c