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

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Prove that $\left \|x(t_0) \right \|\exp \left (-\int_{t_0}^{t} \left \|A(t_1) \right \|\mathrm{d}t_1 \right )\le \left \| x(t) \right \|$

I have a problem: For $\dfrac{dx}{dt}=A(t)x$, where $A(t)\in C\left [t_0,+\infty \right )$. Prove that: $$\left \|x(t_0) \right \|\exp \left (-\int_{t_0}^{t} \left \|A(t_1) \right \|\mathrm{d}t_1 ...
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1answer
407 views

Are there any interpretations for the Gronwall's inequality in view of comparison theorem?

One form of the Gronwall's inequality is that If $\alpha(x),u(x)$ are non-negative continuous functions on $[0,1]$, and $$\forall x\in [0,1], u(x)\leq ...
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1answer
37 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: $f\left(\int{xp(x)dx}\right) \leq \int{f(x)p(x)dx}$ ...
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1answer
34 views

Upper bound for integral over boundary in terms of integral over interior

I've encountered quite some papers in which it is simply assumed that $\exists C>0 : \left(\displaystyle{\int\limits_{\Gamma}}((\nabla v)\cdot \hat{\bf{n}})^2d\Gamma\right)^{\dfrac{1}{2}}\leq ...
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1answer
60 views

Hausdorff-Young inequality

Let $1<p\leq2\leq q \leq \infty$ and let: $$ \frac{1}{p} + \frac{1}{q}=1 $$ prove that for all finite Abel groups and all functions $f:\mathbb{A}\rightarrow \mathbb{C}$ Hausdorff-Young ...
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1answer
137 views

If the weighted Lp norm of a measurable function is finite, is the weighted Lp norm of the antiderivative also finite?

Let $f : \mathbb{R} \rightarrow \mathbb{R}$ be a measurable function such that $$ \int_{-\infty}^{\infty} |f|^p e^{-x^2} dx < \infty. $$ Define $g : \mathbb{R} \rightarrow \mathbb{R}$ to be $$ ...
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1answer
25 views

Existance of solution of $Ax < b$

How to check if the inequality $Ax < b$ admits at least one solution. Entries of $A$, $x$ and $b$ are taken in $\mathbb{Z}$
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1answer
27 views

The best constant in an integral inequality

I find a interesting inequality. Suppose that $y=y(x)$ is a differentiable function in $(0,L)$ and $y(0)=y(a)=0$. Consider the fraction $$ F[y]=\frac{\int_0^{L}\vert y'\vert^2dx}{\int_0^L\vert ...
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1answer
31 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
44 views

hyperbolic inequality

Calculating some contour integral, I have to prove that $\int^{R+i}_{R}\frac{cosh(az)}{cosh(\pi z)}dz$ goes to zero if R goes to infinity. And we know that $\left|a\right|<\pi$. I want to use the ...
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1answer
50 views

Probability bounds

My question is the following: if my random variable $X$ has finite or bounded second moment $\mathbb{E}[X^2]\leq B$ can anyone develop any bounds on pdf of $X$. For example something like this ...
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0answers
91 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 ...
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0answers
203 views

Hölder regularity of the simple layer heat potential (question on the proof)

Let $G(t,x)$ be the fundamental solution of the heat equation, with $t\in\mathbb{R},x\in\mathbb{R}^n$. In the book "Linear and Quasilinear Equations of Parabolic Type" by O.Ladyzhenskaya, ...
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0answers
109 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 ...
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0answers
49 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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0answers
47 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} ...
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0answers
49 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} ...
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0answers
174 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*} - ...
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0answers
21 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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23 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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0answers
28 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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0answers
28 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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0answers
27 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
44 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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0answers
51 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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0answers
46 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
54 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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164 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 ...
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150 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
40 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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0answers
112 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 ...
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0answers
22 views

Sufficient conditions for inequalities

Assume $f$ and $g$ are two Lebesgue integral functions on interval $[a,b]$. Do we have any nontrivial sufficient conditions on $f$ and $g$ such that $$\forall a\leq x<y\leq b,\quad ...
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26 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
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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0answers
46 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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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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0answers
81 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 $f$ ...
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0answers
22 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 ...
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0answers
41 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: $$ ...
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0answers
69 views

Median-median inequality

An elementary result from Chebyshev's theorem is that the median and mean of a random variable do not differ by more than one standard deviation. I'm curious if there is a similar result for ...
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0answers
37 views

Prove Inequality with Weight Function

The following question concerns a proof from Gilbarg and Trudinger's book titled "Elliptic Partial Differential Equations of Second Order", 2001, p.223 Without giving all the details of the proof in ...