Calculus -2

Calculus Level 3

Suppose f f is a differentiable real function such that f ( x ) + f ( x ) 1 f(x) + f'(x) \le 1 for all x x , and f ( 0 ) = 0. f(0) = 0. What is the largest possible value of f ( 1 ) f(1) ?


The answer is 0.632120.

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1 solution

Tom Engelsman
Mar 20, 2019

Taking the integrating factor p ( x ) = e x p(x) = e^{x} , multiplying the original inequality through by this factor results in:

p ( x ) [ f ( x ) + f ( x ) 1 ] e x f ( x ) + e x f ( x ) e x p(x)[f(x) + f'(x) \le 1] \Rightarrow e^{x}f(x) + e^{x}f'(x) \le e^{x} ;

or [ e x f ( x ) ] e x ; [e^{x}f(x)]' \le e^{x};

or e x f ( x ) e x + C e^{x}f(x) \le e^{x} + C ;

or f ( x ) C e x + 1 f(x) \le Ce^{-x} + 1

Given that f ( 0 ) = 0 f(0) = 0 , we solve for the real constant C: 0 C e 0 + 1 1 C 0 \le Ce^{0} + 1 \Rightarrow -1 \le C , which produces f ( x ) 1 e x f(x) \le 1 - e^{-x} . The maximum value of f ( 1 ) f(1) computes to f ( 1 ) 1 1 e 0.63212 . f(1) \le 1 - \frac{1}{e} \approx \boxed{0.63212}.

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