Arzelà–Ascoli theorem

In mathematics, the Arzelà–Ascoli theorem of functional analysis gives necessary and sufficient conditions to decide whether every subsequence of a given sequence of real-valued continuous functions defined on a closed and bounded interval has a uniformly convergent subsequence. The main condition is the equicontinuity of the sequence of functions. The theorem is a fundamental result in mathematics. In particular, it forms the basis for the proof of the Peano existence theorem in the theory of ordinary differential equations and Montel's theorem in complex analysis. It also plays a decisive role in the proof of the Peter-Weyl theorem.

The notion of equicontinuity was introduced at around the same time by Ascoli (1883–1884) and Arzelà (1882–1883). A weak form of the theorem was proven by Ascoli (1883–1884), who established the sufficient condition for compactness, and by Arzelà (1895), who established the necessary condition and gave the first clear presentation of the result. A further generalization of the theorem was proven by Fréchet (1906), to sets of real-valued continuous functions with domain a compact metric space (Dunford & Schwartz 1958, p. 382). Modern formulations of the theorem allow for the domain to be compact Hausdorff and for the range to be an arbitrary metric space. More general formulations of the theorem exist that give necessary and sufficient conditions for a family of functions from a compactly generated Hausdorff space into a uniform space to be compact in the compact-open topology. Kelley (1991, page 234).

Statement and first consequences

A sequence {ƒ_n}_n∈N of continuous functions on an interval I = [a,b] is uniformly bounded if there is a number M such that

$|f_n(x)| \le M$

for every function ƒ_n belonging to the sequence, and every x ∈ [a,b]. The sequence is equicontinuous if, for every ε > 0, there exists a δ > 0 such that

$|f_n(x)-f_n(y)| < \varepsilon\,$ whenever $|x-y|<\delta\,$

for every ƒ_n belonging to the sequence. Succinctly, a sequence is equicontinuous if and only if all of its elements have the same modulus of continuity. In simplest terms, the theorem can be stated as follows:

Consider a sequence of real-valued continuous functions (ƒ_n)_n∈N defined on a closed and bounded interval [a, b] of the real line. If this sequence is uniformly bounded and equicontinuous, then there exists a subsequence (ƒ_nk) that converges uniformly.

Examples

Differentiable functions

The hypotheses of the theorem are satisfied by a uniformly bounded sequence {ƒ_n} of differentiable functions with uniformly bounded derivatives. Indeed, uniform boundedness of the derivatives implies by the mean value theorem that for all x and y,

$|f_n(x) - f_n(y)| \le K |x-y|$

where K is the supremum of the derivatives of functions in the sequence and is independent of n. So, given ε > 0, let δ = ε/2K to verify the definition of equicontinuity of the sequence. This proves the following corollary:

• Let {ƒ_n} be a uniformly bounded sequence of real-valued differentiable functions on [a,b] such that the derivatives {ƒ_n′} is uniformly bounded. Then there exists a subsequence {ƒ_nk} that converges uniformly on [a,b].

If, in addition, the sequence of second derivatives is also uniformly bounded, then the derivatives also converge uniformly (up to a subsequence), and so on. Another generalization holds for continuously differentiable functions. Suppose that the functions ƒ_n are continuously differentiable with derivatives ƒ_n′. Suppose that ƒ_n′ are uniformly equicontinuous and uniformly bounded, and that the sequence ƒ_n is pointwise bounded (or just bounded at a single point). Then there is subsequence of the ƒ_n converging uniformly to a continuously differentiable function.

Lipschitz and Hölder continuous functions

The argument given above proves slightly more, specifically

• If {ƒ_n} is a uniformly bounded sequence of real valued functions on [a,b] such that each ƒ is Lipschitz continuous with the same Lipschitz constant K:

$|f_n(x) - f_n(y)| \le K|x-y|$

for all x, y ∈ [a,b] and all ƒ_n, then there is a subsequence that converges uniformly on [a,b].

The limit function is also Lipschitz continuous with the same value K for the Lipschitz constant. A slight refinement is

• A set F of functions ƒ on [a, b] that is uniformly bounded and satisfies a Hölder condition of order α, 0 < α ≤ 1, with a fixed constant M,

$|f(x) - f(y)| \le M \, |x - y|^\alpha, \quad x, y \in [a, b]$

is relatively compact in C([a, b]). In particular, the unit ball of the Hölder space  C ^0, α([a, b]) is compact in C([a, b]).

This holds more generally for scalar functions on a compact metric space X satisfying a Hölder condition with respect to the metric on X.

Euclidean spaces

The Arzelà–Ascoli theorem holds, more generally, if the functions ƒ_n take values in d-dimensional Euclidean space R^d, and the proof is very simple: just apply the R-valued version of the Arzelà–Ascoli theorem d times to extract a subsequence that converges uniformly in the first coordinate, then a sub-subsequence that converges uniformly in the first two coordinates, and so on. The above examples generalize easily to the case of functions with values in Euclidean space.

Proof

The proof is essentially based on a diagonalization argument. The simplest case is of real-valued functions on a closed and bounded interval:

• Let I = [a, b] ⊂ R be a closed and bounded interval. If F is an infinite set of functions ƒ : I → R which is uniformly bounded and equicontinuous, then there is a sequence ƒ_n of elements of F such that ƒ_n converges uniformly on I.

Fix an enumeration {x_i}_i=1,2,3,... of rational numbers in I. Since F is uniformly bounded, the set of points {ƒ(x₁)}_ƒ∈F is bounded, and hence by the Bolzano-Weierstrass theorem, there is a sequence {ƒ_n1} of distinct functions in F such that {ƒ_n1(x₁)} converges. Repeating the same argument for the sequence of points {ƒ_n1(x₂)}, there is a subsequence {ƒ_n2} of {ƒ_n1} such that {ƒ_n2(x₂)} converges.

By mathematical induction this process can be continued, and so there is a chain of subsequences

$\{f_{n_1}\}\supset \{f_{n_2}\}\supset \cdots$

such that, for each k = 1, 2, 3, …, the subsequence {ƒ_nk} converges at x₁,...,x_k. Now form the diagonal subsequence {ƒ} whose mth term ƒ_m is the mth term in the mth subsequence {ƒ_nm}. By construction, ƒ_m converges at every rational point of I.

Therefore, given any ε > 0 and rational x_k in I, there is an integer N = N(ε,x_k) such that

$|f_n(x_k) - f_m(x_k)| < \varepsilon/3,\quad n,m \ge N.\,$

Since the family F is equicontinuous, for this fixed ε and for every x in I, there is an open interval U_x containing x such that

$|f(s)-f(t)| < \varepsilon/3\,$

for all ƒ ∈ F and all s, t in I such that s, t ∈ U_x.

The collection of intervals U_x, x ∈ I, forms an open cover of I. Since I  is compact, this covering admits a finite subcover U₁, ..., U_J. There exists an integer K such that each open interval U_j, 1 ≤ j ≤ J, contains a rational x_k with 1 ≤ k ≤ K. Finally, for any t ∈ I, there are j and k so that t and x_k belong to the same interval U_j. For this choice of k,

$\begin{align} |f_n(t)-f_m(t)| & {} \le |f_n(t) - f_n(x_k)| + |f_n(x_k) - f_m(x_k)| + |f_m(x_k) - f_m(t)| \\ & {} < \varepsilon/3 + \varepsilon/3 +\varepsilon/3 \end{align}$

for all n, m > N = max{N(ε,x₁), ..., N(ε,x_K)}. Consequently, the sequence {ƒ_n} is uniformly Cauchy, and therefore converges to a continuous function, as claimed. This completes the proof.

Generalizations

Compact metric spaces and compact Hausdorff spaces

The definitions of boundedness and equicontinuity can be generalized to the setting of arbitrary compact metric spaces and, more generally still, compact Hausdorff spaces. Let X be a compact Hausdorff space, and let C(X) be the space of real-valued continuous functions on X. A subset  F ⊂ C(X)  is said to be equicontinuous if for every x ∈ X and every ε > 0, x has a neighborhood U_x such that

$|f(y) - f(x)| < \varepsilon\,$

for all y ∈ U_x and ƒ ∈ F.

A set  F ⊂ C(X,R)  is said to be pointwise bounded if for every x ∈ X,

$\sup \{ | f(x) | : f \in \mathbf{F} \} < \infty.$

A version of this holds also in the space C(X) of real-valued continuous functions on a compact Hausdorff space X (Dunford & Schwartz 1958, §IV.6.7):

Let X be a compact Hausdorff space. Then a subset F of C(X) is relatively compact in the topology induced by the uniform norm if and only if it is equicontinuous and pointwise bounded.

The Arzelà–Ascoli theorem is thus a fundamental result in the study of the algebra of continuous functions on a compact Hausdorff space.

Various generalizations of the above quoted result are possible. For instance, the functions can assume values in a metric space or (Hausdorff) topological vector space with only minimal changes to the statement (see, for instance, Kelley & Namioka (1982, §8), Kelley (1991, Chapter 7)):

Let X be a compact Hausdorff space and Y a metric space. Then a subset F of C(X,Y) is compact in the compact-open topology if and only if it is equicontinuous, pointwise relatively compact and closed.

Here pointwise relatively compact means that for each x ∈ X, the set F_x = { ƒ(x) : ƒ ∈ F} is relatively compact in Y.

The proof given can be generalized in a way that does not rely on the separability of the domain. On a compact Hausdorff space X, for instance, the equicontinuity is used to extract, for each ε = 1/n, a finite open covering of X such that the oscillation of any function in the family is less than ε on each open set in the cover. The role of the rationals can then be played by a set of points drawn from each open set in each of the countably many covers obtained in this way, and the main part of the proof proceeds exactly as above.

Necessity

Whereas most formulations of the Arzelà–Ascoli theorem assert sufficient conditions for a family of functions to be (relatively) compact in some topology, these conditions are typically also necessary. For instance, if a set F is compact in C(X), the Banach space of real-valued continuous functions on a compact Hausdorff space with respect to its uniform norm, then it is bounded in the uniform norm on C(X) and in particular is pointwise bounded. For each fixed x ∈ X and ε, sets of the form

$N_x(\varepsilon, U) = \{f | \operatorname{osc}_U f < \varepsilon\}$

form an open covering of F, as U varies over open neighborhoods of x. Choosing a finite subcover then gives equicontinuity.

Examples

• To every function g that is p-integrable on [0, 1], 1 < p ≤ ∞, associate the function G defined on [0, 1] by

$G(x) = \int_0^x g(t) \, \mathrm{d}t.$

Let F be the set of functions G corresponding to functions g in the unit ball of the space L^p([0, 1]). If q is the Hölder conjugate of p, defined by 1/p + 1/q = 1, then Hölder's inequality implies that all functions in F satisfy a Hölder condition with α = 1/q and constant M = 1.

It follows that F is compact in C([0, 1]). This means that the correspondence g → G defines a compact linear operator T  between the Banach spaces L^p([0, 1]) and C([0, 1]). Composing with the injection of C([0, 1]) into L^p([0, 1]), one sees that T acts compactly from L^p([0, 1]) to itself. The case p = 2 can be seen as a simple instance of the fact that the injection from the Sobolev space $H^1_0(\Omega)$ into L²(Ω), for Ω a bounded open set in R^d, is compact.

• When T is a compact linear operator from a Banach space X  to a Banach space Y, its transpose T^∗ is compact from the (continuous) dual Y^∗ to X^∗. This can be checked by the Arzelà–Ascoli theorem.

Indeed, the image T(B) of the closed unit ball B of X is contained in a compact subset K of Y. The unit ball B^∗ of Y^∗ defines, by restricting from Y to K, a set F  of (linear) continuous functions on K  that is bounded and equicontinuous. By Arzelà–Ascoli, for every sequence {y^∗_n} in B^∗, there is a subsequence that converges uniformly on K, and this implies that the image $T^*(y^*_{n_k})$  of that subsequence is Cauchy in X^∗.

• When ƒ is holomorphic in an open disk D₁ = B(z₀, r), with modulus bounded by M, then (for example by Cauchy's formula) its derivative ƒ′ has modulus bounded by 4M ⁄ r in the smaller disk D₂ = B(z₀, r ⁄ 2). If a family of holomorphic functions on D₁ is bounded by M on D₁, it follows that the family F of restrictions to D₂ is equicontinuous on D₂. Therefore, a sequence converging uniformly on D₂ can be extracted. This is a first step in the direction of Montel's theorem.

See also

• Helly's selection theorem

References

• Arzelà, Cesare (1895), "Sulle funzioni di linee", Mem. Accad. Sci. Ist. Bologna Cl. Sci. Fis. Mat. 5 (5): 55–74 .
• Arzelà, Cesare (1882–1883), "Un'osservazione intorno alle serie di funzioni", Rend. Dell' Accad. R. Delle Sci. Dell'Istituto di Bologna: 142–159 .
• Ascoli, G. (1883–1884), "Le curve limiti di una varietà data di curve", Atti della R. Accad. Dei Lincei Memorie della Cl. Sci. Fis. Mat. Nat. 18 (3): 521–586 .
• Bourbaki, Nicolas (1998), General topology. Chapters 5–10, Elements of Mathematics, Berlin, New York: Springer-Verlag, ISBN 978-3-540-64563-4, MR1726872 .
• Dieudonné, Jean (1988), Foundations of modern analysis, Academic Press, ISBN 978-0122155079 
• Dunford, Nelson; Schwartz, Jacob T. (1958), Linear operators, volume 1, Wiley-Interscience .
• Fréchet, Maurice (1906), "Sur quelques points du calcul fonctionnel", Rend. Circ. Mat. Palermo 22: 1–74, doi:10.1007/BF03018603 .
• Kelley, J. L. (1991), General topology, Springer-Verlag, ISBN 978-0387901251 
• Kelley, J. L.; Namioka, I. (1982), Linear Topological Spaces, Springer-Verlag, ISBN 978-0387901695 
• Rudin, Walter (1976), Principles of mathematical analysis, McGraw-Hill, ISBN 978-0070542358 

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