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Questions tagged [integral-inequality]

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

81
votes
1answer
3k views

Is this continuous analogue to the AM–GM inequality true?

First let us remind ourselves of the statement of the AM–GM inequality: Theorem: (AM–GM Inequality) For any sequence $(x_n)$ of $N\geqslant 1$ non-negative real numbers, we have $$\frac1N\sum_k x_k ...
35
votes
2answers
883 views

On the inequality $ \int_{-\infty}^{+\infty}\frac{(p'(x))^2}{(p'(x))^2+(p(x))^2}\,dx \le n^{3/2}\pi.$

$ p(x)\in\mathbb{R[X]} $ is a polynomial of degree $n$ with no real roots. Show that: $$\int\limits_{-\infty}^{+\infty}\dfrac{(p'(x))^2}{(p'(x))^2+(p(x))^2}\,dx \leq n^{3/2}\pi.$$ It's easy to see ...
30
votes
1answer
690 views

Prove the following integral inequality: $\int_{0}^{1}f(g(x))dx\le\int_{0}^{1}f(x)dx+\int_{0}^{1}g(x)dx$

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: $$\int_{0}^{1}f(g(x))dx\le\int_{0}^{1}f(x)...
20
votes
2answers
768 views

A tricky integral inequality

A friend has submitted this problem to me: Let $0<a<b<1$ and $f:[0,1]\to \mathbb R$ be a differentiable function such that $$\displaystyle \frac{\int_0^a f(x) dx}{a(1-a)}+\frac{\int_b^1 f(...
20
votes
1answer
855 views

Prove that:$f(f(x)) = x^2 \implies \int_{0}^{1}{(f(x))^2dx} \geq \frac{3}{13}$

Let $f: [0,\infty) \to [0,\infty)$ be a continuous function such that $f(f(x)) = x^2, \forall x \in [0,\infty)$. Prove that $\displaystyle{\int_{0}^{1}{(f(x))^2dx} \geq \frac{3}{13}}$. All I know ...
20
votes
1answer
757 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 $\mathbb{R}...
19
votes
1answer
20k views

Integral Inequality Absolute Value: $\left| \int_{a}^{b} f(x) g(x) \ dx \right| \leq \int_{a}^{b} |f(x)|\cdot |g(x)| \ dx$

Suppose we are given the following: $$\left| \int_{a}^{b} f(x) g(x) \ dx \right| \leq \int_{a}^{b} |f(x)|\cdot |g(x)| \ dx$$ How would we prove this? Does this follow from Cauchy Schwarz? Intuitively ...
16
votes
4answers
10k 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 ...
16
votes
3answers
2k 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 $$\...
16
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 $(...
16
votes
2answers
653 views

An integral inequality (one variable)

Anyone has an idea to prove the following inequality? Let $g:\left(0,1\right)\rightarrow\mathbb{R}$ be twice differentiable and $r\in\left(0,1\right)$ such that $$ r\left(g"\left(x\right)+\dfrac{g'\...
15
votes
2answers
362 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 natural ...
15
votes
6answers
619 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, ...
14
votes
1answer
369 views

Alternative proof of simple integral inequality

Problem. Let $f\in C^1(\mathbb R)$ such that $f(0) = 0$ and $0 < f'(x) \le 1$. Prove that for all $x\ge 0$ $$ \int_0^x f^3(t)\,dt \le \left(\int_0^x f(t)\,dt\right)^{\!\!2}. $$ Below is my ...
14
votes
2answers
623 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 $...
14
votes
1answer
346 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 ...
13
votes
6answers
2k 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 $$\int_{...
13
votes
1answer
508 views

Geometric interpretation of Hölder's inequality

Is there a geometric intuition for Hölder's inequality? I am referring to $||fg||_1 \le ||f||_p ||f||_q $, when $\frac{1}{p}+\frac{1}{q}=1$. For $p=q=2$ this is just the Cauchy-Schwarz inequality, ...
12
votes
3answers
1k 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 $\int f^2(x) dx \geq 3$...
12
votes
2answers
1k views

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

Prove that $$\frac{1}{x+\sqrt{x^2+2}}<e^{x^2}\int\limits_x^{\infty}e^{-t^2} \, \text dt \le\frac{1}{x+\sqrt{x^2+\displaystyle\tfrac{4}{\pi}}}, \space (x\ge 0)$$
12
votes
1answer
880 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 ...
12
votes
1answer
301 views

How to prove this integral inequality $ \int_0^{2\pi} p(x)[p(x)+p''(x)] dx \int_0^{2\pi}\frac{1}{p(x)+p''(x)} dx\geq 2\pi \int _0^{2\pi} p(x) dx $?

Let $p\in C^2(\mathbb{R})$ be a $2\pi$-periodic function such that $p(x)>0$ and $p(x)+p''(x)>0$ for all $x\in \mathbb{R}$. Then it holds $$ \int_0^{2\pi} p(x)[p(x)+p''(x)] dx \int_0^{2\pi}\frac{...
12
votes
2answers
313 views

Easier ways to prove $\int_0^1 \frac{\log^2 x-2}{x^x}dx<0$

Prove that $$\int_0^1 \frac{\log^2 x-2}{x^x}dx<0$$ One way to do this is use the idea in the proof of Sophomore's dream. We have $$x^{-x}=\exp(-x\log x)=\sum_{n=0}^\infty\frac{(-1)^nx^n\log^n x}{...
11
votes
2answers
673 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 $$\sin{x}=x-\dfrac{1}{3!}x^3+\dfrac{1}{5!}x^...
11
votes
3answers
767 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 Cauchy-...
11
votes
2answers
559 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 $$\int_{0}^...
11
votes
2answers
731 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 $$\int_{0}^{s}f(x)\,dx\le\int_{s}^{1}f(x)\,dx\le\dfrac{s}{1-s}\int_{0}^{...
11
votes
1answer
248 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 ...
10
votes
8answers
279 views

Prove that $\int_a^bxf(x)dx\geq\frac{b+a}{2}\int_a^bf(x)dx$

Let $f:[a,b]\to\mathbb{R}$ be continuous and increasing, show that $$\int_a^bxf(x)dx\geq\frac{b+a}{2}\int_a^bf(x)dx$$ I am thinking of using integration by parts. First let $$F(x)=\int_a^xf(t)dt$$ ...
10
votes
4answers
261 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 \...
10
votes
1answer
3k 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 ...
10
votes
1answer
339 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 $\displaystyle f(1)=\int_0^1f(x)dx=0$. Prove that $$\left|\int_0^x f(t)dt\right|\le \frac{2}{81}\max_{0\le x\le1}|f^{''}(x)|\,\,\,\,\,\, \forall x\in [0,1].$$ ...
10
votes
2answers
180 views

$\int_a^bf^2(x)\,dx\le \frac{2}{3}\int_a^bf(x)\,dx$ for a convex differentiable function

If $f:[a,b] \to \mathbb{R}, f(a)=0,f(b)=1$ is a convex increasing differentiable function on the interval $[a,b]$ . Prove that $$\int_a^bf^2(x)\,dx\le \frac{2}{3}\int_a^bf(x)\,dx$$ Since f is ...
9
votes
2answers
4k views

Proof of Wirtinger inequality

Quoting from Ana Cannas da Silva's book on Symplectic Geometry: "As an exercise in Fourier series, show the Wirtinger inequality: for $f\in C^1([a,b])$, with $f(a)=f(b)=0$ we have $$ \int_a^b\Big|\...
9
votes
3answers
406 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 ...
9
votes
1answer
4k views

Problem 9 - Chapter 5 - Evans' PDE (First Edition)

In the $1$st edition, this was question $5.9$. The question is: Integrate by parts to prove: $$\int_{U} |Du|^p \ dx \leq C \left(\int_{U} |u|^p \ dx\right)^{1/2} \left(\int_{U} |D^2 u|^p \ dx\...
9
votes
2answers
307 views

integral inequality for $f(x)$ and $f(\sqrt{x})$

Show that if $f(x)\in [0;1]$, $f\in C$ and $\int\limits_{1}^{+\infty}f(t)dt=A$ then $\int\limits_{1}^{+\infty}tf(t)dt>\frac{A^2}{2}$ I only have noticed two small things: If $A=1$ inequality is ...
9
votes
1answer
224 views

How prove this inequality $\left|\int_{a}^{b}f(x)dx\right|\leq \frac{1}{8}(b-a)^{2}\int_{a}^{b}\left|f''(x)\right|dx$

Let $f(x)\in \mathcal C^2([a,b]),f(\frac{a+b}{2})=0$. Show that$$\left|\int_{a}^{b}f(x)dx\right|\leq \frac{1}{8}(b-a)^{2}\int_{a}^{b}\left|f''(x)\right|dx.$$ I try to use Taylor's Theorem with ...
9
votes
1answer
231 views

Prove an integral inequality $|\int\limits_0^1f(x)dx|\leq\frac{1-a+b}{4}M$ [closed]

Let $f$ be a differentiable function on $[0,1]$ and $a,b\in(0,1)$ such that $a<b$, $\int\limits_0^af(x)dx=\int\limits_b^1f(x)dx=0$. Show that: $$\left|\int_0^{1} f(x)\,dx\,\right|\leq\frac{1-a+b}{4}...
9
votes
1answer
168 views

Prove $\int _0^\infty f^2 dx \leq \cdots $ for $f$ convex

Prove $$\int _0^\infty f^2(x) dx \leq \frac{2}{3}\cdot \max_{x \in \mathbb R^+} f(x) \cdot \int _0^\infty f(x) dx$$ for $f(x) \geq 0$ and convex. I know via Holder's we can get without the ...
9
votes
1answer
188 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 $$\int_0^1f^2(x)\,dx\ge\frac{2m-1}{m^2+6m-3}$$
9
votes
1answer
102 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 $$|f(x)|=|\int_{e^x}^{e^{x+1}}\dfrac{1}{u}d\cos{u}|$$
8
votes
4answers
603 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 $f\in C^{1}[0,1]$ such that $f(0)=f(1)=0$. 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 $$\int_{0}^{1}|...
8
votes
1answer
620 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 $$ \...
8
votes
3answers
295 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
253 views

How to prove that $\int_{-\pi}^{+\pi}\cos{(2x)}\cos{(3x)}\cos{(4x)}\cdots\cos{(2005x)}dx$ is positive

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: $$I=2\int_{0}^{\pi}\cos{(2x)}\cos{(3x)}\cos{(4x)}\cdots\cos{(...
8
votes
2answers
395 views

Bounds on $f(k ;a,b) =\frac{ \int_0^\infty \cos(a x) e^{-x^k} \, dx}{ \int_0^\infty \cos(b x) e^{-x^k}\, dx}$

Suppose we define a function \begin{align} f(k ;a,b) =\frac{ \int_0^\infty \cos(a x) e^{-x^k} \,dx}{ \int_0^\infty \cos(b x) e^{-x^k} \,dx} \end{align} can we show that \begin{align} |f(k ;a,b)| \...
8
votes
1answer
466 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 $$\int_{0}^{1}g(x)dx\ge\dfrac{1}{2}\...
8
votes
1answer
484 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: $$4\int_{0}^{1}x^2|f'(x)|^2dx\ge\int_{0}^{1}|f(x)|^2+\left(\int_{0}^{1}|f(x)|dx\...
8
votes
1answer
142 views

Show that $\left|\int_a^b f(x) dx\right|\leqslant \frac{M}{12}(b-a)^3$?

$f$ is second order diffierentiable over $[a,b]$, $f(a)=f(b)=0$, $|f''(x)|\leqslant M$, Show that $\left|\displaystyle\int_a^b f(x) dx\right|\leqslant \dfrac{M}{12}(b-a)^3$? To make out the ...