Can you differentiate?

Calculus Level 3

Let f : R + R f: \mathbb{R}_+ \rightarrow \mathbb{R} a C 1 C^1 function.

Suppose that f ( x ) x + x f(x) \underset{x \rightarrow +\infty}{\sim} \sqrt{x} and f f is concave (ie f f' is a decreasing function ).

Is it true that f ( x ) x + 1 2 x f'(x) \underset{x \rightarrow +\infty}{\sim} \frac{1}{2\sqrt{x}} ?

True False

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1 solution

Théo Leblanc
May 17, 2019

My proof is a proof by contradiction:

assume that f ( x ) x + 1 2 x f'(x) \underset{x \rightarrow +\infty}{\nsim} \dfrac{1}{2\sqrt{x}}

ie ε ] 0 , 1 [ , x 0 > 0 , x 1 x 0 , ( 1 ε ) 1 2 x 1 > f ( x 1 ) or f ( x 1 ) > ( 1 + ε ) 1 2 x 1 ( ) \exists \varepsilon \in ]0,1[, \forall x_0>0, \exists x_1 \geq x_0, (1-\varepsilon)\dfrac{1}{2\sqrt{x_1}}>f'(x_1) \quad \text{or} \quad f'(x_1)>(1+\varepsilon)\dfrac{1}{2\sqrt{x_1}} \quad (*)

I set ε \varepsilon satisfying ( ) (*) .

Let x 0 > 0 , x x 0 , ( 1 g ( ε ) ) x < f ( x ) < ( 1 + g ( ε ) ) x ( ) x_0 >0, \forall x \geq x_0, (1-g(\varepsilon))\sqrt{x}<f(x)<(1+g(\varepsilon))\sqrt{x} \quad (**) where g g is a function which goes to 0 0 at 0 0 and strictly positive (it is the hypothesis concerning f f ). We are going to find g g to contradict this statement using ( ) (*) .

Let x 1 ( 1 + ε ) 2 x 0 x_1 \geq (1+\varepsilon)^2 x_0 satisfying ( ) (*) .

First case: ( 1 ε ) 1 2 x 1 > f ( x 1 ) (1-\varepsilon)\dfrac{1}{2\sqrt{x_1}}>f'(x_1)

let ( 1 ε ) 1 2 x 1 = 1 2 x 2 x 2 = x 1 ( 1 ε ) 2 > x 1 x 0 (1-\varepsilon)\dfrac{1}{2\sqrt{x_1}} = \dfrac{1}{2\sqrt{x_2}} \Rightarrow x_2 = \dfrac{x_1}{(1-\varepsilon)^2} > x_1 \geq x_0

f f' is decreasing so :

f ( x 2 ) = f ( x 1 ) + x 1 x 2 f ( x ) d x f ( x 1 ) + ( x 2 x 1 ) ( 1 ε ) 2 x 1 ( 1 + g ( ε ) ) x 1 + x 1 2 ( 1 1 ε 1 + ε ) x 1 ( g ( ε ) + 1 + ε 2 + 1 2 2 ε ) = ( 1 ε ) x 2 ( g ( ε ) + 1 + ε 2 + 1 2 2 ε ) \begin{aligned} f(x_2)&=f(x_1)+ \displaystyle\int_{x_1}^{x_2}f'(x)dx\\ &\leq f(x_1)+(x_2-x_1)\dfrac{(1-\varepsilon)}{2\sqrt{x_1}}\\ &\leq (1+g(\varepsilon))\sqrt{x_{1}}+\dfrac{\sqrt{x_{1}}}{2}(\frac{1}{1-\varepsilon}-1+\varepsilon)\\ &\leq \sqrt{x_{1}}(g(\varepsilon)+\dfrac{1+\varepsilon}{2}+\dfrac{1}{2-2\varepsilon})=(1-\varepsilon)\sqrt{x_2}(g(\varepsilon)+\dfrac{1+\varepsilon}{2}+\dfrac{1}{2-2\varepsilon}) \end{aligned}

To contradict ( ) (**) we only need that ( 1 ε ) ( g ( ε ) + 1 + ε 2 + 1 2 2 ε ) < 1 g ( ε ) ie ( 2 ε ) g ( ε ) < 1 2 1 ε 2 2 = ε 2 2 (1-\varepsilon)(g(\varepsilon)+\dfrac{1+\varepsilon}{2}+\dfrac{1}{2-2\varepsilon}) < 1-g(\varepsilon) \ \text{ie} \ (2-\varepsilon)g(\varepsilon) < \dfrac{1}{2} - \dfrac{1-\varepsilon^2}{2} = \dfrac{\varepsilon^2}{2}

Finally, the first condition is g ( ε ) < ε 2 2 ( 2 ε ) g(\varepsilon)<\dfrac{\varepsilon^2}{2(2-\varepsilon)}

Second case: ( 1 + ε ) 1 2 x 1 < f ( x 1 ) (1+\varepsilon)\dfrac{1}{2\sqrt{x_1}}<f'(x_1)

let ( 1 + ε ) 1 2 x 1 = 1 2 x 3 x 3 = x 1 ( 1 + ε ) 2 x 0 (1+\varepsilon)\dfrac{1}{2\sqrt{x_1}} = \dfrac{1}{2\sqrt{x_3}} \Rightarrow x_3 = \dfrac{x_1}{(1+\varepsilon)^2} \geq x_0

f f' is decreasing so :

f ( x 1 ) = f ( x 3 ) + x 3 x 1 f ( x ) d x f ( x 3 ) + ( x 1 x 3 ) 1 + ε 2 x 1 ( 1 g ( ε ) ) x 3 + x 1 2 ( 1 + ε 1 1 + ε ) ( 1 g ( ε ) ) x 1 1 + ε + x 1 2 ( 1 + ε 1 1 + ε ) x 1 ( 1 g ( ε ) 1 + ε + 1 + ε 2 1 2 ( 1 + ε ) ) \begin{aligned} f(x_1)&=f(x_3)+ \displaystyle\int_{x_3}^{x_1}f'(x)dx\\ &\geq f(x_3)+(x_1-x_3)\dfrac{1+\varepsilon}{2\sqrt{x_1}}\\ &\geq (1-g(\varepsilon))\sqrt{x_3}+\dfrac{\sqrt{x_1}}{2}(1+\varepsilon - \dfrac{1}{1+\varepsilon})\\ &\geq (1-g(\varepsilon))\dfrac{\sqrt{x_1}}{1+\varepsilon} + \dfrac{\sqrt{x_1}}{2}(1+\varepsilon - \dfrac{1}{1+\varepsilon})\\ &\geq \sqrt{x_1}(\dfrac{1-g(\varepsilon)}{1+\varepsilon} + \dfrac{1+\varepsilon}{2} - \dfrac{1}{2(1+\varepsilon)}) \end{aligned}

To contradict ( ) (**) we only need that 1 g ( ε ) 1 + ε + 1 + ε 2 1 2 ( 1 + ε ) > 1 + g ( ε ) \dfrac{1-g(\varepsilon)}{1+\varepsilon} + \dfrac{1+\varepsilon}{2} - \dfrac{1}{2(1+\varepsilon)} > 1+g(\varepsilon)

ie 1 + ( 1 + ε ) 2 2 1 2 > 1 + ε + g ( ε ) ( 2 + ε ) 1 + \dfrac{(1+\varepsilon)^2}{2} - \dfrac{1}{2} > 1+\varepsilon + g(\varepsilon)(2+\varepsilon)

ie ε + ε 2 2 > ε + g ( ε ) ( 2 + ε ) \varepsilon + \dfrac{ \varepsilon^2}{2} > \varepsilon + g(\varepsilon)(2+\varepsilon)

ie g ( ε ) < ε 2 2 ( 2 + ε ) g(\varepsilon) < \dfrac{ \varepsilon^2}{2(2+\varepsilon)} \ , it is the second condition

We can take g ( ε ) = ε 2 6 g(\varepsilon)=\dfrac{\varepsilon^2}{6} which ends the proof by contradiction.

BONUS: with the correct hypothesis ( f f concave or convexe), you can generalize this to f : x x α f: x \mapsto x^\alpha for α R \alpha \in \mathbb{R} .

I'll have to look at this proof more closely later, but I thought I had found a counterexample in functions that oscillate increasingly quickly about y = x y=\sqrt{x} , such that the increasing rate of oscillations balances out any decrease in amplitude required for it to converge to x \sqrt{x} . Trying to figure out where I went wrong...

Eric Nordstrom - 2 years ago

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Ok I am curious to see it, but is your function still concave even of it oscillates?

I will add some note in my proof to clarify when an hypothesis is used

Théo Leblanc - 2 years ago

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Oh, of, course, that's the part I forgot about. Thanks!

Eric Nordstrom - 2 years ago

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