Given
,
then find the minimum value of
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This problem involves something that looks like the L 2 inner product and it has the word "inequality" in the title, so I figured maybe the solution would involve the Cauchy-Schwarz inequality: ∣ ( ∫ 0 1 u ( x ) v ( x ) d x ∣ 2 ≤ ( ∫ 0 1 ∣ u ( x ) ∣ 2 d x ) ( ∫ 0 1 ∣ v ( x ) ∣ 2 d x ) . We're looking for a minimum, so let's try to arrange for the integral I ( f ) = ∫ 0 1 ( 1 + x 2 ) ( f ( x ) ) 2 d x to be one of the terms on the larger right-hand side of the inequality, say u ( x ) 2 = ( 1 + x 2 ) ( f ( x ) ) 2 . Then u ( x ) = 1 + x 2 f ( x ) . If we choose v ( x ) = 1 + x 2 1 , then the left-hand side of the inequality would just be ∫ 0 1 f ( x ) d x . So: 1 = ∫ 0 1 f ( x ) d x = ∫ 0 1 ( 1 + x 2 f ( x ) ) ( 1 + x 2 1 ) d x ≤ ( ∫ 0 1 ( 1 + x 2 ) ( f ( x ) ) 2 d x ) ( ∫ 0 1 1 + x 2 d x ) = I ( f ) ( tan − 1 ( x ) ∣ 0 1 ) = I ( f ) 4 π
Therefore, I ( f ) ≥ π 4 . We have found a lower bound for values of I ( f ) over A , but is it the minimum, i.e, the greatest lower bound? Fortunately, the work we've already done suggests a candidate for a function f ∈ A for which I ( f ) attains this lower bound. Namely, f ( x ) = π 4 1 + x 2 1 . It's easy to check that f ∈ A and I ( f ) = π 4 .