Section VII.2

Smooth Functions

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Problem VII.2.1

Prove that if the function ff is mm times differentiable on the interval (a,b)(a, b) and x,x+mh∈(a,b)x, x+m h \in (a, b), then

Δhmf(x)=hmf(m)(x+θh), \Delta _{h}^{m} f(x)=h^{m} f^{(m)}(x+\theta h),

where 0<θ<m0<\theta <m (for the definition of Δhmf(x)\Delta_{h}^{m} f(x) see problem III.3.1).

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Problem VII.2.2

Let the function ff be nn times differentiable on [0,1]\left[0,1\right] and f(k)(0)==f(k)(1)=0f^{(k)}(0)= =f^{(k)}(1)=0 for k=1,…,n−1k=1, \ldots , n-1. Prove that for some x∈[0,1]x \in [0,1] the inequality

∣f(n)(x)∣⩾n!2n−1∣f(0)−f(1)∣. \left|f^{(n)}(x)\right| \geqslant n!2^{n-1}\left|f(0)-f(1)\right| .

holds.

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Problem VII.2.3

Let the function ff be continuous on R\mathbb {R}, and suppose there exist real numbers ak,bk,ck(1⩽k⩽n)a_{k}, b_{k}, c_{k}(1 \leqslant k \leqslant n) such that

f(x)=∑1⩽k⩽nakf(bkx+cky) for all x,y∈R. f(x)=\sum _{1 \leqslant k \leqslant n} a_{k} f\left(b_{k} x+c_{k} y\right) \quad \text{ for all } \quad x, y \in \mathbb {R} .

Prove that if ck≠0c_{k} \neq 0 for all kk, then ff is a polynomial.

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Problem VII.2.4

Let f(x)=P1(x)eQ1(x)+…+Pn(x)eQn(x)f(x)=P_{1}(x) e^{Q_{1}(x)}+\ldots +P_{n}(x) e^{Q_{n}(x)}, where Pk,Qk(k=1,2,…,n)P_{k}, Q_{k} (k=1,2, \ldots , n) are real polynomials, x∈Rx \in \mathbb {R}. Prove that if f≢0f \not\equiv 0, then ff has a finite number of zeros.

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Problem VII.2.5

Let f∈C∞([0,∞))f \in C^{\infty }([0, \infty )), f(0)=lim⁡x→+∞f(x)f(0)=\lim_{x \rightarrow +\infty } f(x). Prove that for each n∈Nn \in \mathbb {N} the function f(n)f^{(n)} vanishes.

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Problem VII.2.6

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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Problem VII.2.7

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].

Problem VII.2.8

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?

Problem VII.2.9

Find min⁡∫01∣f′′(x)∣2dx\min \int_{0}^{1}\left|f^{\prime \prime }(x)\right|^{2} d x subject to the condition that f∈C2([0,1])f \in C^{2}(\left[0,1\right]), f(0)=f(1)=0,f′(0)=af(0)=f(1)=0, f^{\prime }(0)=a.

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Problem VII.2.10

Let f∈C2([0,1]),f(0)=f(1)=0f \in C^{2}(\left[0,1\right]), f(0)=f(1)=0 and ∣f′′(x)∣⩽1\left|f^{\prime \prime }(x)\right| \leqslant 1 for all x∈[0,1]x \in [0,1]. Prove the inequalities:

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(a)

∫01∣f(x)∣dx⩽112\int_{0}^{1}\left|f(x)\right| d x \leqslant \frac{1}{12}. For which functions is equality attained?

(b)

∫01∣f(x)∣dx<148\int_{0}^{1}\left|f(x)\right| d x<\frac{1}{48}, if ∫01f(x)dx=0\int_{0}^{1} f(x) d x=0. Can the right-hand side be decreased?

Problem VII.2.11

Let f∈C∞([a,b]),f≢0f \in C^{\infty }(\left[a, b\right]), f \not\equiv 0. Prove that if the function ff vanishes on some nonempty interval, then

sup⁡n,x∣f(n)(x)∣=+∞ \sup _{n, x}\left|f^{(n)}(x)\right|=+\infty

Does there exist a point xx such that sup⁡n∣f(n)(x)∣=+∞\sup_{n}\left|f^{(n)}(x)\right|=+\infty?

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Problem VII.2.12

Let f∈C∞([a,b])f \in C^{\infty }(\left[a, b\right]). Prove that if the sequence of derivatives {f(n)(x)}n⩾0\left\{ f^{(n)}(x)\right\}_{n \geqslant 0} is bounded at every point x∈[a,b]x \in [a, b], then it is uniformly bounded: ∣f(n)(x)∣⩽C\left|f^{(n)}(x)\right| \leqslant C, where CC does not depend on nn or xx.

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Problem VII.2.13

Let f∈C∞([a,b])f \in C^{\infty }(\left[a, b\right]) and suppose that everywhere on [a,b]\left[a, b\right] the finite limit φ(x)=lim⁡f(n)(x)\varphi (x)=\lim f^{(n)}(x) exists. Prove that the function φ\varphi has the form φ(x)=\varphi (x)= const ⋅ex\cdot e^{x}.

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Problem VII.2.14

Prove that if at every point of the real line at least one of the derivatives of an infinitely differentiable function vanishes, then this function is a polynomial.

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Problem VII.2.15

Prove that any function of the form

f(x)=c0+∑n⩾1cnxn1+n!cn2x2 f(x)=c_{0}+\sum _{n \geqslant 1} \frac{c_{n} x^{n}}{1+n!c_{n}^{2} x^{2}}

is infinitely differentiable on R\mathbb {R} and that by an appropriate choice of the numbers cnc_{n} one can arrange for all its derivatives at the point x=0x=0 to take any prescribed values in advance (Borel's theorem).

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Problem VII.2.16

Let a=(a1,…,an)∈Rn,f∈C∞(Rn)a=\left(a_{1}, \ldots , a_{n}\right) \in \mathbb {R}^{n}, f \in C^{\infty }\left(\mathbb {R}^{n}\right). Prove that if f(a)=0f(a)=0, then ff can be represented in the form

f(x)=∑1⩽j⩽n(xj−aj)gj(x),x=(x1,…,xn)∈Rn, f(x)=\sum _{1 \leqslant j \leqslant n}\left(x_{j}-a_{j}\right) g_{j}(x), \quad x=\left(x_{1}, \ldots , x_{n}\right) \in \mathbb {R}^{n},

where gj∈C∞(Rn),gj(a)=∂f∂xj(a)(j=1,…,n)g_{j} \in C^{\infty }\left(\mathbb {R}^{n}\right), g_{j}(a)=\frac{\partial f}{\partial x_{j}}(a) \quad (j=1, \ldots , n).

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Problem VII.2.17

Let a∈Rna \in \mathbb {R}^{n} and let FF be a mapping of the set C∞(Rn)C^{\infty }\left(\mathbb {R}^{n}\right) into R\mathbb {R}, satisfying three conditions (f,g∈C∞(Rn)f, g \in C^{\infty }\left(\mathbb {R}^{n}\right)): 1) F(f+g)=F(f)+F(g)F(f+g)=F(f)+F(g); 2) F(αf)=αF(f)(α∈R)F(\alpha f)=\alpha F(f)(\alpha \in \mathbb {R}); 3) F(fg)=F(f)g(a)+f(a)F(g)F(f g)=F(f) g(a)+f(a) F(g).

Prove that F(f)=∑1⩽j⩽ncj∂f∂xj(a)F(f)=\sum_{1 \leqslant j \leqslant n} c_{j} \frac{\partial f}{\partial x_{j}}(a) for some c1,…,cn∈Rc_{1}, \ldots , c_{n} \in \mathbb {R}.

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Problem VII.2.18

Let f,gf, g be nonnegative continuous functions defined on [0,+∞)[0,+\infty ). Prove that if for some number C⩾0C \geqslant 0 the inequality

f(t)⩽C+∫0tf(x)g(x)dx for all t⩾0 f(t) \leqslant C+\int _{0}^{t} f(x) g(x) d x \quad \text{ for all } \quad t \geqslant 0

holds, then

f(t)⩽Cexp⁡(∫0tg(x)dx) for all t⩾0 f(t) \leqslant C \exp \left(\int _{0}^{t} g(x) d x\right) \quad \text{ for all } \quad t \geqslant 0

(Gronwall's inequality). Deduce from this that if the function h∈C1([0,∞))h \in C^{1}([0, \infty )) and the number M⩾0M \geqslant 0 are such that h(0)=0h(0)=0 and ∣h′(t)∣⩽M∣h(t)∣\left|h^{\prime }(t)\right| \leqslant M\left|h(t)\right| for t⩾0t \geqslant 0, then h≡0h \equiv 0.

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Problem VII.2.19

Let a∈Rn,A,B∈Ra \in \mathbb {R}^{n}, A, B \in \mathbb {R}. Prove that

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(a)

the function f(t)=ei(a,t)(t∈Rn)f(t)=e^{i(a, t)}\left(t \in \mathbb {R}^{n}\right) is positive definite;

(b)

the function f(t)=Acos⁡(a,t)+B(t∈Rn)f(t)=A \cos (a, t)+B\left(t \in \mathbb {R}^{n}\right), where A>0A>0, is conditionally positive definite.

Remark.
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A function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is called positive definite if

∑j,k=1mf(tj−tk)zjzˉk⩾0(1) \sum _{j, k=1}^{m} f\left(t_{j}-t_{k}\right) z_{j} \bar{z}_{k} \geqslant 0 \tag {1}

for any vectors t1,…,tm∈Rn,z1,…,zm∈Ct_{1}, \ldots , t_{m} \in \mathbb {R}^{n}, z_{1}, \ldots , z_{m} \in \mathbb {C} and any m∈Nm \in \mathbb {N}. A function ff is called conditionally positive definite if inequality (1) holds under the additional condition z1+…+zm=0z_{1}+\ldots +z_{m}=0.

Problem VII.2.20

Prove that if μ\mu is a finite measure on Rn\mathbb {R}^{n}, then the function

f(t)=∫Rne−i(x,t)dμ(x)(t∈Rn) f(t)=\int _{\mathbb {R}^{n}} e^{-i(x, t)} d \mu (x) \quad \left(t \in \mathbb {R}^{n}\right)

(the Fourier transform of the measure μ\mu) is positive definite.

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Remark.
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A function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is called positive definite if

∑j,k=1mf(tj−tk)zjzˉk⩾0(1) \sum _{j, k=1}^{m} f\left(t_{j}-t_{k}\right) z_{j} \bar{z}_{k} \geqslant 0 \tag {1}

for any vectors t1,…,tm∈Rn,z1,…,zm∈Ct_{1}, \ldots , t_{m} \in \mathbb {R}^{n}, z_{1}, \ldots , z_{m} \in \mathbb {C} and any m∈Nm \in \mathbb {N}. A function ff is called conditionally positive definite if inequality (1) holds under the additional condition z1+…+zm=0z_{1}+\ldots +z_{m}=0.

Problem VII.2.21

Prove that the functions

f(t)=e−∣t∣ and g(t)=11+t2(t∈R) f(t)=e^{-\left|t\right|} \quad \text{ and } \quad g(t)=\frac{1}{1+t^{2}} \quad (t \in \mathbb {R})

are positive definite.

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Remark.
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A function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is called positive definite if

∑j,k=1mf(tj−tk)zjzˉk⩾0(1) \sum _{j, k=1}^{m} f\left(t_{j}-t_{k}\right) z_{j} \bar{z}_{k} \geqslant 0 \tag {1}

for any vectors t1,…,tm∈Rn,z1,…,zm∈Ct_{1}, \ldots , t_{m} \in \mathbb {R}^{n}, z_{1}, \ldots , z_{m} \in \mathbb {C} and any m∈Nm \in \mathbb {N}. A function ff is called conditionally positive definite if inequality (1) holds under the additional condition z1+…+zm=0z_{1}+\ldots +z_{m}=0.

Problem VII.2.22

Prove that

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(a)

the function f(t)=−∥t∥2(t∈Rn)f(t)=-\left\| t\right\|^{2}\left(t \in \mathbb {R}^{n}\right) is conditionally positive definite;

(b)

for 0<p<20<p<2 the functions f(t)=−∥t∥p(t∈Rn)f(t)=-\left\| t\right\|^{p}\left(t \in \mathbb {R}^{n}\right) are conditionally positive definite.

Remark.
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A function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is called positive definite if

∑j,k=1mf(tj−tk)zjzˉk⩾0(1) \sum _{j, k=1}^{m} f\left(t_{j}-t_{k}\right) z_{j} \bar{z}_{k} \geqslant 0 \tag {1}

for any vectors t1,…,tm∈Rn,z1,…,zm∈Ct_{1}, \ldots , t_{m} \in \mathbb {R}^{n}, z_{1}, \ldots , z_{m} \in \mathbb {C} and any m∈Nm \in \mathbb {N}. A function ff is called conditionally positive definite if inequality (1) holds under the additional condition z1+…+zm=0z_{1}+\ldots +z_{m}=0.

Problem VII.2.23

Prove that if the function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is positive definite, then

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(a)

fˉ\bar{f} is positive definite;

(b)

ff is bounded;

(c)

continuity at zero implies uniform continuity of ff.

Remark.
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A function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is called positive definite if

∑j,k=1mf(tj−tk)zjzˉk⩾0(1) \sum _{j, k=1}^{m} f\left(t_{j}-t_{k}\right) z_{j} \bar{z}_{k} \geqslant 0 \tag {1}

for any vectors t1,…,tm∈Rn,z1,…,zm∈Ct_{1}, \ldots , t_{m} \in \mathbb {R}^{n}, z_{1}, \ldots , z_{m} \in \mathbb {C} and any m∈Nm \in \mathbb {N}. A function ff is called conditionally positive definite if inequality (1) holds under the additional condition z1+…+zm=0z_{1}+\ldots +z_{m}=0.

Problem VII.2.24

Prove that if the function f(t)=esφ(t)f(t)=e^{s \varphi (t)} is positive definite for all s>0s>0, then the function φ:Rn→C\varphi : \mathbb {R}^{n} \rightarrow \mathbb {C} is conditionally positive definite.

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Remark.
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A function f:Rn→Cf: \mathbb {R}^{n} \rightarrow \mathbb {C} is called positive definite if

∑j,k=1mf(tj−tk)zjzˉk⩾0(1) \sum _{j, k=1}^{m} f\left(t_{j}-t_{k}\right) z_{j} \bar{z}_{k} \geqslant 0 \tag {1}

for any vectors t1,…,tm∈Rn,z1,…,zm∈Ct_{1}, \ldots , t_{m} \in \mathbb {R}^{n}, z_{1}, \ldots , z_{m} \in \mathbb {C} and any m∈Nm \in \mathbb {N}. A function ff is called conditionally positive definite if inequality (1) holds under the additional condition z1+…+zm=0z_{1}+\ldots +z_{m}=0.

Problem VII.2.25

Let Δ=[a,b],f∈C3(Δ),f′(x)≠0(x∈Δ)\Delta =\left[a, b\right], f \in C^{3}(\Delta ), f^{\prime }(x) \neq 0(x \in \Delta ). The Schwarzian derivative (Schwarzian) SfS f of the function ff is defined by the formula

Sf(x)=f′′′(x)f′(x)−32(f′′(x)f′(x))2=6(f′(x))2∣f′(x)12!f′′(x)12!f′′(x)13!f′′′(x)∣. S f(x)=\frac{f^{\prime \prime \prime }(x)}{f^{\prime }(x)}-\frac{3}{2}\left(\frac{f^{\prime \prime }(x)}{f^{\prime }(x)}\right)^{2}=\frac{6}{\left(f^{\prime }(x)\right)^{2}}\left|\begin{smallmatrix} f^{\prime }(x) & \frac{1}{2!} f^{\prime \prime }(x) \\ \frac{1}{2!} f^{\prime \prime }(x) & \frac{1}{3!} f^{\prime \prime \prime }(x) \end{smallmatrix}\right| .

Verify that for real functions f,gf, g satisfying the conditions listed above, the following statements hold:

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(a)

if the composition f∘gf \circ g is defined, then

S(f∘g)(x)=Sf(g(x))(g′(x))2+Sg(x); S(f \circ g)(x)=S f(g(x))\left(g^{\prime }(x)\right)^{2}+S g(x) ;
(b)

if h(x)=αx+βγx+δh(x)=\frac{\alpha x+\beta }{\gamma x+\delta } and the composition h∘fh \circ f is defined, then S(h∘f)=Sf;S(h \circ f)=S f ;

(c)

if Sf<0S f<0 on Δ\Delta and f(Δ)⊂Δf(\Delta ) \subset \Delta, then for any n∈Nn \in \mathbb {N} also S(fn)<0S\left(f^{n}\right)<0 on Δ\Delta, where fn=f∘…∘ff^{n}=f \circ \ldots \circ f (n\boldsymbol {n} times);

(d)

if Sf(x)<0S f(x)<0, then S(f−1)(y)>0S\left(f^{-1}\right)(y)>0 at the point y=f(x)y=f(x);

(e)

for the inequality Sf(x)<0(x∈Δ)S f(x)<0(x \in \Delta ) to hold, it is necessary and sufficient that the function φ=∣f′∣−1/2\varphi =\left|f^{\prime }\right|^{-1 / 2} be convex;

(f)

if Sf(x)<0S f(x)<0 for all x∈Δx \in \Delta, then the function ∣f′∣\left|f^{\prime }\right| has no strictly positive local minimum on (a,b)(a, b) (the minimum modulus principle).

Why it is precisely negativity (and not positivity) of the Schwarzian that matters can be learned from problems X.1.38-41.

Problem VII.2.26
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(a)

Verify that the functions f(x)=sin⁡x,f(x)=arctg⁡xf(x)=\sin x, f(x)=\operatorname {arctg} x, f(x)=xe−x,f(x)=e−x2,f(x)=Ax2+Bx+Cf(x)=x e^{-x}, f(x)=e^{-x^{2}}, f(x)=A x^{2}+B x+C satisfy the condition Sf(x)<0S f(x)<0 wherever f′(x)≠0f^{\prime }(x) \neq 0, while the functions f(x)=x+x3,f(x)=tg⁡xf(x)=x+x^{3}, f(x)=\operatorname {tg} x, f(x)=ctg⁡xf(x)=\operatorname {ctg} x do not (x,A,B,C∈R)(x, A, B, C \in \mathbb {R}).

(b)

Verify that any polynomial ff of degree n⩾2n \geqslant 2, all of whose zeros are real, satisfies the condition Sf(x)<0S f(x)<0 wherever f′(x)≠0f^{\prime }(x) \neq 0.

Remark.
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Let Δ=[a,b],f∈C3(Δ),f′(x)≠0(x∈Δ)\Delta =\left[a, b\right], f \in C^{3}(\Delta ), f^{\prime }(x) \neq 0(x \in \Delta ). The Schwarzian derivative (Schwarzian) SfS f of the function ff is defined by the formula

Sf(x)=f′′′(x)f′(x)−32(f′′(x)f′(x))2=6(f′(x))2∣f′(x)12!f′′(x)12!f′′(x)13!f′′′(x)∣. S f(x)=\frac{f^{\prime \prime \prime }(x)}{f^{\prime }(x)}-\frac{3}{2}\left(\frac{f^{\prime \prime }(x)}{f^{\prime }(x)}\right)^{2}=\frac{6}{\left(f^{\prime }(x)\right)^{2}}\left|\begin{smallmatrix} f^{\prime }(x) & \frac{1}{2!} f^{\prime \prime }(x) \\ \frac{1}{2!} f^{\prime \prime }(x) & \frac{1}{3!} f^{\prime \prime \prime }(x) \end{smallmatrix}\right| .
Problem VII.2.27

Let R(w,x,y,z)=(z−w)(y−x)(z−y)(x−w)(w,x,y,z−R(w, x, y, z)=\frac{(z-w)(y-x)}{(z-y)(x-w)}(w, x, y, z- pairwise distinct numbers). Prove that if f∈C1(Δ),f′f \in C^{1}(\Delta ), f^{\prime } is piecewise monotone and for any points x1<x2<x3<x4x_{1}<x_{2}<x_{3}<x_{4} belonging to the same interval of monotonicity of the function ff, the inequality

R(f(x1),f(x2),f(x3),f(x4))>R(x1,x2,x3,x4), R\left(f\left(x_{1}\right), f\left(x_{2}\right), f\left(x_{3}\right), f\left(x_{4}\right)\right)>R\left(x_{1}, x_{2}, x_{3}, x_{4}\right),

holds, then the function ∣f′∣\left|f^{\prime }\right| has no strictly positive local minimum at interior points of the interval Δ\Delta.

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Remark.
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Here Δ=[a,b]\Delta =\left[a, b\right].