# Arzela-Ascoli Theorem and Applications

The Arzela-Ascoli Theorem is a rather formidable-sounding theorem that gives a necessary and sufficient condition for a sequence of real-valued continuous functions on a closed and bounded interval to have a uniformly convergent subsequence.

Statement: Let $(f_n)$ be a uniformly bounded and equicontinuous sequence of real-valued continuous functions defined on a closed and bounded interval $[a,b]$. Then there exists a subsequence $(f_{n_k})$ that converges uniformly.

The converse of the Arzela-Ascoli Theorem is also true, in the sense that if every subsequence of $(f_n)$ has a uniformly convergent subsequence, then $(f_n)$ is uniformly bounded and equicontinuous.

Explanation of terms used: A sequence $(f_n)$ of functions on $[a,b]$ is uniformly bounded if there is a number $M$ such that $|f_n(x)|\leq M$ for all $f_n$ and all $x\in [a,b]$. The sequence is equicontinous if, for all $\epsilon>0$, there exists $\delta>0$ such that $|f_n(x)-f_n(y)|<\epsilon$ whenever $|x-y|<\delta$ for all functions $f_n$ in the sequence. The key point here is that a single $\delta$ (depending solely on $\epsilon$) works for the entire family of functions.

## Application

Let $g:[0,1]\times [0,1]\to [0,1]$ be a continuous function and let $\{f_n\}$ be a sequence of functions such that $f_n(x)=\begin{cases}0,&0\leq x\leq 1/n\\ \int_0^{x-\frac{1}{n}}g(t,f_n(t))\ dt,&1/n\leq x\leq 1\end{cases}$

Prove that there exists a continuous function $f:[0,1]\to\mathbb{R}$ such that $f(x)=\int_0^x g(t,f(t))\ dt$ for all $x\in [0,1]$.

The idea is to use Arzela-Ascoli Theorem. Hence, we need to show that $(f_n)$ is uniformly bounded and equicontinuous.

We have

\begin{aligned}|f_n(x)|&\leq |\int_0^{x-\frac{1}{n}} 1\ dt|\\ &=|x-\frac{1}{n}|\\ &\leq |x|+|\frac{1}{n}|\\ &\leq 1+1\\ &=2 \end{aligned}

This shows that the sequence is uniformly bounded.

If $0\leq x\leq 1/n$,

\begin{aligned}|f_n(x)-f_n(y)|&=|0-f_n(y)|\\ &=|\int_0^{y-\frac{1}{n}} g(t,f_n(t))\ dt|\\ &\leq |\int_0^{y-\frac{1}{n}} 1\ dt|\\ &=|y-\frac{1}{n}|\\ &\leq |y-x| \end{aligned}

Similarly if $0\leq y\leq 1/n$, $|f_n(x)-f_n(y)|\leq |x-y|$.

If $1/n\leq x\leq 1$ and $1/n\leq y\leq 1$,

\begin{aligned}|f_n(x)-f_n(y)|&=|\int_0^{x-1/n} g(t,f_n(t))\ dt-\int_0^{y-1/n}g(t,f_n(t))\ dt|\\ &=|\int_{y-1/n}^{x-1/n}g(t,f_n(t))\ dt|\\ &\leq |\int_{y-1/n}^{x-1/n} 1\ dt|\\ &=|(x-1/n)-(y-1/n)|\\ &=|x-y| \end{aligned}

Therefore we may choose $\delta=\epsilon$, then whenever $|x-y|<\delta$, $|f_n(x)-f_n(y)|\leq |x-y|<\epsilon$. Thus the sequence is indeed equicontinuous.

By Arzela-Ascoli Theorem, there exists a subsequence $(f_{n_k})$ that is uniformly convergent.

$f_{n_k}(x)\to f(x)=\int_0^x g(t,f(t))\ dt$.

By the Uniform Limit Theorem, $f:[0,1]\to\mathbb{R}$ is continuous since each $f_n$ is continuous.

## Author: mathtuition88

http://mathtuition88.com

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