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

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3
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1answer
29 views

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 ...
4
votes
3answers
89 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 ...
0
votes
2answers
25 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 ...
5
votes
4answers
87 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 \ ...
10
votes
4answers
165 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 ...
0
votes
1answer
28 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:\; ...
-1
votes
0answers
26 views

Inequality in $H^2$

I have tried to prove this result, but it seems too hard. Need Help. Let $U\subseteq\mathbb{R}^n$ a bounded set with smooth boundary, and the differential operator: ...
1
vote
0answers
25 views

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 ...
1
vote
2answers
33 views

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?
4
votes
1answer
76 views

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 ...
1
vote
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 ...
0
votes
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 ...
4
votes
1answer
74 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 ...
3
votes
0answers
87 views
12
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1answer
259 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 ...
8
votes
2answers
233 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 $$\int_a^b f(x) d x = f\left(\frac{a+b}{2}\right) = 0$$ ...
1
vote
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 ...
7
votes
2answers
99 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 ...
1
vote
1answer
23 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 $$ ...
5
votes
0answers
82 views

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 ...
5
votes
4answers
371 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): $$ \sqrt{\left(f(b)-f(a)\right)^2+\left(b-a\right)^2}\le\int_a^b \sqrt{1+f'(x)^2}dx $$
0
votes
1answer
39 views

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 ...
7
votes
3answers
187 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 ...
1
vote
0answers
25 views

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 ...
2
votes
0answers
33 views

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} ...
1
vote
1answer
46 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.
2
votes
2answers
57 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 ...
8
votes
3answers
215 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 ...
7
votes
1answer
58 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 ...
5
votes
1answer
107 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 ...
3
votes
1answer
67 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
votes
1answer
71 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 $$|f(x)|=|\int_{e^x}^{e^{x+1}}\dfrac{1}{u}d\cos{u}|$$
0
votes
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 ...
2
votes
1answer
32 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: $f\left(\int{xp(x)dx}\right) \leq \int{f(x)p(x)dx}$ ...
2
votes
1answer
51 views

How to prove this integral inequality?

Here is a problem: Let $B_r=\{ (x_1,x_2,\cdots,x_n)\in \mathbb{R}^n: x_1^2+x_2^2+\cdots+x_n^2<r^2\}.$ Let $f$ be a $C^1$ real function on $B_2$. Prove that $$\inf_{a\in R}\int_{B_2} ...
12
votes
2answers
173 views

$|f(x)|\leq \sqrt{\frac{\pi}{3}\int_0^\pi f'^2}$

Let $f\in C^1([0,\pi],\mathbb R)$ such that $\displaystyle\int_0^\pi f(t) dt=0$ Prove that $\forall x\in [0,\pi],\displaystyle|f(x)|\leq \sqrt{\frac{\pi}{3}\int_0^\pi f'^2(t)dt}$ Failed ...
0
votes
0answers
72 views

Putnam 2013 B4 inequality

For any continuous real-valued function $f$ defined on the interval $[0,1],$ let $$\mu(f)=\int_0^1f(x)\,dx,\text{Var}(f)=\int_0^1(f(x)-\mu(f))^2\,dx, M(f)=\max_{0\le x\le 1}|f(x)|$$ Show that if $f$ ...
1
vote
4answers
83 views

An Integral Inequality Problem

How to establish the Integral Inequalities : $$ \displaystyle \int_0^1 \ln \sqrt{\dfrac{1-\cos x}{1+\sin x}} \,dx < \dfrac{1}{2}\ln 2$$ My attepmt : We have $\displaystyle $$(ii) \displaystyle ...
1
vote
1answer
37 views

Reference for $f \in L^{p,\infty} \cap L^{q}$ then $f \in L^r$ for $p < r \leq q$

Okay, so I think I've shown that if $f \in L^{p,\infty} \cap L^{q}$ with $p < q$ then $f \in L^r$ for $p < r \leq q$ where $L^{p, \infty}$ denotes the weak $L^p$ space. what I did was I wrote $$ ...
0
votes
3answers
64 views

How to prove this ${\pi\over4}\leq\int_0^{\pi\over2}e^{-\sin^2{x}}dx\leq{11\over32}\pi$

Can someone help to prove this? $${\pi\over4}\leq\int_0^{\pi\over2}e^{-\sin^2{x}}dx\leq{11\over32}\pi$$ I totally have no idea how to approach. Thanks.
0
votes
2answers
38 views

estimating $L^p$ norm of $\frac{x}{|x|^3} \ast (-\text{div}_x \ldots)$

I've been having problems with following an argument in a paper I'm reading, I hope someone can help me understand the point. Suppose $f(t,\cdot,\cdot)$ is a $C_0^1 (\mathbb{R}^6)$ function for all ...
3
votes
1answer
125 views

Integrals on a closed ball

Prove $$ \int_{\overline{B}(0,r)}c'D^{-1}c\ \exp(-1/2 y'D^{-1}y)\ dy >\int_{\overline{B}(0,r)}(y'D^{-1}c)^2\ \exp(-1/2 y'D^{-1}y)\ dy $$ where $ D\in\mathbb{R}^{n\times n} $ is a diagonal matrix, ...
1
vote
1answer
85 views

How prove this inequality $I=\int_{0}^{\sqrt{2\pi}}\sin{x^2}dx>0$

show that $$I=\int_{0}^{\sqrt{2\pi}}\sin{x^2}dx>0$$ follow is my methods: let $$x^2=t$$ then ...
2
votes
1answer
101 views

How can we prove this integral inequality ? $\int_{0}^{\frac{\pi}{2}}\left|\frac{\sin{(2n+1)t}}{\sin{t}}\right|dt<\pi\left(1+\frac{\ln{n}}{2}\right)$

Use this $$\dfrac{1}{2}+\sum_{k=1}^{n}\cos{(kx)}=\dfrac{\sin{\left(n+\dfrac{1}{2}\right)x}}{2\sin{\dfrac{x}{2}}},x\neq 2m\pi,m\in\mathbb{Z}$$ to show that ...
2
votes
1answer
70 views

Upper bound of difference of squares of quantile standard normal

Let $\Phi$ denotes the cummulative standard normal distribution and $\Phi^{-1}$ denotes its inverse. Given $u,v\in[0,1)$. I'am going to find an upper bound of $$ ...
5
votes
0answers
42 views

If $f$ is $2 \pi$ periodic and $\int_{0}^{2 \pi} f(t) dt=0$ then $\int_{0}^{2 \pi} (f(t))^2 dt \le \int_{0}^{2 \pi} (f'(t))^2 dt$ [duplicate]

Given $f$ a real differentiable function, $2 \pi$ periodic such that $\int_{0}^{2 \pi} f(t) dt=0$ show that: $\int_{0}^{2 \pi} (f(t))^2 dt \le \int_{0}^{2 \pi} (f'(t))^2 dt$. When does equality hold? ...
0
votes
0answers
21 views

Finding conditions for joint probability density larger than the product of marginals

I was wondering if you could help me out. I have a joint probability distribution with density $f(x,y)$ and marginals $g(x)$ and $h(y)$ defined over the real line. Now, I would like to find a class of ...
0
votes
2answers
32 views

Inequalities giving incorrect solution

Question: Find the solution set for:$$\frac{|x|-1}{|x|-2} \geq 0$$ $x\not=\pm2$ My attempt: Let $|x| = y$, then inequality becomes $(y-1)(y-2)>=0$ Implies that: #1. $y-1\geq0$ and ...
2
votes
1answer
75 views

Integral inequality for nonnegative functions

I suppose that for $f(x) \geq 0$, $$ \left(\int_\Omega f\,dx\right)^2 \geq C\int_\Omega f^2\,dx $$ because $(a+b)^2 \geq a^2 + b^2$ for $a,b \geq 0$. Is this inequality true? How can I prove it?
0
votes
0answers
40 views

Reference for theorem? Inequality of integrals of increasing function over two distributions

I have a monotone increasing function $H(x)$ and two distributions with CDFs $F_1$ and $F_2$, where $F_1(x) \leq F_2(x)$ everywhere. The domain is $[0,\infty)$. This seems like it must be true: $$ ...