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

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18
votes
1answer
654 views

Do inequalities that hold for infinite sums hold for integrals too?

Let $\mathbb{R}_{\geq0}$ denote the set of non-negative reals and $+\infty$, and $\mathbb{Z}^+$ denote the set of positive integers. I will also let $\lambda$ denote the Lebesgue measure on ...
16
votes
1answer
296 views

Prove the following integral inequality

Suppose $f(x)$ and $g(x)$ are continuous function from $[0,1]\rightarrow [0,1]$, and $f$ is monotone increasing, then how to prove the following inequality: ...
14
votes
4answers
1k views

Prove $\int_0^{\infty } \frac{1}{\sqrt{6 x^3+6 x+9}} \, dx=\int_0^{\infty } \frac{1}{\sqrt{9 x^3+4 x+4}} \, dx$

Prove that: $(1)$$$\int_0^{\infty } \frac{1}{\sqrt{6 x^3+6 x+9}} \ dx=\int_0^{\infty } \frac{1}{\sqrt{9 x^3+4 x+4}} \ dx$$ $(2)$$$\int_0^{\infty } \frac{1}{\sqrt{8 x^3+x+7}} \ dx>1$$ What I do for ...
13
votes
2answers
535 views

Proof of bound on $\int t\,f(t)\ dt$ given well-behaved $f$

I got the following question by mail from someone I don't know from Adam. (Quoted in part.) if $f(t)$ continuously diff. on $[0,1]$ and a) $\int_0^1f(t)\ dt=0$ b) $m\le f\,'\le M$ on ...
12
votes
2answers
165 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 ...
11
votes
6answers
399 views

Asymptotic behaviour of a multiple integral on the unit hypercube

A few days ago I found an interesting limit on the "problems blackboard" of my University: $$\lim_{n\to +\infty}\int_{(0,1)^n}\frac{\sum_{j=1}^n x_j^2}{\sum_{j=1}^n x_j}d\mu = 1.$$ The correct claim, ...
10
votes
4answers
2k views

Jensen's inequality for integrals

What nice ways do you know in order to prove Jensen's inequality for integrals? I'm looking for some various approaching ways. Supposing that $\varphi$ is a convex function on the real line and $g$ is ...
10
votes
2answers
363 views

How prove this integral inequality $\int_{0}^{1}f^2(x)dx\ge 24\left(\int_{0}^{1}f(x)dx\right)^2$?

let $f:[0,1]\longrightarrow R $ be a continuous function, if $$\int_{0}^{1}x^2f(x)dx=-2\int_{\frac{1}{2}}^{1}F(x)dx$$ where $F(x)=\displaystyle\int_{0}^{x}f(t)dt,x\in [0,1]$,then prove that ...
10
votes
1answer
155 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 ...
10
votes
1answer
206 views

Prove that $f(1)-f(1/e)\le \int_0^1 \sqrt{x} f'(x) dx$

Let $f:[0,1]\rightarrow \mathbb{R}$ be a differentiable function such that $$f(x^2)+f(y^2)\le2 f(\sqrt{x y}), \space x,y\ge0 $$ Prove that $$f(1)-f(1/e)\le \int_0^1 \sqrt{x} f'(x) dx$$ Where should ...
9
votes
2answers
571 views

How to prove that $\frac{2}{\pi}\int_{x}^{px}\left(\frac{\sin{t}}{t}\right)^2\,\mathrm dt\le 1-\dfrac{1}{p}$ for $p >1, x\ge0$

Show that for $p>1$ and $x \ge 0$: $$\dfrac{2}{\pi}\int_{x}^{px}\left(\dfrac{\sin{t}}{t}\right)^2\,\mathrm dt\le 1-\dfrac{1}{p}$$ My idea is to use ...
9
votes
3answers
478 views

How prove this $\int_{a}^{b}[f''(x)]^2dx\ge\dfrac{4}{b-a}$

let $f$ on $[a,b]$ two continuously differentiable functions,such $$f(a)=f(b)=0, f'(a)=1,f'(b)=0,b>a>0$$ show that $$\int_{a}^{b}[f''(x)]^2dx\ge\dfrac{4}{b-a}$$ My idea: use ...
9
votes
2answers
500 views

How prove this integral inequality $\int_{0}^{s}f(x)\,dx\le\int_{s}^{1}f(x)\,dx\le\dfrac{s}{1-s}\int_{0}^{s}f(x)\,dx$

let $f(x)>0$ is continuous and is increasing on $[0,1]$,and $s=\dfrac{\int_{0}^{1}xf(x)dx}{\int_{0}^{1}f(x)\,dx}$ show that ...
8
votes
6answers
586 views

How prove this $\int_{a}^{b}f^2(x)dx\le (b-a)^2\int_{a}^{b}[f'(x)]^2dx$

let $f\in C^{(1)}[a,b]$,and such that $f(a)=f(b)=0$, show that $$\int_{a}^{b}f^2(x)dx\le (b-a)^2\int_{a}^{b}[f'(x)]^2dx\cdots\cdots (1)$$ My try: use Cauchy-Schwarz inequality we have ...
8
votes
3answers
379 views

Inductively prove that this sequence of integrals is bounded.

EDIT: I have an attempted solution to this in a post below, it is very long, but still incomplete. EDIT:Alright, I've pretty much almost finished my solution, but my biggest problem is the 2nd ...
8
votes
2answers
178 views

Integral inequality: $\def\intd{\,\mathrm d}\int_a^b(f'(x))^2\intd x-2\big(f(a)+f(b)\big)^2\geq\frac8{(b-a)^2}\int_a^b(f(x))^2\intd x$

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 $$\int_a^b f(x) \intd x = f\left(\frac{a+b}{2}\right) = 0$$ ...
8
votes
3answers
208 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 ...
8
votes
2answers
197 views

How prove this $\int_{-\pi}^{+\pi}\cos{(2x)}\cos{(3x)}\cos{(4x)}\cdots\cos{(2005x)}dx>0$

show that $$I=\int_{-\pi}^{+\pi}\cos{(2x)}\cos{(3x)}\cos{(4x)}\cdots\cos{(2005x)}dx>0$$ This problem is my frend ask me, My try: ...
8
votes
1answer
421 views

How to prove that there exists $g(x)$ such $\int_{0}^{1}g(x)dx\ge\frac{1}{2}\int_{0}^{1}f(x)dx$

let $f(x)\ge 0,x\in [0,1]$, and is increasing in $[0,1]$ show that: There exists $g(x)\ge 0,x\in [0,1]$,and $g''(x)>0$, such $g(x)\le f(x)$, and such ...
8
votes
1answer
138 views

A continuous function integral inequality

Let $m$ be a positive integer. $f\colon[0,\infty)\to[0,\infty)$ is a continuous function such that $f(f(x))=x^m,\forall x\in[0,\infty)$. Show that $$\int_0^1f^2(x)\,dx\ge\frac{2m-1}{m^2+6m-3}$$
8
votes
1answer
236 views

Holder's inequality for infinite products

In analysis, Holder's inequality says that if we have a sequence $p_1, p_2, \ldots, p_n$ of real numbers in $[1,\infty]$ such that $\sum_{i=1}^n \frac{1}{p_i} = \frac{1}{r}$, and a sequence of ...
8
votes
1answer
183 views

Integral Inequality $|\int_0^x f(t)dt|\le \frac{2}{81}\max_{0\le x\le1}|f^{''}(x)|$

Let $f\in C^2(\mathbb{R})$ such that $f(1)=\int_0^1f(x)dx=0$. Prove that $$\left|\int_0^x f(t)dt\right|\le \frac{2}{81}\max_{0\le x\le1}|f^{''}(x)|\, \forall x\in [0,1].$$ Thanks in advance!
7
votes
2answers
151 views

How prove this inequality $ 1-\cos (xy) \le\int_0^xf(t) \sin {(tf(t))}dt + \int_0^y f^{-1}(t) \sin{(tf^{-1}(t))} dt .$

Question: Let $ f$ be a strictly increasing, continuous function mapping $ I=[0,1]$ onto itself. Prove that the following inequality holds for all pairs $ x,y \in I$: $$ 1-\cos (xy) \le\int_0^xf(t) ...
7
votes
1answer
219 views

Show inequality of integrals (cauchy-schwarz??)

$f:[0,1]\to\mathbb{C}$ continuous and differentiable and $f(0)=f(1)=0$. Show that $$ \left |\int_{0}^{1}f(x)dx \right |^2\leq\frac{1}{12}\int_{0}^{1} \left |f'(x)\right|^2dx $$ Well I know that $$ ...
7
votes
2answers
91 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 ...
7
votes
2answers
466 views

An inequality from the handbook of mathematical functions (by Abramowitz and Stegun)

Prove that $$\frac{1}{x+\sqrt{x^2+2}}<e^{x^2}\int\limits_x^{\infty}e^{-t^2} \, \text dt \le\frac{1}{x+\sqrt{x^2+\displaystyle\tfrac{4}{\pi}}}, \space (x\ge 0)$$
7
votes
1answer
68 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 $$|f(x)|=|\int_{e^x}^{e^{x+1}}\dfrac{1}{u}d\cos{u}|$$
7
votes
1answer
54 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 ...
6
votes
2answers
143 views

How prove this $\int_{0}^{2\pi}e^{\sin{x}}dx<2\pi e^{\frac{1}{4}}$

Show that this intergral inequality $$\int_{0}^{2\pi}e^{\sin{x}}dx<2\pi e^{\frac{1}{4}}$$ I know this use Taylor's formula.But I think is very ugly,maybe this problem have simple methods.Thank you ...
6
votes
3answers
114 views

How prove this inequality $\int_{0}^{1}\sin{(x^n)}dx\ge\int_{0}^{1}\sin^n{x}dx\ge 0$

show that: $$\int_{0}^{1}\sin{(x^n)}dx\ge\int_{0}^{1}\sin^n{x}dx\ge 0$$ My idea:maybe $\sin{(x^n)}\ge (\sin{x})^n?$ Thank you
6
votes
2answers
289 views

Prove that if f(x) is integrable, then so is e^(f(x)).

So here is my question: I'm working on a homework problem that deals with Jensen's Inequality. It is a rather simple application, I believe, but I'm a little stuck. Here is the problem, along with ...
6
votes
3answers
168 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 ...
6
votes
1answer
200 views

How prove this integral inequality

let $f:[0,1]\longrightarrow R$ be a differentiable function with continuous derivative such that $f(1)=0$,show that: ...
6
votes
1answer
860 views

Hölder inequality from Jensen inequality

I'm taking a course in Analysis in which the following exercise was given. Exercise Let $(\Omega, \mathcal{F}, \mu)$ be a probability space. Let $f\ge 0$ be a measurable function. Using Jensen's ...
5
votes
4answers
361 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): $$ \sqrt{\left(f(b)-f(a)\right)^2+\left(b-a\right)^2}\le\int_a^b \sqrt{1+f'(x)^2}dx $$
5
votes
2answers
217 views

Are integrable, essentially bounded functions in L^p?

Given an arbitrary measure space (of possibly infinite measure), if $f \in L^1 \cap L^\infty$, then by Hölder's inequality, $f^2 \in L^1$, so $f \in L^2$. Intuition suggests that $f \in L^p$ even for ...
5
votes
1answer
94 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 ...
5
votes
1answer
109 views

How show that $\dfrac{a^3}{3}\ge\int_{0}^{a}|F(x)-x|^2dx$

Let $F(x)$ be nonnegative and integrable on $[0,a]$ and such that $$\left(\int_{0}^{t}F(x)dx\right)^2\ge\int_{0}^{t}F^3(x)dx$$ for every $t$ in $[0,a]$,prove or disprove the conjecture: ...
5
votes
1answer
104 views

How prove this integral inequality $6\left(\int_{0}^{1}f(x)dx\right)^2\le 1+ 8\int_{0}^{1}f^3(x)dx$

Let $f$ be a positive-valued,concave function on $[0,1]$,Prove that $$6\left(\int_{0}^{1}f(x)dx\right)^2\le 1+ 8\int_{0}^{1}f^3(x)dx$$ Let ...
5
votes
1answer
109 views

Integral inequality $\int_0^{+\infty}|\frac{\sin x}x|^p dx\leq\frac\pi{\sqrt{2p}}$

$p\geq2$, then we have $$\int_0^{+\infty}\Bigg|\frac{\sin x}x\Bigg|^p\,\mathrm dx\leq\frac\pi{\sqrt{2p}}$$ I try to use $\Bigg|\frac{\sin x}x\Bigg|\leq1$, and $\frac{\sin ...
5
votes
0answers
64 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
0answers
38 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? ...
5
votes
1answer
376 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 ...
4
votes
4answers
405 views

Proof of Schur's test via Young's inequality

I am able to prove the following generalization of Schur's test using the Riesz-Thorin interpolation theorem, however I have been stuck for days now trying to prove it using Young's inequality: Let ...
4
votes
1answer
108 views

Integral of composition [duplicate]

Prove that if $f,g:[0,1]\rightarrow[0,1]$ - continuous functions and f is strictly increasing then $$\int\limits_0^1f(g(x))dx\leq\int\limits_0^1f(x)dx+\int\limits_0^1g(x)dx.$$ I tried to prove that ...
4
votes
2answers
161 views

Integral inequality $\int_0^1\log \left(f(x)\right)dx\leq \log\left(\int_0^1f(x)dx\right)$

How to prove this inequality $$\int_0^1\log \left(f(x)\right)dx\leq \log\left(\int_0^1f(x)dx\right)$$ for $f>0$.
4
votes
2answers
284 views

$3\int_{0}^{1}(f'(x))^2dx \geq (2\int_{0}^{1}f(x)dx)^2 \impliedby 2\int_{0}^{\frac{1}{2}}f(x)\,\mathrm dx=\int_{\frac{1}{2}}^{1}f(x) \,\mathrm dx$

Let $f : \mathbb{R} \to \mathbb{R} $ be a differentiable function. Suppose that $2\int_{0}^{\frac{1}{2}}f(x)\,\mathrm dx=\int_{\frac{1}{2}}^{1}f(x) \,\mathrm dx$ Show that $$3\int_{0}^{1}(f'(x))^2 ...
4
votes
2answers
229 views

How prove this integral inequality $2\int_{-1}^{1}f(x)g(x)dx\ge\int_{-1}^{1}f(x)dx\int_{-1}^{1}g(x)dx$

Let $f:[-1,1]\longrightarrow \mathbb{R}$ be increasing on $[0,1]$ and even, i.e. $f(x)=f(-x)$ $\forall x\in [-1,1]$. Let $g:[-1,1]\longrightarrow \mathbb{R}$ be convex, i.e. $g(tx+(1-t)y)\le ...
4
votes
1answer
114 views

Integral inequality with a function twice differentiable

Let $f:[0,1]\longrightarrow\mathbb{R}$ be a function twice differentiable with continous second derivative and $f(1)=f(0)$. The inequality: $$\int_{0}^{1}(f''(x))^2dx\geq ...
4
votes
1answer
188 views

Inequality in Schwartz space

I am trying to prove theorem 9.2 from book "Lectures on Linear Partial Differential Equations" wtitten by G. Eskin. In proof of this theorem is inequality which makes problems for me. Firstly I remind ...