Math Problems: Inequality and Convex Functions, Assignments of Quantitative Techniques

Two math problems related to real-valued functions. The first problem deals with proving an inequality (m2 ≤ 4m0m1) for a twice differentiable function with given conditions. The second problem discusses the definition and properties of convex functions, focusing on the relationship between differentiability, increasing derivatives, and second derivatives.

Typology: Assignments

Pre 2010

Uploaded on 09/17/2009

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Math 4100/6100 Addition Problems 5
1.* Suppose cR,fis a twice differentiable real-valued function on (c, ),
and M0, M1, M2are least upper bounds for |f(x)|,|f0(x)|,|f00 (x)|re-
spectively, on (c, ). Prove that M2
14M0M2.
2.* A real-valued function is said to be convex if
f(λx + (1 λ)y)λf(x) + (1 λ)f(y)
whenever a<x<b,a < y < b, and 0 < λ < 1.
(a) Prove that if fis differentiable, then fis convex if and only if f0
is increasing.
(b) Assume next that f00(x) exists for every x(a, b), and prove that
fis convex if and only if f00(x)0 for all x(a, b).
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Math 4100/6100 Addition Problems 5

1.* Suppose c ∈ R, f is a twice differentiable real-valued function on (c, ∞), and M 0 , M 1 , M 2 are least upper bounds for |f (x)|, |f ′(x)|, |f ′′(x)| re- spectively, on (c, ∞). Prove that M 12 ≤ 4 M 0 M 2.

2.* A real-valued function is said to be convex if

f (λx + (1 − λ)y) ≤ λf (x) + (1 − λ)f (y)

whenever a < x < b, a < y < b, and 0 < λ < 1.

(a) Prove that if f is differentiable, then f is convex if and only if f ′ is increasing. (b) Assume next that f ′′(x) exists for every x ∈ (a, b), and prove that f is convex if and only if f ′′(x) ≥ 0 for all x ∈ (a, b).