Professional Documents
Culture Documents
Peng Shi
Department of Mathematics Duke University
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences.
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences.
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
1
Smoothing
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
1 2
Smoothing Substitution
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
1 2 3
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
1 2 3 4
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
1 2 3 4
2/18
Inequalities?
Involves proving A B . Not only in math contests but widely used in mathematical sciences. Many tools available (see formula sheet) Fundamental problem solving ideas:
1 2 3 4
Due to the nature of the topic, there will be quite a mess of expressions, so dont feel that you have to follow every line.
2/18
Basic tools
Theorem
x 2 0 with equality i x = 0.
3/18
Basic tools
Theorem
x 2 0 with equality i x = 0.
Example
x 2 + y 2 + z 2 xy + yz + xz because (x y )2 + (y z )2 + (z x )2 0.
3/18
Basic tools
Theorem
x 2 0 with equality i x = 0.
Example
x 2 + y 2 + z 2 xy + yz + xz because (x y )2 + (y z )2 + (z x )2 0.
Theorem
AM-GM If x1 , , xn are positive real numbers, then x1 + + xn n x1 xn n with equality i x1 = x2 = = xn .
3/18
Basic tools
Theorem
x 2 0 with equality i x = 0.
Example
x 2 + y 2 + z 2 xy + yz + xz because (x y )2 + (y z )2 + (z x )2 0.
Theorem
AM-GM If x1 , , xn are positive real numbers, then x1 + + xn n x1 xn n with equality i x1 = x2 = = xn .
Example
x 3 + y 3 + z 3 3xyz
3/18
Basic tools
Theorem
(Cauchy-Schwarz) For any real numbers a1 , , an , b1 , , bn ,
2 2 2 2 (a1 + + an )(b1 + + bn ) (a1 b1 + + an bn )2
b a b.)
4/18
Basic tools
Theorem
(Cauchy-Schwarz) For any real numbers a1 , , an , b1 , , bn ,
2 2 2 2 (a1 + + an )(b1 + + bn ) (a1 b1 + + an bn )2
b a b.)
Example
1 1 4 16 64 + + + a b c d a+b+c +d because 1 1 22 42 (a + b + c + d )( + + + ) (1 + 1 + 2 + 4)2 a b c d
4/18
Basic tools
Theorem
(Jensen) Let f be a convex function. Then for any x1 , , xn I and any non-negative reals w1 , , wn , i wi = 1 w1 f (x1 ) + + wn f (xn ) f (w1 x1 + + wn xn ) If f is concave, then the inequality is ipped.
5/18
Basic tools
Theorem
(Jensen) Let f be a convex function. Then for any x1 , , xn I and any non-negative reals w1 , , wn , i wi = 1 w1 f (x1 ) + + wn f (xn ) f (w1 x1 + + wn xn ) If f is concave, then the inequality is ipped.
Example
One proof of the AM-GM inequality uses the fact that f (x ) = log(x ) is concave, so 1 x1 + + xn (log x1 + + log xn ) log b n from which AM-GM follows by taking exponents of both sides.
5/18
Basic tools
Theorem
(Jensen) Let f be a convex function. Then for any x1 , , xn I and any non-negative reals w1 , , wn , i wi = 1 w1 f (x1 ) + + wn f (xn ) f (w1 x1 + + wn xn ) If f is concave, then the inequality is ipped.
Example
One proof of the AM-GM inequality uses the fact that f (x ) = log(x ) is concave, so 1 x1 + + xn (log x1 + + log xn ) log b n from which AM-GM follows by taking exponents of both sides. For other tools, see the formula sheet.
5/18
Idea 1: Smoothing
By altering terms and arguing what happens, we can sometimes reduce proving A B in general to checking a canonical case.
6/18
Idea 1: Smoothing
By altering terms and arguing what happens, we can sometimes reduce proving A B in general to checking a canonical case. For example, while xing B , say that we can decrease A by moving terms closer, then it suces to check the case when all terms are equal.
6/18
Idea 1: Smoothing
By altering terms and arguing what happens, we can sometimes reduce proving A B in general to checking a canonical case. For example, while xing B , say that we can decrease A by moving terms closer, then it suces to check the case when all terms are equal.
Example
Prove the AM-GM inequality
i
xi
xi
6/18
Idea 1: Smoothing
By altering terms and arguing what happens, we can sometimes reduce proving A B in general to checking a canonical case. For example, while xing B , say that we can decrease A by moving terms closer, then it suces to check the case when all terms are equal.
Example
Prove the AM-GM inequality
i
xi
xi
Proof.
i i Let x = n . Say that xi < x and xj > x . Consider replacing (xi , xj ) by ( x , 2 x ). Note that xi xj x (2 x xi ). Hence, this xes LHS but increases RHS. So for xed LHS, the RHS is maximized when xi = x i .
6/18
Connection to convexity
Usually smoothing is equivalent to arguing about a convex function: for n xed i xi and f convex, i f (xi ) is minimized when all xi s are equal.
7/18
Connection to convexity
Usually smoothing is equivalent to arguing about a convex function: for n xed i xi and f convex, i f (xi ) is minimized when all xi s are equal. Sometimes the function is not convex, in which case the argument needs to be more intricate.
7/18
Another example
Example
If a, b , c , d , e are real numbers such that a+b+c +d +e a2 + b 2 + c 2 + d 2 + e 2 What is the largest possible value of e ? = = 8 16 (1) (2)
8/18
Another example
Example
If a, b , c , d , e are real numbers such that a+b+c +d +e a2 + b 2 + c 2 + d 2 + e 2 What is the largest possible value of e ? = = 8 16 (1) (2)
Relax the second constraint to a2 + b 2 + c 2 + d 2 + e 2 16 (2*). Call a 5-tuple valid if it satises (1) and (2*). We seek the valid 5-tuple with the largest possible e .
Solution.
8/18
Another example
Example
If a, b , c , d , e are real numbers such that a+b+c +d +e a2 + b 2 + c 2 + d 2 + e 2 What is the largest possible value of e ? = = 8 16 (1) (2)
Relax the second constraint to a2 + b 2 + c 2 + d 2 + e 2 16 (2*). Call a 5-tuple valid if it satises (1) and (2*). We seek the valid 5-tuple with the largest possible e . For any valid (a, b , c , d , e ), (a+b +c +d ) setting k = , (k , k , k , k , e ) is also valid (smoothing). So we just need to nd the largest 4 e s.t. for some k 4k + e = 8 4k 2 + e 16 = 8e 4 2 =k
2
Solution.
16 e 2 4 16 5
= (5e 16)e 0
0e
8/18
Another example
Example
If a, b , c , d , e are real numbers such that a+b+c +d +e a2 + b 2 + c 2 + d 2 + e 2 What is the largest possible value of e ? = = 8 16 (1) (2)
Relax the second constraint to a2 + b 2 + c 2 + d 2 + e 2 16 (2*). Call a 5-tuple valid if it satises (1) and (2*). We seek the valid 5-tuple with the largest possible e . For any valid (a, b , c , d , e ), (a+b +c +d ) setting k = , (k , k , k , k , e ) is also valid (smoothing). So we just need to nd the largest 4 e s.t. for some k 4k + e = 8 4k 2 + e 16 = 8e 4 2 =k
2
Solution.
16 e 2 4 16 5
16 5 .
= (5e 16)e 0
6 6 6 Conversely, ( 6 5, 5, 5, 5, 16 5 )
0e
8/18
Idea 2: Substitution
Use substitutions to transform the given inequality into a simpler or nicer form.
9/18
Idea 2: Substitution
Use substitutions to transform the given inequality into a simpler or nicer form. Commonly used subsitutions Simple manipluations Triangle related substitutions Homogenization
9/18
Idea 2: Substitution
Use substitutions to transform the given inequality into a simpler or nicer form. Commonly used subsitutions Simple manipluations Triangle related substitutions (cool) Homogenization (will show later)
9/18
If a, b , c are sides of a triangle, then let x = (b + c a)/2, y = (a + c b )/2, z = (a + b c )/2, so that a = y + z , b = x + z , c = x + y , and x , y , z are arbitrary positive real numbers.
10/18
If a, b , c are sides of a triangle, then let x = (b + c a)/2, y = (a + c b )/2, z = (a + b c )/2, so that a = y + z , b = x + z , c = x + y , and x , y , z are arbitrary positive real numbers. If a2 + b 2 = 1, let a = cos , b = sin .
10/18
If a, b , c are sides of a triangle, then let x = (b + c a)/2, y = (a + c b )/2, z = (a + b c )/2, so that a = y + z , b = x + z , c = x + y , and x , y , z are arbitrary positive real numbers. If a2 + b 2 = 1, let a = cos , b = sin . If a + b + c = abc , a, b , c > 0, let a = tan A, b = tan B , c = tan C , where A, B , C are angles in a triangle.
10/18
If a, b , c are sides of a triangle, then let x = (b + c a)/2, y = (a + c b )/2, z = (a + b c )/2, so that a = y + z , b = x + z , c = x + y , and x , y , z are arbitrary positive real numbers. If a2 + b 2 = 1, let a = cos , b = sin . If a + b + c = abc , a, b , c > 0, let a = tan A, b = tan B , c = tan C , where A, B , C are angles in a triangle. If a2 + b 2 + c 2 + 2abc = 1, let a = cos A, b = cos B , c = cos C , where A, B , C are angles in a triangle.
10/18
Slick example
Example
For positive real numbers a, b , c with a + b + c = abc , show that 1 1 1 3 + + 2 2 2 2 1+a 1+b 1+c
Proof.
WLOG, let a = tan A, b = tan B , c = tan C , where A, B , C are angles in a triangle. The inequality is equivalent to cos A + cos B + cos C 3 2
B C But cos A + cos B + cos C = 1 + 4 sin A 2 sin 2 sin 2 , so inequality follows from f (x ) = log sin x being concave, where 0 x 2.
11/18
Clever Manipulation
Manipulate the algebra in a possibly strange way and magically yield the result.
12/18
Clever Manipulation
Manipulate the algebra in a possibly strange way and magically yield the result. Guidelines: Be creative; try random things
12/18
Clever Manipulation
Manipulate the algebra in a possibly strange way and magically yield the result. Guidelines: Be creative; try random things Use equality case to help you
12/18
Clever Manipulation
Manipulate the algebra in a possibly strange way and magically yield the result. Guidelines: Be creative; try random things Use equality case to help you Envision what kind of expressions you need and try to manipulate the given into a similar form
12/18
Clever Manipulation
Manipulate the algebra in a possibly strange way and magically yield the result. Guidelines: Be creative; try random things Use equality case to help you Envision what kind of expressions you need and try to manipulate the given into a similar form
12/18
Clever Manipulation
Manipulate the algebra in a possibly strange way and magically yield the result. Guidelines: Be creative; try random things Use equality case to help you Envision what kind of expressions you need and try to manipulate the given into a similar form Can only learn this through experience.
12/18
x5
13/18
x5
Solution.
By Cauchy-Schwarz (x 5 + y 2 + z 2 )( So 1 + y 2 + z 2 ) (x 2 + y 2 + z 2 )2 x
13/18
x5
Solution.
By Cauchy-Schwarz (x 5 + y 2 + z 2 )( So 1 + y 2 + z 2 ) (x 2 + y 2 + z 2 )2 x x2 + y2 + z2 x5 + y2 + z2
1 + y2 + z2 x 2 x + y2 + z2
13/18
x5
Solution.
By Cauchy-Schwarz (x 5 + y 2 + z 2 )( So 1 + y 2 + z 2 ) (x 2 + y 2 + z 2 )2 x x2 + y2 + z2 x5 + y2 + z2
1 + y2 + z2 x 2 x + y2 + z2
yz x 2 x2 x5 + 1 +1 x2 + y2 + z2 x5 + y2 + z2
13/18
x5
Solution.
By Cauchy-Schwarz (x 5 + y 2 + z 2 )( So 1 + y 2 + z 2 ) (x 2 + y 2 + z 2 )2 x x2 + y2 + z2 x5 + y2 + z2
1 + y2 + z2 x 2 x + y2 + z2
yz x 2 x2 x5 + 1 +1 x2 + y2 + z2 x5 + y2 + z2 x 2 + y 2 + z 2 xy yz xz 0 x2 + y2 + z2
Inequalities, Basic tools and general techniques 13/18
= LHS
Peng Shi, Duke University
14/18
x 2 yz = x 2 yz + x 2 zy + y 2 xz + y 2 zx + z 2 xy + z 2 yx
14/18
x 2 yz = x 2 yz + x 2 zy + y 2 xz + y 2 zx + z 2 xy + z 2 yx
ac b ,z
ab c .
14/18
15/18
Theorem
(Muirhead) Suppose the sequence a1 , , an majorizes the sequence b1 , , bn . Then for any positive reals x1 , , xn , X b b X a a an bn x1 1 x2 2 xn x1 1 x2 2 xn
sym sym
where the sums are taken over all permutations of the n variables.
15/18
Theorem
(Muirhead) Suppose the sequence a1 , , an majorizes the sequence b1 , , bn . Then for any positive reals x1 , , xn , X b b X a a an bn x1 1 x2 2 xn x1 1 x2 2 xn
sym sym
where the sums are taken over all permutations of the n variables.
Example
P
sym
x 4y
sym
16/18
Example
x3 +
sym sym
xyz 2
sym
x 2y
16/18
1 2
Homogenize Multiply out all denomiators, expand, and rewrite using symmetric notation. Apply AM-GM, Muirhead, and Schurs.
17/18
Example of Bash
Example
(IMO 2005 P3) Let x , y , z be three positive reals such that xyz 1. Prove that x5 x2 y5 y2 z5 z2 + 2 + 2 0 x5 + y2 + z2 x + y5 + z2 x + y2 + z5
18/18
Example of Bash
Example
(IMO 2005 P3) Let x , y , z be three positive reals such that xyz 1. Prove that x5 x2 y5 y2 z5 z2 + 2 + 2 0 x5 + y2 + z2 x + y5 + z2 x + y2 + z5
Solution.
Homogenizing and rearranging, it suces to show 3 (x yz + xy z + xyz )
3 3 3
1 1 1 + 3 + 3 x 5 + xy 3 z + xyz 3 x yz + y 5 + xyz 3 x yz + xy 3 z + z 5
x 0yz + 4
X
sym
x y +
7 5
X
sym
x y z 2
6 3 3
X
sym
x y z+
6 5
X
sym
x y z +
8 2 2
X
sym
x y z +
5 5 2
X
sym
x y z
6 4 2
18/18