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Non-analytic smooth function
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== Application to Taylor series == <!--The article on Taylor series links to this section--> {{main|Borel's lemma}} For every sequence α<sub>0</sub>, α<sub>1</sub>, α<sub>2</sub>, . . . of real or [[complex number]]s, the following construction shows the existence of a smooth function ''F'' on the real line which has these numbers as derivatives at the origin.<ref>Exercise 12 on page 418 in [[Walter Rudin]], ''Real and Complex Analysis''. McGraw-Hill, New Delhi 1980, {{isbn|0-07-099557-5}}</ref> In particular, every sequence of numbers can appear as the coefficients of the [[Taylor series]] of a smooth function. This result is known as [[Borel's lemma]], after [[Émile Borel]]. With the smooth transition function ''g'' as above, define :<math>h(x)=g(2+x)\,g(2-x),\qquad x\in\mathbb{R}.</math> This function ''h'' is also smooth; it equals 1 on the closed interval <nowiki>[</nowiki>−1,1<nowiki>]</nowiki> and vanishes outside the open interval (−2,2). Using ''h'', define for every natural number ''n'' (including zero) the smooth function :<math>\psi_n(x)=x^n\,h(x),\qquad x\in\mathbb{R},</math> which agrees with the [[monomial]] ''x<sup>n</sup>'' on <nowiki>[</nowiki>−1,1<nowiki>]</nowiki> and vanishes outside the interval (−2,2). Hence, the ''k''-th derivative of ''ψ<sub>n</sub>'' at the origin satisfies :<math>\psi_n^{(k)}(0)=\begin{cases}n!&\text{if }k=n,\\0&\text{otherwise,}\end{cases}\quad k,n\in\mathbb{N}_0,</math> and the [[boundedness theorem]] implies that ''ψ<sub>n</sub>'' and every derivative of ''ψ<sub>n</sub>'' is bounded. Therefore, the constants :<math>\lambda_n=\max\bigl\{1,|\alpha_n|,\|\psi_n\|_\infty,\|\psi_n^{(1)}\|_\infty,\ldots,\|\psi_n^{(n)}\|_\infty\bigr\},\qquad n\in\mathbb{N}_0,</math> involving the [[supremum norm]] of ''ψ<sub>n</sub>'' and its first ''n'' derivatives, are well-defined real numbers. Define the scaled functions :<math>f_n(x)=\frac{\alpha_n}{n!\,\lambda_n^n}\psi_n(\lambda_n x),\qquad n\in\mathbb{N}_0,\;x\in\mathbb{R}.</math> By repeated application of the [[chain rule]], :<math>f_n^{(k)}(x)=\frac{\alpha_n}{n!\,\lambda_n^{n-k}}\psi_n^{(k)}(\lambda_n x),\qquad k,n\in\mathbb{N}_0,\;x\in\mathbb{R},</math> and, using the previous result for the ''k''-th derivative of ''ψ<sub>n</sub>'' at zero, :<math>f_n^{(k)}(0)=\begin{cases}\alpha_n&\text{if }k=n,\\0&\text{otherwise,}\end{cases}\qquad k,n\in\mathbb{N}_0.</math> It remains to show that the function :<math>F(x)=\sum_{n=0}^\infty f_n(x),\qquad x\in\mathbb{R},</math> is well defined and can be differentiated term-by-term infinitely many times.<ref>See e.g. Chapter V, Section 2, Theorem 2.8 and Corollary 2.9 about the differentiability of the limits of sequences of functions in {{Citation | last = Amann | first = Herbert | last2 = Escher | first2 = Joachim | title = Analysis I | place = Basel | publisher = [[Birkhäuser Verlag]] | year = 2005 | pages = 373–374 | isbn = 3-7643-7153-6}}</ref> To this end, observe that for every ''k'' :<math>\sum_{n=0}^\infty\|f_n^{(k)}\|_\infty \le \sum_{n=0}^{k+1}\frac{|\alpha_n|}{n!\,\lambda_n^{n-k}}\|\psi_n^{(k)}\|_\infty +\sum_{n=k+2}^\infty\frac1{n!} \underbrace{\frac1{\lambda_n^{n-k-2}}}_{\le\,1} \underbrace{\frac{|\alpha_n|}{\lambda_n}}_{\le\,1} \underbrace{\frac{\|\psi_n^{(k)}\|_\infty}{\lambda_n}}_{\le\,1} <\infty,</math> where the remaining infinite series converges by the [[ratio test]].
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