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Thursday, August 20, 2015

Inequality with integrals

Let $f:[0, 1] \rightarrow \mathbb{R}$ be a differentiable function such that:

${\color{gray} \bullet} \;\; f(0)=0$ and
${\color{gray} \bullet} \;\; 0< f'(x) \leq 1$

Prove that:

$$\int_{0}^{x}f^3(t)\, {\rm d}t\leq \left ( \int_{0}^{x}f(t) \, {\rm d}t\right )^2, \;\;  x \in [0, 1]$$

Solution



We consider the function $\displaystyle g(x)= \left ( \int_{0}^{x}f(t)\, {\rm d}t \right )^2 - \int_{0}^{x}f^3 (t)\, {\rm dt}, \; x \in [0, 1]$ which is clearly differentiable with a derivative given by:

$$g'(x)= 2f(x)\int_{0}^{x}f(t)\, {\rm d}t -f^3(x)= f(x)\left [ 2\int_{0}^{x}f(t)\, {\rm d}t-f^2(x) \right ]$$

However, $f'(x)>0$ meaning that $f$ is strictly increasing. Hence for $x>0$ we have that $f(x)>f(0)=0$. The function $\displaystyle  h(x)= 2\int_{0}^{x}f(t)\, {\rm d}t -f^2(x)$ is obviously differentiable and $h'(x)= 2f(x)[1-f'(x)] \geq 0$. Hence $h$ is strictly increasing so $h(x) \geq h(0)=0$.

The result follows since $g \geq 0$ as $g$ is stricly increasing.

2 comments:

  1. Hi Tolaso.

    Additionally, prove that :

    \(\displaystyle{\int_{0}^{x}f^3(t)\,\mathrm{d}t\leq \left(\int_{0}^{x}f(t)\,\mathrm{d}t\right)^2\leq \dfrac{x^4}{4}\,\,,\forall\,x\in\left[0,1\right]}\) .

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  2. Hello Vaggelis,

    here is a solution to the second inequality since the first one was proved above.

    Since $f'(x)\leq 1, \; \forall x \in [0, 1]$ we have that the function $g(x)=f(x) -x , \; x \in [0, 1]$ is strictly decreasing since $g'(x)=f'(x)-1 \leq 0$. Now, $g(0)=0$ hence $g(x)\leq 0 \Leftrightarrow f(x)\leq x$.

    Integrating we have that:

    $$\int_0^x f(t)\, {\rm d}t \leq \frac{x^2}{2}$$

    Squaring both sides we get the wanted result and the exercise is complete.

    P.S: Sorry for not replying earlier.

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