Calculate :-
i n f ∫ − ∞ ∞ ∣ x 4 − a − b x − c x 2 ∣ 2 e − x 2 d x
where a , b , c ∈ R .
H i n t : ∫ − ∞ ∞ x 2 n e − x 2 d x = 4 n ∗ ( n ) ! ( 2 n ) ! π
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I took an elementary approach, which produces the answer quickly. Noting that x is orthogonal to the three other monomials, we want b = 0 . Using the given values, we find ∫ − ∞ ∞ ( x 4 − a − c x 2 ) 2 e − x 2 d x = a 2 I 0 + 2 a c I 2 + ( c 2 − 2 a ) I 4 − 2 c I 6 + I 8 = 2 π ( 8 1 ( 4 a + 2 c − 3 ) 2 + ( c − 3 ) 2 + 3 ) where I n = ∫ − ∞ ∞ x n e − x 2 d x . The minimum (and infimum) is 2 3 π ≈ 2 . 6 5 9 , attained when a = − 4 3 , b = 0 and c = 3 .
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The functions φ n ( x ) = 2 n n ! π 4 1 1 H n ( x ) e − 2 1 x 2 form an orthonormal sequence in L 2 ( R ) , where H n ( x ) is the n Hermite polynomial. But then, for any real valued f ∈ L 2 ( R ) and α 0 , α 1 , α 2 ∈ R , we have by the standard theory of orthonormal sequences, that ∫ − ∞ ∞ ∣ ∣ ∣ ∣ ∣ f ( x ) − j = 0 ∑ 2 α j φ j ( x ) ∣ ∣ ∣ ∣ ∣ 2 d x = ∫ − ∞ ∞ ∣ f ( x ) ∣ 2 d x − j = 0 ∑ 2 ∣ ∣ ∣ ∣ ∫ − ∞ ∞ f ( x ) φ j ( x ) d x ∣ ∣ ∣ ∣ 2 + j = 0 ∑ 2 [ α j − ∫ − ∞ ∞ f ( x ) φ j ( x ) d x ] 2 and so, putting f ( x ) = x 4 e − 2 1 x 2 , the minimum value of ∫ − ∞ ∞ ∣ ∣ x 4 − a − b x − c x 2 ∣ ∣ 2 e − x 2 d x as a , b , c range over all reals is ∫ − ∞ ∞ x 8 e − x 2 d x − j = 0 ∑ 2 ( ∫ − ∞ ∞ x 4 e − 2 1 x 2 φ j ( x ) d x ) 2 = 2 3 π = 2 . 6 5 8 6 8 0 7 7 6