Equality in the Cauchy-Schwarz inequality for integrals

In summary, the problem 1-6 in Spivak's Calculus on Manifolds discusses proving the inequality |\int_a^b fg| ≤ (\int_a^b f^2)^\frac{1}{2}(\int_a^b g^2)^\frac{1}{2} for integrable functions f and g on [a,b]. Two cases are considered, one where 0 < \int_a^b (f-λg)^2 for all λ\inℝ and one where 0 = \int_a^b (f-λg)^2 for some λ\inℝ. The first case is proved using Riemann sums and the regular Cauchy-Schwarz
  • #1
Axiomer
38
5

Homework Statement


Regarding problem 1-6 in Spivak's Calculus on Manifolds: Let [itex]f[/itex] and [itex]g[/itex] be integrable on [itex][a,b][/itex]. Prove that [itex]|\int_a^b fg| ≤ (\int_a^b f^2)^\frac{1}{2}(\int_a^b g^2)^\frac{1}{2}[/itex]. Hint: Consider seperately the cases [itex]0=\int_a^b (f-λg)^2[/itex] for some [itex]λ\inℝ[/itex] and [itex]0 < \int_a^b (f-λg)^2[/itex] for all [itex]λ\inℝ[/itex]

Homework Equations



The Attempt at a Solution


I can prove the inequality using Riemann sums and the regular Cauchy-Schwarz inequality, however I didn't see a way to prove that equality holds iff [itex]0=\int_a^b (f-λg)^2[/itex] for some [itex]λ\inℝ[/itex] using this method. Using the hint gave me a bit of trouble, I think I'm doing something wrong/there's an easier way to do it:

Case 1: [itex]0<\int_a^b (f-λg)^2[/itex] for all [itex]λ\inℝ[/itex]
[itex]\Rightarrow 0<\int_a^b f^2 - 2λ\int_a^b fg + λ^2\int_a^b g^2 [/itex] for all [itex]λ\inℝ[/itex]
this is a quadratic equation in λ with no real roots, hence the discriminant is < 0:
[itex](2\int_a^b fg)^2 - 4\int_a^b g^2\int_a^b f^2<0 \Rightarrow |\int_a^b fg|<(\int_a^b f^2)^\frac{1}{2}(\int_a^b g^2)^\frac{1}{2}[/itex]
[itex]\square[/itex]Case 2: [itex]0=\int_a^b (f-λg)^2[/itex] for some [itex]λ\inℝ[/itex]
[itex]\Rightarrow 0=\int_a^b f^2 - 2λ\int_a^b fg + λ^2\int_a^b g^2[/itex]
This is a quadratic equation in λ (otherwise we can show easily that the result holds) with a real root, hence the discriminant is ≥ 0 and we proceed as before to get:
[itex](\int_a^b fg)^2≥(\int_a^b f^2)(\int_a^b g^2)[/itex]

We prove this case by contradiction. Suppose that [itex](\int_a^b fg)^2>(\int_a^b f^2)(\int_a^b g^2)[/itex] such that [itex](\int_a^b fg)^2=(\int_a^b f^2)(\int_a^b g^2) + δ[/itex] for some δ>0. Then there are exactly two roots λ1 and λ2. It follows that at least one of [itex]\int_a^\frac{a+b}{2} (f-λg)^2[/itex] or [itex]\int_\frac{a+b}{2}^b (f-λg)^2[/itex] has only λ1 and λ2 as roots. Suppose that it is [itex]\int_\frac{a+b}{2}^b (f-λg)^2[/itex], with the argument being similar otherwise.

Consider the function [tex]k_ε = \left\{\begin{matrix}
g& &on\: [a,\frac{a+b}{2}) \\
g+ε& & on\: [\frac{a+b}{2},b]
\end{matrix}\right.[/tex]

We prove by contradiction that [itex]0 < \int_a^b (f-λk_ε)^2[/itex] for all [itex]λ\inℝ[/itex]:
Suppose [itex]0 = \int_a^b (f-λk_ε)^2[/itex] for some [itex]λ\inℝ[/itex]. This has at most 2 roots. We have:
[itex]\int_a^b (f-λk_ε)^2 = \int_a^\frac{a+b}{2} (f-λg)^2 + \int_\frac{a+b}{2}^b (f-λ(g+ε))^2[/itex].
Such that any roots must be λ1 or λ2. Without loss of generality, suppose λ1 is a root. Then:
[itex]0 = \int_a^b (f-λ_1k_ε)^2 = \int_a^\frac{a+b}{2} (f-λ_1g)^2 + \int_\frac{a+b}{2}^b (f-λ_1(g+ε))^2[/itex] (the first term is 0) [itex]= \int_\frac{a+b}{2}^b (f-λ_1g)^2 - 2λ_1ε\int_\frac{a+b}{2}^b (f-λ_1g) + \int_\frac{a+b}{2}^b (λ_1ε)^2[/itex] (the first two terms are 0) [itex]=\int_\frac{a+b}{2}^b (λ_1ε)^2[/itex]
[itex]\Rightarrow λ_1 = 0 \Rightarrow \int_a^b f^2 = 0 \Rightarrow \int_a^b fg = 0 \Rightarrow (\int_a^b fg)^2 = (\int_a^b f^2)(\int_a^b g^2)[/itex] a contradiction!

So [itex]0 < \int_a^b (f-λk_ε)^2[/itex] for all [itex]λ\inℝ \Rightarrow (\int_a^b fk_ε)^2<(\int_a^b f^2)(\int_a^b k_ε^2) [/itex] by case 1. We rewrite this to get:
[itex](\int_a^b fg)^2 < (\int_a^b f^2)(\int_a^b g^2) + ε*N + ε^2*M[/itex] for some [itex]N,M\inℝ[/itex]
But we can take [itex] ε = min(1,\frac{δ}{2|N|},\frac{δ}{2|M|}) [/itex] such that [itex]εN≤ε|N|≤\frac{1}{2}δ[/itex] and [itex]ε^2M≤ε^2|M|≤ε|M|≤\frac{1}{2}δ[/itex]
But then [itex](\int_a^b fg)^2<(\int_a^b f^2)(\int_a^b g^2) + δ[/itex]
a contradiction! [itex]\blacksquare[/itex]
Is there a simpler way to do this?
 
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  • #2
Oh wait.. once I prove the inequality using Riemann sums i'd just have to use the discriminant argument to show that equality holds in the second case!
 
  • #3
Axiomer said:
Is there a simpler way to do this?
Maybe you can prove it like standard proof of Cauchy–Schwarz inequality:

[itex]0 \le <x+\lambda y, x+\lambda y> = <x,x> + 2\lambda <x,y> + \lambda^2 <y,y>[/itex], and then choosing that [itex]\lambda = -\dfrac{<x,y>}{<y,y>}[/itex] you will get [itex]|<x,y>|^2 \le <x,x> <y,y>[/itex]

So, maybe, but maybe, you can use [itex]\lambda = -\dfrac{<f,g>}{<g,g>} = -\dfrac{\int_a^b fg}{\int_a^b g^2}[/itex]
 
  • #4
Yes, that definitely works too. Thanks!
 

Related to Equality in the Cauchy-Schwarz inequality for integrals

1. What is the Cauchy-Schwarz inequality for integrals?

The Cauchy-Schwarz inequality for integrals is a mathematical inequality that states that the square of the integral of the product of two functions is less than or equal to the product of the integrals of the squares of the functions. In other words, it shows a relationship between the magnitude of two functions and their inner product.

2. How is equality achieved in the Cauchy-Schwarz inequality for integrals?

Equality is achieved in the Cauchy-Schwarz inequality for integrals when the two functions involved are linearly dependent. This means that one function is a constant multiple of the other, or they are both equal to zero. In this case, the integral of their product will be equal to the product of their individual integrals.

3. What is the significance of the Cauchy-Schwarz inequality for integrals?

The Cauchy-Schwarz inequality for integrals is significant because it provides a powerful tool for comparing the size of two functions. It can also be used to prove other important mathematical theorems and inequalities, such as the Hölder's inequality and the Minkowski's inequality.

4. Can the Cauchy-Schwarz inequality for integrals be extended to more than two functions?

Yes, the Cauchy-Schwarz inequality for integrals can be extended to any number of functions. The general form of the inequality is known as the Cauchy-Schwarz inequality for integrals of multiple functions, and it states that the integral of the product of n functions is less than or equal to the product of the integrals of the squares of these functions.

5. How is the Cauchy-Schwarz inequality for integrals used in real-world applications?

The Cauchy-Schwarz inequality for integrals has a wide range of applications in various fields, such as physics, engineering, and economics. It is used to prove the existence of solutions to differential equations, to analyze the stability of systems, and to optimize functions. It also has applications in probability and statistics, where it is used to calculate expected values and variances of random variables.

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