For questions inequalities which involves integrals, like Cauchy-Bunyakovsky-Schwarz or Hölder's inequality. To be used with (inequality) tag.

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Proving a Simple Integral with Exponents

Let $f$ be differentiable in $[a,b]$. How can I show that $$\exp\left(\frac{1}{b-a} \int_a^b f(x)dx \right) \le \left(\frac{1}{b-a}\right) \int_a^b \exp(f(x)) dx $$
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1answer
56 views
+50

How to proof the following Gronwall type inequality?

Suppose that $g,k: [0,a] \to \mathbb R$ are continuous, $a >0 $, $\,k(t) \ge 0$,$\ c(t) \in C^1([0,a])$, $\, \dot c(t) \ge 0 $ (i.e. $c(t)$ is non decreasing) and $g(t)$ satisfies $$g(t) \le ...
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18 views

An integral inequality

Suppose $K\in C[0,1]^2$, $G\in C[0,1]$ are arbitrary and given. The question is that does there exists $H\in B[0,1]$ continuous a.e. with possibly finitely many discontinuities such that $$ ...
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35 views

An inequality with a characteristic function

It's my first question here, hi. In fact, it derives from my probability theory homework, which appears to be unusually difficult (or I just don't see something): Suppose $X$ is a real valued random ...
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1answer
22 views

Improvement of weak type inequality for Hardy-Littlewood Maximal inequality

Let $B(x,R)$ denotes the ball in centered at $x\in \mathbb{R}^n$ with radius $R$. The centered Hardy-Littlewood maximal operator $M$ is defined by \begin{equation} Mf(x)=\sup_{B(x,R)} ...
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2answers
55 views

An Inequality involving integration

Show that $$\int_{0}^{\pi} \left|\frac{\sin nx}{x}\right| dx \ge \frac{2}{\pi}\left( 1 + \frac{1}{2} + \cdots + \frac{1}{n} \right)$$ How do I go about proving this inequality ?
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3answers
118 views

How prove this inequality $\left(\int_{0}^{1}f(x)dx\right)^2\le\frac{1}{12}\int_{0}^{1}|f'(x)|^2dx$

let $f(x)\in C^{1}[0,1]$ ,and such $f(0)=f(1)=0$ show that $$\left(\int_{0}^{1}f(x)dx\right)^2\le\dfrac{1}{12}\int_{0}^{1}|f'(x)|^2dx$$ I think we must use Cauchy-Schwarz inequality ...
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1answer
20 views

Show that $-2abX \le a^2Y +b^2Z\implies 4X^2 \le 4 Y Z $, $a,b \in \mathbb R $, $X;Y;Z \ge 0 $

Show that $-2abX \le a^2Y +b^2Z\implies 4X^2 \le 4YZ $ where $X,Y,Z $ are nonnegative and $a,b \in \mathbb R $. This looks almost as I could use Young's inequality, but not quiet. The above ...
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Monoticity of power means.

An integral power mean of $f:\mathbb{R}\supset [a,b]\rightarrow \mathbb{R}$ is defined as \begin{equation} M_r(f,x)=\begin{cases} \Big\{\frac{1}{b-a}\int_a^b ...
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1answer
35 views

Integral inequality with sines

I am trying to show that there exists some constant $\mathcal{C}>0$ such that: $$\mathcal{C}\leq \int_0^1 |\sin (2\pi n x)-\sin (2\pi m x)|\;dx$$ For all distinct $m,n\in\mathbb{N}$. The constant ...
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0answers
17 views

Generalized Minkowski inequality for complex function

The Generalized Minkowski's inequality for any Borel function $f$ on $\mathbb{R}\times \mathbb{R}$ is $$ \int\Big(f(x,y)dx\Big)^2dy \le \Big[\int\Big(\int f^2(x,y)dy \Big)^{1/2}dx \Big]^2 $$ Does ...
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0answers
21 views

Inequality involving incomplete gamma function

When trying to answer this question: Find minimum $n$ such that $1+z+\frac{z^2}{2!}+\cdots+\frac{z^n}{n!}=0$ has no answer inside the circle of radius $100$ centered at the origin I ended up in what ...
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1answer
50 views

$|f+g|^p$ Lebesgue-summable if $|f|^p$ and $|g|^p$ are

I read that the Minkowski integral inequality, which I knew for Riemann integrals on $[a,b]$, holds for Lebesgue integrals in the following form:$$\forall p\geq 1\quad\quad\Bigg(\int_X |f+g|^p ...
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1answer
25 views

How prove this integral inequality $\int_{0}^{\infty}(f(t))^2t^{-\delta}dt\le\frac{4}{(1-\delta)^2}\int_{0}^{\infty}(f'(t))^2t^{2-\delta}dt$?

Question: let $\delta\in(0,1)$, and $f\in C_{0}^{1}(R_{+})$,show that $$\int_{0}^{\infty}(f(t))^2t^{-\delta}dt\le\dfrac{4}{(1-\delta)^2}\int_{0}^{\infty}(f'(t))^2t^{2-\delta}dt$$ My idea: I ...
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29 views

Is there an inequality between the following quantities?

Let $f\in L_{p}([0,1])$ and $[a,c]\subset [0,1].$ Let $f\in L_{p}([0,1])$ and $[a,c]\subset [0,1].$ Is there an inequality between the following quantities? $$ \underset{|h|\leq ...
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41 views

Agmon and Young inequalities

I'm studying the book-Boundary control of PDEs using backstepping by M. Krstic and in Chapter 5, the authors makes a claim that I'm finding difficult to understand. We have the following two ...
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Related to Gronwall's Inequality.

The exercise is: Let $K \geq 0$, $f,g \geq 0$ continuous functions from $[a,b]$ to $\Bbb R$ and $x_0 \in ]a,b[$. Suppose that $f(x) \leq K + \left|\int_{x_0}^x f(t)g(t) \ \mathrm{d}t\right|,$ ...
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1answer
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Holder Inequality

I have a problem with the demonstration of this inequality ('m following Royden) : If $p$ and $q$ are nonnegative numbers such that $\frac{1}{p}+\frac{1}{q}$ and if $f \in L^p$ and $g \in L^q$, then ...
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3answers
96 views

Prove the inequality$\int_0^{+\infty} {\sin x \over x}dx<\int_0^\pi {\sin x \over x}dx$

Prove: $$\int_0^{+\infty} {\sin x \over x}dx<\int_0^\pi {\sin x \over x}dx$$ Here is my answer,but I want a different way to prove it. \begin{aligned} \int_0^{+\infty} {\sin x \over ...
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2answers
26 views

Inequalities with expected value on one side and probability on the other

In a part of a proof I am following, the author states that $$\displaystyle \mathbb{E}\left[\frac{|X_n - X|}{1 + |X_n - X|}\right] \leq \epsilon + \mathbb{P}(|X_n - X| > \epsilon)$$ and ...
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4answers
89 views

Prove that $2 \le \int_0^1 \ \frac{{(1+x)^{1+x}}}{x^x} \ dx \le 3$

I need some starting ideas, hints for proving that $$2 \le \int_0^1 \ \frac{{(1+x)^{1+x}}}{x^x} \ dx \le 3$$ I already checked that with Mathematica that numerically says that $$\int_0^1 \ ...
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4answers
184 views

Prove $1.43 < \displaystyle \int_0^1 e^{x^2} \mathrm{d}x < \frac{e+1}{2}$

Prove $$1.43<\int_0^1 e^{x^2} \mathrm{d}x<\frac{e+1}{2}$$ What I did; As I have no idea how to approach the left inequality I work with $$\int_0^1 e^{x^2} \mathrm{d}x<\frac{e+1}{2} \iff ...
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1answer
29 views

How can Use Gronwall for this PDE?

I'm trying to prove this. First I tried to multiply the equation by $\phi(x,t)$ and use the Gronwall Lemma, but it didn't work. Can anyone help? Here's the problem: Given a smooth field $u:\; ...
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0answers
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L^2 space convolution inequality

How do you use Young's Inequality, and all these convolution formulae to prove the following inequality $$||f*g||^2_{L^2(\mathbb{T})}\leq ||f*f||_{L^2(\mathbb{T})}||g*g||_{L^2(\mathbb{T})}$$ where ...
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2answers
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Integral mean inequalities

If $f \in C[0,1]$, then should be true that $$\left( \int |f|^p\right)^{1/p} \leq \left( \int |f|^q\right)^{1/q}$$ for $1<p \leq q$. However, I have found no sources on this fact. Is it true?
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Inequality with definite integrals

This problem has been bugging me for days. A function $f:[0,\,1]\to[0,\,1]$ with $f(0)=0$ and $f(1)=1$ is strictly increasing and differentiable, with $f'$ also strictly increasing. (So $f$ is a ...
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1answer
64 views

$L_2$ error between a non-negative monotone function and its mean?

I have been recently trying to prove a lemma which seems true in every single example I have tried, yet that I didn't manage to prove so far unless making extra (not desirable) assumptions. A ...
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1answer
29 views

Integral Inequality involving the Euclidian Norm

I have spent several hours trying to establish the inequality shown in the attached photo. Here we assume that $\vec{r}(t)$ is a vector function in $R^n$, and is integrable on $[a,b]$. I am in need of ...
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1answer
77 views

An Integral Inequality

Let $f$ and $g$ be real functions such that $\int_0^\infty(f(x))^2dx<\infty$ and $\int_0^\infty(g(x)^2dx<\infty$. Prove that: $$\left(\int_0^\infty\int_0^\infty\frac{f(x)g(y)}{x+y}dxdy ...
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272 views

Inequality of numerical integration $\int _0^\infty x^{-x}\,dx$.

There was a friend asking me how to prove $$\int_0^\infty x^{-x}\,dx<2$$ Mathematica showed that its approximate value is 1.99546, so I think it isn't easy to solve it, can you provide me some ...
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2answers
234 views

A false integral inequality

I have a problem which I think is wrong. Let $f: [a,b] \to \mathbb{R}$ be a differentiable function with $f'$ continuous such that $$\int_a^b f(x) d x = f\left(\frac{a+b}{2}\right) = 0$$ ...
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1answer
33 views

Lower bound on $F$ under the assumption $\theta F(s)\le sF'(s)$

Let $F(s)=\displaystyle \int_0^{s}f(t)\,\mathrm dt$. We suppose that there exists $\theta>2$ such that $\theta F(s)\le f(s)s$ for all $s\in \mathbb{R}$ and that $F(s)>0$ for all ...
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102 views

Inequality of integrals $\int_0^1(f(x))^2 dx \geq 4$ if $\int_0^1xf(x) dx=\int_0^1f(x) dx = 1$

If $$\int_0^1xf(x) dx=\int_0^1f(x) dx = 1$$ prove that $$\int_0^1(f(x))^2 dx \geq 4$$ EDIT My attempt is as follows - I can use only the $\int xf(x)$dx part to get a bound $\int f^2(x) dx \geq ...
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1answer
24 views

Show that $ \frac{2+\ln a }{2}\lt\frac{a-1}{\ln a} \lt \frac{1+a}{2}$ becomes $ \frac{2(a-1)}{a+1}\lt\ln a \lt -1 + \sqrt{2a-1}$

Show that $\displaystyle \frac{2+\ln a }{2}\lt\frac{a-1}{\ln a} \lt \frac{1+a}{2}$ becomes $\displaystyle \frac{2(a-1)}{a+1}\lt\ln a \lt -1 + \sqrt{2a-1}$ The closest I can get is $$ ...
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Functional inequality with a strong RHS

Consider a continuous function $f:[0,1]\to\mathbb{R}^{+}$. Show that $$\int_0^1 f(x)dx-\exp\left(\int_0^1 \log(f(x)) dx\right)\le \max_{0\le x,y\le 1}\left(\sqrt{f(x)}-\sqrt{f(y)}\right)^2$$ I ...
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4answers
379 views

Arc Length of a Curve

Let $f:[a,b]\to \mathbb{R}$ be a continuous function, how can you prove (not in the geometric way): $$ \sqrt{\left(f(b)-f(a)\right)^2+\left(b-a\right)^2}\le\int_a^b \sqrt{1+f'(x)^2}dx $$
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1answer
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Integral inequality with gamma function

I have some trouble with paper I'm reading. The goal is this: let $s=\frac{1}{2}+\frac{1}{\log n}+it$. $M$ is a function such that $M(s)=O(\log^{3}(N(|t|+2)))$. Define $$U(s)=\frac{1}{2\pi ...
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3answers
196 views

Reverse Cauchy Schwarz for integrals

Let $f,g$ be two continuous positive functions over $[a,b]$ Let $m_1$ and $M_1$ be the minimum and maximum of $f$ Let $m_2$ and $M_2$ be the minimum and maximum of $g$ Prove that ...
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0answers
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Convergence of this priori error in FEM?

Problem My attempt I think h is the size of the mesh. C is a constant which probably depends on the size of the mesh, I think. I think the error converges linearly and dependent on the size of ...
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Gagliardo-Nirenberg-Sobolev inequality

There is one step of the textbook's proof that I wish could be clarified. Pages 277-278 of PDE Evans, 2nd edition, says: Integrate this inequality with respect to $x_1$: \begin{align} ...
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1answer
54 views

Galerkin Orthogonality in this FEM?

Problem Galerkin orthogonality is but I am not sure if it is in the right form. How can you use this orthogonality here? I think I should expand the last inequality first somehow.
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2answers
60 views

Questioning a Proof of Khinchine Inequality

[Khinchine Inequality] Let $a_1,\ldots,a_n\in R$, $\varepsilon_1,\ldots,\varepsilon_n$ be i.i.d. Rademacher random variables: $P(\varepsilon_i=1)=P(\varepsilon_i=-1)=0.5$, and $0<p<\infty$. Then ...
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216 views

An integral inequality with inverse

Let $f:[0,1]\to [0,1]$ be a non-decreasing concave function, such that $f(0)=0,f(1)=1$. Prove or disprove that : $$ \int_{0}^{1}(f(x)f^{-1}(x))^2\,\mathrm{d}x\ge \frac{1}{12}$$ A friend posed this to ...
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60 views

How to obtain the inequality $\int |f|^2\log(|f|) \leq \frac{n}{4}\log\lVert f \rVert^2_{L^p} $ from Jensen's inequality?

Let $f$ be a positive function with $\lVert f \rVert_{L^2}=1$. Let $p= 2n/(n-2)$. How to obtain $\int |f|^2\log(|f|) \leq \frac{n}{4}\log\lVert f \rVert^2_{L^p}$ from Jensen's inequality? Here all ...
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1answer
112 views

Determining the best possible constant $k$, for an Integral Inequality

If $f : [0,\infty) \to [0,\infty)$ is an integrable function, then what is the best possible constant $k$, for which the following ineqality holds: $$\int_0^{\infty}f(x)dx \leq ...
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1answer
69 views

How to prove Godunova's inequality?

Let $\phi$ be a positive and convex function on $(0,\infty)$. Then $$\int_0^\infty \phi\left(\frac{1}{x}\int_0^x g(t)\,dt\right)\frac{dx}{x} \leq \int_0^\infty \phi(g(x))\frac{dx}{x}$$ The ...
7
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1answer
72 views

How prove $e^x|f(x)|\le 2$ if $f(x)=\int_{x}^{x+1}\sin{(e^t)}dt$

let $$f(x)=\int_{x}^{x+1}\sin{(e^t)}dt$$ show that: $$e^x|f(x)|\le 2$$ My idea: let $$e^t=u$$ then $$|f(x)|=|\int_{e^x}^{e^{x+1}}\dfrac{1}{u}d\cos{u}|$$
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0answers
27 views

calculate the sup of the max of 3 functions

Let a function be the variable, how the calculate the following expression? $$\inf_{c(t) \in C[-1,0]} \max \{ \max_{-1 \leq t \leq 0} |c(t)| , \max_{0 \leq t \leq 1} | \int_{0}^{t} c(v-1) +1 dv +c ...
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1answer
33 views

Help understanding an application of Jensen's inequality

This is from the book Pattern Recognition and Machine Learning by Christopher Bishop. The author states the following form of Jensen's inequality: $f\left(\int{xp(x)dx}\right) \leq \int{f(x)p(x)dx}$ ...