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

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7
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157 views

How to prove Integral inequality with Hardy's inequality

Let $f\in C_{0}^{\infty}((-1,1))$. Prove that for any $t\in (-1,1)$ we have $$(f(t))^4\le \left(\int_{-1}^{1}\dfrac{[2(1-|x|)f'(x)-f(x)][2(1-|x|)f'(x)+f(x)]}{4(1-|x|^2)}dx\right)\cdot\left(\int_{-1}^{...
5
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119 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 ...
4
votes
0answers
178 views

Is this function increasing?

I'm stuck in showing that the following function is increasing over the domain $\left[0,x_0\right]$: $$\Pi\left(z\right) = \int_{0}^{\phi\left(z\right)}\int_{x}^{\bar{x}}\left(2y-b\left(x\right)-x\...
4
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51 views

Fourier cosine transforms of Schwartz functions and the Fejer-Riesz theorem

This question spanned from a previous interesting one. Let $k$ be a real number greater than $2$ and $$\varphi_k(\xi) = \int_{0}^{+\infty}\cos(\xi x) e^{-x^k}\,dx $$ the Fourier cosine transform of a ...
4
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210 views

How did he use Gronwall Lemma??

I´ve got these lines from an article: ( where $b:\mathbb{R}_+\to \mathbb{R}_+$ is non-decreasing and $(X_t)$ is an $\mathbb{R}_+$-valued process - it doesn't matter very much, I guess, anyway-.) $...
4
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114 views

A mixture with ingredients of two equivalences with Riemann Hypothesis

Let $f(x)=x\cdot(\log x)^x$ for $x\geq 2$, then integrating $\log f(x)=\int_2^x f'(t)/f(t)dt$, it is easy to prove the first statement of following, and directly if we put $x=e^H_n$ and add $H_n$ the ...
4
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185 views

hard integral inequality with $e^{x^2}$

a) prove the convergency of $$ \int_0^{\infty} \dfrac {\cosh x \cdot \sin x} {x\cdot e^{x^2}}$$ b) prove the inequality $$ \int_0^{\frac {7\pi} {12}} \dfrac {\cosh x \cdot \sin x} {x\cdot e^{x^2}}<...
3
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43 views

Inequality involving homogenous function of degree -1

Let $p\in[1,\infty]$. For $f\in L^p(0,\infty)$ we define $Tf:x\mapsto \int_0^\infty K(x,y)f(y)\,dy$ where $K$ is homogenous of degree $-1$, i.e. $K(\lambda x,\lambda y) = \lambda^{-1} K(x,y)$ for $\...
3
votes
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117 views

A conjectural inequality of the form $\int_a^b g(B'_1(t)) dt \le \int_a^b g(B'_2(t)) dt $ with convex increasing $g$

Assume $ g:[0,\infty)\to [0,\infty) $ be strictly convex and increasing monotonic function and $B_1:[0,\infty)\to [0,\infty) $ be convex and increasing monotonic function and $B_2:[0,\infty)\to [0,\...
3
votes
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112 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 ...
2
votes
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52 views

A Simple Stochastic Integral Asymptotics

Let $B(t)$ be the standard Brownian motion, $\mu(t,x)$ and $\sigma(t,x)$ are continuous functions, and $$dr(t) = \mu(t,r(t))dt+\sigma(t,r(t))dB(t).$$ $(\mu,\sigma)$ obeys the linear growth condition $...
2
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28 views

Poincare type inequality on unit square: can you improve on my constants?

I am trying to bound $\int_{[0,1]^2} u^2$ in terms of its gradient and boundary integrals, $\int_{[0,1]^2} |\nabla u|^2$, $\int_{\partial[0,1]^2} u^2$, with the best possible constants. So far I ...
2
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29 views

How does this inequality imply this one?

I am having a little trouble understanding this part of a proof. There is an integral $\text{J}_{n} = \int_0^{\frac{\pi}{2}} x^2\cos^{2n}x dx$ Now, $\text{J}_0 = \frac{\pi ^3}{24} $ The part of ...
2
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445 views

Integral inequality - lower bound on $L^1$ norm.

I was wondering if one can make an estimate of form: Assume $f\in C^\infty(\overline{\Omega})$ where $\Omega$ is a bounded domain in $\mathbb{}R^d$. Is there a constant $C>0$ independent of $f$ ...
2
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44 views

Question about the assumption of a version of Grönwall's inequality.

According to Wikipedia, A version of Grönwall's inequality for the integral of continuous functions is the following: Let $I$ denote an interval of the real line of the form $[a,\infty)$ or $[a,b]$ ...
2
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61 views

integral inequality involving $\sup|f'|$

Let $f:[0,1]\rightarrow \mathbb R$ be continuous function differentiable on $(0,1)$ with property that there exists $a \in (0,1]$ such that $$\int_{0}^a f(x)dx=0$$ Prove that $$\left|\int_{0}^1 ...
2
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52 views

Proving inequality that bounds the sum of norms with the norms of sums (plus additional terms)

I am struggling with showing the following for finite $\delta>0$ and any $g\in\mathcal{G}_1\times...\times\mathcal{G}_k$: $\left(\int\left|\left|\psi(g)\right|+\delta\sum_{j=1}^{k}\left(\left|g_{j}...
2
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100 views

Inequality involving double integral

There's a function $g(x,y):\mathbb{R^+\times \mathbb{R}^+\rightarrow \mathbb{R}^+}$ with $g_1(x,y)>0$, $g_2(x,y)>0$, and $g_{12}(x,y)>0$. I conjecture that $$\int g(x,x)f(x)dx>\int\left(\...
2
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225 views

Hölder's inequality and log convexity of $L^{p}$ norm

Hölder's inequality of $L^{p}(X,\mu)$ $\left\Vert fg \right\Vert_{r} \leq \left\Vert f \right\Vert_{p} \left\Vert g \right\Vert_{q}$ where $0<p,q,r\leq \infty$ and $\frac{1}{p}+\frac{1}{q}=\frac{...
2
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0answers
89 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} \int_{-\...
2
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65 views

Integral inequality related to derivation

While trying to understand a proof, i have stumbled upon the following statement: Let $f \in L^p(a,b)$ be a $p$-integrable function. Then the inequality $$\liminf_{s \rightarrow t} \frac{1}{t-s} \...
2
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248 views

Weak/Variational Gronwall type inequality

I came across the following weak differential inequality while looking through F.Otto's paper on $L^{1}$ contraction and uniqueness of quasilinear elliptic-parabolic equation: \begin{align*} - \int_{...
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17 views

Integral and differential inequality

I have integral and differential inequality $y'(t)<Ch^{k+1}+\int_0^ty(s)ds+y(t)$ where $C,h$ are constants and $y$ is positive function with y(0)=0 My goal is to prove $y(t_F)<Ch^{k+1}$ ...
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30 views

Kind of Gronwall Inequality

Does somebody knows if it is possible to obtain an inequality (like for Gronwall inequality) on $f$ if $f$ verify $$ f(t) \leq A+\int_0^{2t} g(s)f(s) ds $$. Where $f$ and $g$ are as smooth as ...
1
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42 views

Incomplete $\Gamma$ inequality

How to prove the following statement? For any $x > 0$, $\gamma(x+1,x) < \Gamma(x+1,x+1) < \gamma(x+1,x+1) < \Gamma(x+1,x)$ or, equivalently, $$\int_0^x t^x e^{-t} dt < \...
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42 views

Study the variation of $\frac{\Gamma(m-n^\prime+1,n^\prime q)}{\Gamma(m-n+1,n q)}$ with $q$

We define function $g(q)$ as the following: $$\frac{\Gamma(m-n^\prime+1,n^\prime q)}{\Gamma(m-n+1,n q)},$$ where $n^\prime \ge n+1$, $n^\prime \le m$. We note that $q$, $m$, $n$ $n^\prime$ are all ...
1
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0answers
31 views

Singular Gronwall type inequality

I am looking for a proof or refrence for the following Gronwall-type inequality: Let $ \varphi (t,s) $ is a continous function for $0 \leq s < t \leq T$. If the following inequality holds: $$ \...
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26 views

Inequalities with the Integral Test

a) Use the proof of the integral test to show that $\ln(n!)\ge n\ln(n)-n+1$ for $n>1$ b) Use part (a) to show that $\ln(n!)\ge n\ln(n)$ for $n\ge 10$ I was able to solve part a) but not ...
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13 views

An inequality between functions in Munkenhoupt class

I'm currently studying the Munkenhoupt class (also called $A_p$ class), and I'm stumbled upon the proof of the following property: Given $1 < p <\infty$, and $w\in A_p(R^n)$ (note that we have $...
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20 views

Is $\int_1^2 \int_{(3/2-1/x_1)^{-1}}^2 \cdots \int_{[(n+1)/2-\sum_{k=1}^{n-1} 1/x_k]^{-1}}^2 \prod_{k=1}^n f(x_{k-1},x_k) dx_1 \dots dx_n \geq cq^n$?

Let $f\colon (1,2)\times (1,2) \to \mathbb{R}$ be a Lebesgue measurable, bounded and non-negative function such that $$ \int_1^2 f(x,y) dy = 1, \qquad x \in (1,2). $$ Moreover, assume that for any ...
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40 views

Question about the interpret of Picone inequality for non-regular functions.

Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open. There is a well-known picone identity that says Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...
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47 views

Hölder type inequality or similar or general inequality for integral of product

It is well known that for two given functions $f,g:\mathbb{R}^d \rightarrow \mathbb{R}^d$ such that $fg \in L^1(\mathbb{R}^d)$ and $f\in L^p(\mathbb{R}^d)$ and $g\in L^q(\mathbb{R}^d)$ with $\frac{1}{...
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40 views

“Transference” argument

In the proof of the Iwaniec-Martin theorem (giving a bound in $L^p$ for the Riesz transform, $\|R_j\|_p=\cot(\frac{\pi}{2p^*})$ the proof of this equality is given by proving the inequalities $\leq$ ...
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0answers
32 views

Step function scalar product inequality

I would like to prove the following inequality: $$\langle f,\frac{|N.+1|}{N} \rangle^2 \leq \langle f,. \rangle^2$$ where $f$ is a step function of the form $f(s)=\sum\limits_{i=1}^N f_i \mathbb{1}_{...
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30 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 $$ \int_0^...
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41 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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85 views

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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49 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 $\...
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47 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 ...
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0answers
53 views

What are some good general estimates?

For example, the triangle inequality for complex numbers and summations is a good one. Also, the ML-Estimate (Estimation Lemma), Cauchy Estimates $|zw|=|z||w|$. As you can probably notice, I really ...
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81 views

Extending by zero a Sobolev function

Let $\Omega\subset\mathbb{R}^n$ be a bounded open set and $u\in W_0^{1,2}(\Omega)$. Define $B_R=B(x_0,R)$ for $x_0\in\partial\Omega$ and consider $\tilde{u}=u\chi_{\Omega\cap B_{2R}}$. Do we need some ...
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54 views

Does Jensen's inequality become stricter with respect to the right boundary point?

Let $f(x)>0$ for all $t\in %TCIMACRO{\U{211d} }% %BeginExpansion \mathbb{R} %EndExpansion $ be a density. I will truncate the density to the finite interval $[a,b]$ and will eventually be taking ...
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0answers
56 views

inequality question with integrals

There is a question that, I think, has a definite answer, but I can't figure it out. Given are three real valued functions, $f$,$g$, $w$, of a real variable $x$. The functions are non-negative, i.e., $...
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350 views

Show that Bellman-Gronwall's inequality

I'm trying to prove the theorem general of the Bellman-Gronwall's inequality: Assume that $u(t)$ be real valued non - negative continuous function, and such that $$u(t)\le u(\tau )+\int_{\tau}^{t}...
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156 views

When $\int_a^b\left(f(x)\right)^kdx=\left[\int_a^bf(x)dx\right]^k$

Under what conditions on $f(x)$ the following equation holds? $$\int_a^b\left(f(x)\right)^kdx=\left[\int_a^bf(x)dx\right]^k$$ with $k\in\mathbb{N}$ and $k\gt1$. I know the following inequality holds: $...
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0answers
43 views

Estimation of a scalar product

I encountered the following, which shouldn't be that hard, but I can't get my head around it. The problem is the following estimate (part of a bigger equation, but here's just the difficult part): $...
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142 views

Inequalities of integrals of periodic functions

I have a function that has a shape similar to $\sin(x)^2$ (could be periodic extensions of $(x/(\pi/2))^2$ defined between $-\pi/2$ to $\pi/2$ for example). Let's call it $g(x)$. I want to show that ...
0
votes
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40 views

Rewrite order of $\int_0^1\int_0^{\sqrt{y}} \int_y^1 \, dz \, dx \, dy$ to $dx\,dy\,dz$ and $dy\,dz\,dx$

I need to change the order of $$\int_0^1\int_0^{\sqrt{y}}\int_y^1\,dz\,dx\,dy$$ to $dx\,dy\,dz$ and $dy\,dz\,dx.$ I can extract the inequalities to get $1≤z≤y$, $0≤x≤\sqrt y$, $0≤y≤1$, but I get ...
0
votes
0answers
45 views

$\mathbf{E}\left[\frac{(U_1+c)^2}{\max((U_1+c)^2, U_2^2)} \right] \ge \mathbf{E}\left[\frac{U_2^2}{\max((U_1+c)^2, U_2^2)} \right]$

We consider two i.i.d. random variables $U_1$ and $U_2$ such that $\mathbf{E}[U_1] = \mathbf{E}[U_2] = 0$ and $\textrm{Var}[U_1] = \textrm{Var}[U_2] < \infty$. Prove that for any $c > 0$ the ...
0
votes
0answers
23 views

Name or reference about a inequality with integrals?

I have wrote down some class notes and I think I copied something wrong. It is an integral inequality; $$\iiint_{B^n}|\nabla\psi|^2\frac{1}{|x|^{n-2}}dV\leq C\iint_{\partial B^n}|\psi|^2dA$$ where $C$...