Does a pointwisely convergent sequence of quadratic functions pointwisely converges to a quadratic one? Let {f_j}_{j=1}^{infty} be a sequence of functions f_j:R^n rightarrow R quadratically parameterized as f_j(x)=x^T P_j x for a symmetric matrix P_j in R^{n times n}. Let f_j pointwisely converges to a function f.

vedentst9i

vedentst9i

Answered question

2022-11-08

Does a pointwisely convergent sequence of quadratic functions pointwisely converges to a quadratic one?
Let { f j } j = 1 be a sequence of functions f j : R n R quadratically parameterized as f j ( x ) = x T P j x for a symmetric matrix P j R n × n . Let f j pointwisely converges to a function f.
Then, can we say that f is also quadratic so that f ( x ) = x T P x for some symmetric P R n × n ?
I was particularly interested in the case: fj is monotonically increasing and bounded by a quadratic function g ( x ) = x T Q x:
f 1 ( x ) f j ( x ) f j + 1 ( x ) g ( x ) < x R n .
In that case, by MCT, f j f pointwisely for some f, and we also have P j P for some symmetric P R n × n , by MCT again, due to
P 1 P j P j + 1 Q .
In this case, f ( x ) = x T P x is true since x T P j x x T P x for all x R n . Moreover, if f ( x ) = x T P x is true, then it is trivially continuous, so that the convergence is uniform on any compact Ω R n by Dini's theorem.
However, I can't see whether f ( x ) = x T P x is true or not in general case without monotonicity.

Answer & Explanation

Faith Wise

Faith Wise

Beginner2022-11-09Added 17 answers

Step 1
You may use a polarization identity which gives us
B j ( x , y ) = x T P j y = 1 2 ( f j ( x + y ) f j ( x y ) )
Step 2
This determines a unique symmetric bilinear form in x,y. The hypothesis is that f j converges pontwise so from the above identity:
B ( x , y ) = lim j B j ( x , y )
exists for all x,y. One checks it is bilinear in x and y, so has the form x T P y. One recovers then that f ( x ) = lim j f j ( x ) = B ( x , x ) = x T P x.
Rihanna Bentley

Rihanna Bentley

Beginner2022-11-10Added 3 answers

Step 1
The result for n = 1 is straightforward. Suppose we know the result for R n , and that Q j ( x , y ) is a sequence of quadratics on R n + 1 that converges pointwise on R n + 1 .. Here x = ( x 1 , , x n ) . We can write
Q j ( x , y ) = R j ( x ) + a j y + y ( b j 1 x 1 + + b j n x n ) + c j y 2 .
Here R j is a quadratic on R n , and the coefficients of Q j are those of R j along with the coefficients involving y indicated above.
Step 2
Looking at (x,0), the induction hypothesis shows the all sequences of coefficients of R j ( x ) converge, hence R j ( x ) converges pointwise on R n .. Thus Q j R j converges pointwise on R n + 1 . If we now look at the variables ( 0 , x 1 , , x n , y ) , the induction hypotheses tells us all remaining coefficent sequences converge, except for b j 1 . But now this last coefficient sequence is forced to come along for the ride, and we have the result.

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