Monday, March 1, 2010
Problems of MATH202 # 17 of the last week
Since I am busy doing my work in another course, this weekly post is delayed til today :(.
Of the problems, only 5, 6, 7 are of our interest.
Problem 5. Let $ f:\mathbb{R}\to\mathbb{R}$, be a three times differentiable function. If $ f(x)$ and $ f'''(x)$ are bounded functions on $ \mathbb{R}$, show that $ f'$ and $ f''$ are also bounded functions on $ \mathbb{R}$.
My way.
Just make good use of the expansion $ f(x+h)=f(x)+f'(x)h+\frac{1}{2}f''(x)h^2+\frac{1}{3!}f'''(x+\theta h)h^3$, for some $ \theta \in (0,1)$.
Problem 6. If $ f(x)$ and $ g(x)$ are $ n$ times differentiable and $ f^{(n-1)}(x),g^{(n-1)}(x)$ are both continuous in $ [a,b$. Then there exists a number $ c \in(a,b)$ such that \[ \frac{\displaystyle f(b)-f(a)-\sum_{k=1}^{n-1}\frac{(b-a)^k}{k!}f^{(k)}(a)}{\displaystyle g(b)-g(a)-\sum_{k=1}^{m-1}\frac{(b-a)^k}{k!}g^{(k)}(a)}=\frac{(m-1)!}{(n-1)!}(b-c)^{n-m}\left(\frac{f^{(n)}(c)}{g^{(m)}(c)}\right).\]
NO IDEA, I am just able to prove the case when $ m=n$.
Problem 7. Let $ f$ be $ p$ times differentiable on $ \mathbb{R}$ and let $ M_k=\sup\{|f^{(k)}(x)|:x\in\mathbb{R}\}<\infty$, $ k=0,1,2,\dots,p$ and $ p\ge 2$. Prove that $ M_1\leq \sqrt{2M_0M_2}$ and \[M_k\leq 2^{\frac{k(p-k)}{2}}M_0^{1-\frac{k}{p}}M_p^{\frac{k}{p}}$, for $ k=1,2,\dots,p-1.\]
My way.
(1) Same as the case of problem 5, replace $ h$ by $ -h$ to construct another equation (remember to choose different $ \theta$), subtract two equation, observe that $ 0\leq 2M_0 +2M_1h+M_2h^2$ for any $ h$, while discriminant $ \leq 0$, we are done.
(2) In exactly the same manner as (1), we conclude that $ M_{j+1}\leq \sqrt{2M_jM_{j+2}}$ for all $ j\leq p-2$. Now we take product $ \prod_{j=m}^{n}$ on both sides, having \[ \sqrt{M_{n+1}M_{m+1}}\leq (\sqrt{2})^{n-m+1}\sqrt{M_{n+2}M_m}.
\] Before we proceed, we first consider two cases. If $ M_k=0$, then the inequality we are asked to prove obviously holds since right hand side is always non-negative. In case if $ M_k>0$, then we take the product $ \prod_{m=0}^{k-1}$ on both sides of $ \sqrt{M_{n+1}M_{m+1}}\leq (\sqrt{2})^{n-m+1}\sqrt{M_{n+2}M_m}$, it results in \[ M_n^k\leq \left(\frac{M_0}{M_k}2^{k(2n-k+1)/2}\right)M_{n+1}^k.\]
(I remember I have replaced $ n$ by $ n-1$ to make the inequality seem better), we are interested in this because it is a beautiful (in the sense of solving the problem) reccurence relation, we have a direct consequence \begin{align*}
M_n^k&\leq \left(\frac{M_0}{M_k}\right)^{p-k}2^{\sum_{j=n}^{n+p-k-1}k(2j-k+1)/2}M_{n+p-k}^k\\
&=\left(\frac{M_0}{M_k}\right)^{p-k}2^{k(p-k)(2n-2k+p)/2}M_{n+p-k}^k.
\end{align*} Finally, we take $ n=k$, $ M_k^p\leq M_0^{p-k}2^{\frac{k(p-k)p}{2}}M_p^{k}$.
Of the problems, only 5, 6, 7 are of our interest.
Problem 5. Let $ f:\mathbb{R}\to\mathbb{R}$, be a three times differentiable function. If $ f(x)$ and $ f'''(x)$ are bounded functions on $ \mathbb{R}$, show that $ f'$ and $ f''$ are also bounded functions on $ \mathbb{R}$.
My way.
Just make good use of the expansion $ f(x+h)=f(x)+f'(x)h+\frac{1}{2}f''(x)h^2+\frac{1}{3!}f'''(x+\theta h)h^3$, for some $ \theta \in (0,1)$.
Problem 6. If $ f(x)$ and $ g(x)$ are $ n$ times differentiable and $ f^{(n-1)}(x),g^{(n-1)}(x)$ are both continuous in $ [a,b$. Then there exists a number $ c \in(a,b)$ such that \[ \frac{\displaystyle f(b)-f(a)-\sum_{k=1}^{n-1}\frac{(b-a)^k}{k!}f^{(k)}(a)}{\displaystyle g(b)-g(a)-\sum_{k=1}^{m-1}\frac{(b-a)^k}{k!}g^{(k)}(a)}=\frac{(m-1)!}{(n-1)!}(b-c)^{n-m}\left(\frac{f^{(n)}(c)}{g^{(m)}(c)}\right).\]
NO IDEA, I am just able to prove the case when $ m=n$.
Problem 7. Let $ f$ be $ p$ times differentiable on $ \mathbb{R}$ and let $ M_k=\sup\{|f^{(k)}(x)|:x\in\mathbb{R}\}<\infty$, $ k=0,1,2,\dots,p$ and $ p\ge 2$. Prove that $ M_1\leq \sqrt{2M_0M_2}$ and \[M_k\leq 2^{\frac{k(p-k)}{2}}M_0^{1-\frac{k}{p}}M_p^{\frac{k}{p}}$, for $ k=1,2,\dots,p-1.\]
My way.
(1) Same as the case of problem 5, replace $ h$ by $ -h$ to construct another equation (remember to choose different $ \theta$), subtract two equation, observe that $ 0\leq 2M_0 +2M_1h+M_2h^2$ for any $ h$, while discriminant $ \leq 0$, we are done.
(2) In exactly the same manner as (1), we conclude that $ M_{j+1}\leq \sqrt{2M_jM_{j+2}}$ for all $ j\leq p-2$. Now we take product $ \prod_{j=m}^{n}$ on both sides, having \[ \sqrt{M_{n+1}M_{m+1}}\leq (\sqrt{2})^{n-m+1}\sqrt{M_{n+2}M_m}.
\] Before we proceed, we first consider two cases. If $ M_k=0$, then the inequality we are asked to prove obviously holds since right hand side is always non-negative. In case if $ M_k>0$, then we take the product $ \prod_{m=0}^{k-1}$ on both sides of $ \sqrt{M_{n+1}M_{m+1}}\leq (\sqrt{2})^{n-m+1}\sqrt{M_{n+2}M_m}$, it results in \[ M_n^k\leq \left(\frac{M_0}{M_k}2^{k(2n-k+1)/2}\right)M_{n+1}^k.\]
(I remember I have replaced $ n$ by $ n-1$ to make the inequality seem better), we are interested in this because it is a beautiful (in the sense of solving the problem) reccurence relation, we have a direct consequence \begin{align*}
M_n^k&\leq \left(\frac{M_0}{M_k}\right)^{p-k}2^{\sum_{j=n}^{n+p-k-1}k(2j-k+1)/2}M_{n+p-k}^k\\
&=\left(\frac{M_0}{M_k}\right)^{p-k}2^{k(p-k)(2n-2k+p)/2}M_{n+p-k}^k.
\end{align*} Finally, we take $ n=k$, $ M_k^p\leq M_0^{p-k}2^{\frac{k(p-k)p}{2}}M_p^{k}$.
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