Landau-Kolmogorov inequality

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Let ff be a C2C^{2} function on the real line. Assume ff is bounded with bounded second derivative. Let

A=sup⁡x∈R∣f(x)∣,B=sup⁡x∈R∣f′′(x)∣. A = \sup _{x \in \mathbb {R}} \left|f(x)\right|, \qquad B = \sup _{x \in \mathbb {R}} \left|f''(x)\right|.

Prove that

sup⁡x∈R∣f′(x)∣≤2AB. \sup _{x \in \mathbb {R}} \left|f'(x)\right| \leq 2\sqrt{AB}.
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Let f(x) (−∞<x<+∞)f(x) \ (-\infty <x<+\infty ) be a twice differentiable function, and

Mk=sup⁡−∞<x<+∞∣f(k)(x)∣<+∞ (k=0,1,2). M_{k}=\sup _{-\infty <x<+\infty }\left|f^{(k)}(x)\right|<+\infty \ (k=0,1,2) .

Prove the inequality:

M12⩽2M0M2. M_{1}^{2} \leqslant 2M_{0}M_{2} .
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(a)
(b)
(c)

Let f(x)∈C(2)[0;1]f(x) \in C^{(2)}[0 ; 1], f(0)=f(1)=0f(0) = f(1) = 0, and suppose there exists a number MM such that for all x∈(0;1)x \in (0 ; 1) the inequality ∣f′′(x)∣⩽M\left|f^{\prime \prime }(x)\right| \leqslant M holds. Prove that

∣f′(x)∣⩽M/2 for x∈(0;1). \left|f^{\prime }(x)\right| \leqslant M / 2 \quad \text{ for } \quad x \in (0 ; 1).
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Let the function f(x)f(x) be twice differentiable on R\mathbb {R}, and let Mk=sup⁡x∈R∣f(k)(x)∣<+∞(k=0,1,2)M_{k} = \sup_{x \in \mathbb {R}}\left|f^{(k)}(x)\right| < +\infty \quad (k = 0,1,2). Prove that M12⩽2M0M2M_{1}^{2} \leqslant 2 M_{0} M_{2}.

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Let f∈C2((0,1))f \in C^{2}((0,1)) and f(x)=o(1)f(x)=o(1), f′′(x)=O(x−2)f^{\prime \prime }(x)=O\left(x^{-2}\right) as x→+0x \rightarrow +0. Prove that f′(x)=o(x−1)f^{\prime }(x)=o\left(x^{-1}\right) as x→+0x \rightarrow +0.

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Let Δ\Delta be an interval, f∈C2(Δ)f \in C^{2}(\Delta ), Mk=sup⁡Δ∣f(k)∣,k=0,1,2M_{k}=\sup_{\Delta }\left|f^{(k)}\right|, k=0,1,2.

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(a)

Prove that in the case Δ=R\Delta =\mathbb {R} the inequality

M1⩽2M0M2 M_{1} \leqslant \sqrt{2} \sqrt{M_{0} M_{2}}

holds, and that the constant 2\sqrt{2} cannot be decreased.

(b)

Obtain an analogous inequality in the case where Δ=R+\Delta =\mathbb {R}_{+}.

(c)

Prove that if Δ=[0,2]\Delta =\left[0,2\right] and M0,M2⩽1M_{0}, M_{2} \leqslant 1, then M1⩽2M_{1} \leqslant 2 (the estimate is sharp).

(d)

Investigate the question for an arbitrary interval Δ=[a,b]\Delta =\left[a, b\right].

Let f∈C2([0,+∞))f \in C^{2}([0,+\infty )) and ∫0+∞∣f(x)∣dx<+∞\int_{0}^{+\infty }\left|f(x)\right| d x<+\infty. Prove the inequalities:

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(a)

∣f(0)∣2⩽2∫0+∞∣f(x)∣dx∫0+∞∣f′′(x)∣dx\left|f(0)\right|^{2} \leqslant 2 \int_{0}^{+\infty }\left|f(x)\right| d x \int_{0}^{+\infty }\left|f^{\prime \prime }(x)\right| d x;

(b)

2∣f(0)∣⩽∫0+∞(∣f(x)∣+∣f′′(x)∣)dx\sqrt{2}\left|f(0)\right| \leqslant \int_{0}^{+\infty }\left(\left|f(x)\right|+\left|f^{\prime \prime }(x)\right|\right) d x.

Are they sharp?

Suppose a∈R1a \in \mathbb {R}^{1}, ff is a twice-differentiable real function on (a,∞)(a, \infty ), and M0,M1,M2M_{0}, M_{1}, M_{2} are the least upper bounds of ∣f(x)∣,∣f′(x)∣,∣f′′(x)∣\left|f(x)\right|,\left|f^{\prime }(x)\right|,\left|f^{\prime \prime }(x)\right|, respectively, on (a,∞)(a, \infty ). Prove that

M12≤4M0M2 M_{1}^{2} \leq 4 M_{0} M_{2}

Hint: If h>0h > 0, Taylor's theorem shows that

f′(x)=12h[f(x+2h)−f(x)]−hf′′(ξ) f^{\prime }(x) = \frac{1}{2 h}[f(x+2 h)-f(x)]-h f^{\prime \prime }(\xi )

for some ξ∈(x,x+2h)\xi \in (x, x+2 h). Hence

∣f′(x)∣≤hM2+M0h \left|f^{\prime }(x)\right| \leq h M_{2}+\frac{M_{0}}{h}

To show that M12=4M0M2M_{1}^{2} = 4 M_{0} M_{2} can actually happen, take a=−1a = -1, define

f(x)={2x2−1(−1<x<0)x2−1x2+1(0≤x<∞) f(x) = \begin{cases} 2 x^{2}-1 & (-1 < x < 0) \\ \frac{x^{2}-1}{x^{2}+1} & (0 \leq x < \infty )\end{cases}

and show that M0=1,M1=4,M2=4M_{0} = 1, M_{1} = 4, M_{2} = 4. Does M12≤4M0M2M_{1}^{2} \leq 4 M_{0} M_{2} hold for vector-valued functions too?

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Suppose ff is twice-differentiable on (0,∞),f′′(0, \infty ), f^{\prime \prime } is bounded on (0,∞)(0, \infty ), and f(x)→0f(x) \rightarrow 0 as x→∞x \rightarrow \infty. Prove that f′(x)→0f^{\prime }(x) \rightarrow 0 as x→∞x \rightarrow \infty.

Hint: Let a→∞a \rightarrow \infty in Exercise 15.

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