又一个很好的积分不等式

陈洪葛 posted @ Mar 08, 2014 06:23:16 PM in 数学分析 , 7887 阅读

设$f:[0,1]\to \mathbb{R}$是一个可微函数具有连续导数,且$f(1)=0$,证明:
\[ 4\int_{0}^{1}x^2|f'(x)|^{2}dx\geq \int_{0}^{1}|f(x)|^2dx+\left(\int_{0}^{1}|f(x)|dx\right)^{2} \]
证明:为了方便起见,我们令
\[ A=\int_{0}^{1}|f(x)|dx \]
由Cauchy-Schwarz不等式,我们有
\[ LHS=4\left(\int_{0}^{1}x^{2}|f'(x)|^{2}dx\right)\left(\int_{0}^{1}(|f(x)|+A)^{2}dx\right)\geq 4\left(\int_{0}^{1}x|f'(x)|\cdot|f(x)|dx+A\int_{0}^{1}x|f'(x)|dx \right)^{2}\]
这时,注意到
\[ \int_{0}^{1}x|f'(x)|\cdot|f(x)|dx\geq \left|\int_{0}^{1}xf'(x)dx\right|=\frac{1}{2}\int_{0}^{1}|f(x)|^{2}dx \]

\[ \int_{0}^{1}|f(x)|dx=\int_{0}^{1}\left|\int_{t}^{1}f'(x)dx \right|\leq \int_{0}^{1}\int_{t}^{1}|f'(x)|dx= \int_{0}^{1}x|f'(x)|dx \]
\[ LHS\geq \left(\int_{0}^{1}|f(x)|^{2}dx+2A\int_{0}^{1}|f(x)|dx\right)^{2}\]
于是,只要证明
\[ \left(\int_{0}^{1}|f(x)|^{2}dx+2A\int_{0}^{1}|f(x)|dx\right)^{2}\geq \left[\int_{0}^{1}|f(x)|^2dx+\left(\int_{0}^{1}|f(x)|dx\right)^{2} \right]\left(\int_{0}^{1}(|f(x)|+A)^{2}dx\right)\]
经过简单的化简运算,就是
\[ \left(\int_{0}^{1}|f(x)|dx\right)^{4}\geq 0 \]
显然成立。Hence we are done!


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