I'm trying to prove that if $f$ and $g$ are uniformly continuous on an interval $(a,b)$ then so is $f+g$. I have a picture in my head but I can't seem to make it into a formal proof.
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$\epsilon = \min(\epsilon_f, \epsilon_g)/2$. – marty cohen Feb 18 '15 at 02:40
3 Answers
It is the same proof that the limit of the sum is the sum of the limits, the same proof that the sum of (just) continuous functions is continuous, etc: take the minimum $\delta$, and use the triangle inequality.
Let $\epsilon > 0$. Then exists $\delta_1,\delta_2 > 0$ such that: $$\begin{cases} |x-y|<\delta_1 \implies |f(x)-f(y)|<\epsilon/2 \\ |x-y|<\delta_2 \implies |g(x)-g(y)|<\epsilon/2\end{cases}$$ Choose $\delta = \min\{\delta_1,\delta_2\}$. So if $|x-y|<\delta$ all the above holds, and we have: $$|(f+g)(x)-(f+g)(y)| \leq |f(x)-f(y)|+|g(x)-g(y)|\leq \frac{\epsilon}{2}+\frac{\epsilon}{2} = \epsilon.$$
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Claim: If $f$ and $g$ are uniformly continuous on their common domain $D$, then $f+g$ is uniformly continuous on $D$.
Proof. Let $\epsilon>0$ be given. To show $f+g$ is uniformly continuous on $D$, we need to find $\delta>0$ so that $|(f+g)(x)-(f+g)(t)|<\epsilon$, for all $x,t\in D$ satisfying $|x-t|<\delta$. To this end, observe that $f$ uniformly continuous implies that there exists $\delta_1>0$ such that $|f(x)-f(t)|<\frac{\epsilon}{2}$ whenever $|x-t|<\delta_1$ and $x,t\in D$. Also, $g$ uniformly continuous implies that there exists $\delta_2>0$ such that $|g(x)-g(t)|<\frac{\epsilon}{2}$ whenever $|x-t|<\delta_2$ and $x,t\in D$. Thus, choose $\delta=\min\{\delta_1,\delta_2\}$. Then for $x,t\in D$ with $|x-t|<\delta$, we have $$ |(f+g)(x)-(f+g)(t)|\leq|f(x)-f(t)|+|g(x)-g(t)|<\frac{\epsilon}{2}+\frac{\epsilon}{2}=\epsilon. $$ Hence, $f+g$ is uniformly continuous on $D$.
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Let $\{f_n \}, \{g_n\}$ be sequences that converge uniformly to $f$ and $g$, respectively. Then given $\frac{\epsilon}{2}>0$ there exists $M, N \in \Bbb{N}$ such that $$\left|f_n(x)-f(x)\right|<\frac{\varepsilon}{2} \quad \text{and} \quad \left|g_m(x)-g(x)\right|<\frac{\varepsilon}{2}$$ for all $x \in (a,b)$ and all $n \geq N, \space m \geq M$. WLOG let $N = \max\{N,M\}$. Then $\left|g_n(x)-g(x)\right|<\frac{\varepsilon}{2}$ still holds. By adding up the inequalities and using the triangle inequality, we have $$\frac{\varepsilon}{2}+\frac{\varepsilon}{2} > \left|g_n(x)-g(x)\right|+\left|f_n(x)-f(x)\right| \\ \geq \left|(g_n(x)-g(x))+(f_n(x)-f(x))\right| \\ = \left|(g_n(x)+f_n(x))-(f(x)+g(x))\right|$$ Hence, $$\varepsilon > \left|(g_n(x)+f_n(x))-(f(x)+g(x))\right|$$ for all $\varepsilon>0$, all $x \in (a,b)$ and all $n \geq N$.
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