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Young's Inequality Yue Kwok Choy

1) Young's inequality states that for positive real numbers a, b, p, q where 1/p + 1/q = 1, we have: a/p + b/q ≥ ab 2) The proof involves using properties of continuously differentiable, strictly increasing functions and interpreting integrals as areas under curves. 3) Several generalizations of Young's inequality are proved, including allowing the exponents p, q to vary and introducing weighting coefficients for each term.

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Annisa Zakiya
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158 views

Young's Inequality Yue Kwok Choy

1) Young's inequality states that for positive real numbers a, b, p, q where 1/p + 1/q = 1, we have: a/p + b/q ≥ ab 2) The proof involves using properties of continuously differentiable, strictly increasing functions and interpreting integrals as areas under curves. 3) Several generalizations of Young's inequality are proved, including allowing the exponents p, q to vary and introducing weighting coefficients for each term.

Uploaded by

Annisa Zakiya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Young's Inequality

Yue Kwok Choy


Question 1
Let

be a real-valued function which is continuously differentiable and strictly increasing on the interval

I = [0, ) .
(a)

For any
Prove that

(b) (i)

Suppose

f(0) = 0 .

Use

(a)

f 1 (b ) .

attains its maximum value at

Prove that

f 1 ( b )

and

xf ' (x )dx = g f 1 (b ) .

to show that

(b)

b f(I).

xf ' (x )dx = 0 f 1 (x )dx .

f 1 ( b )

(ii) By changing a variable, prove that


(c)

and

g(t) = bt 0 f (x )dx .

a I , define
g

aI

Let

a
b
1
0 f (x )dx + 0 f (x )dx ab . Draw a diagram to show the

geometric meaning of this inequality if the integrals are interpreted as areas .


(d) Use

(c)

a p bq
+
ab , where
p
q

to show the Young's inequality :

p > 2 and

1 1
+ =1
p q

Solution
(a)

Since f is strictly increasing, f '(t) > 0 .


g(t) = bt 0 f (x )dx
t

g ' (t ) = b

d t
f (x )dx = b f (x ) , by the Fundamental Theorem of Integral Calculus .
dt 0

g'(t) = 0 iff t = f 1 (b ) .

Since g"(t) = f '(t) < 0

(b) (i)

, since f '(t) > 0 .

g attains its maximum value at


f 1 ( b )

Using integration by parts, 0

f 1 (b ) .
xf ' (x )dx = xf (x ) 0f

= bf 1 (b ) 0

f 1 ( b )

(b )

f 1 ( b )

f (x )dx = bt 0 f (x )dx
t

f (x )dx

t =f 1 ( b )

= g(t ) t =f 1 (b ) = g f 1 (b )

or x = f-1(y) . Then f '(x) dx = dy

(ii) Put y = f(x) ,

When x = f 1 (b ) , y = b. When x = 0 , y = 0 (since f(0) = 0)

(c)

f 1 ( b )

xf ' (x )dx = 0 f 1 (y )dy = 0 f 1 (x )dx


b

From (a) , g f 1 (b ) g(t ) , where t I .


From the definition of g(t) ,

, since y is a dummy variable .

In particular,

g(a) = b a 0 f (x )dx
a

g f 1 (b ) g(a )

. (1)
. (2)

From (b) (i)

1
1
0 f (x )dx = g (f (b ))

and (ii) ,

. (3)

a
b
1
1
0 f (x )dx + 0 f (x )dx = [ab g (a )] + g (f (b )) ,

by

ab

by (1) .

(2) and (3)

0 f (x )dx = Area III


a

t=f(x)

b
1
0 f (x )dx = Area I + Area II .

B(0,b)
II

1
0 f (x )dx + 0 f (x )dx

= Area I + Area II + Area III


Area I + Area III
= ab

III
x
A(a,0)

(d) From (c) , 0 f (x )dx + 0 f 1 (x )dx ab .


a

Put y = f(x) = xp-1 , p > 2 in the above inequality .


Since y' = (p 1)xp-2 > 0

for x I , we have
1

p 1
q 1
1
p 1
p 1
0 f (x )dx + 0 f (x )dx = 0 x dx + 0 x dx = 0 x dx + 0 x dx , since
a

Question 2
(a)

, by

1 1
+ =1
p q

(c) .

[ Young's inequality Generalized

A.M. G.M. ]

Given that

+ (1 ) 1 , for 0 < < 1, , 0 .

Prove that

if

1 1
+ =1 ,
p q

then

a p bq
+
ab .
p
q

(b) If

p, q, x, y > 0 such that p + q = 1 , prove that

If

1 , 2 ,..., m+1 ; x 1 , x 2 ,..., x m+1 > 0 , such that

(c)

x p a x q b a p bq
+
=
+
p 0 q 0 p
q

a p bq
+
ab
p
q

p = 1 + 2 + ... + m

and

(Young's inequality)

px + qy x p y q .
1 + 2 + ... + m+1 = 1 , by letting

x = x1 + x 2 + ... + x m , or otherwise, prove that :

1 x 1 + 2 x 2 + ... + m +1 x m +1

x + 2 x 2 + ... + m x m
1 1
1 + 2 + ... + m

x m +1 m +1 .

(d) Prove by induction : If

1 x 1 + 2 x 2 + ... + m x m x 1

then
(e)

If

1 , 2 ,..., m ;

x 1 , x 2 ,..., x m > 0 , such that

x2

....x m

1 + 2 + ... + m = 1 ,

x 1 , x 2 ,..., x m > 0 , prove that

p1 , p 2 ,..., p m ;

1
p
p1 p 2
x + 2 x 2 + ... + m x m
x 1 x 2 ....x m m p1 + p 2 + ... + p m 1 1
p1 + p 2 + ... + p m

Solution
(a)

Let

(b) Let

1
p

, then

a = x1/ p ,

Further replace
(c)

1 =

1
. Also let
q

b = y1/ q

1
by p and
p

1
q

a = p , b = q .

a p bq
+
ab
p
q

x y
+ x 1 / p + y1 / q .
p q

by q .

p + q = 1 and

px + qy x p y q .

x
1 x 1 + 2 x 2 + ... + m+1 x m+1 = x + m+1 x m+1 = p + m+1 x m+1
p
p

x
x m+1 m+1 , by (b) , since
p
x + 2 x 2 + ... + m x m
= 1 1
1 + 2 + ... + m

p + m+1 = 1

x m +1 m +1

(d) The assertion is trivial for m = 1 .

Assume the assertion is true for some integer m 1.


p

1 x1 + 2 x 2 + ... + m+1 x m+1

1 x1 + 2 x 2 + ... + m x m x m+1 m+1 , by (c) , since 1 + ... + m = 1


p
p
p
p

p
p

/ p

/p /p
x 1 1 x 2 2 ....x m m x m+1 m+1

= x1

(e)

x2

....x m

x m +1

, by inductive hypothesis.

m +1

The assertion is also true for the integer m + 1 . Result follows by induction.

Replace

i =

pi
p1 + p 2 + ... + p m

1 + 2 + ... + m = 1

and

where

i = 1, 2, , m

in (d) .

Then

1
pm
p1 p 2
x + 2 x 2 + ... + m x m
x 1 x 2 ....x m
p1 + p 2 + ... + p m 1 1
p1 + p 2 + ... + p m

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