Inspired by parv mor (and M. Fourier)

Calculus Level 5

0 2 π f ( t ) d t = 0 2 π f ( t ) sin ( t ) d t = 0 2 π f ( t ) cos ( t ) d t = 2 π \large\int_{0}^{2\pi}f(t) \, dt=\int_{0}^{2\pi}f(t)\sin(t)\, dt=\int_{0}^{2\pi}f(t)\cos(t)\, dt=2\pi

If f : R R f:\mathbb{R}\rightarrow \mathbb{R} is a continuous function satisfying the equation (G) above, find the minimal value of 1 2 π 0 2 π ( f ( t ) ) 2 d t . \dfrac{1}{2\pi}\int_{0}^{2\pi}(f(t))^2\, dt .


Inspiration .


The answer is 5.

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3 solutions

Mark Hennings
May 5, 2016

Since we are only interested in the integral of f f over [ 0 , 2 π ] [0,2\pi] , we may as well assume (by repeating the values of f f for x x between 0 0 and 2 π 2\pi ) that f f is periodic of period 2 π 2\pi , putting us squarely in M. Fourier's territory. This may mean that f f is no longer continuous at 0 0 (and 2 π 2\pi ), but no matter. If we define the Fourier coefficients c n = 1 2 π 0 2 π f ( x ) e i n x d x n Z c_n \; = \; \frac{1}{2\pi}\int_0^{2\pi} f(x) e^{-inx}\,dx \qquad \qquad n \in \mathbb{Z} then Parseval's Identity tells us that 1 2 π 0 2 π f ( x ) 2 d x = n Z c n 2 \frac{1}{2\pi}\int_0^{2\pi} |f(x)|^2\,dx \; = \; \sum_{n \in \mathbb{Z}}|c_n|^2 The conditions on the function f f tell us that c 0 = 1 c_0=1 , c 1 = 1 i c_1 = 1-i and c 1 = 1 + i c_{-1} = 1+i (indeed, since f f is real-valued, c n = c n c_{-n} = c_n^\star for all integers n n ). It is clear that 1 2 π 0 2 π f ( x ) 2 d x c 1 2 + c 0 2 + c 1 2 = 5 \frac{1}{2\pi}\int_0^{2\pi} |f(x)|^2\,dx \; \ge \; |c_{-1}|^2 + |c_0|^2 + |c_1|^2 \; = \; \boxed{5} with this minimum value achieved when f ( x ) = 1 + ( 1 i ) e i x + ( 1 + i ) e i x = 1 + 2 cos x + 2 sin x . f(x) \; = \; 1 + (1-i)e^{ix} + (1+i)e^{-ix} \; = \; 1 + 2\cos x + 2\sin x \;.

Yes, that works! I assume that most of our young comrades at Brilliant are not comfortable with Fourier series; the usage of complex coefficients makes it even more technical. We should probably see (at least) two alternative solutions, one with real Fourier series and one that does not (explicitly) use Fourier analysis at all. I hope that some other solutions will come in; otherwise I will write something.

Otto Bretscher - 5 years, 1 month ago

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We an take ( f ( x ) a sin ( x ) b cos ( x ) ) 2 0 (f(x)-a \sin(x) -b \cos(x))^2 \geq 0 . Then we can proceed further as Abhishek Sinha did in the inspiration problem.

Aditya Kumar - 5 years, 1 month ago

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I would make it ( f ( t ) a sin ( t ) b cos ( t ) c ) 2 0 (f(t)-a\sin(t)-b\cos(t)-c)^2\geq 0 . Yes, that is equivalent to the real Fourier series solution... I will post that one.

Otto Bretscher - 5 years, 1 month ago

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@Otto Bretscher Thanks! I could've posted it but due to absence of PC I couldn't.

Aditya Kumar - 5 years, 1 month ago
Otto Bretscher
May 5, 2016

For the sake of variety, let's discuss a solution using real Fourier Series. It is also possible to solve this problem without (explicitly) using Fourier series at all, as @Aditya Kumar suggests, but using Fourier analysis makes it conceptually clearer.

If f ( t ) f(t) satisfies condition (G), then its Fourier polynomial f 1 ( t ) f_1(t) is 1 + 2 cos ( t ) + 2 sin ( t ) ; 1+2\cos(t)+2\sin(t); see the coefficients a 0 , a 1 , b 1 a_0,a_1,b_1 here . Note that 1 2 π 0 2 π ( f 1 ( t ) ) 2 d t = 1 + 2 + 2 = 5 \frac{1}{2\pi}\int_{0}^{2\pi}(f_1(t))^2dt=1+2+2=5 . Now, by Pythagoras, 1 2 π 0 2 π ( f ( t ) ) 2 d t = 1 2 π 0 2 π ( f 1 ( t ) ) 2 d t + 1 2 π 0 2 π ( f ( t ) f 1 ( t ) ) 2 d t 5 \frac{1}{2\pi}\int_{0}^{2\pi}(f(t))^2dt=\frac{1}{2\pi}\int_{0}^{2\pi}(f_1(t))^2dt+\frac{1}{2\pi}\int_{0}^{2\pi}(f(t)-f_1(t))^2dt\geq \boxed{5}

Abhishek Sinha
Dec 18, 2017

We have ( f ( t ) 2 sin ( t ) 2 cos ( t ) 1 ) 2 0 , t R (f(t)-2\sin (t) -2\cos(t)-1)^2 \geq 0, \forall t \in \mathbb{R} Expanding the above, integrating the result in the range 0 0 to 2 π 2 \pi , and using the given constraints, we directly arrive at the lower-bound.

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