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Inequalities Involving Functions

and Their Integrals and Derivatives


Mathematics and Its Applications (East European Series)

Managing Editor:

M. HAZEWINKEL
Centre for Mathematics and Computer Science, Amsterdam, The Netherlands

Editorial Board:

A. BIALYNICKI-BIRULA, Institute of Mathematics, Warsaw University, Poland


H. KURKE, Humboldt University, Berlin, Germany
J. KURZWEIL, Mathematics Institute, Academy of Sciences, Prague, Czechoslovakia
L. LEINDLER, Bolyai Institute, Szeged, Hungary
L. LOVA.sz, Bolyai Institute, Szeged, Hungary
D. S. MITRINOVIC, University of Belgrade, Yugoslavia
S. ROLEWICZ, Polish Academy of Sciences, Warsaw, Poland
BL. H. SENOOV, Bulgarian Academy of Sciences, Sofia, Bulgaria
I. T. TOOOROV, Bulgarian Academy of Sciences, Sofia, Bulgaria
H. TRIEBEL, University oflena, Germany

Volume 53
Inequalities Involving Functions
and Their Integrals
and Derivatives
by

D. S. Mitrinovic
University of Belgrade,
Yugoslavia

J. E. Pecaric
University of Zagreb,
Yugoslavia

and
A.M.Fink
Iowa State University,
Ames, U.sA.

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.


Library of Congress Cataloging-in-Publication Data
Mitrinovic, Dragoslav S.
Inequalities involving functions and their integrals and
derivatives / by D.S. Mitrinovic, J.E. Pecaric, and A.M. Fink.
p. cm. -- CMathematics and its applications. East European
series : 53)
Inc 1udes index.
ISBN 978-94-010-5578-9 ISBN 978-94-011-3562-7 (eBook)
DOI 10.1007/978-94-011-3562-7
1.Integral inequalities. 2. Differential inequalities.
1. Pecaric, J. E. II. Fink, A. M. CArllngton M.), 1932-
III. Tltle. IV. Series: Mathematlcs and its applications (Kluwer
Academie Publlshers). East European serles : v. 53.
OA295.M584 1991
515'.243--dc20 91-20780
CIP
ISBN 978-94-010-5578-9

Printed on acid{ree paper

AII Rights Reserved


© 1991 Springer-Science+Business Media Dordrecht
Originally published by Kluwer Academic Publishers in 1991
Softcover reprint of the hardcover 1st edition 1991
No part of the material protected by this copyright notice may be reproduced or
utilized in any form or by any means, electronic or mechanical,
induding photocopying, recording or by any information storage and
retrieval system, without written permission from the copyright owner.
SERIES EDITOR'S PREFACE

~l moil ... , Ii j'avait su comment en revenir, One service mathematics has rendered the
je n'y serais point aUe.' human race. It has put common sense back
Jules Verne where it belongs, on the topmost shelf next
to the dusty canister labelled 'discarded non-
The series is divergent; therefore we may be sense'.
able to do something with it. Eric T. Bell
O. Heaviside

Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non-
linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for
other sciences.
Applying a simple rewriting rule to the quote on the right above one finds such statements as:
'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com-
puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And
all statements obtainable this way form part of the raison d'(ftre of this series.
This series, Mathematics and Its Applications, started in 1977. Now that over one hundred
volumes have appeared it seems opportune to reexamine its scope. At the time I wrote
"Growing specialization and diversification have brought a host of monographs and
textbooks on increasingly specialized topics. However, the 'tree' of knowledge of
mathematics and related fields does not grow only by putting forth new branches. It
also happens, quite often in fact, that branches which were thought to be completely
disparate are suddenly seen to be related. Further, the kind and level of sophistication
of mathematics applied in various sciences has changed drastically in recent years:
measure theory is used (non-trivially) in regional and theoretical economics; algebraic
geometry interacts with physics; the Minkowsky lemma, coding theory and the structure
of water meet one another in packing and covering theory; quantum fields, crystal
defects and mathematical programming profit from homotopy theory; Lie algebras are
relevant to filtering; and prediction and electrical engineering can use Stein spaces. And
in addition to this there are such new emerging subdisciplines as 'experimental
mathematics', 'CFD', 'completely integrable systems', 'chaos, synergetics and large-scale
order', which are almost impossible to fit into the existing classification schemes. They
draw upon widely different sections of mathematics."
By and large, all this still applies today. It is still true that at first sight mathematics seems rather
fragmented and that to find, see, and exploit the deeper underlying interrelations more effort is
needed and so are books that can help mathematicians and scientists do so. Accordingly MIA will
continue to try to make such books available.
If anything, the description I gave in 1977 is now an understatement. To the examples of
interaction areas one should add string theory where Riemann surfaces, algebraic geometry, modu-
lar functions, knots, quantum field theory, Kac-Moody algebras, monstrous moonshine (and more)
all come together. And to the examples of things which can be usefully applied let me add the topic
'finite geometry'; a combination of words which sounds like it might not even exist, let alone be
applicable. And yet it is being applied: to statistics via designs, to radar/sonar detection arrays (via
finite projective planes), and to bus connections of VLSI chips (via difference sets). There seems to
be no part of (so-called pure) mathematics that is not in immediate danger of being applied. And,
accordingly, the applied mathematician needs to be aware of much more. Besides analysis and
numerics, the traditional workhorses, he may need all kinds of combinatorics, algebra, probability,
and so on.
In addition, the applied scientist needs to cope increasingly with the nonlinear world and the
vi SERIES EDITOR'S PREFACE

extra mathematical sophistication that this requires. For that is where the rewards are. Linear
models are honest and a bit sad and depressing: proportional efforts and results. It is in the non-
linear world that infinitesimal inputs may result in macroscopic outputs (or vice versa). To appreci-
ate what I am hinting at: if electronics were linear we would have no fun with transistors and com-
puters; we would have no TV; in fact you would not be reading these lines.
There is also no safety in ignoring such outlandish things as nonstandard analysis, superspace
and anticommuting integration, p-adic and ultrametric space. All three have applications in both
electrical engineering and physics. Once, complex numbers were equally outlandish, but they fre-
quently proved the shortest path between 'real' results. Similarly, the first two topics named have
already provided a number of 'wormhole' paths. There is no telling where all this is leading -
fortunately.
Thus the original scope of the series, which for various (sound) reasons now comprises five sub-
series: white (Japan), yellow (China), red (USSR), blue (Eastern Europe), and green (everything
else), still applies. It has been enlarged a bit to include books treating of the tools from one subdis-
cipline which are used in others. Thus the series still aims at books dealing with:
- a central concept which plays an important role in several different mathematical and! or
scien tific specialization areas;
- new applications of the results and ideas from one area of scientific endeavour into another;
- influences which the results, problems and concepts of one field of enquiry have, and have had,
on the development of another.

Inequalities are everywhere. Whole series of conferences are devoted to them. Indeed in my more
despondent moments, when struggling with one or another problem, I sometimes have the feeling
that mathematics (especially analysis) is all inequalities. It is not that I dislike them or do not
appreciate their usefulness; indeed the vast importance of inequalities is manifest and many, espe-
cially the more powerful ones, have great aesthetic appeal - for here, as in many other parts of
mathematics and science, power and elegance go together. But, on the other side, there are so many
inequalities and it is, by and large, such an unstructured mass of results. (This is, for that matter, an
aspect that this book addresses with success.)
Since the time of the classical book by Hardy, Littlewood and Polya of 1934 (recently reprinted
by Cambridge Univ. Press in their 'classics series'; a bargain!) the subject of this book, 'Differential
and Integral Inequalities', has grown by about 800%. The senior author of this book, D.S. Mitrino-
vic, has worked in inequalities all his life and has collccted results in the subsubject of inequalities
between functions and their integrals and derivatives, i.e. differential and integral inequalities, since
1950. Other books by him and his coworkers on different topics within 'Inequality Theory' have
also appeared in this series (p.S. Bullen, D.S. Mitrinovic, P.M. Vasic, Means and their Inequalities,
1987; D.S. Mitrinovic, J.E. Pecaric, V. Volenec, Recent Advances in Geometric Inequalities, 1989).
The present volume is devoted to the particular topic of differential and integral inequalities. It sys-
tematizes and surveys the whole subject (thUS making it possible for nonspecialists such as myself to
find the results needed) and, additionally, it describes typical uses of these inequalities.

The shortest path between two truths in the Never lend books, for no one ever returns
real domain passes through the complex them; the only books I have in my library
domain. are books that other folk have lent me.
J. Hadamard Anatole France

La physique ne nous donne pas seulement The function of an expert is not to be more
l'occasion de re"soudre des problclmes ... eUe right than other people, but to be wrong for
nous fait pressentir 1a solution. more sophisticated reasons.
H. Poincare David Butler

Bussum, June 1991 Michiel Hazewinkel


CONTENTS

Preface ix
Organization of the book xiii
Notation xv

Chapter I. Landau-Kolmogorov and related inequalities 1


Chapter II. An inequality ascribed to Wirtinger and
related results 66
Chapter III. Opial's inequality 114
Chapter IV. Hardy's, Carleman's and related inequalities 143
Chapter V. Hilbert's and related inequalities 187
Chapter VI. Inequalities of Lyapunov and of
De la Vallee Poussin 216
Chapter VII. ZmoroviC's and related inequalities 240
Chapter VIII. Carlson's and related inequalities 259
Chapter IX. Inequalities involving kernels 275
Chapter X. Convolution, rearrangement and
related inequalities 285
Chapter XI. Inequalities of Caplygin type 314
Chapter XII. Inequalities of Gronwall type
of a single variable 353
Chapter XIII. Gronwall inequalities in higher dimension 401
Chapter XIV. Gronwall inequalities on other spaces:
discrete, functional and abstract 433
Chapter XV. Integral inequalities involving
functions with bounded derivatives 468
Chapter XVI. Inequalities of Bernstein-Mordell type 485
Chapter XVII. Methods of proofs for integral
inequalities 500
Chapter XVIII. Particular inequalities 522
Name Index 574
PREFACE

It is said that every mathematician loves an inequality. As Richard Bellman


has so elegantly said, "There are three reasons for the study of inequalities: prac-
tical, theoretical, and aesthetic. In many practical investigations, it is necessary
to bound one quantity by another. The classical inequalities are very useful for
this purpose. From the theoretical point of view, very simple questions give
rise to entire theories. For example, we may ask when the nonnegativity of one
quantity implies that of another. This simple question leads to the theory of
positive operators and the theory of differential inequalities. ... Another ques-
tion which gives rise to much interesting research is that of finding equalities
associated with inequalities. We use the principle that every inequality should
come from an equality which makes the inequality obvious. Along these lines, we
may also look for representations which make inequalities obvious. Often, these
representations are maxima or minima of certain quantities .... Finally, let us
turn to the aesthetic aspects. As has been pointed out, beauty is in the eyes of
the beholder. However, it is generally agreed that certain pieces of music, art,
or mathematics are beautiful. There is an elegance to inequalities that makes
them very attractive." (General Inequalities 2; Proc. Second International Con-
ference on General Inequalities, Oberwolfach, July 30 - August 5, 1978, Ed. E.
F. Beckenbach, Basel-Boston-Stuttgart, 1980).
This book gives an up to date report of inequalities that involve a relationship
between a function and its derivatives or integrals. While the history of gen-
eral inequalities surely goes back to K. F. Gauss (1777-1855) and A. L. Cauchy
(1789-1857), the evolution of inequalities studied here is of more recent origin.
The earliest such inequalities carry the names of P. L. Cebysev (1821-1894),
T. Gronwall (1877-1932), J. Hadamard (1865-1963), G. H. Hardy (1877-1947),
D. Hilbert (1862-1943), E. Landau (1877-1938), A. A. Markov (1856-1922), H.
Poincare (1854-1912), and W. Wirtinger (1865-1945). A glance at the classical
treatise on inequalities, "Inequalities"- (1934,1952) by G. H. Hardy, J. E. Little-
wood and G. P6lya, shows that two of the ten chapters are devoted to Hilbert's
inequality and applications of the calculus of variations. These two chapters give
a first systematic treatment of inequalities of the type studied in this monograph.
It may be said that the growth of inequalities was surely stimulated by this book
that was first published in 1934.
Since that time, several other books on inequalities have appeared. We can
mention "Inequalities" (1961,1965,1971,1983) by E. F. Beckenbach and R. Bell-
man and "Analytic Inequalities" (1970) by D. S. Mitrinovic. The latter book
ix
x PREFACE

is a comprehensive study of inequalities of many types. The 386 pages of this


monograph have short sections devoted to differential or integral inequalities
numbering perhaps thirty pages. The book by Beckenbach and Bellman devotes
the last fifty pages to differential inequalities.
Books of a different genre that might be mentioned are the books "Differen-
tial and Integral-Ungleichungen" by W. Walter, German edition, 1964, or the
enlarged English edition, 1970, and "Differential and Integral Inequalities" by
V. Lakshmikantham and S. Leela, vol I and II, 1969. The Eastern European
literature is not always easily available to the West, so we should also mention
the book "Theorems on inequalities", by Ja.D. Mamedov, S. Asirov, and S. At-
daev. The four volumes mentioned are devoted to the applications of certain
differential and integral inequalities to the theory of differential or integral equa-
tions. Neither attempt to give comprehensive account of differential or integral
inequalities.
Integral inequalities, especially Grownwall-Bellman type, are very important
for applications in Theory of Motion Statibility. This can be seen from many
books from Theory of Stability (the greater part of such books is in Russian).
Recently the following monograph was published: A. A. Martynyuk, V. Lak-
shmikanthan and S. Leela, "Motion of Stability: the Method of Integral Inequal-
ities," Kiev 1989, 272 p. (Russian).
In this monograph wide applications of Grownwall-Bellman's inequality and
related inequalities are given. Part of this book in which the Grownwall-Bellman
and related inequalities are exposed is similar to our Chapters XII-XIV.
This book attempts to do both more and less than the above mentioned mono-
graphs. On the one hand we have undertaken the task of doing an exhaustive
search of the literature on differential and integral inequalities. On the other
hand in such an undertaking, the number of papers devoted to differential and
integral inequalities is so large that space does not allow us to quote all the re-
sults or prove most of those that we do quote. We have given proofs only when
they are relatively short and give insight into the general methods involved. We
have mentioned some of the applications of these results, especially to the theory
of differential equations.
Two books published as this manuscript was in final form are Hardy-type In-
equalities by B. Opic and A. Kufner and the Proceedings of the Inequality Con-
ference at University of Birmingham, edited by W. N. Everitt. The first named
book is briefly mentioned in Chapter IV, Section 46. The latter was a conference
entitled; "Inequalities: Fifty years on from Hardy, Littlewood and P6lya." Some
of these papers have close connections with the text of our manuscript.
PREFACE xi

One of the authors, D.S. Mitrinovic began the undertaking of a systematic


search for papers in the subject areas of this book in 1950. In writing a systematic
account we have taken the view that there are certain fundamental inequalities,
perhaps very simple to state, that are the heart of the matter. The search for
generalizations can lead to a determination of best (exact) constants that appear
in inequalities, to some refinements, to a simpler form, a simpler proof, wider
applicability, or the opposites of some of the above. It is generally recognized
that the some generalizations are uninteresting inequalities, nevertheless they
remain part of the lore of the subject, and some may become interesting if an
appropriate application can be found. The above views are quite generally held
in our correspondence with other mathematicians.
The organization of our book is relatively clear from a glance at the table of
contents. We have attempted to classify each result as being closely related to
a 'well-known classical result'. In this way certain inequalities, which from first
appearance are quite different, when set side by side are seen as being of the
same form. For example, the first chapter is devoted to inequalities related to
ones proved by Landau in 1913 and Kolmogorov in 1938. These basic inequalities
have been generalized in many directions, to more general differential operators
than the differentiation operator, and even to abstract operators in a Banach
space. It is beyond the scope of this book to prove these more general results,
but we give the references and give abstracts of the results.
The succeeding chapters discuss inequalities related to those of Wirtinger and
Poincare, Opial, Hardy, Hilbert and Lyapunov. Some of the next chapters deal
with unnamed inequalities or those whose names may not be well known. The
next part of the monograph, Chapters XI-XIV are devoted to inequalities of
Caplygin and Gronwall type and there is some overlap in these chapters to the
books by Walter and Laksmikantham and Leela, but the present exposition is
more comprehensive. It is partially based on the monograph, "Diferencijalne i In-
tegralne Nejednakosti" by D. S. Mitrinovic and J. E. Pecaric (In Serbo-Croatian),
published in Belgrade, 1988.
Chapter XVII outlines several methods of proof for inequalities. These are all
illustrated with applications to Wirtinger's inequality and some of its generaliza-
tions.
The last chapter is not organized in the same manner as the first seventeen.
It contains particular results which did not fit easily into one of the types of the
earlier chapters.
xii PREFACE

Each chapter is written to be self-contained. There are occasional references


to other chapters, mostly in the middle chapters, but each chapter can be read
with full comprehension without reading the entire book. We hope this increases
the value of the book to the occasional reader.
It is not possible to finish such an undertaking as this without making some
errors. We have worked hard to eliminate all errors, but since we give the exact
references, we hope that the reader will forgive the occasional lapse and feel free
to consult the original reference.
The authors with to express their appreciation to Kluwer Academic Publishers,
well known for their high quality productions, and particularly to the publisher,
Dr. D. J. Lamer, as well as the series editor, Professor Dr. M. Hazewinkel, for
their most efficient handling of the publication of this monograph. A special
thanks to Jan Nyhus who prepared the camera ready copy and to Deborah Fink
for some work on the bibliography and suggestions on style.
This text was typed with AMSTeX.

Dragoslav S. Mitrinovic
Smiljaniceva 38
11000 Belgrade, Yugoslavia
Josip E. Pecaric
Tehnoloski Fakultet
41000 Zagreb, Yugoslavia
A. M. Fink
Mathematics Department
Iowa State University
Ames, Iowa 50011, USA
ORGANIZATION OF THE BOOK

We give a list of symbols common to all the chapters on page v.


Each chapter is divided into many sections, each of which contains results
which are essentially the same or from the same paper. They are numbered
consecutively in each chapter. References to sections from the same chapter are
indicated by the number followed by a period, for example, if in Chapter III,
section 10 we want to refer the reader to section 2 of Chapter III we merely say
"see 2." If the section occurs in a different chapter we say "see 2. of Chapter III".
Because we have organized the book by related inequalities, references between
chapters are rare.
Each chapter begins with the inequality or inequalities that give the chapter
its name. The bibliographic references are given at the end of each chapter.
We give a name index at the end of the book.

xiii
NOTATION

We give some of the notation used throughout the book.

R is the real numbers. N is the natural numbers.


I will be generic interval.
R+ is [0,00).
Rn is Euclidean n-space.

x ~ y, for x and y in Rn means that Xi ~ Yi for i = 1, ... , n.

Cn[a, b] means the n-times differential functions on [a, b].


a.e. means almost everywhere with respect to the relevant measure

f(x) is the gamma function. B is the beta function, B(x,y) = rg;~~Y/.

IIfllp = (J If(xWdx)l/P for 1 ~ p < 00, with 11J1l00 = esssup If(x)l, and
in this context, lip + lip' = 1 with the usual conventions that I' = 00,
and 00' = 1.

LP[a, b] = {f I I flip < oo}, with L = Ll.


00
ip = {{an} I I: lanl P < oo}.
1

AC[a, b] means the absolutely continuous functions on [a, b].

ACn[ab] means f, ... , f(n-l) exist everywhere and f(n-l) is absolutely


continuous.

f(X)2 = (J(x))2 = j2(x), and (J(k)(X))2 = (J(k)(x))2 = (-b-f(x)r.

V7 is the gradient, i.e, V7 f( x) = (it, ... ,-It) T


.6. is the Laplacian, i.e . .6.f = ~a2
Xl
+ ... + f+
2
a .
Xn

In Rn, ([a,b]) = [a,b] x··· x [a,b], (n factors).

p+(x) = p+(x) = max{p(x), O}, p_(x) = p-(x) = min{p(x), O}.

xv
xvi

References to other sections in the book are given in two different ways:
references to sections from the same chapter are indicated by the number
followed by a period, for example, if in Chapter III, section 10 we want to
refer the reader to section 2 of Chapter III we merely say "see 2." If the
section occurs in a different chapter we say "see 2. of Chapter III" .

For reference to an inequality not discussed in this monograph, we will


refer the reader to "Analytic Inequalities" by D. S. Mitrinovic with the
reference simply given as [AI, p. -].
CHAPTER I

LANDAU-KOLMOGOROV AND RELATED INEQUALITIES

1. Let f be a real function with n derivatives on an interval I of the real line.


Define
0:::; k:::; n.
We are interested in the problem of finding inequalities of the form

(1.1)

where Onk(P, I) is to be the best possible constant. The interpretation of this


inequality, the well-known Landau- Kolmogorov inequality, is that if Mo and Mn
are finite, then Mk is finite and the indicated inequality holds.
Here, we shall give history, variations and generalizations of this inequality
and some related inequalities.

2. E. Landau in 1913 proved the following theorems:


THEOREM 1. Let f be a real function defined on an interval whose length is not
less than 2 and satisfies the conditions If(x)1 :::; 1, and 1f"(x)1 :::; 1. Then

(2.1) 1i'(x)1 :::; 2,


whe[,e the constant 2 is the best possible.
THEOREM 2. Let f be a real function on R such that sup If(x)1 :::; 1 and
xER
sup 1f"(x)1 :::; 1, then
xER

(2.2) sup 1!,(x)1 :::; V2.


xER

where the constant V2 is the best possible.


In fact, from these results it follows that 0 21 ( +00, R+) = 2 and 0 21 ( +00, R) =
V2.
Landau [1] also proved that in the above results instead of f"(x) we can put
1f'(Y) - f'(x)I/(Y - x), where (x < y).
2 CHAPTER I

As we see, E. Landau obtained the inequality

(2.3)

in the case Mo = 1 = M 2 • Inequality (2.3) is formulated by J. Hadamard [2] in


1914. He also proved that if f is a real function defined on an interval I, whose
length is a, then

(2.4)

Hadamard showed that

C nl (+00, R) :s; 2n - l .

G. H. Hardy and J. E. Littlewood [3] at about the same time showed that the
constants Cnk( +00, R) and Cnk( +00, R+) exist but did not get good estimates.

3. In [4] E. Landau gave some estimates similar to his Theorems from 2. but
for a fixed interval [0,1]. (see also [7].)

4. Suppose that f( x) is defined for x > 0 (this involves no loss of generality) and
that f" (x) exists for x > o. If, as x - t +00, g( x) and h( x) are positive functions
of x, both increasing or decreasing steadily, and If(x)1 < g(x), 1f"(x)1 < hex),
then, as x - t +00,

(4.1) 1f'(x)1 < (2 + 6) [g(x)h(X)]1/2,


where 6 > 0 and 6 -t O. In particular,

if f(x) = O(g(x» , J"(x) = O(h(x», then f'(x) = o (g(x)h(x»1/2 ,


if f(x) = o(g(x», J"(x) = o (h(x» , then f'(x) = o(g(x)h(x)//2,
if f(x) = o (g(x» , J"(x) = o (h(x)) , then f'ex) = o(g(x)h(x»1/2.
The last three results were given by Hardy and Littlewood [3], when 9 and
h are increasing functions of x, and were proved by geometrical considerations.
They were under the impression that the case when 9 and h are both decreasing
function of x was rather more delicate and required additional restrictions. But
this is not true as was shown in [5] where the above result is proved.

5. L. Neder [6] proved the inequality, (L > 0),

(5.1) Md+oo,[a, a+L]):S;(2n) 2n L- k M o (+00,[a, a+L])


+ L n- k Mn (+00, [a, a + L])
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 3

He also gave generalizations of results from 4.

6. G. H. Hardy and J. E. Littlewood [8] in 1932 showed that C21 (2, R) = 1


and C21 (2, R+) = V2 and three years later Hardy, Littlewood and Landau [10]
showed C21 (p,R+)::; 2 with lim C21 (p,R+) = 2.
p--++(X)

Results from [8] are exposed in the book [9]. Here, we shall give results from
this important book. (These results are also exposed in [188] and we use this
exposi tion.)

THEOREM 1. If f' is locally absolutely continuous and f, f" E L 2 (R+), then

(6.1)

J J J
(X) (X) (X)

(6.2) 1'2 dx ::; f2 dx + 1"2 dx.


0 0 0

Equality holds in (6.2) if and only if f(x) = Ae- xl2 sin (~ x - ~) == fA(X), and
in (6.1) if and only if f(x) = fA(Bx), where A,B are arbitrary constants.
PROOF: The implication (6.1) implies (6.2) is obvious (by GA inequality). Now,
we show that (6.2) implies (6.1). If (6.2) holds (with equality only as asserted),
then for t > 0 and F(x) = f(tx) we have

J J J
(X) (X) (X)

t2 j'(tx? dx ::; f(tx? dx +t4 j"(tx)2 dx,


o 0 0

or, setting tx = u and dividing by t,

J J J
(X) (X) (X)

j'(u)2 du ::; C 2 f(u)2 du + t2 j"(u)2 du, (t > 0).


o 0 0

Setting t 2 = [7 P du /71"2 dU] 1/2 = {32, this inequality reduces to (6.1).

Moreover, equality holds only if f({3x) = fA(X) for arbitrary B since it is easy to
verify that if equality holds in (6.1) for a ~iven f it also holds for g( x) = f( kx)
with arbitrary k.
4 CHAPTER I

To prove (6.2) note that for all X> 0

J
X

[f2 - f'2 + f"2 - (f + f' + f")2] dx


o
x
= -2 J
o
[J'2 + ff' + ff" + f'f"] dx
or

J
x
(6.3) [f2 - f'2 + f"2 - (f + f' + f"?] dx
o
= [J(O) + J'(0))2 - [f(X) + J'(X))2 .
Also,

J J f"
x x
(6.4) f'2 dx = f(X)J'(X) - f(O)J'(O) - f dx.
o 0
x
Since f,f" E L 2, it follows from Holder's inequality that lim J ff"
X-OO O
dx =

J f f" dx exists (finite). J f,2 dx < +00 since otherwise it would fol-
00 00
Hence also
o 0
x
low from (6.4) that f(X)f'(X) -+ +00 and so also J f J' dx = ~ [P(X) - P(O)] -+
o
+00. This is impossible since f E L 2 • Thus both integrals in (6.4) converge to a
finite limit as X -+ +00, and so also lim f(x)f'(x) exists. This limit must be
x-oo
zero since otherwise, as before, we could not have f E L 2 • But now, as X -+ 00
the integrals on the left side of (6.3) all exist (use Holder's inequality for J ff' dx
J
and f' f" dx), and so

00 00

exists, since f f' -+ O. If L '" 0, either JP dx or J f"2 dx would be infinite.


o 0
Hence L = 0 and

J
00

(6.5) [f2 - J'2 + f"2] dx


o

J
00

= [f(O) + f'(0))2 + (f + f' + f")2 dx.


o
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 5

The inequality (6.2) folows from (6.5), with strict inequality unless f satisfies
f + I' + I" = 0 andf(O) + 1'(0) = 0, that is unless f(x) = fA(X) as specified.
The corresponding theorem for the interval R is also due to Hardy, Littlewood
and P6lya [9, Th. 261), and is much easier to prove.
THEOREM 2. If f' is locally absolutely continuous and f, I" E L 2 (R), then

(6.6) l
( +001'2 dx ) 2
< l l
(+00f2 dx ) (+001"2 dx ) ,
with equality if and only if f = O. The (unit) constant is best possible.
PROOF: As in the proof of Theorem 1, f(X)f'(X) -+ 0 as X -+ ±oo. Hence by
Holder's inequality,

l
( +001'2 dx) 2
- -l
(+00 f I" dx
) 2
< l l
(+00 f2 dx ) (+001"2 dx ) ,
with strict inequality unless f" = kf, that is unless f(x) = AeC>X + Be-ax or
f(x) = Asin(ax + (3) for some constants A, B, a, (3. The only such f for which
f P dx is finite is f == O.
To prove that the constant is best possible, note that both sides of (6.5) have
the value 1 for the (non-admissible) function fo(x) = e- ixi . Given any n :::: 1 we
may smooth the corner of the graph of fo at x = 0 to obtain a function f n such
that f~ exists for all x and

Jf 12
n
dx>
-
1
1 - n'
-

Hence, given c; > 0 it follows that for all sufficiently large n,

Jf~ 2 dx > (1 - c;) (J f~ (J f~ dX) dX) .

REMARK 1: The above proofs are those of Hardy, Littlewood and P6lya [9) who
also gave two other proofs of (6.2) one of which was variational in character.
REMARK 2: By the same technique used in Theorem 2, one can show that if
l' is locally absolutely continuous and f E Lp(R), I" E Lp,(R), where p > 1,
p' = p/(p - 1), then

(6.7) £
( +001'2 dx ) < (+00
£, Ifl dx ) (+00
£, If"lP' dx )
P
lip lip'
6 CHAPTER I

unless f == o.
(cf. [9, Th. 269].)
REMARK 3: From [9, Theorems 272 and 276]: fED if f: R+ (or R) - t R,
f E AC1oc(R+) (or R), xf and f' both E £2(R+) (or £2 R)j then f E £2(R) (or
£2R) and

(6.8) (If(X)2dX)' S4]x'fex)'dx ]!'eX)'dx (fED),


o 0 0

with equality only when for some A E R and some p > 0

f(x) = Aexp[-px2]

(or similarly on R).

7. The first relevant results for functions of two variables are given by T. Tchou-
Yun Tcheng [11].
Let function u(x, y) have continuous second partial derivatives on R2, and let
mo, m1 and m2 denote respectively supremum of

Then

(7.1)

Now, let M o, M1 and M2 denote respectively supremum of

then

(7.2)

8. An attack on the general problem for p = +00 was begun by G. E. Silov [12]
in 1937, who found

C31 (+00, R) = (9/8)1/3, C32 ( +00, R) = 31/ 3, C41 (+00, R) = (512/375)1/4,


C42 ( +00, R) = (6/5)1/4 and C52 ( +00, R) = (125/72)1/5.
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 7

9. A. Gorny, unifying his results published in [13]' [14] and [15], but in a some-
what modified form, proved in [16] the following result:
If f is an n-times differentiable function on a closed interval I of length b, and
if If(x)1 ~ Mo and If(n)(x)1 ~ Mn, then for x E I and 0 < k < n,

If(k)(x)1 ~ 4e 2k (~) kM~-(kln) M~ kin,


while, at the midpoint of I,

where
M~ = max (Mn, Mon!b- n) .

If 1= (0,+00) or (-00,+00), then M~ = Mn and for (-00,+00) any point


can be considered as the midpoint. He thus proved that

The same results were independently proved by H. Cart an [17].

10. The complete solution of finding C nk ( +00, R) was given by A. Kolmogorov


in 1938 (see [18] and [19]). He showed that

Cnk ( +oo,R ) = Kn-k


(10.1) (k )/'
]{n -n n

where

(10.2)
_-
4+00l(_l
:- y )n+l
Kn - 7r 2v + 1
v=o

are the Favard constants (Ko = 1, Kl = ~, K2 = ~2 , K3 = ;:, ... ).


Inequality (1.1) (with p = +00) becomes an inequality if f(x) = k-n<pn(kx),
where

(10.3) ( ) _ ~ ~ sin (2v + l)x - ¥)


<Pn x - 7r ~ (2v + l)n+I
is the nth periodic integral, with zero mean value over the period of the function
<Po(x) = sign (sinx).
8 CHAPTER I

He also showed that 1 < Cnk( +00, R) < 7r /2 for all n and k, and that
Cn,n-l (+00, R) -+ 7r /2 and Cn1 ( +00, R) -+ 1 both as n -+ +00.

11. The following integral inequality of A. Ostrowski [20] is related to Landau's


theorems from 2.
Let f be a differentiable function on (a, b) and let, on (a, b), If'(x)1 ~ M. Then
for every x E (a, b),

(11.1 )
1
f(x)- b-a! f(x) dx
b 1
~ ( 4+
(x-~)
(b-a)2
2) (b-a)M.
a

12. One of the earliest inequalities related to (6.2) is due to 1. Halperin and H.
Pitt [21] (here we used exposition of this result from [188]).
The inequality in question is

! ! !
x X x
(12.1) 1'2 dx ~ K(e) f2 dx +e 1"2 dx
o 0 0

valid for all e > 0 and locally absolutely continuous f with I" E L 2 (0, X). Here

P Q
K(e) = i + X2 with P = 1, Q = 12.

The constants P = 1, Q = 12 are best possible in the sense that if P < 1, or


Q < 12, then for some e > 0 and admissible f, (12.1) does not hold.
Note that if X -+ 00 and the norms on the right of (12.1) are finite we have
fore>O

But this is also clearly true for e ~ o. Hence the discriminant of this quadratic
in e is less than or equal to zero. This gives C21 (2, R+) = "j2.

13. Let f( x) be a complex function of a real variable, defined over the whole real
line, which possesses n derivatives (the nth at least almost everywhere) and is
x
J
such that j<n-l)(x) = f(n)(t) dt. Then, if k is any integer for which 0 < k < n,
Kolmogorov's inequality (1.1) for p = +00, is valid and Cnk( +00, R) is defined
as in 10. The constant Cnk is the best possible, i.e. there is a (real) function for
which equality holds (see [22]).

14. B. Sz.-Nagy [23] proved the following:


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 9

Let 1 ~ p < +00, 1 < q ~ +00, I = (-00, +00). If I is locally absolutely


continuous with I E L, f' E Lpl, then

(14.1)

where u =1- v, v = (1 - q-1 )/(2 - p-1), Q = (2Z;;1 H (p(:=~), T)) tI,


z(x + y)
H(x,y) = z(x)z(y)' z(x) = x-Xr(1 + x) for x> 0 and z(O) = 1.
The constant Q is the best possible. (B.Sz.-Nagy formulated functions for which
equality in (14.1) is valid).

15. A. M. Rodov (see [24] and [25]) gave a solution of the following general
problem: Given a finite set of integers i 1 , • •• ,in such that

o < i1 < ... < in = n

under what conditions imposed on the positive fixed numbers

is there a function I bounded, together with its n first derivative on R, such that

Mo = ao, Mi m = aim for m = 1 ... , k.

16. Some related results in the case when 1= [-1,1] are given in [26].

17. The theorem of E. Landau from 2. was generalized by V. G. Avakumovic


and S. AljanCic [27] who gave geometric arguments that if I is a real function
such that 1f"(x)1 ~ 1 for 0 ~ x ~ 1 then, for 0 ~ x ~ 1,
1
(17.1) 1/'(x) - 1(1) + 1(0)1 ~ 2 - x + x2 ,
and that this bound cannot be improved.
They also proved that the conditions

1i"(x)1 ~ 1 for 0 ~ x ~ 1, and f'(0) = 1'(1)


imply

(17.2) If'(x) - 1(1) + f(O)1 ~~ for 0 ~ x ~ 1.


10 CHAPTER I

This bound cannot be improved.


Note that (17.1) is equivalent to (11.1).

18. Inequalities

(18.1)

and

(18.2) for p = +00


have been studied by L. Nirenberg in [29].

19. As we saw, the constant C nk ( +00, R) is explicitly obtained. But the related
problem for Cnk( +00, R+) seems more difficult. In 1955, A. P. Matorin showed
that ([30])

(19.1)

where Tn is the nth Cebysev polynomial.


He also proved the following result: If

IIfll ::; 1 and IIf'" II ::; 24,


then

(19.2) 11f'11 ::; 9 and II!"II::; 24.


In (19.2) the constants 9 and 24 are the best possible. From this result we can
easily obtain C31 ( +00, R+) and C32 ( +00, R+).

20. E. M. Stein [31] in 1957 used a convolution technique to show that in general

(20.1)

while Ju. Ljubic in 1960 had shown that ([32])

(20.2) C nk(2, R) = C n,n-k(2, R).


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 11

Ju. Ljubic also gives an algorithm for finding Cn k(2, R) in terms of computing
the zero of an explicit polynomial.

21. J. Dieudonne [33] gave some results related to results from 17.

22. W. Miiller [34] considered the inequality (12.1) with P = 48, Q = 24. The
best possible result, given in 12., is proved by R. M. Redheffer in [35].

23. S. B. Steckin [36] proved that in the case when I(x) ~ 0, we have C21 (1, R) =
1 and C21 (I,R+) = .;2. The same constants for p = +00, are given by V. M.
Olovyanisnikov [28] who also showed that C 32 ( +00, R+) = 2.31/ 3. Steckin also
proved that C 31 (+00, R+) = ~35/3. Moreover, he gave a result related to the
Kolmogorov inequality in Banach space.

24. Let K(Mo, M 2 ) be a class offunctions I(x) such that,

sup II(x)1 = 11111 ~ Mo,


-oo<x<+oo
If'(x) - f'(y)1 < M
sup
-oo<x<y<oo Ix-y I - 2, 0< 6 < +00.
Ix-YI<6
For r, 0 < r < 1, the derivative of order r is defined by

J<r)(x) = r(r + ~ sin r7r J 00

I(x) ~l~~x - s) ds,

°
I.e.

I(r)(x) = r(r + l)sinr7r


r7r
J° I'(X
Islr
+ s) ds.
-00

If I E K(Mo, M 2 ), 0 < r < 1, then [37]:


(24.1)

where
Cr = r(r + 1) sin r7r 22-(r/2) (21/(1-r) _ 1) r-1 .
r(l- r)(2 - r)7r
The constant C r is the best possible.
12 CHAPTER I

25. A. M. Pfeffer [38] considered inequality (18.1) for p = 2 where 1 ::; m < n,
c > 0, f E Cn[a, b], f{i)(a) = f{j)(b) (0::; i ::; n - 1). The proof of the existence
of a constant K(c) in (18.1) is given in [39] by S. Goldberg.

26. Some related results in which we have linear differential operators instead
of derivatives are considered in [40]-[42].

27. S. B. Steckin [43] in 1967 gave estimates for Cnk( +00, R+):

where a and A are positive constants.


These inequalities present improvements and simplifications of inequalities ob-
tained by V. M. Olovyanisnikov and A. P. Matorin which are discussed in [43].

28. An elementary proof of (6.2) was also indicated by D. C. Benson [44] who
J J
applied the same method to other inequalities involving P dx, 1'2 dx, and
J 1"2 dx.
29. An extremal problem related to Kolmogorov's inequality for bounded func-
tions is considered in [45].

30. We gave the definition of a derivative of order r for 0 < r < 1 in 24. For
r> 1, if we put Dr(f,x) = f{r)(x), we can extend this definition by

A generalization of the Kolmogorov inequality in the case when k, n E R+ is


given in [46].

31. Let 1 ::; p, r ::; +00 and let J be a finite or infinite interval of the real line.
For n a positive integer W;'r( J) denotes the set all functions y and J to the
real numbers such that y E LP( J), y{n-l) is absolutely continuous on compact
subintervals of J and y{n) E U(J).
The following result is proved by V. N. Gabusin [47]:
Let 1 ::; p, q, r ::; +00, J = R or J = R+, and let n, k be positive integers with
o ::; k < n. Let
v = 1- u.
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 13

Suppose

Then there exists a constant K, depending only on p, q, r, k, nand J, such that

(31.1)

holds for all y E W;'r( J).


The inequality (31.1) is considered in papers [48]- [53].
For a special case n = 1, k = 0, q ~ p, p > 0, r ~ 1, see 14. As we saw,
the obtained constant is the best possible in 14. Similarly, in some other special

case °: ;
cases of (31.1) there exist the best possible constants K. This problem in the
k < n, n arbitrary, q = +00, r = p = 2 is solved in [50] for J = Rand
in [53] for J = R+, and in the case n = 2, k = 0,1; q = +00, p ~ 1, r = +00,
J = R in [50].

32. In 1970, I. J. Schoenberg and A. Cavaretta solved the problem of finding


Cnk( +00, R+) by constructing the extremals. No closed form is given for the
constants (see [54]).

33. V. I. Berdysev [55] found that C21 (1, R) = 2 and C21 (1, R+) = 5/2.

34. R. Kallman and G. C. Rota [56] have generalized the inequality (2.3) to
a particular class of semi-groups. Let X be a B-space over the complex field,
{T(s)} a one-parameter semi-group of linear bounded transformations from X
to itself such that IIT(s)11 ::; 1 for all s ~ 0. Let A be the infinitesimal generator
of the semi-group, D[A] c X its domain of definition. Then for any f E D[A2],

(34.1) IIAfll2 ::; 411fllllA2 fll·


PROOF: For f E D[A2] we have

T(s)f = f + sAf + /(s - u)T(u)A2 f duo


o

Whence
s

sllAfl1 ::; IIfll + IIT(s)!11 + / (s - u)IIT(u)A2 flldu


o
14 CHAPTER I

since IIT(s)lI:S: 1. Hence

IIAfll :s: ~lIfll + ~s1lA2 fll·


If A2 f =I 0, the minimum of the right hand side is reached for

IIfll )1/2
s = 2 ( IIA2fll
and the minimum value is

which gives (34.1).


E. Hille [57] remarked that other unimodular semi-groups are generated by
higher derivatives. So, for any positive integer n we get

(34.2)

The space is C( R) or Lp( R).


If IIT(s)1I :s: M, s > 0, then (S. Kurepa [58], S. Kurepa and H. Kraljevic [59])

(34.3) IIAfll2 :s: 2M(M + 1)lIf1l1lA2fll.


Kurepa and Kraljevic [58],[59] also proved that if A is the infinitesimal generator
of a strongly continuous cosine function C( s) on a Banach space for s > 0 and if
M = sup lc(s)1 < 00, then for f E D(A2) and A2 f =I 0,

(34.4) IIAfll2 :s: ~M(l + M)lIfll IIA2 fll·

A special case of this result is

(34.5) II!" 112 :s: ~ IIfll IIf(iv) II·


This is considerably better than (34.2) for n = 2.
Using the method from [59] E. Hille [60] gave the following inequalities

(34.6) IIA2 fll 3 :s: 311fll IIA3 f1l2,


(34.7) IIAfll2 :s: 211fll IIA2 fll, and

(34.8) IIAfll 3 :s: ~lIf1l211A3 fll·


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 15

Hille also proved the following result: If A is the infinitesimal generator of a


strongly continuous contraction semi-group, if f E D[An) and 1 ~ k < n, then
there exist constants Cn,k independent of A, so that

(34.9)

A direct proof of (34.4) and some applications of the previous results are given
in Hille's paper [61).
T. Kato [62) showed that (34.7) is valid whenever X is a Hilbert space. This
suggests that this inequality can be generalized for any space in which the ge-
ometry is sufficiently nearly Euclidean (in some appropriate sense). So, J. A. R.
Holbrook [63) proved:
Let (X, 11·11) is a real or complex normed linear space, and let

+ yll2 + IIx _ Yll2


{ IIx 211xll2 }
a(X) = sup + 211Yll2 : x, y EX,
b(X) = sup { I:: ~ ::: :x, y E X, and y is at an obtuse angle from x} .

If A is a dissipative linear operator with domain D(A) in a normed space X,


then

(34.10)

whenever x, AX E D(A). If X is C-Euclidean,

(34.11)

where oX = 1 + 19(C - 1).


Note that if X is an inner product space, then a(X) = b(X) = 1, and we obtain
Kato's inequality (i.e. (34.7)). In the same paper it was proved that LP-spaces
are 21 1 - 2 /pLEuclidean.
Some related results with fractional powers have been studied by W. Trebels
and U. Westphal [64). A special case with the Laplacian is also given.
(Note that some results of this kind, i.e. for Banach-spaces, are given in [32)
ten years earlier.)

35. I. B. Lackovic and M. S. Stankovic [65) gave a generalization of (17.1) for


functions with several variables. Further generalization of their result is given by
D. D. Adamovic in the same paper.
Some other results for functions with several variables are given by V. A.
Solonnikov [66) and O. V. Besov [67).
16 CHAPTER I

Results from [65] are generalized for Frechet- differentiable function F: X -+ Y


(X and Yare Banach spaces) by R. Z. Djordjevic and G. V. Milovanovic in[68].
G. V. Milovanovic [69] also gave a generalization of the Ostrowski inequality
(11.1) for functions with several variables.

36. C. J. F. Upton [70] extended result from 13. to the cases when the sup
norm on R is replaced by one of the following: (1) Lp norm on R, (2) Lp norm
on R+, (3) Stepanov norm on almost periodic functions on R, (4) Weyl norm
on almost periodic functions on R, (5) Besicovitch norm on almost periodic
function on R, (6) Love's variation norm on almost periodic functions on R and
k-l
(7) Ilfll* = 2: IIf(r) 1100 + Ilf(k) 1100 on almost periodic functions on R, where 11·lla
r=O
is interpreted to be one of the norms (3)-(6).
(In fact, Upton also proved (20.1).)

37. V. V. Arestov [71] also considered the problem from 31. He used the result
from 14. in the proof of (31.1) for n = 2, p = +00, r ~ 1, q ~ 2r, u = 1 - v,
v = (1 - q-l )/(2 - r- 1 ). The best possible constant is

2Q, if J = [0,+(0),
K= {
2 v Q, if J = (-00,+00).

He also considered the case when n = 3, q = p = +00, 1 :S r < +00 for Rand
R+. (Q is defined as in 14.).
Let K;,r be subclass of W;'r such that Ilf(n)IILp :S 1, and E(N) be a set of
linear bounded operators S: Lp -+ Lq with a norm IISII = IIslIf; :S N. Define

p(S) = sup Ilf(k)(x) - S(x,J)IIL q , E(N) = inf p(S).


fEK;,r SEE(N)

Arestov [71] also proved the following inequality:

(37.1)

For p = q = r we have a result from [36] and [43].


An inequality of type (31.1) is considered in [72] by W. N. Everitt and M.
Giertz. Namely, they examined the inequality

(37.2)
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 17

for p,q E (1,+00), p-l +q-l = 1, f E LP(R+), f' absolutely continuous on all
compact subintervals of [R+), f" E U(R+) and J{ a positive number indepen-
dent of f but dependent of choice of p and q. Of course, (37.2) is an extension
of (6.1). The authors show that the best constant J{ in (37.2) is finite for all
(p, q), and they gave a characterization of this constant in terms of an equivalent
problem from the calculus of variations.
Everitt and Giertz [72] also obtained bounds for 1f(0)1 and If'(O)1 in terms of
IIfllp and 1If"lIq· .
38. The following consideration is given in [188].
In a series of papers (see e.g. [73],[75],[76]) W. N. Everitt has considered
generalizations of (6.1) and (6.2) which involve the ordinary linear differential
operator

(38.1) M(f) = -(pf')' + qf,


and the inequality considered in [73],[75] is

(38.2)

Let ~(M) be the class of all f E L2 (R+) such that f' is locally absolutely con-
tinuous and M(f) E L 2(R+).
Suppose that the functions p, q satisfy the conditions (i) p' E C(R+) with
p(x) > 0 for x ;::: 0, and (ii) q E C(R+) with q(x) ;::: -d for x ;::: 0 and some
d ;::: O. In analogy with the relation between the inequalities (6.1), (6.2), it is
shown in [73] that a necessary and sufficient condition for the existence of a
positive constant J{ = J{(p, q) such that (38.2) holds for all f E ~(M) is that
there exists a constant k > 0 such that

J
00

(38.3) Jp,k(f) == [p2 f2 - kp(pf'2 + qf2) + M(f)2] dx ;::: 0


o

for all f E ~(M) and all pER \ {O}. Moreover, in this case J{(p, q) = 4k- 2 • A
complete discussion of the possibility of such inequalities (38.2), (38.3) depends
on a spectral analysis of the second order equation M (y) = >..y and the fourth-
order equation (M - (3)2y = Ay. (Additional differentiability assumptions on p, q
are also required.) Here we only mention that when an inequality (38.2) holds
for all f E ~(M), then J{ ;::: 4, and that if q( x) ;::: 0 but q( x) ¢ 0 on [0,00), then
J{(p, q) = +00.
18 CHAPTER I

In the same way that the inequality (6.2) is easier than (6.1), the inequality

(38.4) LI (pr' + qf')dx }' :5 K.(p, q) (l (l f'dx) M(f)' dX)

is much easiler than (38.2). Indeed we shall follow [73] and show that if ~(M), p,
and q are as above but with R+ replaced by R, then (38.4) holds for all f E ~(M),
with Ko(p, q) = 1. Moreover, with Ko = 1, inequality holds in (38.4) if and only
if f is a solution of the eigenvalue problem M(J) = >.f such that f E ~(M).
PROOF: The proof depends on the fact that

(38.5) lim p(x)f(x)j'(x)


x-+±oo
= O.
Assuming (38.5) for now, we have for all X> 0 and f E ~(M),

x
J J
X
[pf'2 + qf2] dx = pf' fl:: x + f M(J) dx.
-x -x
Now let X -t 00 and note that f M(J) E L(R) since f and M(J) are in L 2(R).
Hence

J J
00 00

[pj'2 + qf2] dx = fM(J) dx


-00 -00

follows. But now (38.4), with Ko = 1 and equality as asserted, follows from
Holder's inequality.
To prove (38.5) we deal with the case that X - t +00; the other limit will follow
in the same way. As above, we have

J
x
[pj'2 + (q + d)l] dx = p(X)j'(X)f(X) - p(O)f'(O)f(O)
o

J
x
+ [JM(J) + df2] dx.
o

As X - t 00, the integral on the right side converges since f M(J) E L(R) and
f E L 2 (R). However, so also does the integral on the left side coverage because
if not then, since q + d ~ 0, we would have both the integral diverging to +00,
and p(X)f(X)f'(X) - t +00. The latter is impossible since it would imply that
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 19

f(X), f'(X) have the same sign for sufficiently large X and this is impossible for
f E L 2 (R+). It follows from this discussion that we necessarily have
(a) pl/2 f' E L2(R+), Iqll/2 f E L 2(R+), and
(b) lim p(X)f'(X)f(X) = 0: exists (finite).
x-+ex>

Clearly 0: ~ 0 since 0: > 0 would again imply that f(X)f'(X) > 0 for
all sufficiently large X. We shall assume that 0: < 0 and obtain a contradic-
tion. Without loss of generality we may assume that f(x) > 0, f'(x) < 0 and
p(x)f(x)f'(x) < 0:/2 for x 2: Xo say. Hence for X> X o,

J J J
x x x
pl/2 f' f dx = p-l/2(pf f')dx < ~ p-l/2 dx,
Xo Xo Xo

or

J J
x x
0< p-l/2 dx < ~ (pl/2 f')f dx, (X> Xo).
Xo Xo

+ex>
Since f E L2 and pl/2 f' E L 2, it follows that J p-l/2 dx < 00. Hence
Xo
x
(c) P(x) = J p-l/2 dt -t R as x - t 00.
o
x
Let Q(x) = J(q + d + l)dt. Since q + d 2: 0, we have
o
(d) Q(x)2:x for x 2: o.
In addition to (a), (c), (d) we shall need the following general result which is
easy to prove (or see [9, Th. 223]):
x
(e) If 9 E L 2 (R+), then lim x- 1 / 2
x~oo
J0 9 dt = O.
We have
x x x
J pl/2 f' dx = J p-l/2pf' dx = P(X)p(X)f'(X) - J P(pf')' dx
o 0 0

J J
X X
= P(X)p(X)f'(X) + PM(f) dx - Pqf dx.
o 0
20 CHAPTER I

We shall now show that the product of [Q(X)]-1/2 with each of the three integrals
in the last equation tends to zero as X --t 00; since P(X) --t R> 0, it will follow
that
(38.6) lim [Q(x)]-1/2 p(x)f'(x) =
x-+co
o.
Using (d) and (e) with 9 = pl/2 q', we have
x X
[Q(X)]-1/2 / P M(f) dx ~ X- l / 2 / pl/2 f' dx --t o.
o 0

Similary, using (e) with 9 = M(f),


x x
[Q(X)]-1/2 / P M(f) dx ~ X- l / 2R / IM(f)ldx --t o.
o 0

For the third integral, we write


x x x
/ Pqfdx= / P(q+d+l)fdx-(d+l)/ Pfdx,
o 0 0

and note that Pf E L 2 (R+) so that as above,


x
[Q(X)r l / 2 / P f dx --t o.
o
For 0 < Xl < X,
x
0</ P(q+d+l)fdx
o
Xl x
= / P(q+d+l)fdx+ / P(q+d+q)fdx,
o Xl

~ F(X,)+ V,
( x
P'(q + d + 1) dx
) 1/2 (X
V,(q + d + 1)1' dx
) 1/2

( x ) 1/2
~F(Xd+R[Q(X)-Q(Xl)]1/2 V,(q+d+l)f 2 dx
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 21

Given c; > 0, there exists Xl such that the last integral is ::; C;2 R- 2 for all X > Xl.
Hence

J
x
0< [Q(X)]-1/2 P(q + d + l)f dx ::; X- l / 2 F(Xt) + c; for X > Xl,
o
and since c; is arbitrary, it follows that

J
X
[Q(X)]-1/2 P(q + d + l)f dx --t 0 as X --t 00.

o
This completes the proof of (38.6).
Next we consider [Q(X)]1/2 f(x) as x --t 00. Suppose that

lim [Q(x)]1/2 f(x) = fJ > o.


x-oo

Then there exists Xo > 0 such that P(x) 2 fJ2jQ(x) for x 2 X o, and so for
x 2 X o,

J+ J ~tx;
X X

(q d + 1)f2 dx 2 fJ2 q 1 dx
Xo Xo

2 fJ 2 log [Q(~o)] --t 00 as X --t 00.

This is impossible since f E L2 and Iqll/2 f E L 2. Hence fJ = 0, so there must


exist a sequence {x n } with lim Xn = 00 such that

Combining this with (38.6), we have

and this, together with the existence of the limit in (b), implies that a = O. This
contradicts the assumption a < 0, and proves that a = 0 must hold.
REMARK 4: Note that for the original inequality (38.2), the above method of
proof shows that under the given hypotheses on p,q, (a) and (38.5) hold, and

!00

[pf'2 + qf2] dx::; -p(O)f(O)f'(O) +


(

!
00

f2 dx
) 1/2 (
! 00

M(f)2 dx
) 1/2
22 CHAPTER I

Hence a result of the form (38.2) would follow if one could obtain bounds of the
form Ip(O)f(O)f'(O)1 ~ IIfIlIlM(f)II· Unfortunately, as can be seen in [72], even
in the simple case M(f) = -!" such inequalities are both difficult to obtain and
do not lead to sharp values of K(p, q).
REMARK 5: A few specific examples of (38.2) are given in [73, §17], and in
[74, pp. 13-14]. In particular, we state the following two results from [74]: if
f,!" E L 2 (R+), then

(38.7) (j [J'2 + Jif2] dX)' ,;


0 0 0
K(p) j f' j [f" -
dx pfJ' dx,

where K(Ji) = 4 for -00 < Ji ~ 0, K(Ji) = +00 for Ji > o. If a> 0, f E L 2 (a, 00),
(XT!,), E L 2(a, 00) then

where K(r) = 4 for -00 < r ~ 0, K(r) = [cos [(3 - r)-111"]]-2 for 0 ~ r < 1,
and K(r) = +00 for r ~ 1.
(For (38.7) see also [77].)
W. N. Everitt and M. Giertz [76] also considered inequalities of the form

in the Hilbert function space L 2 ( a, b) for arbitrary open intervals (a, b) with the
differential operator M defined by (38.1).

39. The number C 42 (2, R+) was discovered by J. S. Bradley and W. N. Everitt
[79] in 1974. Namely, C 42 (2, R+) = 2k 11 , where k1 is the smaller of the two
positive roots of the equation

k4 - 2k2 - 4k + 1 = o.
Note that 8.87 < C42 (2, R+) < 8.88.
N. P. Kupcov [80] in 1975 succeeded in reducing the problem of finding C nk (2, R+)
to finding roots of explicit polynomials. In this case inequality
Ilf(k) 112 ~ Mn,kllfll~n-k)/nllf(n) II~/n, where Mn,k = Cnk(2, R+), is equivalent to

(39.1) IIf(k) II~ ~ _1_ (Ilfll~ + lIi n ) 110 '


In,k
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 23

where
M;' k = _1 {(~)k/n + (_k )(n-k)/n}.
, 'Yn,k n n- k

In this way he obtained the results:


10 0 < 'Yn,k < kk}n(n_~)(n k)}n;
20 'Yn,n-k = 'Yn,k;
30 'Yn,k is the smallest positive root of the equation

An-k+t A n-k+2 An
A n-k+2 A n-k+3 An+1
D('Y) = =0,

An An+1 A n+k-1

where

An-j = f
m=l
c-;;/ exp (iC:7rk ] tir- 1Fm(t) dt) ,
0

J
+00
1- s 2k t
Fm(t) = (s2t1/k _ ~)(s2n _ ts2k + 1) ds,
o
m7rZ
Cm = exp -k- (m = 1, ... ,2k);

40 _1_ 16n 2 + 4 + 0 (.1)


= (n --+ +00).
-;rr 27r2"
'Yn 1 n
The value of some constants (see [80]) are:

'Y21 = 1, 'Y31 = 'Y32 = ~3 - 2V2 ~ 0.555669.


The constant 'Y41 is characterized as the smallest positive zero of the polynomial
'Y8 - 6'Y4 - 8'Y 2 + 1, and 'Y42 is the smallest positive zero of the polynomial
'Y4 - 2'Y2 - 4'Y + 1 (as in [79]).

40. Some new proofs of results of Kolmogorov- Landau's type are given by 1. J.
Schoenberg [81] and A. S. Cavaretta [82]. Note that Cavaretta gave a surpris-
ingly easy proof of the Kolmogorov inequality.

41. Z. Ditzian [83] proved the following result:


24 CHAPTER I

Let T(s) be a group of operators on a Banach space X, IIT(s)1I = 1 and A the


infinitesimal generator; then for x E D(A2) inequality (34.7) is valid.
He also showed that Cnk(l, R) = Cnk( +00, R).

42. Some related results are given by G. V. Kirsanova [84] and V. K. Dzjadyk
and V. A. Dubovik [85], [86].
Results from [85] and [86] give generalizations of results of A. M. Rodov (see
15.).

43. Some integral inequalities related to that from 6. are considered by G.


Talenti [87].

44. A. Russell [88] gave generlizations of results from [73].

45. Let f and f" be continuous on the unit interval I = [0,1] and let IIflll :=
:s :s
ess suplf(t)1 1 and 111"111 A. Then

(45.1) IIf'III :s { ;:;A)/2


if a < A :s 4,
if A> 4.

Moreover, these inequalities are best possible.


This result is due to Ch. K. Chui and P. W. Smith [89].
Some related results are proved by A. Sharma and J. Tzimbalario [90]. They
first proved (45.1) with 1f'(0)1 instead of IIf'III on the left hand side. Further,

2+.4 if a :s A :s 8,
(45.2) 11'(1/2)1 < { rnA4
- v2A if A> 8.

The bounds are sharp.


Sharma and Tzimbalario also obtained best bounds for If'(O)I, 11"(0)1, If'(1/2)1,
and 11"(1/2)1 in terms of IIflll and IIf"'III.

46. Some inequalities with bounded derivatives of higher order are given by H.
Kallioniemi in [91]'[92], [93].

47. Let A be the infinitesimal generator of a one parameter semigroup of linear


operators which are contractions simultaneously on V(M,A,p.), 1 < p < +00.
Then, in [95],[96], the inequality

(47.1)
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 25

is shown to hold for all f E £P( M, A, u) for which the right-hand side is finite,
where cp = 22 / p for 1 < p ~ 2 and cp = 22 - 2 / p for 2 ~ p < +00. Specializing A
to be d/dx acting on LP[O, +00), the inequality becomes

(47.2)

This is the classical inequality of Hardy, Landau and Littlewood, but with sub-
stantially improved constants.
J. A. Goldstein also proved in [97] the following upper bounds on Cp ( J), where
Cp ( J) denote the smallest constant cp for f E LP( J) with second derivative
f" E LP(J) (in (47.2) of course):
Cp(R+) ~ 2(5/4)2/P -l for 1 < p < 2;
Cp(R) ~ 22 / p - 1 for 1 < p < 2;
Cp(R) ~ 21 - 2/ p for 2 < p < +00.

48. A. S. Cavaretta [98] extended earlier work of Schoenberg and Cavaretta


[54] (see 32.) concerning best bounds on intermediate derivatives for functions
defined and n- times differentiable on the half-line. From the two hypotheses
-1 ~ f(x) ~ 1 and j<n)(x) ~ 1 for all x ~ 0, there follows best possible lower
bounds on fW (x), 1 ~ j ~ n - 1, if n + j is odd, and best possible upper bounds
on fW(x) if n + j is even.

49. G. G. Magaril-Il'Jaev [99] considered the inequality (31.1) for J = R+,


q = +00, r = +00, u = (2 - k)/(2 + p-l), v = (k + p-l )/(2 + p-l), n = 2, k = 0
or 1, 1 ~ p ~ +00 (if k = 0, the case p = +00 is excluded); as well as the case
when J = R+, q = +oo,p = 1, u = (2-k+r- 1 )/(3-r- 1 ), v = (k+1)/(3-r- 1 ),
n = 2, 1 < r < 00 and k = 0 or l.
He gave some expressions for the best constants, and extremal functions for
which these inequalities become equalities.

50. In paper [100] of A. A. Ligun some inequalities related to Kolmogorov's


inequality are established. For example, the following result is valid:
Let F(u) for u ~ 0 be an arbitrary N-function, i.e. it can be represented as

J
u

F(u) = pet) dt,


o
where pet) is a nondecreasing function that is continuous from the right and
satisfies the following conditions: pet) > 0 (t > 0), p(O) = 0, lim pet) = +00.
t-+oo
26 CHAPTER I

C is the space of all continuous 27r-periodic function with the nonn IIIlIe =
max II(x)l.
For the elements I E c(r+1) (r = 0,1, ... ) we have the following sharp in-
equality

where Kr and <for are defined as in 10.

51. I. J. Schoenberg [101] proved that if 11111 ~ A and 1If" + III ~ 1 (11·11 denote
the uniform norm on R) then

(51.1) 1It'1i ~ J A(2 + A)j


and if 11111 ~B < 1 and 11f" - III ~ 1, then

(51.2) 11f'11 ~ JB(2 - B).


Furthermore, these results are sharp.
As we see, instead of D2 (D = dj dx) he considered differential operator D2 ± 1.
In [102], he considered differential operator D2 - .A 2 (.A> 0). A. Sharma and J.
Tzimbalario [103] considered the linear differential operator (D -.Ad ... (D -.All),
V = 1,2, ... ,n.

52. Let I: R - t R be n (> 1) times differentiable function such that II(n)(x)1 ~


M (for x E (a, b). Then, for every x E [a,b]

(52.1)
1 ( n-l)
~ I(x)+{;Fk -b-a
1 Jb I(t)dt
a

M (x - a)n+1 + (b _ x)n+l
n(n+l)! b-a

where Fk is defined by
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 27

This generalization of (11.1) is due to G. V. Milovanovic and J. E. Pecaric


[104]. For n = 2, we get: If Ir(x)1 :::; M (on x E (a, b), then
b
~ (J(x) + (x - a)J(a) + (b - X)J(b)) __1_ f J(t) dt
2 b-a b-a
a

for every x E [a, b].


As a consequence of this inequality we can obtain for functions defined on
[a, +00) the following inequality

1If' + f'(a)II!o :::; ~IIJII~IIf"'lloo.


Another inequality related to (11.1) is given in [105] by A. Lupas.
b
Let J be a differentiable function such that J f' (x)2 dx < +00. Then
a

(52.2) J(x) - - 1b fJ(x) dt:::;


-a 7r
~11f'1I2
b-a
for x E (a,b).
a

See Chapter XV for more on these inequalities.

53. Denote by X a real Banach space with norm II . II. If A is the generator of
a strongly continuous contraction semi group and x is in the domain of An, some
integer n 2:: 2, then

(53.1)

for integer k, 1 :::; k :::; n - 1.


If A is the generator of a strongly continuous group of isometries and x is in
the domain of An, some integer n 2:: 2, then

(53.2)

for integer k, 1 :::; k :::; n - 1.


These results are due to M. W. Certain and T. G. Kurtz [106].
Related results for dissipative and Hermitian operators on a Banach space are
given by B. Bollobas in [107].
28 CHAPTER I

54. E. T. Copson [lOS] proved the following theorem.


Let I, I', I" be real and Lebesgue square integrable over R+, and set 10 =
00 00 00 00

J P dx, II = J /,2 dx, 12 = J f" 2dx, J = J II" dx. Then


o 0 0 0

His elementary proof is based on Gram's inequality (see for example, AI, pp.
45-47). As a corollary the inequality (6.1) is obtained.
In [109], Copson dealt with inequality (38.7) and with an analogous inequality
over (-00, +00).

55. In [57] E. Hille conjectured that for Lp(R), II/(n)lI; ~ 411/I1pll/(2n) lip. Z.
Ditzian [110] showed that

always holds and actually

where On = 0(1) as n -+ +00.

56. Further references of interest are [111], [112], and [113], where relationships
with inequalities of this type are related to approximation problems.

57. Let r be fixed in [0,1] and let u be the solution of the equation r =
4 cos ~u/(3 + cos u), u E [0,1r]. If I is complex-valued with

r ~ I/(t)1 ~ 1, t E R, and 111"11 ~ 16sin2~U/(3 + cosu)


then

(57.1) 111'11 ~ 8 sin ~U/(3 + cosu).


Moreover, the constant on the right-hand side of (57.1) is the best possible.
This result is due to I. J. Schoenberg [114].

5S. An expository account of the current development of Landau-Kolmogorov's


type inequalities is given by T. N. T. Goodman and S. L. Lee [115]. It is not as
complete as our discussion.
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 29

59. Let S be a closed and connected set in a finite dimensional Euclidean


space, and consider the set (S) = {f(t): f(t) E S for all t, f(t) =1= constant},
where f E C 1 (R), f"(t) is piecewise continuous with discontinuities only of
first kind. Now consider the functional F( t) = 1If'1I/ where II . II is Vfi1"IT,
the sup norm. The Landau problem for the set S is to determine the con-
stant L(S) = sup F(f). L(S) is called the Landau constant of the set S.
/E(S)
I. J. Schoenberg [116] showed that for any closed bounded and convex set S,
L(S) = (diameterS)1/2. If S is the solid shell b:::; (x2+y2+z2)1/2 :::; a,
1/2)1/2
O<b<a,thenL(S)= ( a+(a 2 -b2 ) .

60. Let f(x) be a continuous differentiable function on I = [0,1] with piecewise


continuously differentiable derivative f'( x), and let II . III be a sup norm. A.
Sharma and J. Tzimbalario [117] establish the following sharp inequalities. If
IIfllI :::; 1, 1If" - ,\2 fill:::; A, ,\ > 0, then

{
,\ + ,\ coth ~ + 1 tanh~, for 0 :::; A :::; ,\2 coth2~,
11f' ± ,\flll :::; ,\ + 2VA, for ,\2 coth ~ < A.

Sharp estimates are also obtained for 1If'III if Ilflll :::; 1 and 11f" +,\2 fill:::; A.
61. Some integral inequalities are obtained by C. Bennewitz and W. N. Everitt
[118] and P. R. Beesack [119].

62. Some sharp inequalities for the best uniform approximations of periodic
functions are established by V. V. Zuk [120]. For some previous results of the
same author see references from [120].

63. If f, f(3,0), f(0,3) (partial derivatives of f) are bounded on R2, then

(63.1) IIf(1,l) II :::; V'3l1fIl 1/ 311f(3,0) 11 1/ 3 I1f(0,3) 11 1/ 3,

(63.2) Ilfi 2)11:::; V'3llfW/ 3 (1If(3,0)1I1/3Ie11 + Ilf(0,3)1I 1/ 3 Ie2 Ir '

where Ilgll denotes the upper bound of Igl on R2 and fi 2) the second derivative
in the direction e = (e1' e2).
This is a result from [121] (V. N. Konovalov).

64. R. Redheffer and W. Walter [122] considered an inequality of type (1.1) for
p = +00, but with M~(+oo,I) = max (III-nMo(+oo,I), Mn(+oo,I)) instead of
30 CHAPTER I

Mn( +00, I), where III is the length of interval I. Generalizations for functions
of several variables are also given.

65. Inequalities for fractional derivatives on the half-line are considered in [123]
by V. V. Arestov.

66. G. V. Milovanovic and I. Z. Milovanovic [124] gave a weighted version of


(52.2).

67. B. Neta [125] has determined the numerical values 141 = 0.339246 and
142 = 0.225270, for (39.1). In the same article B. Neta has given lower and
upper bounds for the best possible constants In,k and Mn,k for n ~ 10.
An additive inequality of the form Ilf(n-l)lIp ~ Kllfllp + IIf(n)lIp for f E
Lp(O, l) is considered by V. I. Burenkov [126]. The best possible constant K is
obtained.

68. Here, we shall give several results from [127] of M. K. Kwong and A. Zettl.
Let us consider the inequality (31.1), with conditions given in 31.
This inequality is equivalent to each of the following statements.
1. There exists a constant K, depending only on p, q, r, n, k and such that
for all ..\ > 0 and y E W;'r( J) we have

where a = u- 1 and b = _v- 1 •


2. There exists a constant K, depending only on p, q, r, n, k and such that
for all y E Wp~r(J),

3. If y E W;'r(J), then y(k) E Lq(J).


In the following results in place of W;'p( J) we write W;( J), and K(p, J) is
the best, i.e. smallest, constant in

lIy'll; ~ K(p, J)lIylllly"lI·


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 31

Let us consider the following set of functions:

Ml = {y E W; ([0, 1]) : y(O) = y(l) = O},


M2 = {y E M l : y(t) > 0 for 0 < t < I},
Ma = {y E W; ([0, 1]) : y(O) = y'(I) = 0, y(t) > 0 for 0 < t < I},
M4 = {y E Ma: y'(t) 2:: 0 for 0 < t < I},
M5 = {y E W; ([0, 1]) : y'(O) = y'(I) = O},
M6 = {y E W;(R+): y(O) = O},
M7 = {y E W;(R+): y'(O) = O}.

For any p satisfying 1 ::; p ::; +00 we have K(p, M i ) = K(p, R), i = 1, ... ,7.
Furthermore, the interval [0,1] in the definition of Mi, for i = 1, ... ,5, can be
replaced by any compact interval [a, b].
We also have K(p, Ms) = K(p, R), where Ms = {y E W;(R+): y'(O)y(O) 2:: O}.
Further, let

Nl = {y E W; ([0, 1]) : y(l) = y'(I) = O},


N2 = {y E W; ([0, 1]): either y(O) = y(l) = 0 or y'(O)/y(O) =
y'(I)/y(I), y vanishes exactly once in [0, I]}.
For any p, 1 ::; p ::; +00 we have K(p, R+) = K(p, Nd = K(p, N 2 ).
If Na = {J E W;(R+), 12::0, f' ::; O}, then K(p, R+) > K(p, N a), and
if N4 = {J E N l , 12::0, I'::; O}, 1 < p < +00, then K(p,N4) = K(p,Na).
For 1 < p < +00, we have that K(p, R) < K(p, R+). Further, K(p, J) (J = R
or R+) is a continuous function of p for 1 ::; p ::; +00.
For any p, 1 ::; p < +00, we have

and if 3/2 < p < 2, then


1
(68.2) K(p , R)<-·
- p-l'

if p i- 2, 1 ::; P ::; +00, then


(68.3) K(p,R) > 1;

if 1 ::; p ::; +00, then

(68.4) K(p, R) < K(p, R+).


32 CHAPTER I

Note that H. A. Gindler and J. A. Goldstein [128] have proved

(68.5) K(p, R) 50 p - 1, 2 < p < +00.


In view of K(p, J) 50 K( +00, J), 1 50 p 50 +00, and K( +00, R) = 2, the inequality
(68.5) is interesting only for 2 < p < 3. In [130] Evans and Zettl independently
found (68.5) and showed that it holds for a wider class of inequalities.
(The above results for M 1 , •.. , M4 are previously obtained in [130] by the
same authors.)

69. Of course, related weighted inequalities are also of interest (see for example
(6.8)). The following problems are considered:
(69.1) There is a constant K such that for all y in a class D of functions with
domain I,

(69.2) For each c > 0 there is a number K(c) such that for all y E D,

J
I
Nly(j)IP 50 K(c) J
I
WlylP +c J
I
Ply(n)IP.

e
(69.3) There exists ~ 0 (e > 0 for j f= 0), TJ > 0, K > 0, and a set r of positive
numbers such that for all c E rand y ED,

In these inequalities I is an interval of the real line, 1 50 p < +00, 0 50


j < n, and N, W, P are positive measureable functions (which satisfy additional
conditions ).
(69.4) There are positive numbers u, v and Kl with u +v = 1 such that for all
yE D,
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 33

Inequalities of type (69.2) have been given by Evans and Zettl [130] and M.
Kwong and A. Zettl [132],[131], new results for (69.4) have been given by Kwong
and Zettl [127],[134],[133] (see also R. Amos and W. N. Everitt [135] and W.
N. Everitt [136]); for additional references see [137].
Recent work on product type inequalities involving powers of an operator may
be found in M. Kwong and Z. Zettl [134] and [138] and V. Ph6ng [139].

70. Let e > 0; Se a net on R (real line) with e step; Wn(Se,R) - set of all
functions defined on R with locally absolutely continuous derivatives I(n-l)(x),
such that IIllIs. = sup II«x)1 < +00, III(n)IIR = ess supll(n)(x)1 < +00.
xES.
If I E Wn(S", R), then for all m, 0 ~ m < n, we have

where the en have values depending only on n. This result is due to V. N.


Konovalov [140].

71. G. G. Magaril-Il'jaev and V. Tihomirov [141] have given a generalization of


a result from [53] for fractional derivatives (on the half-line).

72. The result from 59. is extended by the same author in [142].

73. In [143] H. A. Gindler and J. A. Goldstein investigated a Landau type


inequality for infinite and biinfinite sequence {x n } in Ip or 100 and proved

(73.1)

where ~xn = Xn+l - x n , ~2xn = ~(~xn) and where the norm was that of Ip or
100 , and a is a constant.
In [143] best constants for 12(N) and 12(Z) (where N = {I, 2, ... } and
Z = ( ... , -1,0,1,2, ... ) were determined for (72.1) and estimates were given for
the constant in the Ip case. This result also generalized an earlier result of E. T.
Copson [144].

74. Another class of inequalities of Landau-Kolmogorov's type, where explicit


constants Cnk are available, is given by A. M. Fink [145].
If I is a completely monotone function on R+, then for any T, 0 < T ~ +00,

Cnk (+00, [0, T]) = 1, and


Cnk(p,[a,b]) = 1 for any {a,b} C (0,+00)
and 1 ~ p ~ +00.
34 CHAPTER I

°
If 1 satisfies I(j) ~ for j
then on [0, T] we have
= 0,1, ... ,n + 1 and 1(j)(0) = °for j = 0, ... ,N - 1,

.- (N-k)!
Cnd +00, [0, TD = (N!)l-"/N"

75. M. Sato and R. Sato [146] gave a simple proof of the Chui-Smith theorem
from 45.

76. For a function 1 defined on R+ we denote:

m(f) = inf{l(x): x E R+}, M(f) = sup{f(x): x E R+}.

°
Let 1 E C2 (R+), 1(3) exist in R+ and 1 be bounded and non-negative there. If
m(f') ~ 0, M (1(3») < +00 and 1"(0) ~ 0, then M (1(3») ~ and:

(76.1)

But, if m (1(3») > -00, M(f') ~ 0, 1"(0) ~ 0, then -m (1(3») ~ ° and

(76.2)

These results are due to K. N. Boyadziev [147]. He also proved (76.1) and (76.2)
under slightly different assumptions.

77. A. I. Zvyagintsev [148] shows that if

- l (+00, [0, TD M4 (+00, [0, TD ~ 48 (17 + 12v'2) ,


T4 M O

then T" Mol (+00, [0, TD M" (+00, [0, TD ~ P", k = 1,2,3, the upper bounds
P" are exactly described. The inequality is best possible.
A. I. Zvyagintsev and A. Ya. Lepin [149] show that if

T3 MOl (+00, [0, TD M3 (+00, [0, TD ~ 81,

then

- l (+00, [0, TD Ml (+00, [0, TD ~ (4y-l - 6)(1 _ y )-2,


T MO
T2 Mol (+00, [0, TD M2 (+00, [0, TD ~ (4y-2 - 12)(1 _ y)-2,
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 35

where y is uniquely determined from [1/3,1/2] by the relation

- 1 (+00, [0, T]) M3 (+00, [0, T]) y2(1 - y)2


T3 M O = 12 - 24y.

The inequality is the best possible.

78. A weighted version of (38.2) is also considered in many papers:

(78.1) (i(Pf" + "f')dX) ,~ i wf'dx i wlw- M(f)I'dx.


K 1

For such results and for many new results see paper of W. D. Evans and W.
N. Everitt [150].

79. I. J. Schoenberg [151] proved the following result (see also [28]):
Let 9 be k-convex for k = 0, ... ,n + 1 on ( -00,0], and assume that 9 satisfies

Then

(79.1)

Equality holds in (79.1) for some 1 ~ j ~ n -1 if and only if

g(x) = Mn(A+xt on [-A, 0] and g(x) = 0 in (-oo,-A),


where An = Mo/Mn.
A generalization of this result is given by R. Farwig and D. Zwick [152] and
J. E. Pecaric, S. S. Dragomir and B. Crstici [153].

80. Z. Ditzian [154],[155] gave some further results about Kolmogorov inequal-
ities. For example, in [155] he proved for a wide variety of Banach spaces of
infinite or biinfinite sequences the analogue of (1.1), i.e. generalizations of (72.1),
given by .

(80.1)

where ~xm:= Xm+1-Xm, ~ixm = ~(~i-lxm) and where c(n,k,B) is the best
constant for E, nand k.
36 CHAPTER I

81. Let L 2 ,r be a space of measurable functions on [-1,1] such that

We shall write L 2 ,0 = L 2 , IIflko = IIf112' Let {Xk (x)}3" be the system of


1
normalized orthogonal polynomials of Legendre, and Ck(f) = J f(X)Xk(X)dx
-1
(k = 0,1, ... )
coefficients of Fourier-Legendre of the function f. Let r E N,
s ~ 0 an integer, 0 ~ x ~ r - 1.
Suppose that a function f is defined on [-1,1] satisfying the following condi-
tions:
1) f(r-l) exists in (-1,1), and it is absolutely continuous on every interval
[-1 + e, 1- e], 0 < e < 1;
2) fer) E L 2 ,r;
3) ck(f) = 0 (k = s, s + 1, ... ,r - 1).
Then the following inequality holds (S. Z. Rafal'son [156])

(r + s + 1)
Ilf (S)11 2,8 -< r 1 / 2(r r_1 /s2+ Ilflll-s/rllf(r)lls/r
l)rs/2r(2r + 1) 2 2,r'

with equality for f = X r•

82. An application of Kolmogorov's inequality is given by A. A. Ligun in [157].

83. Some further remarks about results from 11., 17., 25., and 52. are given
in [158], [159] by J. E. Pecaric and B. Savic. For example, a generalization of
Ostrowski's inequality (11.1) in the case when f satisfies Lipschitz's condition of
order a is given.

84. Let us consider the classical weighted Banach space Xp = LP(J, k) with the
usual norm

11111, ~ (/ I/(X)I'k(X)dx) '/', 1" p < +00.

Let A = d/dx be the differentiation operator on X p , and A the infinitesimal


generator of a (Co) semigroup {T(t): t ~ O} given by

T(t)f(x) = f(x + t), x E J, t ~ O.


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 37

Suppose the weight function k satisfies

(84.1) sup k(t) - M < +00


fCJ,s~ok(t+s)- ,

and J = (a, +00) where -00 :S a < +00. Then


(84.2)

Now, as a simple consequence of (34.3) we get the following inequality of J. A.


Goldstein, M. K. Kwong and A. Zettl [160]:

(84.3)

Note that Goldstein, Kwong and Zettl did not note that (84.3) is a consequence
of Kurepa's inequality (34.3). They also noted that if A generates a (Co) group
{T(t): - 00 < t < +oo} on (X, 11·11) satisfying N = sup IIT(t)1I < +00, then
fER

(84.4)

where III = sup IIT(t)III.


fER
Some other results similar to (84.3) are also obtained in [160].

85. Let 0 :S a < 1, K(a,R) = 2/(1- a), K(a,R+) = 4/(1- a). Let J = R
or R+. Suppose y E Loo(J), y' exists and is absolutely continuous on compact
subintervals of J, and y"lyla E Loo(J). Then, y' E Loo(J) and

(85.1)

This inequality of M. K. Kwong and A. Zettl [161] is an extension of Landau's


inequalities since y"lyla might be bounded without y" being bounded.

86. V. G. Timofeev [162],[163] proved for I E C(Rd) and fli E Loo(Rd), where

fli = t;=1
(a~.)2 I

is the Laplacian of I taken in the Sobolev (i.e. weak) sense, that

(86.1)
38 CHAPTER I

where (8/ 8c:)f is a directional derivative and 1\ . 1\ is the Loo( R d ) norm. In fact,
in [163], only d 2:: 3 is dealt with and for d = 2, (86.1) was proved in [162].
Timofeev [163] also proved (86.1) in the case when /1·11 is L 1 (R d ) norm.

87. J. E. Pecaric [164] gave some remarks about results from [145].

88. The inequality (78.1) is considered in [165] by C. Bennewitz and a special


case of (78.1), i.e.

(88.1) (l (If'(x )1' - xlf(x )1') dX) ,

J J
00 00

:::; K If(x)1 2 dx 11"(x) + xf(xW dx


o 0

in [166] (the integral on the left may be only conditionally convergent). In fact,
w. D. Evans and W. N. Everitt [166] gave a complete analysis of the integral
inequality (88.1) for f E ~, where ~ = {J: [0, +00) - elf' locally absolutely
continuous on [0, +00) and f,1" + x f E L2 (0, +00) }.
A nonweighted case of (78.1), i.e. the inequality (38.2) is considered in C.
Bennewitz [167].
B. G. Pachpatte [168] proved the following theorem:
Let p, q be real valued continuous functions defined on I = [a, b]; p' exists and
is continuous on I. Let f, g be real valued continuous functions defined on I,
each twice continuously differentiable on I and f( a) = f( b) = g( a) = g( b) = 0.
Then

(88.2) ( / (p(t)f'(t)g'(t) + q(t)f(t)g(t)1 dt) , "

"~ [(! M[f(t)['dt) (! 9'(t)dt)

+ (! M[9(t)['dt) (! f'(t)dt) 1'


where M(J) is defined by (38.1). Equality holds in (88.2) if either f is null or g
is null on I.
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 39

By the same method the following stronger inequality is proved by D. S. Mitri-


novic and J. E. Pecaric [169]

They also prove a discrete analogue.

89. Inequalities (69.1)-(69.4) were considered by R. C. Brown and D. B. Hinton


in [170]. In the proofs the following result was used:
Let J = [a, b] c I be a compact interval. Then for yEAn, where An =
{y: y(n-l) E ACloc(I)}, t E J, and j = 0, ... , n - 1,

ly(j)(t)1 ~ AnjL-j-l JIyl + Ln-j-l Jly(n)l,


J J

where L = b - a, An,n-l = (n - 1)!(2n - l)n and the other Anj are given
inductively by An+1,j = Anj + An+1,n, for j = 1, ... ,n - 1.
Some further considerations are given by the same authors in [171]'[172].
Weighted multidimensional inequalities of these types were considered by L.
Caffarelli, R. Kohn and L. Nirenberg [173], C. S. Lin [174], and R. C. Brown
and D. B. Hinton [175].

90. A. 1. Zvyagintsev [176], [177] gave extensions of results from [148] (see 77.).
He also proved inequalities of type (1.1) for n = 4, p = +00, and 1= [0, T]. He
got the following constants in (1.1).

(90.1)

in the case when T4 Mo (+00[0, T])-l M4 (+00, [0, T]) 2:: 48 (17 + 12V2).

91. A generalization of Timofeev's result from 86. for the case of Kolmogorov-
type inequality

where alOej is the derivative in the ej direction, and the nth iterate of the
°
Laplacian D. n f belongs to Loo(Rd), < k,2nj is proved by Z. Ditzian in [179].
This is an improvement of a result of K. N. Boyadzhiev [178]. A generalization
for Banach space of function on Rd is also given in [179].
40 CHAPTER I

92. Expositions of Kolmogorov-type inequalities are given by V. M. Tihomirov


in [180]'[181]' but not as comprehensive as the present exposition.

93. Various extensions of Fink's result from [145] (see 74.) are given by D. S.
Mitrinovic and J. E. Pecaric [182],[183],[184]. For example, the following result
is valid:
Let i,j, am, bm, an, bn E No = {O, 1,2, ... }, where nand m are positive
numbers such that n ~ m. If f is a two-place completely monotone func-
tion on [0, +00 )2, i.e. let its partial derivatives of all orders exist and satisfy
(_l)n+m Df D;"(f) ~ 0, n,m = 0,1,2, ... , then
1 1 1
( _l)i+i+ m(aH) D~+am D~Hm f(x, y)) m ( _l)i+i D;D~f(x, y)) ,,-m
1
~ (_l)i+j+n(aH)D~+anD~Hnf(x,y))".

94. The following results are obtained by H. Kraljevic and J. E. Pecaric [185]
94.1. Semigroups.
In this section T(t) is a strongly continuous semigroup on X which is uniformly
bounded:

(94.1) IIT(t)1I ~ M < +00, t~ °


Let A be its infinitesimal generator.
LEMMA 1. For every t, s E Il,
inequalities hold
°< t < s, and for every x E D(A 3 ) the following

(94.2) IIAxll ~ [M(t 2 + s2) + t + s] IIxll + Mts IIA3 Il,


X
ts(s-t) ts 6
(94.3) IIA2xli ~ 2 [M(t + s) +~] IIxll + M(t + s) IIA 3xll.
ts(s-t) ts 3
PROOF: By iterating the formula

J
t

(94.4) T(t)x = x + T(u)Ax du


o
we obtain for x E D(A 3 ):

(94.5)
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 41

Thus

(94.7)
S2 = T(s)x - x - 2"
sAx + "2 11 s
(s - u)2T(u)A3 x duo
o
By solving this system we obtain

Ax = s2T(t)x - t 2T(s)x _ S + t x
(94.8)
ts(s-t) ts

+ 1
o
s

K(t,Sju)T(u)A3 x du,

(94.9) A 2x -- tT(s)x( - sT(t)x


) + 2x _ JL( .)( )A3 d
t, s, u u x u,
ts s - t ts
o
where
t(s-u)2 _ s(t-u)2 0 <u<t
{ 2s(s-t) 2t(s-t) - -,
K(t,Sju) = 2
t(S-U)
2s(s-t)
t < <
_ U _ S,
(S_U)2 _ (t_U)2 0 <u <t
. )_
L(t ,S,u { 8(S-t) t(s-t) --
- 2
~
8(S-t) t <
_ U _ < S.
Note that (K(t,sju) ~ 0 and L(t,sju) ~ 0 for every u E [O,s] (0 < t < s). Since

1 1
8 8
ts t+s
L(t,Sju)du = 6' L(t,Sju)du = -3-'
o o
we obtain (94.2) and (94.3) immediately from (94.8) and (94.9) by the triangle
inequality and using (94.1).
Now, we shall minimize the right-hand sides of the inequaliteis (94.2) and
(94.3) over the domain 0 < t < s. Fix x E D(A3) and put S = at, a > 1, t > O.
We obtain from (94.2) and (94.3)

(94.10)
42 CHAPTER I

where

(94.11)
a(a) = [~~~ ~ ~;) + 1: a] IIxll, b(a) = ~a II A3 x ll,
c(a) = 2 [~(~ ~ ~1 + ~] IIxll, d(a) = M(13+ a) IIA 3 xll.

For fixed a > 1 the minimal values of the right hand side of the first (resp.
second) inequality in (94.10) is attained at t = 2- 1/ 3a(a)1/3b(a)-1/3 (resp.
t = 21/ 3c(a)1/3d(a)-1/3). Taking this minimal value we conclude that the in-
equalities

(94.12)

(94.13)

hold true for every a > 1.


By differentiating the right hand sides of (94.12) and (94.13) we find that
the minimal values of both functions are attained at some root of the cubic
polynomial
3 6M 4M
FM(a) = (a -1) - - - ( a -1) - - - .
M+1 M+1
Now FM(l) < 0 and FM(l) < o. Furthermore, FM(a) has exactly one zero
larger than 1. From this we see that FM has exactly one root which is greater
than 1. This root a can be written down explicitly by Cardano's formula and it
is given by

(94.14) a=1+2 {l!f;


M <p
--cos-
M+1 3' tan<p = V~
M+1' [7r)
<p E 0,4" .
Thus, we have proved:
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 43

THEOREM 1. Let A be the infinitesimal generator of a uniformly bounded strongly


continuous semigroup T(t) (t ~ 0) of linear operators on a Banach space. H
M ~ IIT(t)11 (t ~ 0) and if x E D(A3), the following inequalities hold:

(94.15)

(94.16)

where a is given by (94.10).


REMARK: By considering the matrix of the second partial derivatives of f and
(t 2 ,at2 ) are actually the minimum points,
9 it can be shown that (t1,at 1) and
respectively.
Specializing Theorem 1 for M = 1, and thus a = 3, we obtain:
COROLLARY 1. Let A be the infinitesimal generator of a strongly continuous
contraction semigroup T(t) (1IT(t)11 ::; 1). For every x E D(A 3 ) the following
inequalities hold true:

(94.17) IIAxl1 3 ::; 2!311x112 '1I A3x ll,


(94.18) IIA2xl13 ::; 241Ixll·IIA3xIl2.
94.2. Groups.
Let T(t) (t E R) be a uniformly bounded strongly continuous group of linear
operators on X:
IIT(t)1I ::; M, t E R,
and let A be its infinitesimal generator. Then we have for t > 0:
(94.19)

T(t)x = x + tAx + "2Ax


t 2
+ 2"1 J t

(t - u)2T(u)A3 X du, and


o
(94.20)

T( -t)x = x - tAx + "2Ax


t2 = 2"1 J t

(t - u)2T( -u)A3x duo


o
Similar calculation as in Subsection 94.1 leads to:
44 CHAPTER I

LEMMA 2. For every x E D(A 3 ) and every t > 0 the following inequalities hold:

M Mt 2
(94.21) IIAxll::::; Tllxll + -6-IIA3xll, and

(94.22) IIA 2xll ::::; 2(~2+ 1) Ilxll + ~t IIA 3xll.


By minimizing the right-hand sides of (94.21) and (94.22) we obtain:
THEOREM 2. Let A be the infinitesimal generator of a uniformly bounded group
T(t) (t E R) of linear operators (IIT(t)1I ::::; M, t E R). For every x E D(A3) the
following inequalities hold:

(94.23) II Ax l1 3 ::::; ~M3I1xIl2I1A3XIl,


(94.24) IIA 2xll 3 ::::; ~M2(M + 1)lIxll'IIA3 xIl 2 •
COROLLARY 2. Let A be the infinitesimal generator of a contraction group
T(t) (IIT(t)1I ::::; 1, t E R). Then for every x E D(A 3 ),

(94.25) IIAxll3 ::::; ~lIxIl2I1A3XIl, and


(94.26) IIA2xll3 ::::; 3I1xll·IIA3 xIl 2 .

REMARK: Using formulas (94.7) and (94.8) for any t, s E R (instead of choosing
s = -t) and minimizing over the domain t f= s leads to the same inequalities.
94.3. Cosine Functions.
In this section T(t) (t ~ 0) will denote a uniformly bounded (IIT(t)11 : : ; M)
strongly continuous cosine function of linear operators on X and A its infinites-
imal generator. Now, we have

J(t -
t

T(t)x = x + u)T(u)Ax du,


o

and by iterating this equality we obtain

(94.27)

The similar calculation as in Subsection 94.1 gives:


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 45

LEMMA 3. For every x E D{A3) and for 0 <t <s the following inequalities hold
(94.28)
t4+s4 t2+s2] Mt 2s 2 3
\lAx\l ~ 2 [M t 2s 2(S2 _ t 2) + ~ \lx\l + 36<)\lA x\l, and
(94.29)
2 [t2 + s2 1 ] M(t 2 + s2) 3
\lA xII ~ 24 M t 2s2(S2 _ t 2) + t 2s 2 \Ix II + 30 IIA xII·
Note, that these inequalities can be obtained from (94.2) and (94.3) by substi-
tutions t - t t2, s - t s2, \lAx\l-t !\lAx\l, \lA2x\l - t 112 \1A2 x \l, \lA3 x ll-t l~O IIA3 x \l.
Thus, we get immediately from Theorem 1 and its corollaries:
THEOREM 3. Let A be the infinitesimal generator of a strongly continuous cosine
function T{t) (\IT{t)1I ~ M, t ~ 0) on a Banach space X. For every x E D{A3)
we have
(94.30)

(94.31)
\lA2xll 3 ~ ~M2{1
50
+ a) [M a ~a+- a1) +!]
a
IIx\l·IIA 3xIl 2,

where a is given by (94.10).


COROLLARY 3. If A is the infinitesimal generator of a contraction cosine function
(IIT(t)1I ~ 1, t ~ 0), then for every x E D{A 3):

(94.32) IIAxl1 3 ~ !~ IIx1l 211A3 x \l,


(94.33) \lA2xll3 ~ ~! Ilxll·IIA3 xIl 2 •
Kraljevic and Pecaric [186] also gave some similar results related to Ostrowski's
inequality (ILl).

95. D. S. Mitrinovic, J. E. Pecaric and H. Kraljevic [187] proved the following


generalizations of results from [68] (see 35.).
THEOREM 1. Let D be a convex set such that a, b E D (the closure of D) and
let F: X - t Y be twice Frechet-differentiable on D and satisfy the conditions

(95.1) IIF{x)1I ~ M onD

and
46 CHAPTER I

(95.2) 11F(~)(h,h)11 ::; H(h) for all hEX and all a E D,

where H is a function from X to R+. Then for all x E D

1
(95.3) IIF(x)(b - a)1I ::; 2M + 2 (H(a - x) + H(b - x».

PROOF: Let x E D and x + th E D (0 < t < 1). Taylor's formula, namely

F(x + h) = F(x) + F(x) (h) + W(x, h) (W(X, h) = ~F(~+th)(h, h») ,


for h = a - x and h = b - x, becomes in turn

F(a) = F(x) + F(x)(a - x) + W(x,a - x),


F(b) = F(x) + F(x)(b - x) + W(x, b - x).

From these equations it follows that

(95.4) F(x)(b - a) = F(b) - F(a) + W(x, a - x) - W(x, b - x).

From (95.2) it immediately follows that

IIF{x)(b - a)11 ::; IIF(b)11 + IIF(a)1I + IIW(x,a - x)1I + IIW(x, b - x)lI,


hence, using (95.1), we obtain (95.3).
REMARK: Theorem 1 holds if the first condition in (95.1) is substituted by the
weaker condition IIF(b) - F(a)1I ::; 2M.
REMARK: For H(h) = Nllhl12 we get Theorem 1 from [68], i.e. the first inequal-
ity in this theorem.
By using (95.4) we can also obtain the following theorem:
THEOREM 2. Let in Theorem 1 only the second condition (95.2) be valid. Then

IIF(x)(b-a)-F(b) + F(a)1I ::; ~(H(a-x)+H(b-x».


Let H( -h) = H(h). Of special interest is the case when a = x - h, b = x + h.
Then (95.3) becomes

(95.5) IIF{x)(2h)1I ::; 2M + H(h).


LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 47

x+h
COROLLARY 1. Let X = Y = R, F(x) = kJ f(t) dt, H(h) = Nh 2 , a < b,
x
h > O. Then we have for a differentiable function f(x) on [a, b + h) such that
If(x)1 :::; M, x E [a, b + h) and l~hf'(x)1 :::; N, x E (a, b), where ~hg(X) =
k(g(x + h) - g(x)),
N
(95.6) (b - a)l~d(x)1 :::; 2M + 2 ((x - a? + (b - x)2).
This is a generalization of Theorem 6 from [1). Namely from (95.6) we get
2M b-a
(95.7) II~hf(x)11 :::; b_ a + -2- N ,
and if b - a 2:: 2JM/N, we have

(95.8)

since the function y = 2Mx- 1 + Ifx has a minimum 2VMN for x = 2JM/N.
But, from (95.6) we can also obtain the following result. Let f(x) be a differ-
entiable function on R such that If(x)1 :::; M and l~hf'(x)1 :::; N, x E R, h > O.
Then (95.5) becomes (i.e. (95.6) for a --t x - H, b --t X + H),

(95.9)

The function y = Mx- 1 + !Nx has a minimum V2MN for x = J2M/N, so for
H 2:: J2M / N we get from (95.9)
(95.10) l~hf(x)1 :::; V2MN.
COROLLARY 2. For X = Rn, Y = R, F(x) = f(x) = f(X1, ... ,X n ), let

(95.11)

n
Ilx - yll = L Ix; - y;i (x,y EX),
;=1
and

11F[:)(h, h)11 = L
;,j
8: •
2
fx' h;h j
J

: :; L Nijlhil·lhjl·
i,j
48 CHAPTER I

Therefore, we have (a = (al,"" an), b = (b l , ... , bn )),


(95.12)

and, if If(x)1 5 M (Vx E D),


(95.13)

By using the following inequality for nonnegative numbers a, b, c, d,

ab + cd 5 (a + c)(b + d),
(95.12) and (95.13) give, respectively,

(95.14)

(95.15)
af 1
"(b, - a·)- < 2M + - " N .. (b· - a·)(b· - a·)
n

L-t. • aXj - 2 ~ 'J' • J J'


.=1 ',J
If bl - al = ... = bn - an = h (95.15) becomes
~ af < 2M !:.N
(95.16)
L-t
;=1
ax'• - h +2 '

where N = I: N;j.
i,j
Therefore, if min(b i - ai) ~ 2y'M/n, then

(95.17) t:fi
.=1
S2JMN.
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 49

On the other hand, for bi = Xi + hi, ai = Xi - hi (hi> 0), (95.15) becomes

(95.18) ~ aof -< M + ~2 '"


L.J h,· L.J N·')·h·h·
, )'
.=1
'
Xi .. ',)

and for hI = ... = h n = h,

(95.19)

If D = R n , inequality (95.19) gives

(95.20)

where N is given as above.


Using (95.16) and (94.17) we can formulate the following result

n of < { 2:: + hf, if h < 2..jM/n,


(95.21)
~ OXi - 2JMN, if h 2 2..jM/n,

where h = min(bi - ai).


A simple consequence of (95.21) is the following generalization of a result from
[189] (see 45., i.e. inequality (45.1)):
Let X = [0, 1]n, If(x)1 ~ 1, and let (95.11) be valid with N = "L-Nij. Then
i,j

(95.22)
n of
'"_ <
{4±N
2'
if 0 < N ~ 4
~ OXi - 2..jN, if N > 4.

Note that in the case when hI = ... = h n = h, we have

if
02f
'L.J
" ox.ox· ~A.
i,j , )
50 CHAPTER I

In this case, instead of (95.18) we can get

n of M hA
(95.23) , , - <-+-
~ ox' - h 2'
i=l •

and instead of (95.20), we have

n of
(95.24) "~ox· :::; V2MA.
i=l •

It is a generalization of (7.2).
By using (95.23) and (95.24) we can obtain the following generalization of

II: a:;2lxi : :;
(45.2):

Let X = [o,l]n, If(x)1 :::; 1 (x E X) and A (x E X). Then


.,}

(95.25) t
i=l OXi
of (~, ... ) ) :::; {
2 2
2+
V2A,
1, if 0 < A:::; 8,
if A > 8.

If instead If(x)1 :::; M we have the condition

(95.26) 0:::; f(x) :::; M,

we can obtain better bounds. This is a consequence of the first remark af-
ter Theorem 1, and these results can be obtained from previous by substitu-
tions M -+ M/2. For example the following generalizations of results of V. M.
Olovyanisnikov (see 23.) are valid:

nof
(95.17') :::;V2MN, and
Lox.
i=l •
nof
(95.24') :::;VMA,
Lox.
i=l •

where the other conditions for (95.17) and (95.24) are fulfilled, respectively.

96. G. Talenti [190] considered inequality

( !
00
X- 1 / 2 U dx
) 2:::; 4G ( ! 00
u2 dx +2
(
! !
00
xu 2 dx .
00
xu,2 dx
) 1/2) ,
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 51

and W. N. Everitt and A. Zettl [191] studied

( iXbf'2(X)dX)' ';N(a,b) 7XO[(x)'dX 7x-0((x./,(X))')' dx.


o 0 0

97. The Landau-Kolmogorov inequality theory has been generalized to Hermi-


tian and dissipative operators in a Banach space. See for example, B. Bollobas
[193], B. Bollobas and E. Galanis [194], J. R. Partington [195] M. Protter [196],
P. Chernoff [197], and B. Bollobas and J. R. Partington [198].

98. T. Kato and 1. Satake [199] developed an algebraic theory of Landau-


Kolmogorov inequalities.

99. Zvyaginstev [200] continues his investigation from [176]' [177] of Landau-
Kolmogorov inequalities.

100. Landau-Kolmogorov type inequalities for functions on Rn to a Banach


space are studied in Redheffer and Walter [201]. The domains of the functions
must be restricted in order to get these types of inequalities.

101. If f is only defined on [a, b] then one can get inequalities of the Landau
type 1If'1I2 ~ Kllfllllf"11 under further boundary conditions. For example, in
Gillman, Kaper, and Kwong [202], the boundary condition that f' has a zero in
[a, b]leads to a precise calculation of the best constant.

102. R. C. Brown and D. B. Hinton [203] study sufficient conditions for an


inequality of the form
(102.1)

where 1 ~ r, p, q ~ 00, 0 ~ j ~ n - 1, and f(n-l) is absolutely continuous. If the


right hand side is finite, one seeks the existence of a constant K. If ,\ = n = 1,
then this is a weighted Hardy inequality, see Chapter IV, Section 45. For,\ ~ 1
and n > 1 they offer the following result.
52 CHAPTER I

THEOREM 1. Define Po by ..!!..


Po
= n-j
q
+ i,
Ao by Ao = n-r
r q
i+q-:+p-:
(Ao = 0 if
n = r = 1 and q = 00), and J = A(a + r- - n + j) + ( -A)(-y + q-l + j)).
1
Then assume P ~ Po and Ao S; A S; 1. Then an inequality of the form (102.1)
holds if

(i) 1= R+, a +r- 1 is not an integer less than n - j, p ~ r, and f3 + p-l = J;


or
(ii) 1= [b, 00), a+r- 1 is not an integerless than n- j, p ~ r, and f3+p-l S; J;
or
(iii) 1= [b, 00), {a + r- 1 is an integer less than n - j or p < r}, and f3 + p-l <
J, or
(iv) 1= (0, b], a+r- 1 is not an integer less than n- j, p ~ r, and f3+r- 1 ~ J;
or
(v) 1= (a,b], {a+r- 1 is an integer less than n-j orp < r}, andf3+p-l > J.

103. Existence of inequalities of the form

L JlPi11 Pdx + J111 dx ~ c JID P m


11 Pdx
J G G G

for p > 1 and certain differential operators Pj is given by K. T. Smith [204].


Specifically {P;} are differential operators with continuous coefficients on G, G
a domain in Rn whose characteristic polynomials have no common zeros and
1 E Cm(G).

104. D. Huang and J. Wang, [205]' consider Landau-Kolmogorov inequalities


for nth order splines 1 and operators L = D
m
I1 (D2
;=1
- an. They show that if

IIL11100 S; 1 and 1111100 S; 1 then 111(j) 1100 S; In,j, j = 1, ... , n - 1.

105. E. Neuman and J. Pecaric [206] gave a generalization of the Zwick-Farwig


paper [152]' see Section 79.

106. C. D. Pagani in a private communication to D. S. Mitrinovic in 1972, noted


that in his paper "On the equation sgn( x )Ix IP Uy - U xx = 0 and a related one" he
LANDAU-KOLMOGOROV AND RELATED INEQUALITIES 53

makes use of the following two inequalities:

where p > -1, v is a complex valued function belonging to C 2 ((0, 00)) and such
that x p / 2v and x- p / 2 v" belong to L2(0, 00). The best possible constants cp and
c~ are calculated and the functions for which the equality holds are given.
In studying problems related to the equation cited in the title of the paper, he
has also found the following inequality:

107. Additional references to Landau-Kolmogorov inequalities are by Zuk [207]-


[210]' Nikol'skil [211], Ligun [212], Hoa [213], Zwyaginsev [214], [215]' Kral-
jevic and Pecaric [216], and Kudrjavcev [217].

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CHAPTER II

AN INEQUALITY ASCRIBED TO WIRTINGER


AND RELATED RESULTS

1. In this Chapter we shall consider inequalities of the form


(1.1) II flip :::; C(p,q,n)(b-at-~-tllf(n)lIq
on an interval [a, b) under the assumptions that f(n-l) is absolutely continuous
and f( n) is in U. The exponent of (b - a) is selected to make the inequality
invariant under translation of the interval and invariant under scale change, as
it must be. We attempt as much as possible to get the best possible constant
and reserve the notation C(p, q, n) for the best possible constant. Now, such an
inequality as (1.1) does not exist for all functions f since the kernel of the map
from f to f(n) is n-dimensional. Hence in order to get such an inequality we
must impose at least n independent conditions on f.
The most famous example of such an inequality is one usually ascribed to
211"
Wirtinger. Let f be a periodic function with period 27r with J f( x) dx = O.
o
Then

J J
211" 211"

(1.2) (!(x))2 dx :::; (f'(X))2 dx


o 0
with equality if and only if f( x) = A cos x + B sin x for A and B constants.
In the literature, (1.2) is known as Wirtinger's inequality (see [1) and [2]). We
will also accept this name. The French and Italian mathematical literature do
not mention the name of Wirtinger. It appears that the first published proof
by W. Wirtinger was in the 1916 book of W. Blaschke [3]. In fact, however, an
inequality of the form (1.2) with weaker conditions on the function f was given
in 1905 by E. Almansi [4) who showed

J J
b 2 b

(1.3) f'(x? dx ~ (b~a) f(x)2 dx,


a a
b
if f and f' are continuous, f(a) = feb), and J f(x) dx = o.
a
These conditions were weakened in turn by E. E. Levi [5] in 1911 and L. Tonelli
[6] in 1914.
66
WIRTINGER INEQUALITY AND RELATED RESULTS 67

2. L. Scheeffer in 1885 [7] proved the following result:


If f and f' are continuous on the interval [a, b] and if f( a) = f( b) = 0, then

J J
b 2 b
(2.1) f'(x)2 dx 2 (b: a) f(x)2 dx.
a a

Note that Scheeffer's result is also given in Kneser's article [8].


However, in 1896, E. Picard [9] considered the problem of finding the function
f which maximizes the expression
b
I p(x)f(x)2 dx
a
(2.2)
b
I f'(x)2 dx
a

where f and f' are continuous functions, f(a) = f(b) and where p is a positive
continuous function on (a, b).
In papers [10]'[11] W. Stekloffproved that (2.1) is valid if either f(a) = f(b) =
b
o or I f( x) dx = 0 is valid. A further generalization of (2.1) is given in Stekloff's
a
paper [12].

3. The two dimensional version of the quotient (2.2) was studied by H. A.


Schwarz [13] in 1885. He determined the maximum of the quotient (with appro-
priate boundary conditions)
II p(x, y)f(x, y)2 dxdy
R

If R is convex and II f(x, y) dxdy = 0 and p(x, y) == 1, the maximum value of


R
this quotient Q is U 2 /24, where £ is the maximal chord of the region R. This is
a result of H. Poincare [14]. He also considered an analogous problem in three
dimensions. For modern versions of this classical Poincare inequality see 64.
below.
The two dimensional quotient in the case p( x, y) == 1 is considered by E.
E. Levi [15]. He shows that if R is convex with respect to a point P whose
minimum and maximum distance to the boundary of R are £ and L respec-
tively, and II f(x,y) dxdy = 0, then the quotient Q is less that 1/K, where
R
K, = mIll
. (31 1)
'i."V' 13£2 •
68 CHAPTER II

In a private communication, H. Kalf gave the following comment concerning


the priority of Wirtinger-type inequalities.
If one does want to dig for even earlier sources, one has to go back to Jacobi's
treatment of the second variation (Crelle's Journal fUr die reine und angewandte
Mathematik 17, pp. 68-82, 1837; see also the papers cited on p. 60 of Bolza's
"Vorlesungen tiber Variationsrechuung" in this context), but maybe this is car-
rying things too far.

4. Inequality (1.3) can be also found in the book [16) of J. Hadamard from 1910,
but in that year Ja. D. Tamarkine [17) proved the following result:
If a continuous function f has two continuous derivatives in (a, b) and if f( a) =
b
feb), J f(x) dx = 0, then
a

J ~ (b: a) J
b 4 b

(4.1) rex? dx f(x? dx.


a a

A related results was given by N. M. Kriloff [18):


Let f( x) be a real function such that it has an absolutely continuous first
derivative in (a, b) and that its Fourier's series is uniformly convergent on an
b
interval (a, b). If f(a) = feb) and J f(x) = 0, then
a

J a) Jf(x)2 dx.
b 4 b
(4.2) rex? dx ~ (b ~
a a

For some related results see papers of M. Picone [19) and G. Cimmino [20).

5. The form of the inequalitiy (1.2) was slightly changed by E. E. Levi [21)
in order to accomodate other boundary conditions. For example, let f have a
bounded derivative on (a, b) and let f( a) = f( b) = 0. If A and B are disjoint
measurable sets such that A U B = (a, b) then

J
a
b
f(x)2 dx S (b ~ a)
2
J
A
f'(x? dx + Ilflloo(b - a) J
B
1f'(x)1 dx,

and
WIRTINGER INEQUALITY AND RELATED RESULTS 69

J 8Jf'(x? dx + IIflloo (b; a + 1) J1f'(x)1 dx.


b

If(x)f'(x)1 dx ~ (b - ~~2 +
" A B

6. A. Pleijel [22] proved that if f is periodic of period 27r with f" E L2(a,b)
then
2,..
2,. 2,. (2,..)2
ff'(x)2dx
27r ;,..
f f"(x)2 dx
J
0
f'(x? dx ~ 27r J
0
f(x)2 dx - J
0
f(x) dx

J
2,..

~ 27r f'(x)2 dx.


o

The right hand inequality implies (1.3) but has stronger hypothesis. On the
other hand it is a better inequality as it stands. Janet [23] had proved this part
earlier as well as other results in [24].
As a follow-up of Janet's results, Cimmino [25] considered quotients of the
form
b
f f(n)(x)2 dx
(6.1) 1= .::,"-----
b
(p < n)
f f(p)(x)2 dx
"
under the conditions that f
have continuous derivatives of order n - 1 and f
2n-2P
have an n-fold zero at a and b. He showed that the minimum of I is ( :::! )
where vn,p is the least positive zero of the Wronskian of n independent solutions
of the differential equation

Janet in [23], [24] continued the study of finding the explicit minimum of I. The
papers [23], [24] also contain the following geometric result. Let

( t(1 +cos t) t 2 t-sin t) -7r ~ t ~ 0,


c: { t+sin t ' t+sin t '

( t(I+COSh t) t2 sinh t-t)


t+sinh t ' t+sinh t , o ~ t.
70 CHAPTER II

The two branches of this curve descend from (0,11"2) to (1,0) and then ascend to
(+00, +00). The result is that if f and f' are continuous on (1,1), then the point

(
! (1(0)2 + f(1)2)
1 '
i
1
f'(x)2 dX)

J f(x)2 dx J f(x)2 dx
o 0

lies on or above C.
Other results related to the quotient I are in M. Janet [28],[29],[3o], G. Cim-
mino [31] and the doctoral dissertation [32] of Tcheng Tchou-Yun.

7. Several results of G. H. Hardy and J. E. Littlewood [33] are given in the


well-known book of Hardy, Littlewood and P6lya [1], as follows:
(i) (Th. 253) If y' belongs to L2(0, 00), yeO) = 0 and y is not always zero,
then

(ii) (Th. 254) If u > 4, yeO) = 0, y(l) = 1, and y' is L2, then

1 ( y2) d x > -
uy ,2 - - 2-
/
x2 - 1- 2a'
o

where a = (~ - ~) 1/2. The only case of equality is that y = xa+1/2.


(iii) (Th. 255) If k > 1, u > (k~l)k, yeO) = 0, y(l) = 1, and y' is Lk, then

/1( uy
,k yk)
- xk
1
dx ~ (k _ 1)(1 _ >.)'
o
where>. is the (unique) root of

u(k _1)>.k-1(>. - 1) + 1 = 0

which lies between (k - l)jk and l.


(iv) (Th. 256) If yeO) = 0 and 2k is an even positive integer, then
1 1

/ y2k dx ~ C/ y,2k dx,


o 0
WIRTINGER INEQUALITY AND RELATED RESULTS 71

where
1 (2k. 11"
C = 2k _ 1 -;- sm 2k
)2k
There is equality only for certain hyperelliptic curves.
(v) (Th. 262) Ify(O) = y(I) = 0 and y' is L2, then

/
1 y2
x(I- x) dx <
1/1 ,2
2" y dx,
o 0

unless y = cx(I - x).


(vi) (Th. 220) If y' is L2 then

unless y = x/(ax + b), where a and b are positive, in which case there is
equality. More generally, if m > k > 1, r = T - 1, and y' is positive and
Lk, then

where
K _ 1 ( rr(m/r) )
-m-r-I r(I/r)r«m-I)/r) ,
unless y = x/(ax r + b)l/r.
Note that Theorems 257 and 258 and Scheeffer's and Wirtinger's inequalities,
respectively, and that for (vi) is given the reference Bliss [34].

8. The Bohr inequality from 1935 (see [35]) for almost periodic functions is
connected to the previous results. Namely, if 1 has no spectrum in [-.x, .x], then

(8.1) 1111100 ~ 2~ 111'1100.


(For an interesting proof see Esseen [36].) L. Hormander [37] has shown that
(8.1) holds for functions in the Schwarz class cp', with spectrum defined in the
distribution sense. He also showed that there is a more general theorem where
only a one sided bound of the derivative is assumed.
72 CHAPTER II

A related and in a certain sense dual inequality of (8.1) is Bernstein's inequality


N
(see [58, II, p.7]). If f(x) = L: G//e ivx is a trigonometric polynomial of degree
//=-N
N, then

(8.2) 111'1100 ~ Nllflloo.


Bernstein's inequlaity also holds for entire functions of exponential type

where T is the type of f. (see, for example, Boas [38, p. 206).)


D. G. Northcott [39) proved the following result:
If Ak is the class offunctions such that f(x) = f(x+27l"), f(x), f'(x), . .. ,f(k-l)(x)
211"
are absolutely continuous, J f(x) dx = 0, then
o

4 +00 (_l)//(Hl) (k)


(8.3) IIflloo ~ -; ~ (2v + l)Hl IIf (x)lIoo.

Further, for each value of k, there is always a function f( x) belonging to Ak and


not identically zero, for which equality is valid in (8.3).
This is a known result of Favard (Zentralblatt fUr Mathematik 16, 58-59).)

9. A very simple proof of Wirtinger's inequality is given by A. Dingas [40).

10. Generalizations of results from 7., i.e. of result from Chapter VII of [33) is
given by V. 1. Levin [41). His paper contains the proof and some applications of
three general inequalities:

J J
1 1

(10.1) f(x)y(x)k dx ~ y'(x)k dx,


o 0

J ~J
1 1

(10.2) g(x)z(x)2 dx q Z'(x)2 q dx,


o 0

and

J J
00 00
(10.3) h(x)w(x)k dx ~ w'(x)k dx,
o 0
WIRTINGER INEQUALITY AND RELATED RESULTS 73

where k is a real number> 1; if k is an even integer, we put k = 2q.


In (10.1) y(x) is the integral of y' (y(O) = 0), y' 1= 0, y' ?: 0 if k i:- 2q and
y' E Lk(O, 1); f( x) is given by

(lOA) f( ) = -(k _1)¢/(x)k-2fjJ"(x)


x fjJ(x)k-1 '

where fjJ E fjJj, i.e. a) fjJ(O) = 0 b) fjJ'(l) = 0, c) fjJ" exists almost everywhere
in (0,1), fjJ" 1= 0, fjJ" ~ 0, and d*) (fjJI+e)' E Lk(O, 1), where c > 0 is arbitrarily
small. If fjJ satisfies instead of d*) the condition d) fjJ' E L k(O,l), we say that
fjJ E fjJ I. The sign of equality can occur in (10.1) only if fjJ E fjJ I, and then it occurs
for y = CfjJ(x) (C ?: 0 if k i:- 2q); if fjJ E fjJj \ fjJI we have in (10.1) strict inequality
with the best constant.
In (10.2) z(x) is the integral of z' (z(O) = 0), z(l) = 0, z 1= 0 and z' E L2 q (0, 1);
g(x) is given by (lOA) with k = 2q, where fjJ E fjJiI, i.e. fjJ satisfies a), b') fjJ(l) = 0,
c) and d*) with k = 2q. Accordingly, fjJ E fjJII, if fjJ satisfies d) with k = 2q instead
of d*). The sign of equality can occur in (10.2) only if fjJ E fjJII, and then it occurs
for z = CfjJ(x); if fjJ E fjJh \ fjJII, we have in (10.2) strict inequality with the best
constant.
Finally, in (10.3) w(x) is the integral of w' (w'(O) = 0), w' 1= 0, w ?: 0 if k i:- 2q
and w' E Lk(O, 00); hex) is given by (lOA) (f -+ h), where fjJ E fjJjII' i.e. fjJ
satisfies a), c') fjJ" exists almost everywhere in (0,00), fjJ" 1= 0, fjJ" ~ 0, and d'*)
e
(fjJI+e)' E Lk(O,e), (fjJl-e)' E Lk(e, oo) with a certain 0 < < 00, where c > 0
is arbitrarily small. We say that fjJ E fjJIII if fjJ satisfies d') fjJ E Lk(O, 00) instead
of d'*). The equality can occur on (10.3) only if fjJ E fjJIII and then it occurs for
w =" CfjJ(x)j if fjJ E fjJ~II \ fjJIII, we have in (10.3) strict inequality with the best
constant.

11. S. L. Sobolev [42],[43] considered the following inequalities:

(11.1 )

([lII'dZ)'" ';C([2:1::J dZ)"',


(q-l = p-l _ n- l , BeRn)

and
74 CHAPTER II

(11.2)

(p ~ n/ s, q-l = p-l - sin, 1 ~ r ~ q).


He only proved the existence of constants C, M and N.

12. A slightly different set of boundary conditions were considered by E. Schmidt


[44]. Let l' be piecewise continuous on [O,a] with J(O) = J(a) and let m =
min J(x) and M = max J(x) satisfy m + M = 0. Then for p > 0, q 2: 1
O~x~a O~x~a

(12.1) (~ a ! )
IJ(t)IPdt
lJp
~ ~H (~, q ~ 1)
(a)
aq- l ! 1f'(tWdt
lJq

where

If m +M is not required to be zero and p = q 2: 1, then Schmidt showed that

+ M)IP dt ~ _1_ (L sin ~)P aP J


a a

(12.2) J
o
IJ(t) - ~(m
2 P -1 411' P
0
1f'(t)IP dt.

a
Now if one takes p = 2 and J J( t)dt = 0, we get
o

(12.3)

which improves (1.3). This inequality for a = 211' appears in Benson [45]. Of
course a scale change is not important in obtaining such results. For other results
related to (12.1) see E. Schmidt [46], Bellman [47] and B. Sz. Nagy [48].
WIRTINGER INEQUALITY AND RELATED RESULTS 75

13. Northcott's result (8.3) was generalized by R. Bellman [49] who showed that
7r

if f(n) E L 2k , f(x) = f(x + 211") and J f(x)dx = 0, then


-7r

7r 7r

(13.1) / f(x)2k dx ~ a~k / f(n)(x)2k dx,


-7r -7r

where k, n are integers and an are the numbers that appear on the right hand
side of (8.3).
For k = n = 1 the inequality (13.1) is weaker than (1.2).

14. Wirtinger type inequalities have a close connection with differential equa-
tions. Beesack [50] established the following one.
THEOREM 1. Let the differential equation
(14.1) Y" + py = 0
be disconjugate (see Ch. 6) on (-a, a), i.e. let a solution Yl exist such that
a
Yl(X) > 0 on (-a, a). Further assume J p(x)dx 2 o. If f(±a) = 0, f' E L2, and
-a
a
J f(x)p(x)dx =0, then
-a
a a

(14.2) / f'(x? dx 2 / p(X)f(X)2 dx.


-a -a

Equality holds if and only if f( x) = AYl (x) where A = 0 if either Yl (a) -j. 0 or
Yl( -a) -j. O.
a
Beesack also considered inequalities where J f'(x)2 dx on the left in (14.2) is
-a
a
replaced by J f" (x)2 dx.
-a
Other higher derivative versions are given by W. J. Kim [51] and Z. Nehari
[52]. Kim's result reads as follows. 1

THEOREM 2. Let f have m continuous derivatives with f(j)(a) = f(j)(b) = 0,


j = 0, ... , n - 1, then

/
b

f
(m) 2 (b-a) IT_ (2k+1) 2/ (a_x)2m(b_x)2m
(X) > -2-
2m m-l
f(x) dx .
b 2

a k-O a

Beesack's [53] version of this is slightly different.


76 CHAPTER II

or
THEOREM 3. Let f' E L2k on [-7r, 7r] with f(7r) = f( -7r) and J f(x)2k-l dx = 0
then

J J
or or

f(x)2k dx S 2k ~ 1 (ksin ; ) 2k f'(x)2k dx.


-or

See [53] for the cases of equality. Beesack also replaced the differential equation
(14.1) by

(14.3) (r(x) (Y'(X)P-l))' + s(x)y(x)P-l = 0,

where r, r', and s are continuous on (a, b) with r( x) > 0 and s( x) ~ 0 where r
may have a zero or a discontinuity at some single point.
Further let p = 2k and q = 2;~1' Suppose there is a solution y(x) of (14.3)
on (a,b) which is absolutely continuous and y(x) < 0 on (a,x) and y(x) = 0 on
(x,b). Suppose y also satisfies

y'(x) =0 (_1 ), y'(x) =0 (_1 ), y'(x) _ 0 ( 1 )


y( x ) x- X y( x ) x- a y( x) - b- x
for x near x, a, b respectively.
The multiplier r( x) must satisfy

rex) =0 (x - X)P-l) or r(x)q/p J x

r(t)-q/p dt = O(x - x),


x
near Xj

rex) =0 (x - a)P-l) and r(x)q/p J r(t)-q/p dt = O(x - a),


x

near aj and

J
x

rex) =0 (b - x)P-l) and r(x)q/p r(t)-q/p dt = O(b - x)

near b.
b b
If f is absolutely continuous with Jr(t)f'(t)P dt < 00 and J s(t)f(t)P-l dt < 00
a a
then

J J
b b

(14.4) s(t)f(t)P dt S r(t)f'(t)P dt


a a
WIRTINGER INEQUALITY AND RELATED RESULTS 77

b
with equality if and only if f(x) = cy(x) where c = 0 unless J r(t)y'(x)P < 00.
II

15. Various generalizations of (1.2) along the lines of Beesack are given by W.
J. Coles in [54], [55]. One of them is given here. Let m be an integer and set
m
n = 2m. Let k i be numbers that are 0 and 1 so that I: ki is even. Define
i=O
i
hi = I: ki and
j=O

Pi = (_1)hi, qi = (_1)ipi' Ci = (1 - ki)a + kib,


di = ki+la + (1 - kiH)b, and d~ = a + b - di.

Let p( x) be continuous and assume the differential equation

(15.1) y(n)(x) - p(x)y(x) = 0

has a solution y(x) such that (-1)mp(x)y(x) ~ 0, with strict inequality some-
where, and satisfying the boundary conditions

Then for functions f such that f(m) E L2 and f(i)(d~_i_l) = 0 O:S i :s m - 1


we have

J J
b b

(_1)m p(x)f(x)2 dx :s f(m)(x)2 dx.


II II

For cases of equality, see Coles' papers. He also discusses inequalities of the form

L(-1t+
i=1
i J
II
b

pi(x)f(i)(x)2dx ~ o.

16. Inequality (14.4) was also considered in Beesack [56], i.e.

JslulP :s Jrlu'IP
b b

(16.1) dx dx (p < 0 or p > 1)


II II

or the same inequality with :s replaced by ~ if 0 < p < 1.


78 CHAPTER II

In (16.1) we suppose that r, s are continuous and positive on ( a, b), where -00 :::;
a < b :::; 00. The Euler differential equation corresponding to the minimum
problem (16.1) is

(16.2)

if we suppose y > 0, y' > 0 or y > 0, y' < 0 respectively. In (16.1) the admissible
x
functions u are those of class AC( a, b) which satisfy u( x) = f u' dt or
a

J
b

u( x) = u' dt as specified below.


x

Suppose the first (second) of differential equations (16.2) has a solution y such
x b
that y >0 and y' >0 (y' < 0) on (a,b) with y(x) = fy' dt (y(x) =- fy' dt)
a x
while as x -t a+ (x -t b-) we have

b
where p > 1 and q = p/(p -1). Let u be any function such that J rlu'IP dx < 00

=! =1
a

and u(x) u' dt (U(X) u' dt). Then the inquality (16.1) holds. Moreover
b
equality holds in (16.1) if and only if u = cy where c= 0 unless J rly'IP dx < 00
a
and r yly'IP-l(X) = 0(1) as x - t a+ (as x - t b-).
By taking y(x) = x(k-l)/p and rex) = )..x p- k with)"
= (p/lk -l1)P we get the
case p > 1 of the well-known Hardy's inequality. Many other special cases of
the inequality (16.1) are given in [56] of which we list only the following here: If
p > 1, u E AC[O, 7r /2) with u(O) = 0, then

(16.3)
o o
WIRTINGER INEQUALITY AND RELATED RESULTS 79

and equality holds only if u = cy( x) where y( x) is the unique solution of the
y
equation x = ~psin(71"/p) J(1 - t P)-1/ P dt 0 ::; y ::; 1. (cf. E. Schmidt [44] and
o
[33, Th. 256], i.e. (iv) from 7.)

17. A. Yu Levin [57] gave the following two results:


THEOREM 1. Let x(t) be n times continuously differentiable on the interval [a, bJ,
and satisfy the conditions

(17.1)

where 81,82, ... ,8 n are certain points in the interval [a, bJ. Then the estimate

(17.2) a ::; t ::; b,

is valid on [a, b], where the numbers C 1 , C2 , • •• are defined by the expansion

L Ck tk
00

(17.3) tant + sect = 1 + (It I < ~).


k=1

With regard to (17.3) the values of Ck can be expressed as follows in terms of


the Bernoulli numbers Bk and the Euler numbers Ek

THEOREM 2. Let x(t) satisfy conditions (17.1), where we have one of the chains
of inequalities

(a ::;) a2 ::; a3 ::; ... ::; an ( ::; b)


(a ::;) an ::; a n -1 ::; ... ::; a2 (::; b).

Then the estimate

(17.4)

holds on [a, b].


Levin himself noted that Theorem 1 had been obtained by S. N. Bernstein in
1910 ([58]).
80 CHAPTER II

M. Hukuhara [59] indicates that M. Tumura [50] has found inequalities in the
form

(17.5)

and
IIlk) 1100 ~ k(b - a t- k IIf(n) llooln( n - k )!, k = 1, ... ,n - 1,
for f E en[a, b] having n zeros in [a, b] including zeros at a and b.
These results are also obtained by G. A. Bessmertnyh and A. Ju. Levin [61].
A proof of (17.4) is also given in Levin [62].

18. J. Brink [63] considered generalizations of these results replacing the infinity
norm by any of the usual p-norms. In particular he has considered the inequality
(1.1) with the hypotheses that f has n zeros on the interval [a, b]. If 1 < p ~ 00
then he proves that one may assume that there are n zeros at the endpoints. He
therefore considered the problem: Find the best possible constants K(n, k,p, q)
such that

(18.1)

where f has a k-fold zero at a and an (n - k)-fold zero at b, (0 ~ k ~ n). Let


IIp+ lip' = 1 with the usual conventions when p = 1. He shows that for B(x, y)
the beta function
(18.1')
K( n, k ,p,OO ) -_ B(pk + 1 pnI - pk + 1) ' 1 ~ p < 00,
n.

with

kk(n _ k)n-k
K(n, k,oo, 00) = I( -k)1.
n.n

In particular (17.5) is best possible. Furthermore he showed that

(18.2) K(n, k, l,q) = K(n, k,q', 00)

so that these numbers are known explicitly. Furthermore, the constants may be
of interest to study in themselves. For example Brink has shown that:
(a) K(n, k,', q) is increasing;
(b) K(n, k,p,') is decreasing; and
(c) K(n,k,·,q) is log convex.
WIRTINGER INEQUALITY AND RELATED RESULTS 81

Furthermore he has derived a (generally nonlinear) differential equation for the


extremal. In particular he can in this way show that K(2, 1, 2, 2) = 1/7r 2 which
is a version of Wirtinger's inequality. Moreover it follows from a) and b) that

(18.3) K(n,k,I,=):::; K(n,k,p,q):::; K(n,k,=,I).


The left hand side is known by (18.2) and it is conjectured that the right hand
side is less than K(n,O,=, 1) which in turn is known to be (n -I)!.

19. Fink [64],[65],[66] continued the study of these kinds of inequalities. In


particular he found simple proofs of the properties a), b), c) of 18., and gave
succinct arguments for the computation of extremals. Extremals exist in all
cases for the problem (18.1) except for (p,q) = (1,1),
In particular he showed that (18.2) can be extended to the general case:

(19.1 ) K(n, k,p, q) = K(n, k, q',p').


Thus the two inequalities are related. He called them conjugate inequalities.
Generally, if one replaces the zero conditions of Brink's problem by some other
boundary conditions, then the related problem has boundary conditions that are
in some sense adjoint to the original ones. For example consider the problems:

(19.2) l!fllp :::; D(n,p, q)(b - at+t-t IIf(n)llq


with f having n-fold zeros at a and at b;
(19.3) IIfllp:::; F(n,p,q)(b - at+t-}llf(n)llq
with Iflp- 1 sgn(f) J.. 7r n - l ;
b
where 7r n is the set of polynomials of degree:::; n. Here 9 J.. f means J f( x )g( x )dx =
a
0.
Then it is shown that for p < = and 1 < q
(19.4) F(n,p,q) = D(n,q',p').
The conditions are connected in that if f satisfies the boundary conditions of
b
(19.2) then fen) J.. 7r n - l as well as the integration by parts formula, J f(n)g =
a
b
(_I)n J fg(n) for 9 satisfying the boundary conditions for (19.3). Fink also shows
a
that F( n + 1, p, q) is the best possible constant in the inequality

(19.5)
82 CHAPTER II

i.e. B(n,p,q) = F(n + q,p,q). Phillips [218] has shown that

(19.6) B( n,p,oo ) = 6(n - , l,p)


n.
where 6(n,p) = min
qE1rn
IIx - q(x)lI.
The constants D and F satisfy conditions a), b) and c) of article 18. Some
of the constants can be computed as approximation problems to certain splines.
However one always has
1 1
(19.7) (n + 1)!22n+2 = B(n, 1, 00) S B(n,p, q) S B(n, 00, 1) = n!2 2n '
Other results are B(n,2,q) = K(2n + 2,n + l,q',q)1/2 with B(n,2,00) =
(( n + 1)!j(2n + 2)!)(2n+3)-1/2. Also B( n, 2,1) = (n!2 2n +1 )-1(2n+ 1)-1/2. The
latter two give upper and lower bounds for B(n, 2, 2).
Other boundary conditions are considered in [64] but we shall here mention
those in [66]. The inequalities are of the form

(19.8) Ilfllp s H(n,p, q)(b - at+~-t lIJ<n)lIq


with j(i)(ai) = 0, for a S ao sal S ... S a n -1 S b.

For 1 < p, q one may take all the ai at the ends of the intervals. See the discussion
in Chapter VI on disconjugacy for applications of these inequalities. Again the
properties a), b), and c) of 18. hold. We particularly want to mention the
following special cases:

(19.9) H(n, 1, 1) = H(n, 00, 00) = (rn~l]) / n!


(19.10) H(n, 1, 00) = ([~]) / (n + I)!,
H(n, 00, 1) = (rn~2]) / (n -I)!
These numbers serve as crude upper and lower bounds for H(n,p,q), however
various other better upper and lower bounds are obtained. In particular this
provides another proof of (17.4) and verifies that it is a best possible result.

20. H. Federer, W. Fleming and R. Rishel [67], [68],[69] proved the inequality:

(20.1)
WIRTINGER INEQUALITY AND RELATED RESULTS 83

where m > 1, IDul is the length of the gradient Du of u, for every u belonging
to a broad class of functions which vanish at infinity. The inequality (20.1) is
sharp.
Note that the constant in the right-hand side of (20.1) is the isoperimetric
constant.
In connection with this result are papers of M. Miranda [70] [71],[72]. Sobolev's
inequalities are considered in his book [73].

21. A slightly different weighted version of (1.2) is given by Troesch [74]. Let h
be a positive function with -h convex and h' piecewise continuous on [0,1] and
h'(O) ~ O. If f' is piecewise continuous with f(O) = 0, then
1
J h(x)f'(x? dx
(21.1 ) ~o~__~~_____ > __
71"2

1 1 - 4
J hex) dx J f(x)2 dx
o 0

with equality if and only if h is a constant and f( x) = A sin ('~n. This is


connected with the results in 3. and those in 67. Related results are given by
Troesch in [75].

22. Inequalities which involve linear combination of values of f that are some-
what like (1.2) are given by J. B. Diaz and F. T. Metcalf [76].
THEOREM 1. If f is continuously differentiable on (a, b) and suppose felt) =
f(t2) for a ~ tl ~ t2 ~ b, then
(22.1)

j
a
[J(I) - J(t,)[' dl ~ :' max (I, - a)', (b - I,)', (I, ; t, r) j f'(x)' dx.
a

If moreover f(a) = feb) then the right hand side of (22.1) may be replaced by

:2 J
b

max ((t2 - td 2, (b - a - t2 + td 2) f'(x)2 dx.


a

b
If further, all of the above hypotheses and (b - a )f( tl? ~ 2f( it) J f( t)dt holds,
a
then

J :2 J
b b

f(x)2 dx ~ max ((t2 - t l )2, (b - a - t2 + tt}2) f'(x)2 dx.


a a
84 CHAPTER II

Cases of equality are also given.


In this paper [76] more similar results are also proved.

23. In another direction one can replace integrals by sums of integrals as in the
following result, obtained in various ways by I. Halperin and H. Pitt [77], W.
Miiller [78], L. Nirenberg [79], and R. Redheffer [80]. If f" is continuous on [a, b]
then for every c; > 0

J J J
b b b

(23.1) f'(x)2 dx :s c; f"(X)2 dx + K(e) f(x)2 dx


a a a

where K(c;) = ~ + (b3a )2 and P = 1, Q = 12. This is best possible in the sense
that if P < 1 or Q < 12 then (23.1) is not correct for all f, and c; > o.
A. M. Pfeffer [81] generalized (23.1) to

J J J
b b b

(23.2) f{k)(X)2 dx :s c; j<m)(x)2 dx + Hk,m(C;) f(X)2 dx,


a a a

where one assumes that f{m) is continuous 1 k < m, f{i)(a) = f{i)(b), i = :s


0, ... ,m - 1 and c; > o. The best possible inequalities hold when
.f (b_a)2m-2k
0, 1 c; > 21r '

(r!J ",-1
k
(1-~), if J is a positive integer,

max ((217r)Ek _ c; (2hr)2m (2{J+l)1I")2k _ e (2{J+l)1I") 2m) else,


b-a b-a' b-a b-a'
1
where J = b-a (~) 2",-2k •
211" mE
The exponent m~k replaces the typographical error ~ - k noticed by Beesack.
Note that inequalities of this type are connected to the well- known Kol-
mogorov inequalities. So many other results, related to the above, are given
in Chapter I on Kolmogorov's inequalities.

24. H. D. Block [82] has formed a class of integral inequalities which contain
inequalities of Wirtinger's type. Here, we shall give some special cases of Block's
general results.
Let y be a real function, defined and continuous on a x b and having a :s :s
derivative which is sectionally continuous. Then for every c i- 0

ly(t)1 2 :S cothc~b-a) J b

((y')2 +c2y2)dx.
a
WIRTINGER INEQUALITY AND RELATED RESULTS 85

If yea) = 0, then

If yea) = y(b) = 0, then

and (when c -+ 0)
b

ly(tW ~ b ~ a J(y')2 dx.


a

25. R. Redheffer [83] gave several interesting related results. For example he
gave some comments about (21.1), an inequality of Block type (see 24.), etc.
Here we shall give his inequality of Wirtinger type:
Let v and w be absolutely continuous and let v > 0, v' > 0, w > 0, w' ~ o.
Then u( a+ ) = implies°
J
b

u' w dx
r'
~ - J b

w' u 2 dx
v
a a

and the inequality is strict unless v satisfies

J
b

v'w dx < 00, lim vex) = 0,


x-+a+
lim v(x)w(x) =
x-+b-
o.
a

26. Some related results are also given in papers by Rybarski [84] and Krzywicki
and Rybarski [85],[86]. For example, the following result is proved in [86]:
Let a real function J(t), defined on the interval [-1,1] and absolutely continous
there, satisfy the boundary conditions J( -1) = J(I) = o.
If a ~ -1 then

J J
1 1

(26.1) (1 + a) pa+4J2 ~ pa 1'2,


-1 -1
86 CHAPTER II

where p = (1 - t 2)-1/2.
There is equality in (26.1) only if either a > 0 and f = const (1 - t 2)(I+a)/2
or a ~ 0 and f = 0 besides the trivial case when the integrals in (26.1) become
infinite.
We also have, for a > -2,

J J
1 1

(26.2) (2 + a) pa+2f2 ~ p2 f'2.


-1 -1

There is equality in (26.2) only if f = const(1 - t 2 )I+a/2 besides the trivial


case as above.

27. V. I. Levin and S. B. Steckin [87] have indicated a number of interesting


analogues of inequality (1.2). Related results for functions of several variables
are given in papers of J. Calvert [88],[89], S. F. Morozov and V. I. Plotnikov
[90] and D. Mangeron and A. Oprea [91]. For example, in his papers J. Calvert
considered the following norms:

j = 1,2,

where q is a function of special type.

28. A differently weighted version of (1.2) was studied by D. W. Boyd [92]


namely inequalities of the form

(28.1) !6 11(x)I P IJ<o)(x)I'w(x) dx'; K !


(6)tl!.
<Ix •
11(0)(x)r"(x)

He gave a method for discovering the best possible constants K under the as-
sumptions that f(n-1) is absolutely continuous and f has n zeros at a. For
sufficiently smooth weights v and w the extremal solves a boundary value prob-
lem for a differential equation. For n = 1 and v == w == 1 he obtained the best
constants.
The cases p = q = r = 2, n = 1; p = 4, q = 0, r = 2, n = 1 for v == w == 1 are
considered by O. Arama and D. Ripianu [93] under the hypothesis that feb) = 0
and they do not obtain the best possible constants.
The inequality generalizes both Wirtinger's inequality (1.2) and Opial's in-
equality which is considered in the next Chapter.
WIRTINGER INEQUALITY AND RELATED RESULTS 87

29. Discrete versions of Wirtinger's inequality are given by various people. K.


Fan, O. Taussky, and J. Todd [94] proved that if Xl = 0 then

n-l n
(29.1) '
~ " ( Xk- - Xk-l )2 ;::: . 2
4sm ( )
7r " 2
~Xk
'
2 2n-l
k=l k=l
with equality if and only if

. (k-l)7r
xk=Sln , k=I, ... ,n.
2n-l
n
If instead XnH = Xl and L:: Xk = 0 then
k=l
n n
(29.2) "
~ ' ( Xk - Xk-l ) ;:::
2 4sm
' 2 :;;
7r ' " 2
~Xk
k=l k=l
with equality if and only if

2k7r 2k7r
xk=A cos--+B sm--, k=I, ... ,n.
n n

If in (29.2) one passes to the limit one recovers (1.2).


The paper [94] also considers discrete analogues of (6.1). Related results are
given by H. D. Block [95]. A. M. Pfeffer [81] gave discrete analogues of (23.1)
and (23.2). A. M. Fink [96] also gave discrete versions of (1.2) where he gave
a theory parallel to that of 18. for the continuous case. Further results can be
found in papers of R. H. Sadikova [97], J. Novota [98]' and G. V. Milovanovic
and 1. Z. Milovanovic [99] that sharpens 29.2. Let n = 2m, n ;::: 4 and suppose
n
L:: Xi = 0 with Xn+i = Xi i = 1, ... , m. Then
i=l

n n
( . 2 27r . 2 7r ) 2
L(xi - XiH)2 ;::: sm -:;;: - sm :;; t;(Xi + Xi+m)
i=l

+4sm -. 2 7r Ln
x·2
n ;=1 •

with equality if and only if

27ri . 27ri C 47ri . 47ri


Xi = A cos - + B sm - + cos - + D sm-
n n n n
88 CHAPTER II

i = 1, ... ,no

30. In the papers [100) of Mitrinovic and Vasic, and [101) of Janet the history
of inequality (1.2) and its relatives are given. The name of Wirtinger's inequality
is not justified. In the paper [100) the topics are exposed chronologically as in
this Chapter, where the text has been updated and enlarged.

31. Extensions of 7(i) are given by R. Redheffer [102). Some results concerning
Wirtinger's inequality can be found in papers of U. Richard [103) and A. Lupa§
[104].

32. Generalizations of results from 14. and 16. are given by the same author in
[105].

33. There exists a constant M such that

IIflloo :::; M sup If(x) - f(Y)1


Ix-YI9/ A

for every f E Loo with no spectrum in [-A, A].


This is a variant of Bohr's inequality (see 8.). Inequalities of such type have
been used by T. Ganelius [106]'[107] in his work on Tauberian remainder theo-
rems. Ganelius also suggested that this inequality could be obtained in a more
general group context, and paper [108] of L. Landberg is devoted to a discussion
of this matter.

34. If ~ is a real-valued smooth (e.g. C 2 ) function defined on three-dimensional


Euclidean space and II . II is the L2 norm, then

(34.1)

This was shown by L. Nirenberg [109]' and with the constant c = 4/7r by H.
Fujita [110]. G. Rosen [111] gave the best possible constant

(34.2) 4/~
c -_ 3" 7r -_ O. 078 ...

35. Some results about inequality (6.1) (for p = 0) is given by Z. Denkowski


[112] as well as some discrete analogues.

36. I. J. Schoenberg [113) proved Theorem 1 from 17. but with less restrictive
conditions for functions, i.e. x(t) E Cn-1(I), x(n-l)(t) satisfies a Lipshitz con-
dition and X(II)(t) (v = O,l, ... ,n -1) vanishes at some points of I. He also
WIRTINGER INEQUALITY AND RELATED RESULTS 89

noted that his result for entire functions from 1936 [114] is a consequence of
these results.

37. A related result for functions of several result is given -by V. G. Hryptun
[115]. One-dimensional case of his result is proved by S. Mandelbrojt [116] in
1940.

38. Beesack's paper [50] gives a connection of Wirtinger's inequality to differ-


ential equations. Generalizations of his results with respect to partial differential
equations are given by P. K. Wong [117],[118],[119]. (See also [120] of M. J.
Winter and P. K. Wong.)

39. A paper [121] of J. Peetre is in connection to a result given in 24.

40. G. A._ Sadrin [122] studied the best constants in some inequalities of the
form

J J
11" 11"

(40.1) pu2 dx ~c (pu; + qu 2 ) dx (p(x) > 0, p(x) > 0, q(x) > 0).
o 0

41. N. Anderson, A. M. Arthurs and R. R. Hall [123] proved the following result:
if

(41.1) yeO) = y'(O) = y(L) = y'(L) = 0


then

(41.2)

where K is the smallest root of


7r K 1 /4 7r Kl/4
(41.3) tanh - 2 - + tanh - 2 - = O.
It is shown in the appendix of [123] that K =l= 81/16 and that the inequality is
best possible.

42. A new proof of (29.1) is given by O. Shisha [124]. In connection to (26.1) is


a paper [125] of B. Florkiewicz and A. Rybarski. Some inequalities .for functions
of two variables are considered by S. Easwaran [126].
90 CHAPTER II

43. Let f be a 271"-periodic function which is continuous and absolutely contin-


uous over a period such that l' E LP[0,271"], where 1 < p ::; 2. If there exists a
natural number m > 1 such that the Fourier coefficients of f satisfy ak = 0 for
k = 0,1,2, ... , m - 1 and bk = 0 for k = 1,2, ... , m - 1, then

(43.1)

This inequality of A. A. Jagers is an improvement of an inequality of W. A. J.


Luxemburg (see [127]).

44. For a result similar to (43.1), see Tsatsanis [128].

45. Let u be any real (or complex) valued function, defined on the whole m-
dimensional Euclidean space Rm, sufficiently smooth and decaying fast enough
at infinity. Moreover let p be any number such that: 1 < p < m. Then

(45.1 ) J
(
lul q dx
) l/q
::; C J
(
IDul P dx
) lip

where: IDul is the length of the gradient Du of u, q = mp/(m - p) and

( 45.2)
C= 7I"-1/2 m -l/p (p - 1 ) l-l/p ( r(l + m/2)r(m) ) lim
m- p r(m/p)r(l + m - m/p)
The equality sign holds in (45.1) if u has the form
l-m/p
( 45.3) u(x) = ( a + blxIP/(P-l) ) ,

where IIxll = (xi + ... + x;,.//2 and a, b are positive constants.


This result is due 10 G. Talenti [129]. If p -+ 1, we get (22.1).
Talenti also gave an analogue of the Sobolev inequality in one dimensional
case:

(45.4)

(J lui' dX) 'I.


L ) lip
< Ll/q+l/p' q(l + p' /q)l/P (
!IU'IP dx ,
- 2(1 + q/p')l/QB(l/q, l/p')
WIRTINGER INEQUALITY AND RELATED RESULTS 91

where u is any real valued absolutely continuous function on a bounded interval


[O,L] with u(O) = u(L) = 0 and p,p',q are numbers such that 1 ~ q < 00,
1 < p < 00, p' = p/(p - 1). The constant in (45.4) is the best.

46. Wirtinger (or Sobolev) type inequalities are also considered by N. C. Meyers
[130].

47. Sobolev type inequalities are also considered in papers of G. Rosen [131]'
F. B. Weissler [132]' T. Aubin [133] and A. Alvino [134].

48. Let M(f) = - f" + qf be a given differential operator. Inequality

is considered by W. N. Everitt and M. Giertz [135]. Related inequalities are


considered by the same authors in [135].
Inequality

J J
b b

(plf'12 + qlfn 2,\ wlfl 2


a a

was considered in papers [137], [138] of J. S. Bradley and W. N. Everitt and


[139]'[140] and [141] of R. J. Amos and W. N. Everitt. A similar inequality is
established by W. N. Everitt [l42].

49. If f E C 2 ( -00,(0) and ,\ > 0, then

Ilflloo ~ ~11f" - ,\flloo, 11f'11 ~ ~1If" - ,\fll·

These results are due to J. S. Muldowney [143].

50. G. Talenti [144] proved: Let f be twice continuously differentiable on the


00 00

positive half line and let J x f (x) 2 dx and J x f" (x) 2 dx be convergent. Then
o 0
00

J x l' (x)2 dx is convergent too and


o

J J
00 00

xf'(x)2 dx ~C x (J(x? + f"(x)2) dx


o 0
92 CHAPTER II

where C = 1/ (2(2v - 1)) is the best posible constant, v being the solution be-
tween 1/2 and 1 of

J
x/2

(1 - 2v sin2 t)(1 - v sin2 t)-l/2 dt = 0.


o

51. The following extension of Wirtinger's inequality is given by W. N. Everitt


[145]:
Let p be a given positive integer and let f E AC[O,211"] with: I' E L2( -211"),
f(O) = f(211") and

J J
211" 211"

f(x)cosnxdx= f(x)sinnxdx=O forn=O,I, ... ,p-1.


o 0

Then the following inequality is valid

J11'1 ~ JIfI
211" 211"

111'11 ~ pllfll I.e. 2 p2


o o
with equality if and only if for some A and B

f(x) = Acospx + Bsinpx (x E [0,211"]).

52. Best constants in integral inequalities of the form (1.2) for functions with n
zeros are considered by Ju. A. Melencova [146].

53. An interesting generalization of Wirtinger's inequality is given by J. M.


Feinberg [147]:
Let f be a real-valued piecewise C l function defined on a finite closed interval
b
[a, b], with f(a) = feb). If v ~ 1 is the quotient of odd integers, and Jr dt = 0,
a
f ¢. 0, then

JIl'l JIfIV
b b
v dt ~ K(v)· (4/(b - a)t . dt
a a

holds with K(I) = 1 and K(v) = (v -I)((1I"/v)csc(1I"/v)t, v> 1. The constant


K(v) is best possible in each case, but is not attained for v = 1. The case v = 1
WIRTINGER INEQUALITY AND RELATED RESULTS 93

is extended to vector-valued functions, and a discrete analogue of the result in


this case is given in the same paper.

54. Generalizations of Wirtinger's inequality are given in papers [148] of C. A.


Swanson and [149] of K. Kreith and C. A. Swanson. For example, the general
nth order type of inequality dealth with in [149] is

valid for admissible functions u, i.e. functions u such that u(n-l) E AC[a, b],
u(n) E L2(a, b) and which satisfy appropriate boundary conditions. Three main
methods for obtaining such inequalities are given. This paper contains many
examples of new Wirtinger type inequalities, as well as earlier results due to P.
R. Beesack [50]' W. J. Coles [54], K. Fan, O. Taussky and J. Todd [94]' and W.
Leighton [150].

55. Best constants in Sobolev's inequalities are considered in [151] by H. A.


Levine, [152]' [153] by P. S. Crooke, [154] by L. Gross, [155] by R. A. Adams
and F. H. Clarke and [156] by R. A. Adams.
So, H. A. Levine proved the following:
Let Hl(R2) denote the Sobolev space of all real valued functions, which to-
gether with their gradients, are square integrable in the plane. If </> E Hl(R2),
then

• < [/IV.I' dxdy. ( [ / .' dxdy/ [ / .' dXdY) 'I'

< 7r 4 / 3 + 5 X 10-4 •

The logarithmic Sobolev inequality, published by L. Gross in 1976, states that


for any continuously differentiable function u on Euclidean space Rn

(55.1) J
Rn
lu(xW In lu(x)ldJ-ln(x) ~ ~IIVuI12 + lI ul1 2+ IIull2In lIull,

where J-ln denotes Gaussian measure,


94 CHAPTER II

and 11·11 denotes the nonn on the Hilbert space L 2 (Rn,dpn),

II v ll 2 = J
Rn
Iv(x)12 dpn(x).

A simple proof of (55.1) is given in [155]. A generalization of (55.1) is given in


[156], and this result is also a generalization of a result of G. Rosen [157].

56. Inequality (16.1) was considered in papers [158] of B. Florkiewicz, and A.


Rybarski, [159] of A. Kufner and H. Triebel, [160] of G. Tomaselli, [161], [162]
of B. Florkiewicz, and [163] of D. T. Shum. For some related results see paper
[164] of B. Florkiewicz.
Here we shall give some results from [161] (see also [162]).
Let r, cp be given functions which are absolutely continuous and positive, and
define for p > 1 s = _¢l-p (rlcp'IP-1 sincp') and v = cp1- p (rlcp'IP-1 sincp'). As-
sume r Icp'lp-1 sin cp' is also absolutely continuous.
b b
If f is absolutely continuous such that Jrlf'lP dt < 00, J slfl P dt > -00,
a a
lim vlhl P< 00 and lim vlhl P> -00, then (limits are shown to exist)
t-a+ t-b-

b b

(56.1) J slflP dt + limvlhl P ~ Jr1h'I Pdt + t-a


limvlhl P.
t-b
a a

If limvlhl P ~ limvlhl P then the two limit tenns in (56.1) may be dropped.
t_a t-b
Conditions for equality are given in [161].

57. L. Bocek [165] gave multidimensional version of a results from [166] of Z.


Nadenik, and R. C. Brown [167] gave Wirtinger's inequality for linear operators.

58. Bohr-Favard's inequality (see 8.) is considered by A. 1. Kamzolov [168].


The following result is proved by Z. Ditzian [169]:
Let f be 211"-periodic, and let f, ... , f(1<-l) f be absoutely continuous and
2,..
such that Jf = 0 and f(k) E Lp(O,211") for some p, 1 ~ P < 00. Let ak =
o
00 00
(4/11") E i- k - 1 (k odd), ak = (4/11") E( _1);+li- k - 1 (k even). Then
;=1 ;=1
WIRTINGER INEQUALITY AND RELATED RESULTS 95

In the case P = 1 the constant ak is best possible (that is, equality can be achieved
for a suitable J). The case P = 00 is (8.3) while the case P = 2r (r a positive
integer) is (13.1).
Ditzian makes an extension from Lp to more general Banach spaces and also
considered the discrete analogues with differences in place of derivatives.

59. Let 1;, i = 1,2, ... , n, have absolutely continuous (k - l)th derivatives on
[a, b]. If in addition

fi~)(a)=O, i=I,2, ... ,n, r=0,1,2, ... ,k-l,

where f+(t) = max{f(x), O}, then

where the constant on the right-hand side is best possible.


This is a result of C. J. F. Upton [170]. For some previous results see papers
[171] and [172] of A. M. Russell. Related results can be found in Saitah [216]
and [217].

60. Several related results are given in papers [173], [174], [175] and [176] of B.
G. Pachpatte. The first two papers gave generalizations of the weighted version
of Wirtinger's inequality given by J. Traple [177]:
Let p be a real-valued nonnegative continuous function defined on [0, b]. If
f, 9 are real-valued absolutely continuous functions defined on [0, b] with f(O) =
feb) = 0, g(O) = g(b) = 0, then

(60.1) J
o
b
p(s)lf(s)llg(s)lds ::; ~ (
J
0
b
pes) ds
)
J
0
b
(1f'(sW + 19'(s)12) ds.

Equality holds in (60.1)jf f(t) == get) == 0 on [O,b] or pet) = 0 almost everywhere


on [O,b].
Papers [175] and [176] are connected to an inequality of J. Serrin [178], which
is of Sobolev's type.
An inequality of Sobolev type is also considered in paper [179] of B. Bojarski.

61. D. S. Mitrinovic and J. E. Pecaric [180] showed that the following result of
N. Ozeki [181] is a generalization of (29.1):
96 CHAPTER II

If Xl, ... , X n are real numbers, then

62. B. Florkiewitz [182]' using a method from [158] and [161] examine certain
integral inequalities of Block type.

63. Sobolev's inequalities are considered by J. H. Michael and L. M. Simon


[183]' and Wirtinger type inequalities by H. Horst [184].

64. Poincare's Inequality and its Ramification.


H. Poincare [185], [186] in trying to formulate and derive his equations in
mathematical physics discovered a very significant inequality. It- gives us very
elegant estimates in the problems of global variational analysis and in the study
of the existence of solutions of nonlinear elliptic partial differential equations.
Work in this direction can be found in R. Courant and D. Hilbert [187], -C. B.
Morrey, Jr. [188], and Th. M. Rassias [189]-[192]. A related paper is B. G.
Pachpatte [193].
Poincare's Inequality: Consider n to be a bounded domain in the Euclidean
plane R2. The Poincare inequality states: There exists a constant c depending
on n alone such that

(64.1) 11
f!
f2 dxdy ~ ell
f!
l\7fl2 dxdy,

where \7 f = (~, *),


for all functions f with finite Dirichiet iIlteg~al over n in
some class of functions I;.
It seems that two dimensional versions of Wirtinger's inequality should be
given the name of Poincare's inequality.
Poincare proved that (64.1) is true if the function space E consists of real
valued functions which are continuous with their derivatives on n and vanishing
on an(cf. C. b. Morrey, Jr. [188, p. 69]). It is also true that (64.1) holds in
the case that the function space E consists of all real valued functions under the
restriction that n be bounded and decomposable into a finite number of convex
subdomainsj and moreover (64.2) holds, where

(64.2) 11
f!
f dxdy = O.
WIRTINGER INEQUALITY AND RELATED RESULTS 97

(cf. C. B. Morrey [188], p. 83, Theorem 3.6.5. The requirements of continuity,


etc., may be replaced by the requirement that f be in a proper Sobolev space).
The restriction on the domain n to be decomposable into a finite number of con-
vex sub domains became clear after Courant- Hilbert gave an example to explain
that (64.1) is not true under the restriction (64.2) in the case where no restriction
on the domain n is mentioned.
Themistocles M. Rassias [189],[190] has given an example to prove that (64.1)
is not necessarily true under the restriction (64.2) in the case where the func-
tion space ~ is restricted to harmonic functions on a bounded domain. Th. M.
Rassias [189] also proved that the inequality (64.1) is not always true for har-
monic functions (bounded or unbounded) in an unbounded domain subject to
the condition (64.2). See also 45.

65. There is a close connection between certain eigenvalue problems and Wirtinger
type inequalities. The extrema of inequalities in 18. are solutions to (nonlinear)
differential equations with the values of the constants being eigenvalues. Only
in the case that p = q = 2 are these differential equations linear. So the Raleigh
quotient
b
f (f1(X))2
dx
I=.c.a _ _ _ __
b
f f(x)2 dx
a

has a minimum ,\ under certain boundary conditions. Then'\ is an eigenvalue


of a boundary value problem and the inequality I ~ ,\ leads to a Wirtinger
inequality. The result in 41. is of this type where I is replaced by
b
f f"(x)2 dx
J=..c.a _ _ __
b
ff(x)2dx
a

with the boundary conditions

(65.1) f(a) = f'(a) = feb) = f'(b) = O.

The minimum of J is '\0, the smallest (positive) eigenvalue of the boundary value
problem

(65.2) y(iv) _ '\y = 0

with (65.1) as boundary condition.


98 CHAPTER II

See [187] for the validity of this procedure. It is an elementary exercise to


compute the general solution of (65.2) and find the conditions for (65.1) to hold.
It leads to A = /lU(b-a)2 where /lo is the least positive root of cOS/l cosh/l = 1.
Horgan [194] has computed /lo == 4.7300. He has also considered J with other
boundary conditions and carried out the above program in some detail. We refer
to his paper for the detailed resutls, as well as to the book Mikhlin [195]. A. M.
Bresquar [196],[197] gave further generalizations of Wirtinger's inequality also
considering J.
We also may mention the paper of A. Weinstein [198] which is the two dimen-
sional version. He studied the quotients l/H, liD, D/H where

I = JJ +
r[(8 2f
8X2
82f)2
8y2 dxdy

= 11
R

H f(x,y? dxdy
R

D= JJ [(~~)' + (~)'l
R
dxdy

with the idea of determining their minimum value. He mentions Janet [28] but
not the work of Poincare [14] or Levi [15].
D. M. Mangeron [199] generalized the inequalities of Schwarz (see 3.) by
finding
an f )2
J ... Jp(Xl,"" Xn) ( aXl··· aXn dXl ... dXn
InJn r ..
A .
n = J q(Xl, ... , Xn)f(Xl,"" Xn)2 dXl .. , dx n '

In the case n = 2 he considered instead the quotient K = min (if)1/2 and found
that K < ~ ~ where R is a simply connected domain with perimeter L and area
A. That is is best possible was shown by P6lya [200]. If R is convex the constant
7r /2 can be replaced by 7r /4 according to Makai [201]. See also P6lya and Szego
[202] and P6lya [203] and the papers [201] and [202] for references.
In Boll. Un. Mat. Ital. 8 (1929), 113, 164-165, the inequality

was proved when R is bounded and f is zero on the boundary of R and D is the
diameter of R, see [203]. Refinements of this result are given by I. D. Necaev
[204],[205] as well as the number An.
WIRTINGER INEQUALITY AND RELATED RESULTS 99

Determination of eigenvalues is difficult but if a lower bound can be given,


then a Wirtinger inequality is proved. The literature on this subject is vast and
a comprehensive survey of these results is beyond the scope of this book. We
are content to mention the book by V. G. SigiIlito [206] and some of his results
which are of the type discussed here. The inequalties are given below where the
notation shows which constants are the proved to be the same. They are

(65.3)
R
j u 2 dx :s:; q-l
aR
f u 2 dS, .a.u = 0 on Rj

(65.3') f (~:)
aR
2 dS:S:; q-l j(.a.u)2 dx,
R
U = 0 on aR.

(65.4) j u 2 dx :s:; >.-1 j U,; U,i dx, U = 0 on aRj


R R

(65.4') j u2 dx:S:; >.-2 j(.a.u? dx, U = 0 on aRj


R R

(65.4") j U,iU,idx:S:; >.-1 j(.a.U)2 dx, U = 0 on aR.


R R

(65.5)
j u2 dx :s:; J-L- 1 j U,i U,i dx, j U dx = OJ
R R R
(65.5')
au j
j u2 dx :s:; J-L- 2 j (.a.U)2 dx, an = 0 on aR, U dx = OJ
R R R
(65.5")
j U,iU,i dx:S:; J-L- 1 j(.a.u)2 dx,
au
- =0 onaR.
an
R R

(65.6)
.a.U = 0 on R, j U dx = OJ
R

f f
(65.6')
u 2 dS:S:; C 1 j(.a.u)2 dx,
au
- =OonaR, U dS=O.
an
R R aR
100 CHAPTER II

(65.7)
au
j U2 dx ~ !1- 1 j(Cl.U)2 dx, u = - =OonoR·
an '
R B

f
(65.8)

8R
u 2 dS ~ p-1 j
R
u,; U,i dx, f
8R
u dS= OJ

(65.8')

faB u2 dS ~p-2 faR (~:) 2 dS, Cl.u = 0 on R, f


8B
u dS = OJ

(65.81/)

j u,; u,; dx
R
f
~ p-1 (~:r
8R
dS, Cl.u = 0 on R.

(65.9)
au
j u,; u,; dx ~ A- 1 j(Cl.u)2 dx, u = - = 0 on oR·
an '
B B
The optimal values are given as eigenvalues (first unless noted) ofthe boundary
value problems (with consistent notation)

(65.10) Cl.u + .Au = 0, on R, u = 0 on oR,


au
(65.11) Cl.u + JLU = 0, on R, an = 0 on oR,
(second eigenvalue, JL1 = 0),
au
(65.12) Cl. 2u-!1u=0 on R, u= - =OonoR,
an
au
(65.13) Cl. 2 u - ACl.u = 0 on R, U= - =Oon oR,
an
au
(65.14) Cl.u = 0 on R, an =pu on oR,
(second eigenvalue),
au oCl.u
(65.15) Cl. 2u = 0 on R, an = an + eu = 0 on oR,
(second eigenvalue)
au
(65.16) Cl. 2u = 0 on R, u = Cl.u - q an = 0 on oR
He also gives some estimates for these eigenvalues for certain geometries. We
refer to his book [206, Chapter 3) for details.
WIRTINGER INEQUALITY AND RELATED RESULTS 101

66. Variations of Wirtinger type inequalities which put boundary values into
the inequality are given by A. P. Burton and P. Smith [207]. For example one
of their inequalities is

II x 11 22 <- >.-211 x '11 2+


2 2a(3 - (a 2 + (32) cos >.(b - a)
>.sin>.(b-a) ,

where the interval is [a, b] with x(a) = a, x(b) = (3, and 0 < >. < 7r/(b - a).

67. Pachpatte [208], [209] gives inequalities of the Sobolev type for two func-
tions on R n and other types. In [210], he gives discrete versions of Wirtinger
inequalities.

68. Fontes [211] gives a condition that an inequality

j 1(,Wdx:5 k j IV,Wdx
n n
holds for some k and all functions for which IV<p12 is integrable, and 0 is a fixed
open bounded set in Rn. The condition is that for every sequence {<Pn} in HJ(O),
there is a subsequence that converges in L2(0).

69. Kreith and Swanson [212] have given various higher order generalizations
of Wirtinger's inequality. These are inequalities of the form

b n b

(69.1) jLPk(X)f(k)(x?dx ~ j p(x)f(x)2dx


a n=O a

for f(n) E L2(a,b), and appropriate boundary conditions. For example, (69.1)
holds for all f with n zeros at a and n zeros at b, with p == 0 provided the Pi'S
are continuous and Pn(X) > 0 on (a, b) and b < 7]l(a), the first n - n conjugate
n
point of Ly = 0 on (a, b). Here Ly = L: Pk(X)y(n)(x).
k=O

70. Everitt and Jones [213] completed a study of an inequality showing that by
choices of coefficients the best possible constants can be arbitrarily large.

71. Two additional references are Necaev [214] and Viszus [215].
102 CHAPTER II

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CHAPTER III

OPIAL'S INEQUALITY

1. We devote this chapter to ideas surrounding the inequality of Z. Opial [1].


THEOREM 1. If f E C 1 [0,a] with f(O) = f(a) = 0 and f(x) > 0 on (O,a), then

J J
a a

(1.1 ) If(x)f'(x)ldx ~~ f'(x)2 dx.


o 0

The constant a/4 is best possible.


Proofs simpler than Opial's original ones are given in C. Olech [2], P. R.
Beesack [3], N. Levinson [4], C. L. Mallows [5] and R. N. Pedersen [6]. These
papers reduce the proofs to their very essence.
C. Olech [2] showed that the condition f(x) > 0 on (O,a) is not necessary and
that the cases of equality can be obtained.
THEOREM 2. Iff is absolutely continuous and f(O) = f( a) = 0, then (1.1) holds.
There is equality if and only if f(x) = cx for 0 ~ x ~ a/2 and f(x) = c(a - x)
for a/2 ~ x ~ a, where c is a constant.
The form of this result suggest that there is an antecedent theorem on half the
interval.
THEOREM 2'. Let f be absolutely continuous on [0, a] with f( a) = O. Then

J iJ
a a

(1.2) If(x)f'(x)ldx ~ f'(x)2 dx


o 0

with equality if and only if f(x) = cx for c a constant.


This result implies Theorem 2. Let f be absolutely continuous on [0, a] with
f(O) = f(a) = O. Then we apply (1.2) to h(x) = f(x) on [0, a/2] and f2(X) =
f(a - x) on [0, a/2].
114
OPIAL'S INEQUALITY 115

We obtain

J i Jf'(X)2 dx
a~ a~

If(x)f'(x)ldx ::;
o 0

and

J i Jf'(x - a)2dx.
a/2 a/2
If(a - x)f'(a - x)ldx ::;
o 0

Setting a - x = t in the second inequality and adding we obtain (1.1) and the
cases of equality.
We shall give Mallows' proof of Theorem 2'. First it is sufficient to prove
x
the theorem when f ~ 0 and l' ~ 0 on [0, a]. Indeed if hex) == J 11'(t)ldt
o
a a
then If(x)1 ::; Ih(x)1 and J If(x)1'(x)ldx::; J Ih(x)f{(x)ldx. We may assume
o 0
f(x) ~ 0 and 1'(x) ~ o. By the Buniakowski-Schwarz inequality

(1.3) 2 i If(x)f'(x)ldx ~ f(a)' ~ (i f'(X)dX)' <; a i f'(x)'dx

with equality if and only if 1'( x) is a constant.

2. Opial's inequality can be generalized by using a different measure on the right.


a
THEOREM 1. Let p(x) be continuous and positive on (O,a) such that J p(X)l- q' dx <
o
00, where q' > 1.
Let f be absolutely continuous with f(O) = o. Then

(2.1) ! a
If(x)f'(x)ldx ::; ~ !
( a
p(x)l- q' dx !
) 2/q' ( a
p(x)If'(xW
) l/q

x
where 1
q
+ ~q = J
1 and equality holds if and only if 1'(x) = c p(t)l-q' dt for some
0
constant c.
116 CHAPTER III

PROOF: As above it is sufficient to prove the theorem when f( x) ~ a and f'( x) ~


a on [0, a].
Then as in (1.3) we write

2 i I/( x)1'( x)Idx ~ (i (p(x )'1.1'( x») P(x )-'I'dX) ,


and apply Holder's inequality to bound this by

(a! )
p(x)IJ'(x)19 dx
2/9 (
!a p(xl- 9' dx
) 2/9'

The cases of equality are Ip(x)1/9 f'(x)19 = clp(x)-1/91 9' for some constant c.
P. R. Beesack [3] has obtained this result in the case q = 2 but with a proof
that preceded the discovery of Mallow's proof of Opial's inequality. He also
obtained a similar result which is a direct generalization of Theorem 1. G. S.
Yang [7] simplified Beesack's proofs and at the same time gave a generalization
of Theorem 1.
a
THEOREM 2. Let p be a positive function on [O,a] such that J dx/p(x) < 00,
o
and let q be a positive, bounded and nonincreasing function on [0, a]. If f is
absolutely continuous on [0, a] with f(O) = 0, then

J J J
a a a

q(x)lf(x)f'(x)ldx ~ ~ p~:) p(x)q(x)f'(x)2dx


0 0 0

x
with equality if and only if q(x) = constant and f(x) = cJ dt/p(t) for some
o
constant c.
The introduction of the measure p, which may not be symmetric, means that
a version of Theorem 1 of Section 1 does not follow from Theorem 2. Beesack
found the right generalization.
a
THEOREM 3. Let p be positive and continuous on (O,a) with J dx/p(x) < 00.
o
Let f be absolutely continuous on [0, a] so that

J J
x a

(2.2) f(x) = J'(t)dt and f(x) =- f'(x)dt.


o x
OPIAL'S INEQUALITY 117

Suppose that f(x)2 =0 (I p1:)) as x -+ 0+ and f(x)2 =0 (I p1:)) as x -+ a-.


Then

J J
a a

If(x)f'(x)ldx :::; ~ p(x)f'(x)2dx,


o 0

where a' and K- are determined by

J J
a' a
dt dt
pet) = pet) = K-.
o a'

Equality holds in (2.2) if and only if

Jp~!) Jp~!)
x a

f(x) = A on [0, a'] and f(x) = B on [a', a],


o x

where A and B are constants.


As above this theorem can be generalized with weaker hypothesis using Mal-
lows' proof.
a
THEOREM 4. Let p be positive and continuous on [0, a] with J dx/p(x) < 00 and
o
a
J p(x)l- q' dx < 00. Let f be absolutely continuous on [0, a] with f(O) = f(a) = o.
o
Then
a ( a ) l/q
[If(X)f'(X)ldX :::; ~ / p(x)If'(x)lq ,

where a' and K- are defined by (~ + ~ = 1)

J J
a' a

(2.3) p(x)l- q'dx = p(x)l- q'dx = K-.


o a'

x a
Equality holds if f(x) = A J p(t)l- q' dt on [0, a'] and f(x) = B J p(t)l- Q' dt.
o x

PROOF: Define a' and K- by (2.3). As above we may assume that f(x) ~ 0 and
f'(x) ~ 0 on [O,a'] and we get (2.1). On [a', a] we may assume f(x) ~ 0 and
118 CHAPTER III

f'(x) ::; O. Then

! a
I/(x)f'(x)ldx = 1(~')2 = ~ V.
( a
f'(x)dx
) 2

and we again apply Holder's inequality. The details are the same as for Theorem
1.
If p( x) := 1 we get Opial's inequality.
J. M. Holt [8] gave a generalization of Theorem 2 which we do not reproduce
here.

3. We may generalize Opial's inequality in a different way by considering powers


of I and 1'.
THEOREM 1. If I is absolutely continuous on [0, a] and 1(0) = 0, then for p ~ 0,
q ~ 1,

J J
a a

(3.1) /1(xWlf'(x)/qdx::; -q-aP 1/'(x)/p+qdx.


p+q
o 0

Various authors have considered this inequality. L. K. Hua [9] showed the
validity of (3.1) if q = 1 and p is a positive integer. G. S. Yang [7] gave a proof
for p, q ~ 1 but P. R. Beesack observed that the proof is valid for p ~ 0, q ~ 1.
For q = 1 and p ~ 0 this inequality was generalized by J. Calvert [10] which we
will quote below. J. S. W. Wong [11) gave a short proof of that result.
Just as Opial's Theorem can be obtained from Theorem 2' the above result
also yields the next theorem.
THEOREM 2. If I is absolutely continuous on [0, a] and 1(0) = I(a) = 0, then
for p ~ 0 and q ~ 1,

J J
a a

/1(xWlf'(xWdx::; p!q (~r /f'(x)lp+qdx.


o 0

P. R. Beesack and K. M. Das [12) obtained more results in this genre, obtaining
a a
inequalities of the form J s(x)l/(xW/I'(x)lqdx < k(a,p,q)Jr(x)lf'(x)/p+qdx.
o 0
We quote one.
OPIAL'S INEQUALITY 119

THEOREM 3. tet p, q be real numbers such that pq > 0 and either p + q > 1 or
p+q < o. Suppose that r, s are nonnegative measurable functions on (0, a) such
a
that Jr(x)-p+!-ldx < 00 and that the constant", is finite, where
o

If f is absolutely continuous on [0, aJ with f(O) = o and f' of constant sign, then

J J
a a

s(x)lf(x)IPIf'(x)lqdx ~ ",(a,p,q) r(x)If'(x)IP+qdx.


o 0

Equality holds if and only if either q > 0 and f == 0 or

X -1
and f(x) = k2 J r(t)p+q-l dt for some constants kl' k2 with kl ~ o.
o
REMARK: As with Mallows' proof, the condition "f' as of one sign" may be
omitted.

4. We have mentioned J. Calvert's paper [10] above and now we present two of
his results.
THEOREM 1. Let f be absolutely continuous on [0, a] with f(O) = O. Let 9 be a
a
continuous complex valued function defined on the range of f and for J 1f'(x)ldx.
o
Suppose that Ig(t)1 ~ 9 (It!) for all t and that 9 is real for t > 0 and is nondecreas-
ing there. Let r be a positive continuous function in Ll-q(a, b) where!. + _ql = 1
- P
x
(p> 1). If P(x) = J g(t)dt for real x> o. Then
o

! a
Ig(x)f'(x)ldx ~F !
(( a
r(x)l-qdx dx
) l/q (
! a
r(x)lf'(x)IPdx
) liP)
,
120 CHAPTER III
a
with equality if f(x) = c f r(t)l-qdt.
o
.a
The same result holds if f(a) = 0 and equality holds if f(x) = c f r(t)l-qdt.
x

THEOREM 2. Let f, g, r be as in Theorem 1. If p < 1 and ~ + ~ = 1, f(O) = 0,


x
and G(x) = f dt/g(t), then
o

! I~/(C;; I
a
dx ~G
(( a
! r(x)l- qdx
) l/q (
!a
r(x)If'(x)IPdx
) liP)
,

x
with equality if f(x) = cfr(t)l-qdt.
o
P. R. Beesack noticed that the conditions for equality in the above two theo-
rems are sufficient but not necessary.
E. K. Godunova and V. 1. Levin [13] assumed slightly more about 9 to get
better results.
THEOREM 3. Let f be absolutely continuous on [O,a], with f(O) = f(a) = O.
a
Let r( x) > 0 and f r( x )dx = 1. If 9 and h are convex increasing functions for
o
x > 0 and g(O) = 0, then

(4.1) I g' (If(x)1) If'(x)ldx :0 2g (h-' (! r(x)h C~~i:~I) dX) ) .

THEOREM 4. Let f be absolutely continuous on [0, a] with f(O) = O. If 9 is a


convex increasing function for x ~ 0 with g(O) = 0, then

I g' (If(x)1) 1f'(x)ldx :0 g (! 1f'(X)ldX) .

A particular case of (4.1) is of interest. Let g( t) = t 2 /2 and h( t) = t P , P ~ 1,


t (a t)-l
with rex) = s(x)t- p [s(t)t-pdt where sex) ~ o. Then (4.1) becomes

(4.2) ! a
If(x)f'(x)ldx ~C
(
!
a
s(x)If'(x)IP
) 21p
OPIAL'S INEQUALITY 121

with C = ~ (
a
[s(t)t=P
l)¥
P. Maroni [14] gave inequality (4.2) for 1 < p :::; 2 with C replaced by C· 2P~1.

5. There is a connection between Opial's inequality and differential equations.


D. W. Boyd and J. S. W. Wong [15] made this connection.
THEOREM 1. Let wand a be nonnegative continuously differentiable functions
on [0, a] such that the boundary value problem

(5.1) (a(t)u'(t)P)' = '\w'(t)u(t)P


(5.2) u(O) =0 a(a)u'(a)P = '\w(a)u(a)p, u' > 0 on [0, a]
has a solution for some ,\ > O.
If f is absolutely continuous on [0, a] and f(O) = 0, then for all p >0

J J
a a

Jf'(x)f(x)pJw(x)dx :::; ,\0(p1+ 1) Jf'(x)JP+1 a (x)dx


o 0

where'\o is the largest positive eigenvalue of the boundary value problem (5.1)-
(5.2).
6. Note that with a = w == 1 and p = 1 this reduces to Opial's inequality. We
have incorporated the review of this papt)r in our quotation of the theorem. See
Math. Reviews 35(1968), 563 by J. V. Ryff.

7. R. Redheffer [16] replaced the product f(x)f'(x) by a weighted sum of the


factors.
THEOREM 1. If r, s, u and f are absolutely continuous on [0, a] and

r'(x) f(x)2 + r(x) J'(x)2 :::; 0, r(x)s'(x) ~ 0, s'(x) =1= 0, s(x) >0
s(x) s'(x)
on [0, a], then

J:,~:))
a

[f(x?u'(x)2 + ~ (J(x)2)' (u(x)2)'] dx ~B- A,


o
where

8. The replacement of 1'( x) oy fin) is a natural generalization of Opial's in-


equality.
122 CHAPTER III

THEOREM 1. Let f(n-1) exist and be absolutely continuous on [0, a] with f(i)(O) =
0, j = 0, ... , n - 1, (n 2: 1). There exists a constant en such that

J J
a a

(8.1) If(x)f(n)(x)ldx ::; en an If(n)(xWdx.


o 0

D. Willett [17] initiated the study of this inequality using it to prove the
existence and uniqueness of solutions of linear differential equations of nth order.
He proved that en ::; !.
K. M. Das [18] improved this to show that en <
2~! (2n~1) 1/2 unless n = 1 when this reduces to Theorem 2' of Section 1.
D. W. Boyd [19] determined the best possible constants in (8.1). For n =
2m + 1, the best possible constant is 2n(~~1)!' where >'0 is the largest positive
eigenvalue of the (m + 1) x (m + 1) matrix

For n = 2m the best possible constant is (>'o2 n (n _1)!)-1 where >'0 is the small-
est positive solution of Det B(>.) = 0 where B(>.) = (b;j(>'» is an m x m matrix
with

bjj (>.) = w 2ij >.2;


2m-2i-1
L (_l)k
k=O
y ,
(k)(l)
(i,j = 0, ... , m - 1),

where gi = cosh(wi>.x) and w = exp C::)·


These best possible constants are not easy to compute but Boyd gave good
estimates.
THEOREM 2. Let en denote the best possible constants in (8.1). Then en =
bn /2n! where

so that bn --t 1/2 as n --t 00.

9. D. W. Boyd [20] made a connection between Opial's inequality and Wirtinger's


inequality by proving a single inequality that contains them as a special case. See
28. of Chapter II.

10. We may also have discrete versions of Opial's inequality, J. S. W. Wong [11]
proved the following version of inequality (3.1) for q = 1.
OPIAL'S INEQUALITY 123

THEOREM 1. Let Ui be a non deceasing sequence of nonnegative real numbers


with Uo = 0. For p ~ 1

Cheng-Ming Lee [21] improved this by reintroducing q.


THEOREM 2. Let Ui be a non decreasing sequene of nonnegative real numbers.
H p, q > 0, p + q ~ 1 or p, q < 0, we have
n n

I)Ui - ui-t)quf :::; Kn I)Ui - Ui-1)P+q (Uo = 0),


i=1 i=1
where
q
Ko =--
p+q

and

P- 1 q(n + 1)P)
Kn -_ max ( K n- 1 + -
pn- , ~-_--'-- (n = 1,2, ... ).
p+q p+q

H p > 0, q < 0, p + q :::; 1, p + q =I ° or p < 0, q > 0, p + q ~ 1, then


n n
2:)Ui - ui-t)quf ~ C n 2:)Ui - Ui-t)P+q (with Uo = 0),
i=1 ;=1

where

q . ( pn P- 1 q(n + 1)P)
CO = - - and C n = mm C n - 1 + - - , (n=1,2, ... ).
p+q p+q p+q

Hp,q ~ 1,

if p :::; 0, q < 0, then


n
K1=1, andKn=1+-P-LiP-1 (n=2,3, ... )j
p+q i=2
124 CHAPTER III

if p 2: 0, p + q < 0, tben
n
C1 = 1 and C n = 1 + - p - I:i P - 1 (n = 2,3, ... ).
p + q i=2

Related discrete analogues are considered by P. R. Beesack also in [22].

11. The papers of D. O. Banks [23]' O. Arama[24] and A. Lup8.§ [25] are also
connected to Opial's inequality.

12. R. Redheffer [26] has given a generalization of the following inequality of E.


Hlawka:
If u(o) = 0, a > 0, and u =f= 0, then

J J
a a

e- 2X (u'?dx > e- 2x uu' dx.


o 0

13. D. W. Boyd [27] gave a generalization of Opial's inequality which includes


an integral operator.

14. The following result was given by P. R. Beesack [28]:


THEOREM. Suppose tbat I and s are positive witb I and s' continuous on (0, a),
and tbat equation

bas a solution y sucb tbat

° J °< x <
x

y'(x) > and y(x) = y'dt for a, wbile


o
I(X) [y'(x)/y(x)]P 2: (p + 1)-1 sex) for x near a (x> xo), and

{r(x)[y'(x )/y(x )IP - (p + 1)-' ,.(x)} (I r-'/p dt) ~ 0(1) as x ~


P 0+,

x a
Let f be any function sucb tbat f(x) = I f'(t)dt and I ,1f'lp+1dx < 00. Tben
o 0

J J
a a

(14.1) slfPf'ldx ~ ,1f'lp+1dx (p> 0).


o 0
OPIAL'S INEQUALITY 125

a
Equality holds in (14.1) if and only iff == cy, where c = 0 unless both J ry,PH dx <
o
00 and lim x ..... a y(xHr(x)y'P(x) - (p+ l)-lS(X)Yp(x)} = O. The inequality (14.1)
is sharp if either

J
x

ry,PH dx = 00 and lim ryy'P < 00,


x .....o
o
or

lim y{ry'P - (p+ l)-lsyp} < 00, and ry'P = 0(1)


x ..... a
x
as x -+ a.

15. A paper related to Opial's inequality is one by H. Herold [29].

16. In 1972 G. I. Rozanova published four related papers (see [30]-[33]).


In [30] and [31] a discrete analogue and a generalization for a class of func-
tions with an integral representation are given respectively. The following two
theorems are proved in [32] and [33] respectively:
THEOREM 1. Let y( x) be an absolutely continuous function on [0, a] and let
yeO) = 0, rex) ~ 0, r'(x) > 0, reO) = O. Let, also, ¢>(u) and F(u) be convex and
increasing functions for u > 0 with F(O) = O. Then

(16.1) i r'¢ C:: 1


) F' (r¢ C~I)) dx ~ F (i r'¢ C~I) dX) ,
with equality for y(x) = cr(x), where c is an arbitrary constant.
THEOREM 2. Let y(x) be an absolutely continuous function on [O,a], yeO) = 0
with rex) increasing, and reO) = O. Let, also, ¢>(u) and F(u) be convex increasing
functions for u > 0, F(O) = 0, and let Q(u) be convex increasing and w(u)
increasing with '11(0) = O. If -

(16.2) F' (z(x)) z'(x)w


-
(_1) ~
z'(x)
(F(z(a))) '11'
z(a)
(--=--)-,
z(a)
x
holds, where z(x) = J r'¢> (Iy'l/r') dt, then
o

(16.3)
126 CHAPTER III

where G(u) = uQ (W(l/u)), H(u) = F(u)Q (w(a/u)), with equality if and only
ify(x) = Ax, rex) = Bx, w(u) = CF()..u), where A, B, C and)" are constants.
For y(x) = f(x), f'(x) > 0, f(O) = 0, f(a) = b, Ij>(u) = u, F(u) = cp(u) = u 2 ,
and Q( u) = v'f+U, we get from (16.3) the following inequality of G. P6lya [34]

J
a

(16.4 ) 2 f(x) (1 + f'(x)2)1/2 ::; b (a 2 + b2)1/2


o
with the weaker condition f(x)/f'(x) ::; x instead f"(x) ~ 0. Equality is valid
in (16.4) iff f(x) = (b/a)x.

17. Multidimensional generalizations of Opial's inequality are given by I. D.


Necaev [35]. Here, we shall give two special cases as listed by the author.
Let V be an n-dimensional sphere of radius R o, and let u: V --+ R be differ-
entiable with u(O) = 0.
(1) If pq > 0, p+q > 1 andp+q-n-).. > 0, or p < 0, q < 0, p+1-n-).. < 0,
then
J r (p+q)(l~(Nq-Al)-p(n-q) lulPIV'ulqdv ::; K1 J rAIV'ulp+qdv,
v v
where

n ) 1/2
r =
(
~x; ,
K = ( + )-1 ( (p + q - 1) )P RP(p+q-n-A)«q(P+q_l))-l
1 qP q p + q-n-A') 0 •

(2) If °< p ::; 1, °: ; s < p, then

where

K2
_ ( 27r n / 2
- r(n/2)
) s/p(p-s) (_p_)
(p-s)
p~.
(n+)..)
W:N
.
OPIAL'S INEQUALITY 127

18. G. G. Vranceanu [36] proved the following result.


Let a function f: [0, a] -+ H (H is a Hilbert space with the inner product
( , )) have a continuous derivative and f(O) = O. Then

J i J11!,(x)11 dx.
a a

IU(x),!,(x))ldx:S 2

o 0

19. The following result of D. T. Shum [37] is a generalization of a result from


[3]:
Let f be an absolutely continuous function on [0, a], and f(O) = o. If p > 0,
a
and J 1!'lp+ldx < 00, then
o

(19.1 )

x
where g2(X) = (p + 1) J IflPIf'ldx - If(x)iP+l (~ 0) for 0 :S x :S a. If either
o
a a
p < -1 and both J IflPIf'ldx < 00, and J If'lp+ldx < 00, or -1 < p < 0 and
o 0
a
J IflPIf'ldx < 00, the reverse inequality holds.
o
For p > 0, equality holds in (19.1) if and only if f(x) = cx for some constant
c; for p < -1 equaliy never holds; for -1 < p < 0 equality holds if and only if
f(x) = cx for some constant c f:. O.

20. In [38] D. T. Shum considered inequalities of the form

(20.1)
a a

x
valid for integrals f(x) = J f'dt having f(a) = O. Here, -00 :S a < b :S
a
+00, p ~ 0, q ~ 1 (or p < 0, q < 0 if f' does not change sign), and R(x) =
X )P(l-q)/q
r(x)(w(x))(p+q)(l-q)/q, Sex) = s(x)(w(X))q-l ( [w-1dt where w is a
x
positive, measurable function on (a, b) such that J w- 1 dt < 00 for x E (a, b)
a
128 CHAPTER III

while r > 0, s 2:: 0 are the coefficients in a boundary value problem involving the
differential equation

(20.2)

and appropriate boundary conditions at a and b. It is assumed that this problem


x
has a solution y( x) = J y'dt having y' > 0 on (a, b).
a
He also considered inequalities of the form

(20.3) (p ;q)'~. C (i WIJI'If'I'dX) ,+. + Slfl'dx


k

i
J
b

~ RIf'lkdx
a

x
valid for integrals f(x) = J f'dt. In (20.3),
a

(!W-'dt)
ll!.=..il

W(x) ~ (w(xJr' · ,
~
R(x) = r(x)(w(x)) q ,

and

where w is as in (20.1), and r > 0, s 2:: 0 are now the coefficients in a boundary
value problem involving the differential equation

(20.4) (r(y') !=.i) ,+ sy !=.i = 0


q q

and appropriate boundary conditions at a, b including lim r(y' /y)(k-q)/q = C


x-b-
(0 < C < 00). In addition p > 0, k > q 2:: 1, or f' is of one sign on (a, b), p < 0,
OPIAL'S INEQUALITY 129

k<q< ° or p > 0, k < °< q:::; 1 provided also


b
jw-1dt <
a
00 and If(b)1 < 00

in the latter case. As before, it is assumed that the boundary value problem has

a
x
a solution y(x) = j y' dt with y' > °on (a, b) (and also y(b) < 00 if k/q < 0).

21. In 1976, G. I. Rozanova gave two new papers with realted results ([39],[40]).
For example, the following results are proved in [40]:
Let y and r be absolutely continuous functions which have n absolutely con-
tinuous derivatives (n ~ 1), with y(il(O) = r(il(O) = 0, i = 0,1, ... , m - 1,
1 :::; m :::; n, y(nl(a) = r(nl(a) = 0, y(n+ll(x) and r(j)(x) (j = 0,1, ... , n + 1) do
not change sign for x E [0, a].
Let sex) > 0, and let ¢>(u) be a positive convex increasing function, < q < 1,
p> -q. Then
°
J a

s(x)¢> (Iy/ri) ly(n)IPly(n+l)lq dx


o

where
g(x) = Ir(ml(x)1 (Ja (t - x)m-ls(t))
Ir(t)1
l':Q dt) l-q

If also'll is an increasing function for u > 0, with '11(0) = 0, then

J
a

Ir(x)l¢>(Iy/ri)'11' (Iy(mll) ly(n+l)ldx


o

22. Elementary proofs of some Opial-type integral inequalities are given by P.


R. Beesack in [41]. Connections to Opial's inequality are given in a paper [42]
of M. S. Hou.
130 CHAPTER III

23. The following theorems are proved by C. S. Lee [43].


a
THEOREM 1. Let rex) be positive on [O,a] with < 00. Let sex) J r(x)-qdr
o
be positive and nonincreasing on [0, a]. H f( x) is absolutely continuous with
f(O) = 0 then for all p ~ 0, q ~ 1

(p + q) Ja

r(x)q(q-l)s(x)qlf(x)IPIf'(x)lqdx
o

There is equality if and only if f' does not change sign, s is a positive constant,
x
q = 1 and f(x) = A J r(t)-qdt.
o
a
THEOREM 2. Let rex) be positive on [O,a] with J r(x)-qdx < 00. Let sex) > 0,
o
a
be nonincreasing and both J r(x)q(q-l)s(x)qlf(x)IPlf'(x)lqdx < 00 and
o
a
J r(x)q(p+q-l)s(x)qlf'(x)IP+qdx < 00. H f is absolutely continuous and f(O) =0
o
then for all p < -q, q ~ 1

J a
q r(x)q(q+p-l)s(x)qlf'(x)IP+qdx
o

~ a p+q p J a
r(x)q(q-l)s(x)qlf(x)IPlf'(xWdx
([ r(x)-q) 0

J
a
r(x)-qh(x) d
+p x )p+q x,
o ([ r-q(t)dt

where

h(x) ~ (p+ q) (I r(W'dt) ,-1 1 r(t),(,-l)s(t)'lf(t) IP If'(t) I'dt

- s(x)qlf(x)IP+q (::; 0),


OPIAL'S INEQUALITY 131

unless 1 == o.

24. G. V. Milovanovic and 1. Z. Milovanovic [44] used a method of P. R. Beesack


([28]) to prove some Opial-type inequalities. The main result is:
a
Let p be positive and continuous on (0, a) with J pdt = P < +00. Set r( x) =
o
1/p( x), and let a < e< b. Then for all F E W~ [a, b] (the space of all functions
a
u which are locally absolutely continuous on (O,a) with J ru,2 dx < +00, where
o
x 1--+ r(x) is a given weight positive function) the inequality
(24.1)

f
a

s(x)IF'(x) (F(x) - F(O) Idx


o

~ 2~' max ( UPdt)', UP dt) ') i rP(.)'~


holds, where the function s is defined by

f
e
s(x) = p(t)dt
x

=f
x

s(x) p(t)dt (e :::; x :::; a),


e
and the number A is a positive solution of the equation cothx = x.
Conditions for equality are given in [44].

25. T. X. He and S. C. Wang [45] proved the following result:


Let 1 be absolutely continuous on [0, a] with 1(0) = o. Then for every real
A > 0 and any numbers a, f3 with 0 :::; a < f3 :::; a we have

f
fJ

0/
If(x)I>'If'(x)ldx < _f3_
- A+1
~p
f If'(x)I~+ldx
0
- _a_
A+1
~O/
f
0
If'(x)I>.+ldx.

This inequality is best possible and includes Opial's inequality and its general-
izations due to S. L. Wang [46] and Z. J. Liang [47].
132 CHAPTER III

26. Y. Hong, H. Yang and D. Du [48] obtained an inequality for convex increas-
ing functions. As a corollary they obtained a result from [8].

27. Results from [12] are extended to a Fourier type integral operator in a paper
[49] of M. Dighe and V. M. Bhise.

28. G. S.Yang [50] gave some applications to integrodifferential inequalities of


the Gronwall type.

29. R. P. Agarwal and E. Thandapani [51] gave the following modification of


Das' result from [18]:
e
Let p > 0, q > 0 with p + q > 1. Let f E n- 1 [0, a] be such that f(k)(O) = 0
for k = 0,1, ... ,n - 1, where n ~ 1. Let f(n-l) be absolutely continuous and
a
J If(n)IP+qdx < +00. Then
o

(29.1) J a
lJ<k)(xWIJ<n)(x)lqdx ~ M(k)a(n-k)p J a
If(n)(xw+qdx,
o 0

P(I-)')
where M(k) = )..q).q ( (n:k~(l~)') ) ((n - k)!)-P and)" = l/(p+q).
For k = 0 we have Das' result, but the reverse implication can be easily proved.
Agarwal and Thandapani used (29.1) in obtaining some results for Gronwall-
type inequalities.

30. W. Z. Chen [52] gave an exposition of Opial type inequalities.

31. Inequalities of Opial-type in two variables are given by G. S. Yang [53].


THEOREM 1. If f(s, t), ft(s, t) (= (%s )f(s, t)) and ft2(S, t) (= (02/osfJt)f(s, t))
are continuous functions on [0, a] x [0, b], and if f(O, t) = fl (s, 0) = 0 for 0 ~ s ~ a,
° ~ t ~ b, then

i (i I/(S,t)ll/,,(S,t)ldt) d.

,; ~ i (i 1/,,(s, t)I'dt) d..

THEOREM 2. If f(s,t), ft(s,t) and ft2(S,t) are continuous functions on [0, a] x


[O,b], and if f(O,t) = f(a,t) = ft(s,O) = ft(s,b) = 0, forO ~ s ~ a, 0 ~ t ~ b,
OPIAL'S INEQUALITY 133

iU
then

I/(x, tlll/,,(', tlldt) ds

,; ~ I(i 11"(,,tll'dt) ds,


Generalizations of these results are obtained by C. T. Lin and G. S. Yang [54].
THEOREM 3. Let the conditions of Theorem 1 be fulfilled.

IU
Then

II(S,tWIf,,c,,tll"dt) ds

,; m: n a mb m IU 11,,( s, tll m+" dt) ds,


where m, n ~ l.
THEOREM 4. Let the conditions of Theorem 2 be fulfilled.

iU
Then

II( s, tll mIf,,( ", tll" dt) ds

,; m: n (if Gf IU 1/,,(S,tllm+"dt) d"


where m, n ~ l.
Weighted versions of the above results are also given in [54].

32. Some discrete inequalities of Opial's type are obtained by G. V. Milovanovic


and 1. Z. Milovanovic [55]. The following result is a special case of their general
result:
Let xl, ... ,X n be real numbers, Xo = 0, then

(32.1) 2sin 2 (2(n: 1)) ~xi:::; ~Xk(Xk - Xk-l)

:::; 2 cos 2 (2( n: 1)) ~ xi·


134 CHAPTER III

It is shown that this result is related to an extremal problem occurring in the


investigation of approximative properties of positive polynomial operators.

33. Z. Qi [56] gave an inequality analogous to (3.1) for the integral


J P(I!(x)I)Q(If'(x)l)dx, where, for u ;::: 0, P(u) is nondeaceasing and Q(u) is
(1

o
nondecreasing and convex. The short proof uses Jensen's inequality.

34. A. B. Fagbohun and C. O. Imom [57],[58] gave a generalization of Theorem


3 from 3. An application in integrodifferential inequalities is given in [58].

35. C. T. Lin and G. S. Yang [59] and B. G. Pachpatte [60] gave Opial type
inequalities with two functions. For example, the following result is given in [59]:

THEOREM 1. Let p be a bounded, positive and non- increasing function on


[0, a], and let! and g be absolutely continuous on [0, a], with leO) = !( a) = 0,
g(O) = g(a) = 0. Then

J
(1

p(x)IJ(x)I"lg(x)I" (1!(x)IPlg'(x)I P + 1!'(x)IPlg(x)IP) dx


o

(i/"+.8 Jp(x) (if'(x)1 ("+P) + 19'(x)1 ("+P») dx,


(1

::; 2(ex~ (3) 2 2

where ex ;::: ° and (3 ;::: 1.

Applications to Grownwall-type inequaliites are also given.


An analogous result with three functions in the case (3 = 1 (as in [60]) is given
in paper [61] of B. G. Pachpatte.
Related results for functions of two variables are given by B. G. Pachpatte [62]
and C. T. Lin and G. S. Yang [63]. The main result from [63] is given by the
following theorem.

THEOREM 2. Letp be a positive function on [O,a]x[O,b], Withl (lp-l(S,t)dt) ds <

+00, q be a bounded, positive and nonincreasing (with respect to each variable)


function on [O,a] X [O,b], and let !(O,t) = !(a,t) = h(s,O) = h(s,b) = g(O,t) =
gl(S,b) = 0, for(s,t) E [0, a] x [O,b].
OPIAL'S INEQUALITY 135

Tben

j (i
o 0
q(s,t)lf(s,t)g(s,t)lm

X (lf12(S,t)g(s,tW + If(s,t)g12(S,tW)dt)ds

:::;2(mn+n) ( ~
b)2m+n-l
K
Ja Jb p(s,t)q(s,t) (lfI2(S,t)1 2(m+n)
o 0

A, ~ I(J P-'(S,t)dt) ds,

A, ~j (J p-'(s, t)dt) ds,

As ~ I(i p-'(5, t)dt) ds,

A, ~ j (i p-' (.• , t)dt) ds,

a b
X = - and Y = -.
2 2
For f = g, 2m + n =a and n = (3, we have a result of C. T. Lin from [64].

35. Ifp 2: 1, q > 0, qk 2: °for k = 0,1, . .. ,n-1 with


n-l
L:
k=O
qk = 1, and if f, M(k)
and .x are as in 29, then

: :; L M(k)qka(n-k)p JIf(n)(x)IP+qdx.
n-l a

k=O 0
136 CHAPTER III

This result of G. S. Yang [65] is a simple consequence of a result from 29. and
the arithmetic-geometric mean inequality.
A related result is given by B. G. Pachpatte [66].
Recently, L. Ju-Da [67] proved the following similar result:
n
Let Pi (i = 0,1, ... , n) be nonnegative real numbers and satisfy P = L: Pi >
;=0
Pn > 0, P > 1, f(x) be of class en on 0 S x S a and satisfy f(O) = f'(O) = ... =
f(n-l)(o) = o. Suppose that h(x), r(x) are positive functions on 0 S x S a, such
that
x

Ri(X) = j(x - t)(n-i-I)pS-. r-p~ldt < +00,


o

K(h, r) = (i hp:!'p-;;r-~ IT R:;~;:'l)


o .=0
dX) ~ < +00.
Then we have

where Q =
n-l
11
i=O
«n - i - l)!)P;.

36. D. S. Mitrinovic and J. E. Pecaric [68] noted that (32.1) is a consequence


of Ozeki's discrete inequality given in Chapter II on Wirtinger's inequality.

37. We shall say that function f : [0, a] ---t R belongs to the class U( v, K) if it
can be represented in the following form.
x

f(x) = j K(x, t)v(t)dt,


o
where v is a continuous function and K is an arbitrary nonnegative kernel. Let
X ) l/p
( [K(x,t)Pdt
f E U(v,K) where S M, and let 4>: [0,00) ---t R be a differ-
entiable function such that for q > 1 (p- l + q-l = 1) the function x 1--+ 4>(x l / q )
is convex and 4>(0) = o. Then

(37.1) !a Ifl l - q 4>'(lfl)lvI Q dx S ~q 4> !


(M (a Ivl dt ) l/q) .
Q
OPIAL'S INEQUALITY 137

If the function x 1-+ <f;(x 1lq ) is concave, then the reverse inequality in (37.1) is
valid.
This is due to D. S. Mitrinovic and J. E. Pecaric [69].
The following result is a special case of the above:
Let <f;, q and p be defined as in the above result. If f(n-l) E AC[O, a], with
either f(k)(O) = a for k = 0,1, ... , n -lor f(k)(a) = a for such k, then

where M = a n - 1lq j ((n - l)!(np - p + l)llp).


38. J. E. Pecaric [70] proved the following result:
Let fi(t), i = 1, ... , n, be real-valued absolutely continuous funcitons on [0, a]
with fi(O) = O. Let F(t1,"" tn) be a nondecreasing function for tj 2:: 0, i =
1, ... ,n, with F(O, ... , 0) = a such that all its the first partial derivatives Fi
(= 8Fj8ti) are also nondecreasing functions. Then

i(t, F; (lj,(t11,···, 1/.(t11)1/:(t11) dt

~F U I/:<t11dt, ... } 1/~(t1Idt).


n
In the case F(t1,'" ,tn) = L Fi(ti), we can obtain a result of B. G. Pachpatte
i=l
[71].

39. C. H. Fitzgerald [72] proved the following result:


For each n 2:: 2, there is a constant C n such that for any real interval [0, a] if
f E cn[o, a] and f(O) = f'(0) = ... = f(n-1)(0) = a and f(a) = f'(a) = ... =
f(n-1)(a) = 0, then

J J
a a

\f(x)f'(x)\ dx ::; c na2n - 1 f(n)(x)2dx.


o 0

Furthermore, the constant C n is sharp for a polynomial spline of degree 2n - 1


which has a knot at the midpoint of [0, a], is symmetric about the midpoint, and
is in c 2n-2 [a, a].
138 CHAPTER III

40. Recent papers on Opial's inequality include those of C. T. Lin [73], [74], [75],
L. M. Shieh [76] and Pachpatte [77]-[82]. Lin's papers give alternate proofs to
the results of Pachpatte in [77] and [78], which are on discrete versions of Opial's
inequality. Shieh [76] gives a weighted version.

41. W. S. Cheung [83] studies generalizations of Willett's version (8.1) with f


on the left replaced by a product of derivatives, i.e.

i w(x) (g I/(P)(X)I") '1/(n)(x)I'dx

n-l
: :; L Mkrk(b -
k=O
a)(n-k)p J
a
b
w(x)lf(n)(x)IP+qdx

wi th f( k) (0) = 0, k = 0 ... , n - 1, w( x) nonincreasing and

1
a=--.
(p+ q)

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29. HEROLD, H., Diskonjugierte Differentialgleichungen 2. Ordnung im Kom-


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43. LEE, C. S., On some generalization of inequalities of Opial, Yang and
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some integral inequalities of Opial type, Univ. Beograad. Pub!. Elek-
trotehn. Fak. Ser. Mat. Fiz. No. 678-715 (1980), 48-53.
45. HE, T. X. and S. C. WANG, A note on the Opial-Hua inequality (Chinese),
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46. WANG, S. L., Kexue Tongbao 8 (1980), 383-384.
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OPIAL'S INEQUALITY 141

49. DIG HE, M. and V. M. BHISE, On the generalisation of Beesack's exten-


sion of Opial inequality, J. Indian Acad. Math. 3 (1981), 22-26.
50. YANG, G. S., A note on an integrodifferential inequality, Tamkang J.
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51. AGARWAL, R. P. and E. THANDAPANI, On some new integrodifferen-
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f.l, 123-126.
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inequalities (Chinese), J. Math. Res. Exposition 2 4 (1982), 151-166.
53. YANG, G. S., Inequality of Opial-type in two variables, Tamkang J. Math.
13 (1982), 255-259.
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ities of Opial's type, Acta Scient. Math. (Szeged) 47 (1984), 413-417.
56. QI, Z., Further generalizations of Opial's inequality, Acta Math. Sinica
(N.S.) 1 3 (1985), 196-200.
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equality, Simon Stevin, A Quarterly J. Pure Appl. Math. 59 (1985), Nr
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A Quarterly J. Pure App!. Math. 60 (1986), Nr 4,301-311.
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Tamkang J. Math. 164 (1985), 123-129.
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61. , On certain integral inequalities related to Opial's inequality,
Period. Math. Hungar. 172 (1986), 119-125.
62. , On Opial-type inequalities in two independent variables, Royal
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J. Math. 174 (1986), 1-6.
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142 CHAPTER III

68. MITRINOVIC, D. S. and J. E. PECARIC, On two lemmas of N. Ozeki,


J. Col. Arts Sci. Chiba Univ. B-21 (1988), 19-21.
69. , Generalizations of two inequalities of Godunova and Levin,
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Opial's inequality" of B. G. Pachpatte, (manuscript).
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23 (1985), 349-354.
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24 (1986), 451-455.
75. , A further generalization of Opial's integral inequality, Tamkang
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Math. Anal. Appl. 127 (1987), 470-474.
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(1990), 136-142.
CHAPTER IV

HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES

1. Some preliminaries.
THEOREM 1. If p > 1, an ~ 0, and An = al + a2 + ... + an, then

(1.1) f (~n)P < (p~


1
I)P fa~,
1

unless all the a are zero. The constant (pS-)P is the best possible.
The corresponding theorem for integrals is
x
THEOREM 2. Ifp> 1, f(x) ~ 0, and F(x) =
.
J f(t)dt,
0
then

(1.2) ] (:)P dx < (p~ I)P ] fP dx,


o 0
unless f == 0. The constant is the best possible.
These theorems were first proved by G. H. Hardy [1], except that Hardy was
unable to fix the constant in Theorem 1, and they are well-known as Hardy's
inequalities. This imperfection was removed by E. Landau [2]. A great many
alternative proofs of these theorems have been given by various writers, for ex-
ample by T. A. A. Broadbent [3], E. B. Elliott [4], K. Grandjot [5], G. H. Hardy
[6], Th. Kaluza and G. Szego [7], and K. Knopp [8].
The following theorem is the well-known Carleman inequality [9]:
THEOREM 3.
00 00

(1.3) L( al a2 ... an)l/n < eLan,


1 1

unless (an) is null. The constant e is the best possible.


The less precise convergence theorem (without the constant e) was found in-
dependently by other writers, and there are a number of proofs of one form or
the other of the theorem (see G. P6lya [10] , G. Valiron [11, p. 186, where there
is a proof due to J. E. Littlewood], Kaluza and Szego [7], Knopp [8] and A. M.
Ostrowski [12].
The corresponding integral theorem is obtained in Knopp [8]:
143
144 CHAPTER IV

THEOREM 4. If f is not null, then

(1.4) ] exp (~ ] IOgf(t)dt) dx < e ] f(x)dx.


0 0 0

The previous results are given in the well-known book of G. H. Hardy, J. E.


Littlewood and G. Palya [13] as Theorems 326, 327, 334 and 335 respectively.

2. Now, we shall list other related results from [13]:


00

(i) (Th. 328) If p > 1 and F(x) = J f(t)dt, then


x

00 00

(2.1) j FP dx < pP j(xf)P dx,


o 0

unless f == o. The constant is the best possible.


(ii) (Th. 329) If p > 1, r > 0, and
x

(2.2) fr(x) = rtr) j(x - ty-l f(t)dt,


o

then

(2.3)

unless f == o. If

rtr) Jet - xy-l f(t)dt,


00

(2.4) fr(x) =
x

then

(2.5)

unless f == O. In each case the constant is the best possible.


HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 145

REMARK: The function fr(x) of (2.2) is the Riemann-Liouville integral of f(x)


of order r, with "origin" 0. The function (2.4) is the Weyl integral of order r.
Part of this result is proved by K. Knopp [14].
(iii) (Th. 330, Hardy [15]) If p > 1, r", 1, and F(x) is defined by

J J
x 00

F(x) = f(t)dt (r> 1), F(x) = f(t)dt (r < 1),


o x

then

(2.6)

unless f == 0.
The constant is the best possible. It is also easy to verify that, when
p = 1, the two sides of (2.6) are equal.
(iv) (Th. 331, E. T. Copson [16], Hardy [18]) If p > 1, then

L( an + an+l + .. . )P < pt' L( nan)P,


00 00

(2.7)

unless (an) is null. The constant pP is the best possible.


(v) (Th. 332, Hardy [6], Copson [16]) If p > 1, an ~ 0, .An > 0, and

then

(2.8) ~.A
00
A:
(A)P
<
(
P~l
)P ~.Ana~,
00

unless (an) is null.


REMARK: This is a weighted version of (1.1). Note that a weighted version of
(2.7) is given in Copson [16]: If p > 1, an ~ 0, .An > 0, An and An are as above,
then
146 CHAPTER IV
00 00

(vi) (Th. 337) If 0 < p < 1, f(x) ~ 0, J fPdx < 00, F(x) = J f(t)dt, then
o x

(2.10)

f == o. The constant is the best possible.


unless
00
(vii) (Th. 338) If 0 < p < 1 and 2: a~ < 00, then
1

~' (~(an+an+l+ ... ))P > (1~p)P~a~,


unless (an) is null. The dash over the summation on the left- hand side
implies that the term for which n = 1 is to be multiplied by 1 + l~P. The
constant is the best possible.
This result is due to E. B. Elliott (see [13, p. 252]).
(viii) (Th. 344) If 0 < p < 1, then the reverse of (2.7) is valid. (See Copson
[17].
(ix) (Th. 347, Hardy [15]) If r and F satisfy the conditions of (iii), but
o < p < 1, then the reverse inequality in (2.6) is valid.
(x) (Th. 349, Hardy [6]) If An and An satisfy the conditions of (v), then

(2.11)

(xi) (Ths. 350,351 and 352, Hardy [19]) If p > 1, K(x) > 0, and

1 K(x)xS-1dx = ¢(s),

then

1 (1
dx K(XY)f(y)dy)P < ¢P (~) 1 x p - 2 f P dx,

1 (1
xp- 2 K(XY)f(Y)dY) P < ¢P (;,) 1 fP dx.

In particular, when K(x) = e- x , F(x) = J K(xy)f(y)dy is the Laplace


transform of f(x),

1 FP dx < r p (~) 1 xp- 2 p dx, 1 x p - 2 FP dx < r (;,) 1p dx.


HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 147

If also K(x) is a decreasing function of x, and A(x) = l:anK(nx),


An = J a(x)K(nx)dx, then
J AP(x)dx < q;P (~) I>P-2a~,
LA~ < q;P (~) J x P- 2aP(x)dx,

J x P- 2AP(x)dx < q;P (;,) La~,


L nP- 2A~ < q;P (;,) JaP(x)dx.
For 1 < p ~ 2, we have

J Fpf dx ~ ~~ ( J
P
dx
)Pf/P

(xii) (Th. 271, Hardy and Littlewood [20]) If p > 1 and GU) is the geometric
mean of f over (0, x), then

(2.12) 1 x'-'G'(J)dx < p ~ 1 (r C~ 1) t' (If dx f


unless f == Cexp(-Bx p - 1 ).
(xiii) (Th. 270, G. A. Bliss [21]) Let n > m > 1, and let f be a real nonnega-
+00
tive function on [0,+00) such that the integral J
f(x)mdx exists in the
o
x
Lebesgue sense. Then the integral F(x) = J f(x)dx is finite for every x
o
and

where l' = n/m - 1.


REMARK: Inequality (2.11) was also proved by G. Sunouchi and N. Takagi [22].
They also prove the following inequality
148 CHAPTER IV

where e is the best possible constant, and where the conditions of (v) are satisfied.

3. The inequalities (1.1) and (1.3) are the special cases cjJ = xt (0 <t < 1) ,
cjJ = log x, of (Knopp [23], [13, Th. 365]):

(3.1)

This inequality was also considered by H. P. Mulholland [24]:


Let cjJ( x) be a non-negative monotonic function whose lower bound is O. Then
a necessary and sufficient condition for cjJ(x) to satisfy (3.1) is that there should
be some k> 1 which makes cjJl/k(x) quasi-convex.
(We say that a non-negative function cjJ(x), defined in ( -00,00), is quasi-convex
if there is corresponding to it some convex function w( x) and some number A > 1
such that: w(x) ~ cjJ(x) ~ AcjJ(x).)
REMARK: Weighted versions of the above results are also considered in [23] and
[24]. Some related results are given in Mulholland's papers [25], [26] and [27].
For example, in [25] is obtained a similar generalization of a part of Th. 346
from [13] (i.e. from Hardy and Littlewood [28], [31]).

4. The following result of V. Levin [29] is a generalization of results from Knopp


[14] and J. G. van der Corput [30]:

where an 2:: 0 (not all an = 0), 0 < q < 1, q > 0, 0 < p ~ 1, and ,X is defined by

(q + l),Xl-m
O<'x < 1, u= .
(q,X + 1)

5. In the following results under the (weighted) geometric mean of the nonneg-
ative function I(x) we define the function

G (f(x);p) = exp (p(~) Ip'(t) log f(t)dt) ,

where the weight-function p(x) satisfies the following conditions: p'(t) 2:: 0,
x
p(O) = 0, so that p(x) = J p'(t)dt. Furthermore we suppose that p' is the integral
o
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 149

of pIt, p(X) --+ 00 for x --+ 00 and p(x)logp'(x) --+ 0 for x --+ O. If g(x) ~ 0 is the
integral of g' (x) and p( x) log g( x) --+ 0 for x --+ 0, V. Levin [32] proved that

J J
00 00

(5.1) g(x)G(I(x)jp)dx < F(x)f(x)dx,


o 0

provided that the right-hand side is finite, where F( x) is given by

F(x) = g(x)exp (1- p(x)p"(x)


p,2(x)
+ P(x)g'(x)) .
p'(x)g(x)

The inequality (5.1) is best possible.


Several special cases are given in [32]. For example, if 0', >. are real numbers
with>' > 0, then

J J
00 00

(5.2) xtTG (J(x)j XA) dx < e(tT+I)/A xtT f(x)dx,


o 0

where e(tT+I)/A is the best possible constant.


In the case g( x) == 1 we can consider the inequality (5.1) as the integral ana-
logue of van der Corput's [33] generalization of Carleman's inequality.
Levin also gave another similar result, with the following special cases:
If >. > 0 and e AX f(x) E L(O, 00),

J J
00 00

(5.3) xG (I(x)) dx ~~ eAX f(x)dx,


o 0

with equality for f = C e- 2AX .


If x-I f(x) E L(O,oo) and >. > 0,

J J
00 00

(5.4) e-AXG (I(x)) dx ~ 2~e x-I f(x)dx,


o 0

with equality for f = Cxe- 2AX .


If >. > 0 and eX f(x) E L(O,oo),
~

J JeX~
00 00

(5.5) xAG (I(x)) dx ~ f(x)dx,


o 0
150 CHAPTER IV

with equality for f = Cexp (-xA(1 + >..)j>..).


6. Y. C. Chow [34) has generalized Hardy's inequality (1.1) for several sequences.

7. T. M. Flett [35) proved the following generalizations of the Hardy inequality.


x 00

Let f(x) ~ 0 for x ~ 0 and set F(x) = Jf dx (>.. > -1), F(x) = Jf dt
o x
(>.. < -1).
If q ~ p ~ 1 and >.. -! -1, then

(7.1) ( ! 00

x-l-qA(F~X)r dx
) llq ( 00
5,B(P,q,>..)! x-l-PAfP(x)dx
) lip

The case q > p > 1, >.. = _p-l is due to Hardy and Littlewood [20), who
conjectured the best (least) value of the constant B(p,q,>..) in this case; this
conjecture was proved by Bliss [21) (see (2.13)). The case>.. > -1 is included
in the following more general result involving the Riemann-Liouville integral of
order r (see 2.2)).
If either q ~ p ~ 1 and r > p-l - q-l, or q > p > 1 and r = p-l - q-l; and if
>.. > -1, then

(7.2) 5, Bo(p,q,>..,r) ( !00

x-l-PAfP(x)dx
) lip

In [35) no attempt is made to determine the best constant B or Bo in (7.1) or


(7.2). However, in (7.2), upper bounds for Bo are obtained in the case q ~ p ~ 1,
r > p-l - q-l. (Only the existence of Bo is proved for the other case.)
Flett also proved some substitutes for (7.1) or (7.2) when one or more of p,q,
>.., r takes a limiting value.

8. For some related results see papers [36) ofN. Levinson and [37) ofR. P. Boas.
Boas gave generalizations of some results of A. A. Konyuskov [38).
N. Levinson [36) proved the following generalization of Hardy's inequality:
Let p > 1, f(x) ~ 0, rex) > 0 for x> 0, and let r be an absolutely continuous
function. If for some >.. > 0 and for almost all x
p- 1 xr'(x) 1
-p- + rex) ~"X'
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 151

and if

J
x

H(x) = xr~x) r(t)f(t)dt,


o
then

J J
+00 +00

H(x)Pdx ~ AP f(x)Pdx.
o 0

For r(x) == 1 and A = p/(p -1) the inequality (1.2) is obtained.


Some similar results are also given in [36].

9. The following result was attributed by V. I. Levin and S. B. Steckin [39, Th.
D83] to V. V. Stepanov:
00

If p > 1, f ~ 0, f ¢ 0, f E LP(-oo, +(0), k > 0, F(x) = e kx J e-kUf(u)du,


x
then

J JfP
+00 +00

(9.1) FP(x)dx < k- P dx.


-00 -00

An extension of results from I(iii). and I(ix). is given by P. R. Beesack [40]:


00 x
If p < 0 and f > 0 on R+, and if F( x) = Jf dt for k > 1, while F( x) = Jf dt
x 0
for k < 1, then

J J
00 00

(9.2) x- k FP dx < k I ~ 1( x p - kfP dx.


o 0

In fact, Beesack considered inequalities of the form

J J
b b

(9.3) slulPdx ~ rlu'IPdx (p < 0 or p > 1)


a a

or the same inequality with ~ replaced by ~ if 0 < p < 1.


Such generalizations of Hardy's inequalities are given in Chapter II on Wirtinger
type inequalities.

10. If we restrict the series to a finite number of terms in Carleman's inequality,


we obtain an inequality with a smaller best possible bound An:
n n

(10.1) :2)al ... av)l/V ~ An L av


v=l v=l
152 CHAPTER IV

for all al > 0, ... , an > O. N. G. De Bruijn [41] established the asymptotic
behavior of An if n - 00.
He showed that

(10.2) 2~2e
An = e - (logn)2 +0
(1)
(logn)3 .

H. S. Wilf [42] gives a similar result for Hardy's inequality in the case p = 2,
i.e. for

(10.3)

He shows that

(10.4) 16~2
An = 4 - (logn)2 +0
(log log
(logn)3
n) .

See also H. S. Wilf [153].

11. Hardy's inequality was also considered in F. A. Sysoeva [43], and J. Kadlec
and A. Kufner [44].

12. The following result was proved by E. K. Godunova [45]:


Let F: (0,00) - R be continuous, strictly increasing with lim F(x)
x-+O+
= 0 or
-00, and F- 1 convex; suppose further that a and b are two positive sequences
and that for each n ~ 1, w(n) is a positive n-tuple with

n 00

Lwln) = 1 and L wln)b n ::; C, k~l.


k=l n=k

Then
00 00

(12.1) L bnFn(a; w(n») ::; CLan,


n=l n=l

where Fn (a, p) denotes the quasi-arithmetic mean of a with weight p, with respect
n
to F. If further C = lim ~ L: bk , then the constant in (12.1) is best possible.
n-+oo k=l
The following results are special cases of this theorem:
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 153

If a is a positive sequence and if p, q > 1, then:

(12.2)

(12.3)

(12.4)

(12.5)
00

L
n=l (
n: 1
)
(

II a~n(k1r/n)
n

k=l
) tan(:"-j2n) 00

< 21T Lan;


n=l
(12.6)

(12.7)

Since e- 1 < (n!)l/nj(n + 1), (12.7) implies Carleman's inequality. The in-
equality (12.7) is due to B. Akerberg [46].
Note that (12.1) is also a generalization of some results from [29]-[31]. Various
integral inequalities are also obtained in [45].

Many discrete and integral inequalities of Carleman type are obtained in Go-
dunova's paper [47]. For example, the following theorem is valid:

THEOREM. If

(12.8) I
o
'l1(x)exp (~ ]
0
IOgf(t)dt) dx 5, I
0
s(x)f(x)dx

and if A(X) is a real function such that: 1) A(O) = 0, 2) A(OO) = 00 and 3)


154 CHAPTER IV

),I (X ) > °for x > 0, tben


(12.9) I
o
Wl(y)exp ()./Y) J
0
)../(t)IOgg(t)dt) dy:S lSl(y)g(Y)dY,
0

wbere Sl(y) = S ()..(y)) ),I(y), Wl(y) = )../(y)W ()..(y)).


If tbe inequality (12.8) is sbarp, tbe same is valid for (12.9).

13. D. W. Boyd [48] used Hardy's inequality to prove the following result:
Let f be a nonnegative measurable function, and let a 2': 0, ).. > 0, q 2': 0, p
be real numbers with p + q > 1 and q).. < 1. Then
2': °
(13.1)

00

:s (1 - q)..)-l I x(p+q)A-l fp+q(x)dx


a

and the constant (1 - q)..)-l is best possible.

°
14. Let K(t) 2': on Vi = {t = (tl, ... ,tn)IO < ti < 00, i = 1, ... ,n}, with
J K (t )dVi = 1, and let Vx and Vy be similarly defined. Further, let <p( u) be
v,
a nonnegative convex function for u 2': 0, f(y) 2': 0, Y E Vy , f ¢ 0, and let
<p (f(x)) I(xl ... x n ) be integrable on Vx . Then

I(xl ... xn)-l<p ((Xl ... xn)-l I K (~:, ... , ~:) f(Yl, ... 'Yn)dV y) dVx
v'" v.
:s I(xl ... ;n)-l<P(f(x))dVx .
v'"
Hardy's inequality is a simple consequence of this result of E. K. Godunova
[49].

°
15. R. P. Boas [50] considered the two cases r
replaced by C l f(t) 2': if r = 0), namely
= p and r = °
of (1.6) (with f(t)

00 00

I FJdx :s pP I pdx,
o 0
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 155

for p > 1, and noted that these inequalities suggested there may be others of the
form

J J J
00 00 00

(15.1) x-PFidx ~ Cl Ffdx ~ ClC2 x-PFidx,


o 0 0

x 00

where Fl(X) = If dt, F2(x) = I r l f dt, and Cj = Cj(p). In C. Bennett and K.


o x
Rudnick [51] inequalities (15.1) are proved with

Cl = [-p ]
p-l
P - 1, C2 = pP -1.

The inequalities (15.1) are the special case s = 1, C = °


of the following more
general inequalities [50], valid for p > 1, s > 0, -1 < C < sp - 1:

(15.2)

/x'-,p (J U'f(U)dU), dx ~ [Cp~~- J -1] [x< (If du)' dx,


[x< (l du)'
f dx ~ [C:" J -1]1 r'P (l U'f(U)dU), dx.
°
If < p < 1, the inequalities (15.2) hold with ~ replaced by~. (To obtain
(15.1), replace fey) by u- l feu) in both of (15.2), with s = 1, C = 0.) For the
case p < 0, Boas [50] also proved that if s > 0, sp"':' 1 < C < -1, then

1 (l
(15.3)

[x<-'p(l u'f(u) dU)' dx ~ CP~~- J x< f dU)' dx,

/x' (l f(u) dU)' dx ~ (1:" J 1 (l


r'p u'f(u) dU)' dx.

In [50], it is noted that the constants in (15.2), (15.3) are not best possible. The
proofs of (15.2), (15.3) are obtained from some general inequalities concerning
integral operators and their convolution. These results are proved by using the
156 CHAPTER IV

LEMMA (Boas [50]). If r.p is convex and continuous, f is nonnegative and mea-
surable, A is non decreasing and bounded with L = A( 00) - A(O), then

(15.4 ) I x-Ir.p {L- I


0 0 0
I f(XU)dA(U)} dx ::; I x-Ir.p (J(x»dx.

If r.p is concave, then (15.4) holds with::; replaced by 2::.


PROOF: By Jensen's inequality, if r.p is convex,

so

JJ
00 00

= L- I x-Ir.p (f(xu» dx dA(U)


o 0

JJ
00 00

= L- 1 Clr.p(f(t» dt dA(U)
o 0

J
00

= Clr.p (J(t» dt.


o
REMARK: The inequality (15.4) includes both inequalities (2.6) as well as the
corresponding inequalities for p < 0 and for 0 < p < 1 as special cases. To see
this, take r.p( x) == x P , set a > 0, {3 > 0, and

Al = { a-Iu<r, 0::; U ::; 1,


a-I, U 2:: 1,
A _
2-
{O,{3-1 [1 _ u-f3] , o ::; U ::; 1,
U 2:: 1,

1 (i t
The inequality (15.4) reduces to

dt) , dx ::; a- J
00

x- I - a, a - I f(t) P x-I fp(x) dx,


o
or to
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 157

j x- HPp (jCP-I J(t) dt)P dx ~ (3-P j X-IJP(X) dx


o I 0

if p > 1 or p < o. If 0 < p < 1, these inequalities are reversed. In the first of these,
let J(t) = tl-ag(t) and a = (k -1)/p, and in the second, let J(t) = tHPg(t) and
(3 = (1 - k)/p. This gives

(15.5)

if k > 1, p > 1 or k < 1, p < 0, and

(15.6)

iJ k < 1, p> 1 or k > 1, p < o. (The cases p > 1 give inequality (1) as stated.)
Similarly, with -0 < p < 1, we obtain

(15.7) j (jx- k 9 dt)' dx?: (k ~ 1)' I X'-'9'(X) dx,


o 0 0

(0 <,p < 1, k> 1),

(15.8) j (jx- k 9 dt)' dx?: (1 ~ k)' I X'-'9'(X) dx,


0 0 0

(0 < p < 1, k < 1).

16. G. Talenti [52], [53], G. Tomaselli [54], B. Muckenhoupt [55] have investi-
gated the problem of finding necessary and sufficient conditions of measures J1.
and 1/ such that for a fixed p ~ 1 we have

(16.1 )

for some finite constant C independent of J. In partiCular, Muckenhoupt showed


that for Borel measures J1., v such a condition was that
1
- (Jr(d-)-PIIP )I/P
(16.2) B = ~~~ [J1.(r, oo)]l/p 0 d: dx < 00,
158 CHAPTER IV

where v denotes the absolutely continuous part of v. Moreover, if C is the least


constant for which (16.1) holds, then B :5 C :5 pl/p(p')l/p' B for 1 < p < 00
and B = C for p = 1. Here p' = p/(p - 1) is the conjugate exponent of p.
For absolutely continuous measures d/L(x) = uP(x)dx and dv(x) = vP(x)dx the
condition (16.2) reduces to

B = ~~~ (
!
00

uPdx
) IIp (
! r

v- p ' dx
) IIp'
< 00,

and this is the condition obtained earlier by Talenti and Tomaselli. For this
x 00
case an analogous result in which Jf dt is replaced by Jf dt was also given by
o x
Muckenhoupt [55].

17. M. Izumi and S. I. Izumi [56] proved several results similar to Hardy's
inequality. For example the following results are valid:
(i) Let p > 1 and s < -1 and let f be nonnegative and integrable on (0,11").
If x 8 f(x)P is integrable, then

(17.1)

x
where G(x) = J rl f(t)dt.
xl2
(ii) Let p > 1 and s =/: 1 and let f be nonnegative, nonconstant and integrable
on (0,00). If x 8 f(x)P is integrable on (0,00), then

J J
00 00

(17.2) x 8 G(x)P dx:5 Ip(s + 1)IP x 8 1f (i) - f(x)IP dx,


o 0

where G is defined as in (i).

18. In [57, pp. 273-275], G. H. Hardy proved that the arithmetic mean of (an)
in (1.1) can be replaced by a more general mean which contains the Euler mean,
Cesaro mean or Holder mean as particular cases. Another more general case has
been studied in G. M. Petersen [58] and G. S. Davies and G. M. Petersen [59]
where the following has been proved:
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 159

THEOREM 1. Let C = (Cm,k) be a positive trianglular matrix (i.e. Cm,k = 0 for


k > m, and Cm,k > 0 for k ~ m (m = 1,2, ... )), satisfying

for all k ~ m ~ n.

Suppose there exists a sequence f(k), f(k) /' 00, such that

for all k ~ m ~ n

and
L
00

[f(n)]-P ~ A3 [f(k)]I-P , p> 1,


n=k

where AI, A2 and A3 are constants.


Han ~ 0, and ifp > 1, then

(18.1)

The case Cm,k = 11m, k ~ m, Cm,k = 0, k > m, and f(k) = k satisfies the
condition ofthe theorem and (18.1) reduces to (1.1).
M. Izumi, S. 1. Izumi and G. M. Petersen [60] investigated various generaliza-
tions of Hardy's inequality and of the above Theorem 1.
L. Leindler [61] proved among others the following similar result:
THEOREM 2. Let an ~ 0 and An > 0 (n = 1,2, ... ) be given. Then, using the
notation
n n
Am,n= Lai and ~m,n = L Ai (1 ~ m ~ n ~ 00),
i=m i=m

we have

and
160 CHAPTER IV

Further genralizations are given by J. Nemeth [62]'[63) and L. Leindler [64).

19. Let p > 1, r =1= 1, and f(x) be nonnegative and Lebesgue integrable on [0, b)
or on [a, 00) according as r > 1 or r < 1, where a > 0, b> O. If F(x) is defined
b =
as in (iii) of 2, then if J x-r(xf)P dx < 00 in (18.1) and J x-r(xf)P dx < 00 in
o a
(18.2),
(19.1)
b b

J x-rFP dx+ r - l _P_b 1 - rFP(b) ~ (-p-)PJx-r(xf)P dx,


r-l
o 0
for r> 1, and
(19.2)
= =
J x-rFP dx+ -P-FP(a) ~ (-p-)PJx-r(xf)P dx,
l-r l-r .
a a
for r < 1,

with equality in (18.1) or (18.2) only for f =


0, where the constant (pl(r - I))P or
(pI(1 - r)l is the best possible when the left side of (18.1) or (18.2) is unchanged
respectively. This result is due to D. T. Shum[65).

20. Let {An} be an arbitrary fixed sequence of real numbers. The aim of the
paper [66) of B. Florkiewicz and A. Rybarski is to estimate the optimal constant
IJ in the inequality

(20.1)

which should hold for every sequence {an} of real numbers. They proved the
following results:
(i) If a sequence {An} is nondecreasing, then IJ ::::; 4.
=
(ii) Let ~n = Al + ... + An. If ~n --t +00 for n --t 00 and :E ~;;1 = +00, then
n=1
IJ ~ 4.

The same authors proved in [67) the following result:


HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 161

THEOREM 1. If a sequence {ak} k::O of real numbers satisfies the condition

then the inequality

is valid. The coefficient 4 cannot be diminished.

21. C. Bennett [68, Th. 6.3] proved the following results: If a > 0, 1 ::; q < 00,
and J is nonnegative on [0,1], then

J1[
o
(I-logt)'" Jt]q
0
J ds dp,(t) ::; a- q J1
0
[t(I-logt)l+'" J(t)]q dp,(t),

J1[ (1 -logt)'" Jl]qJ ds dp,(t) ::; a- q J1 [t(I-logt)l-", J(t)] q dp,(t),


o t 0

where dp, = dtl [t(I -logt)]. See also Bennett and K. Rudnick [51] for some
related inequalities.

22. Some inequalities related to Hardy's inequality are obtained by L. Gluk [69],
T. M. Flett [70] and K. F. Andersen [71].

23. Inequalities of Hardy's type involving two arbitrary nonnegative functions


were proved by E. T. Copson [72], and we state these resuts as follows. In all
cases we suppose that <p and J are nonnegative measurable Junction on R+, and
that the integrals

J J
x x

Il>(x) = <p dt, F(x) = J<P dt (iJ c > 1),


o 0

J
00

orF(x) = J<pdt (ifc<I)


x
162 CHAPTER IV

all exist for x > O.


b
(i) If 0 < b ~ 00, p ~ 1, c > 1 and J FP~-ccp dx converges at the lower
o
limits of integration, then

Ja FP~-ccp
00

(ii) If a > 0, 0 < p ~ 1, c > 1 and lim ~(x) = +oo,while dx


x-":"'oo
exists, then

JFP~-ccp ~ (c ~ 1) Jp~p-ccp
00 00

dx P dx.
a a

00

(iii) If a > 0, p ~ 1, c < 1 and J FP~-ccp dx exists, then


a

JFP~-ccp (1 ~ c) JfP~P-ccp
00 00

dx ~ P dx.
a a

b
(iv) If 0 < b ~ 00, 0 < p ~ 1, c < 1, and J FP~-ccp dx converges, then
o

We note that if we take cp(t) == 1 in these inequalities then (i), (iv) with b = 00
reduce to cases of (2.6), as do (ii), (iii) on letting a --t 0+.
In [72) Copson also considered the case c = 1 and obtained the following
results: let cp, f satisfy the preceding hypotheses, and ~ be defined as before. Set

J J
x 00

F(x) = fcp dt (p ~ 1), F(x) = fcp dt (0 < p ~ 1),


o x
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 163

and suppose these integrals exist for x > O.


b
(v) If p ~ 1, b> 0 and J FP~-l'P dx converges, then
o

JFP~-l'P J
b b

dx ~ pP fP~p-l (log :g~) P'P dx.


o 0
00

(vi) If 0 < p ~ 1, a> 0 and J FP~-l'P dx converges, then


a

JFP~-l'P J
00 00

dx ~ pP fP~p-l (log :~:D P'P dx.


a a

24. In [73]' H. P. Heinig proved the following two inequalities. Let p > 0 and
00

p+S > A. If J tA-Slf(t)ldt < 00, then


o

(24.1)

00

Similarly, if p >0 and 2p - 1 > A- sp, while J tA-SPlf(t)IPdt < 00, then
o

(24.2)

J
00

< ep t A- SP Ifl P dt.


- (2 + s)p - A-I
o

We illustrate by proving (24.2). We have e = exp [_p2[ yp-l log y dy], so the
change of variable t = xy in (24.2) reduces it to
164 CHAPTER IV

where A = pi [(2 + S)p -.A - 1]. By Jensen's inequality the left side of this

! {p i
inequality does not exceed

x> yHIX-'Yf(XY)IPdY} <Ix

~p i Y'p-' {!X>-'Plf(XY)I P dx }dY

~p i y(.H)p->-' {!t>-'PlfCt)l' dX} dy,

on using Fubini's theorem. The results (24.2) now follows.


A similar application of Jensen's inequality was given in [73, Th. 7] to prove:
if 9 E L(O, 00), then

J
00

G(s) = e- st log Ig(t)ldt


o
converges for s > 0, and

(24.3) ]s-2exP(sG(S))ds:sexp (-]e-tlogtdt) ]lg(X)ldX.


o 0 0
00

By setting f = log Igl in this result, it follows that: if J ef dx < 00, and
o
J e-stf(s)ds
00

F(s) = is the Laplace transform of f, then F(s) exists for s > 0,


o
and

(24.4)

°
25. Let f be continuous and nondecreasing on [0,00) with g(O) = 0, g(x) >
for x > and g( 00) = 00. Let p 2:: 1, k :f 1, and let f be nonnegative and
°
°
Lebesgue-Stieltjes integrable with respect to 9 on [0, b] or on [a, 00) according as
k> 1 or k < 1, where a > b> 0. Suppose

J J
x 00

F( x) = f dg (k > 1), or F( x) = f dg (k < 1).


o x
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 165

Then
b b

j g-k FP dg + k ~ 1 g(b)1-k FP(b) ~ (k ~ 1) P j gP-k fP dg, (k > 1),


o 0
00 00

j g-k FP dg + 1 ~ k g(a)1-k FP(a) ~ (1 ~ k) P j gP-k fP dg, (k < 1),


a a

with both inequalities reversed when 0 < p ~ 1. Equality holds in either case
when p = 1 or f == 0, and the constants on the right sides are best possible when
the left sides are unchanged.
This result is due to C. O. Imoru [74]. Shum's results from 19. follow by
taking g( x) == x in the above results.

26. An inequality for fractional integral of a function of two variables is given


by H. Musielak [75].

27. The following inequality


1 1

(27.1) j(1-x 2)f2(x)dx+2 j F(x)F(-x)dx ~O


-1 -1

1
is valid for all f(x) E L2(-1, 1), where F(x) = - J f(t)dt.
x
This inequality is due to D. C. Peaslee and W. A. Coppel [76].
They used (27.1) in a proof of the following inequality of E. Bombieri [77J:
1

(27.2) j (1 - x 2)f2(x)dx + 2 j j (x + y)f(x)f(y)dx dy ~ 0,


-1 x+y~O

valid for all f(x) E L2( -1,1).


Further generalizations are given by D. T. Shum [78].

28. Results from 16. were further extended by J. S. Bradley [79J to the case
of mixed norms (two parameters p,q) and to values of p,q < 1 by H. Heinig
[80J, and Beesack and Heinig [81J. We present here a statement of the results in
[79],[81].
In all cases u, v, f denote nonnegative, extended real- valued measurable func-
x
tions on R+ = (0,00), and f is called admissible if the integral Jf dt (or
o
166 CHAPTER IV

00

Jf dt in parts (b) below) exists (finite) for 0 < x < +00. In all cases p',p
x
denote conjugate exponents. In case k = +00 we interpret any integral norm
J Iglkdx llk = essup Ig(x )1, and adopt the usual convention O· (+00) = o.
A xEA
r
THEOREM 1. (Bradley [79]) (a) Suppose that 1 ::; p, q ::; +00, and J v- P' dt
o
exists (finite) for 0 < r < +00. If there exists a constant C> 0 such that

(28.1 )

holds for all admissible f, then

(28.2) ~~~K(r) == ~~~ (


!00

uq dx
) llq (
! r

v- p' dt
) lip'
= B < 00.

Moreover, in case p ::; q above, then (28.2) is also sufficient for (28.1) to hold for
all admissible f.
r
(b) If 1 ::; p, q ::; +00 and 0 ::; J v- p ' dt < 00 for 0 < r < 00, then the existence
o
of a constant C > 0 such that

(28.3) {
!
00 [ 00

U(X)! f dt
1 q
dx
} llq
::; C
{
! 00

[v(x)f(x)JP dx
} lip

holds for all admissible f implies that

(28.4) ~~~J(r) == ~~~ (


!r

u q
dx
) l/q (
!00

v- p' dt
) l/p'
=B < 00

when p ::; q, (28.4) is also sufficient for (28.3), to hold for all admissible f.
Finally, in all cases, if C denotes the best ( = least) constant in (28.1) or
(28.3) then B ::; C ::; Bpl/q(p,)l/p' for 1 < p ::; q < 00, while C = B if p = 1 or
q = +00.
r
THEOREM 2. (Beesack and Heinig [81]) (a) Suppose p, q < 0 and 0 < J v- p' dt <
o
00 holds for all r > O. If there exists C > 0 such that
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 167

holds for all admissible I, then

(28.6)

r
Moreover, in case q ~ p < 0, and 0 < J V-pI
dt < 00 for all r > 0, and K1(r)
o
not only satisfies (28.6) but is non decreasing on R+, then (28.5) holds for some
C> 0 and all admissible I.
00
(b) Ifp,q < 0,0 < J V-pI dt < 00 for all r > 0 and
r

(28.7) { !
OO[ 00
U(X)! I dt
]q}l/q
~C !
{OO
[v(x)I(x)JP dx
}l/P

holds for all admissible I (some C > 0), then

(28.8)

00
Moreover, in case q ~ p < 0, and 0 < J V-pI dt < 00 for all r > 0, and J1(r) is
r
nonincreasing on R+ and satisfies (28.8), then (28.7) holds for some C > 0 and
all admissible I.
As in Theorem 1, the best (= largest) constant C in (28.5) or (28.7) satisfies
B ~. C ~ Ipll/q(p,)l/P' B if q ~ p < o.
00
THEOREM 3. (Beesack and Heinig [81]) (a) If 0 < p, q < 1 and 0 < Ju q dx,
00 r

J V-pI dt < 00 for all r > 0, and if (28.5) holds for all admissible I, then (28.7)
r

J u q dx, J V-pI
00 00

holds, and B ~ C. Moreover if 0 < q ~ p < 1, 0< dt < 00 for


r r
all r > 0, and if It (r) is nonincreasing and satisfies (28.8), then (28.5) holds for
all admissible I with C ~ pl/qlp'11/p' B.
r r
(b) Dually, if 0 < p,q < 1,0 < Ju q dx, Jv- p' dt < 00 for all r > 0, and if
o 0
(28.7) holds for some C > 0 and all admissible I, then (28.6) holds with B ~ C.
168 CHAPTER IV
r 00
Moreover if 0 < q ~ p < 1, 0 < J u q dx, J V-pI
dt < 00 for all r > 0, and if
o r
Kl(r) is non decreasing and satisfies (28.6), then (28.7) holds for all admissible
f, with C 2: pl/qlp'll/p' B.
Theorems 1,2,3 with p = q and (u, v) = (x-kip, xl-(k lp ») yield the three cases
p> 1, p < 0, 0 < p < 1 of Hardy's inequalities, respectively.
Another example, given by Bradley [79] for 1 < p ~ q < 00 and by Heinig [SO]
for q ~ p < 0 is

x ) q } l/q { lip
~
00 ( 00 }
{ oq l Ifdt
I x - dx Ipi I Ix(O+l)P-lfP(x)dx
laqllalql p
o 0 0

in case a < OJ and if a > 0,

q } l/q { lip
~ Ipi I
00 ( 00 ) 00 }
{ x Oq - l I f dt dx . Ix(O+l)P-l fp(x) dx
I laqllal qlp
o x 0

29. A. Kufner and H. Triebel [S2, §2] also dealt with weighted norm inequalities
of the form
b b

I ao(s)lu(x)IP dx < (p ~ l)P I al(x)lu'(x)IP dx


a a
from a quite different point of view, for the case 1 < p < 00. In [S2], the
approach was to express ao and al in terms of a parameter function A = A( x) in
such a way that the inequality was valid for all u E Cl (a, b) having u( a+) = 0
(or u(b-) = 0). This allows examples to be easily constructed, and many such
examples are given in [S2].

30. L. Y. Chan [S3] gave some special inequalities with mixed weights involving
Stieltjes integrals. We shall state these results briefly. Let 9 be continuous and
nondecreasing on [0,00) with g(O) = 0, g( +00) = +00, g(x) i= 0 if x i= 0,
g(l) = 1, g(x) i= 1 if x i= 1; let f be nonnegative and measurable on [0,00) and
let F;(x) = J f dg for i = 1,2,3,4 where El = [x, 00) (1 ~ x < 00), E2 = [l,x]
Ei
(1 < x < 00), E3 = [O,x] (0 < x ~ 1), E4 = [x, 1] (0 ~ x < 1). For real p,q i= 0,
r i= 1, set A = (Iq/(r - l)I)(P-l)qlp (Ip/(r -1)1), S = [(q - r + l)p/q] = 1. Then
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 169

for 1 ~ p ~ q < 00, or -00 < q ~ p < 0 where i = 1 if (r - l)/q < 0 and i =2
if(r -l)/q > o. Also, for the same p,q,r,

I g-'( -logg)-' F! dg" A {I gP-' (-logg)' I' dg },IP,


where i = 3 if (r - l)/q < 0 and i = 4 if (r - l)/q > O. In case 0 < q ~ p ~ 1
these results hold with the inequality signs reversed.
In [83] modifications of these results are given involving boundary terms as
well as more complicated inequalities for the case r = 1.
In his previous paper [84] Chan considered the case r = 1 of (2.6). Other
inequalities given there by Chan are

j x-I ( j f dt) dx ~ II' j x p - I (f(x)logx)P dx,


I z I

jX-I
I
(J I
fdt/lOgX)P dx" (p~lr jX'-'f'(X)dX,
I

J J
o
I
X-I
(

z
l)P
f dt/l1og xl dx ~ (p ~ 1) P J
0
I
x p - I fP(x)dx,

all for p > 1. Some more general results involving boundary terms were also
given in [84].

31. The unnatural hypotheses concerning the existence of the integrals FP rjJ -c dx J
in (i) and (iii) from 23. can be replaced by the assumption that the larger integral
J fPrjJP-c dx converges. See also Beesack [85].
We shall give such a theorem for the case p < O.
Let p < 0, and let rjJ, f be positive measurable functions on R+ such that the
integrals

J J J
z z ~

<flex) = <p dt, F(x) = f<p dt (if c < 1), or F(x) = f<p dt (if c > 1)
o 0 z

exist for x > o. If 0 < b < 00, then for c > 1 we have
170 CHAPTER IV

while for c >1 we have for 0 <a< 00

J
00

FPiJ?-cr.p dx + (-p) FP(a)iJ?l-c(a) ~


c-l
( -p )P
c-l
J00

jPiJ?P-cr.p dx.
a a

32. Shum's results from 19. are extended in Mitrinovic, Beesack and Vasic [143]:

THEOREM 1. Suppose p -=I 0 or 1 and k -=I 1. Let f be nonnegative (positive if


p> 0) and Lebesgue integrable on [0, b] if(k-l)p > 0, or on [a, 00) if(k-l)p < 0,
where a > 0, b > 0, and let F be defined by

Jf
x

(32.1) F(x) = dt if(k-l)p>Oj


o

Jf
00

or F(x) = dt if(k-l)p<O.
x

b
Then: (a) ifp < 0 or p > 1 and J t p - k jP dt < 00, we have for (k -1)p > 0,
o

J I J -I
b b

(32.2) C k FP dt ~ k ~ liP t p - k fP dt k ~ 11 b 1- k FP(b),


o 0

00

while if p < 0 or p > 1 and J t p - k fP dt < 00 we have for (k - l)p < 0,


a

J I rJ -I
00 00

(32.3) CkFP dt ~ k~1 t p - k fP dt k ~ 11 a 1- k FP(a).


a a

b
(b) if 0 < p < 1 and JC k FP dt < 00 we have for (k - l)p > 0,
o

J I ~ rJ -I
b b

(32.4) C kFP dt 2:: k 1 t p - k fP dt k ~ 11 b 1- k FP(b),


o 0
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 171
00

while if 0 < p < 1, J rkFP dt < 00 and (k -1)p < 0 we have


a

J I ~ liP J -I
00 00

(32.5) C k FP dt::::: k t p- k fP dt k ~ 11 a 1- k FP(a).


a a

Moreover in all cases inequality can hold only if f == 0 (or never in case p < 0).
The constant Ipl(k - 1)IP is best possible in each case.
The following result was also proved in [143]:
If k > 0, and p > 1 or p < 0, then

(32.6) dx :::; k- P J
00

-00
ekpxgP(x) dx;

if k < 0 and p > 1 or p < 0, then

J
00

(32.7) dx :::; (-k)-P ekpxgP(x) dx.


-00

If 0 < p < 1, then the inequalities (32.6), (32.7) hold with:::; replaced by ::::: if
k > 0 or k < 0 respectively. (If p = 1, both (32.6) and (32.7) hold, with equality.)
Equality holds in (32.6) or (32.7) only for 9 == 0 (or never if p < 0) and the
constants k- P or (-k)-P are best possible.
The inequality (32.6) is a generalization of (9.1).

33 . .Let the function space Lp and the norm II . lip (1 :::; p < (0) be as usual. Let
K(t, s) denote a nonnegative, measurable function of t, s > 0 and let K be the
operator defined by

J
00

(33.1) (Kf)(t) = K(t, x)f(x)dx


o

The following inequality is well-known as the Schur-Hardy inequality:


Let K (t, s) be homogenous of degree -1, such that

J
00

A(p) = K(t, x)x- 1 / P dx < 00,

o
172 CHAPTER IV

and let f E Lp (1 ~ p < 00). Then Kf E Lp and


(33.2)

A generalization of this result is given by F. Feher [86]. R. N. Mohapatra


[87] gave some interesting special cases of results from [86]. For example, he
proved the following result for an operator on the vector space of all measurable,
Lebesgue integrable functions on (0,00) defined by

J
t

Tr(J)(t) = C r f(x) dx.


o

Let l/p ~ r ~ 1, and let f E Lp (1 ~ p < 00). Then

/lTrf/i p ~ (1 + p(l- r»-l/p Cpr~ 1J Z /lf/l p/(1+P(1-r».


For some related results see Butzer and Feher [88], Feher [89] and Love [90].

34. Various results connected to Hardy's inequality were given by E. R. Love


[91], K. B. Stolarsky [92], V. M. KokiaSvili [93], F. A. Sysoeva [94], A. Kufner
and H. Triebel [95] and Y. Ding [96]. For example, a paper [96] generalizes
Hardy's inequality to the case of higher dimensions.
A
Let p > 1, r > 2/p, F(x) - F(O) = F(A,B) - F(O) = J f(t,B)dt, where
o
f(x) = f(A,B), Ixl = A, and x E RZ. Then

J Ixl-prIF(x) - F(O)IP dx ~ (pr ~ 2) JIxl-p(r-l)lf(x)IP dx.


p

R2 R2

35. Let f: 1-+ R+ be a convex function, Xi E I (i = 1,2, ... ), C = (Cl> cz, ... )
a positive sequence, and let for every n ~ 1, q(n) = (q~n), ... , q~n») be a positive

n-tuple such that t q~n)


k=l
= 1 (n ~ 1). If dk are positie numbers such that

(35.1) (k ~ 1),
n=k

then
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 173

(35.2)

If J is a concave function and if in (35.1) the reverse inequality holds, then the
reverse inequality in (35.2) holds also.
This result is proved by P. M. Vasic and J. E. Pecaric [97]. The following
result is also proved in [97]:
Let Pi ;::: 1 (i = 1,2, ... ), Xi > 0 (i = 1,2, ... ) and let J be a positive function
such that x-I J( x) decreases for x > O. Suppose that c = (CI, C2, ••• ) is a positive
sequence, such that

(35.3) (k;::: 1).

Then

(35.4)

If x-I J(x) increases and if (35.3) is reversed, then (35.4) is reversed also.

36. Some inequalities for sequence spaces are established by P. Chandra and R.
N. Mohapatra [98]. A proof uses results from [59].

37. Theorems obtained by R. N. Mohapatra and D. C. Russell [99] are essen-


tially the integral analogues of the series inequalities of J. Nemeth [62]' but they
include, for example, all the inequalities given by E. T. Copson [72] and (for
p > 0) those given by P. R. Beesack [85].
Here, we shall give only the following convolution inequality:
Let set) ;::: 0 (t > 0), set) = 0 (t < 0), and for some constant K ;::: 1, sex) ~
x
Ks(y) for x > y > OJ suppose also that Sex) = J set) dt > 0 for x > O. If
o
J(t) ;::: 0 on R+ and 1 < P < 00, then

I (s!X) ]
0 0 0
sex - t)J(t) dt) P dx'; (:~)' J(f(t)), dt
38. Further generalizations of a result from 25. are obtained by C. O. Imoru
[100]-[102].
174 CHAPTER IV

39. Hardy type integral inequalities are also considered by B. G. Pachpatte


[103].

40. Various generalizations of the previous results are recently obtained by E.


R. Love [104]-[110].
The paper [105] contains inequalities for weighted norms of the form IIYmllp =
00 ) IIp
= (
m'fl Am IYm IP , where Am > 0 and Ym are complex numbers. Theorem 1
m
is: If p > 1, b(t) is nonnegative and decreasing in (0,1], Am = l:: An, and the
n=l
matrix (a~n) is lowertriangularwith lamnl ~ (An/Am) b(An/Am) for 0 < n ~ m,
then

(40.1)

Theorems 2 and 3 from [105] are similar theorems for upper triangular and
nontriangular matrices (a mn ). Theorems 1 and 2 include discrete Copson's gen-
eralizations of Hardy's inequalities.
(Note that (40.1) is related to (33.2).)
Generalizations of results from [72] and [44] and some analogous results are
obtained in [106].
Hardy's inequality in Orlicz-type sequence spaces for operators related to gen-
eralized Hausdorff matrices is obtained in [107]. It is a generalization of results
from A. Jakimovski, B, E. Rhoades and J. Tzimbalario [111] and D. Borwein
[112].
J. A. Cochran and C. S.Lee [113] proved the following results:
(i) If A and p are real numbers with p > 0, and f(t) is measurable and non-
negative on (0,00), then

(40.2) 1,' Iexp ( :. tP - ' log/ttl <it) d,

(40.2) ~ e(A+1)/p f
00

t A f(t) dt.
o
(ii) If A and p are constants with A ~ 0 and p ~ 1, and 0 < Xn ~ 1, then

(40.3)
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 175

Note that (40.2) is, in fact, Levin's inequality (4.2). _


Generalizations of these results are given in (108)- (110).

41. The above integral inequalities of Hardy type or related integral-differential


inequalities (see (9.2)) have been applied in various branches of mathematics:
theory of ordinary differential equations (oscillations of solutions of differential
equations: R. A. Moore and Z. Nehari [114], W. J. Kim (115), D. B. Hinton and
R. T. Lewis (116); problems of approximation: A. Krzywicki and A. Rybarski
(117), A Rybarski (118); the theory of differential operators in L2: W. N. Everitt,
M. Giertz and J. Weidmann (119)' W. N. Everitt (120), R. J. Amos and W. N.
Everitt [121], J. S. Bradley, D. B. Hinton and R. M. Kauffman (122)); spec-
tral theory of differential operators: C. R. Putnam (123)' W. N. Everitt (124),
D. B. Hinton and R. T. Lewis (116); Sturm-Liouville problem: P. R. Beesack
(125)'[126)' R. Redheffer (127), D. C. Benson (128); functional analysis (imbed-
ding theorems for weighted Sobolev spaces): V. R. Portnov (129), A. Kufner
[120]' and particularly A. Kufner (131) and V. G. Maz'ya (132); the theory of
intermediate spaces: R. A. Hunt [133], C. Bennett (68); interpolation theorems
for operators: R. A. Hunt and G. Weiss (134)' R. A. Hunt (135); complex func-
tion theory (Z. Nehari (136)), theory ofthe Laplace transform (H. P. Heinig (73)),
theory of Fourier series (V. M. KokiaSvili [93], L. Y. Chan (83)), and differential
geometry (H. Flanders (137)).
The Hardy's inequality (1.1) and its generalizations have been applied in differ-
ential geometry to obtain isoperimetric inequalities (see, for example, M. Janet
(138), B. A. Troesch (139), D. C. Benson (128)' P. R. Beesack (140), J. M.
Feinberg (141)). They were also used to derive the Hardy-Littlewood maximal
inequality and is generalizations (H. P. Heinig (73), P. 1. Butzer and F. Feher
(88)). The latter inequalities have numerous applications in different mathemat-
ical domains. Let us mention the following: complex function theory, singular
integrals, harmonic functions, conjugate functions, ergodic theory, differentiation
theorems for groups (cf. (88)) .
The above "applications comment" of Hardy's inequality is given by B. Florkiewicz
in his dissertation (142).

42. Several recent papers on Hardy's inequality are (144) of B. G. Pachpatte


and (145) of T. Ostrogorski, (146) of G. Sinnamon, (147) of G. Bennett, (148)
of B. G. Pachpatte and E. R. Love, and (149) of R. N. Mohapatra and D. C.
Russell, (150) of R. N. Mohapatra and K. Vajravelu, (151) of F. J. Martin-Reyes
and E. Sawyer, and (152) of A. P. Pittenger.

43. H. S. Wilf (153) is a collection of theorems on finite sections of Hilbert's,


Hardy's and Carleman's inequalities. In each case, if the sequences {an} and
176 CHAPTER IV

°
ibn} satisfy an = bn = for n ~ N, then the best constant AN is smaller than
the best possible constant A for all sequences and AN converges to A. This book
discusses the computation of AN and its rate of convergence to A. In most cases
AN is an eigenvalue of a Hermitian matrix.

44. Weighted Hardy inequalities continue to be the object of research. E. N.


Batuev and V. D. Stepanov [154] and G. Sinnamon [155] gives versions in dimen-
sion one and Rn respectively. Stepanov [156] gives a weighted inequality with
a higher order derivative in R, while A. Wannebo [157] gives an n-dimensional
version.

45. R. Brown and D. Hinton [158] give Hardy inequalities of the form

for various cases:


i) 1= R+, P ~ r, a + r- 1 i= 1, (3 + p-l = a + r- 1 -l;
ii)1= [b,oo), a + r- 1 i= 1, p ~ r, (3 + p-l ~ a + r- 1 - 1;
iii)1= [b, 00), {a + r- 1 = 1 or p < r}; (3 + p-l < a + r- 1 - 1;
iv) 1= (0, b], a + r- 1 i= 1, p ~ r, (3 + p-l ~ a + n- 1 - 1; and
v) 1= (0, b], {a + r- 1 = 1 or p < r },(3 + p-l > a + r- 1 - 1.

46. As this book goes to press, the book [159] by B. Opic and A. Kufner has
appeared. It is devoted to finding conditions under which there is a constant C
such that

(! I/(x)lqw(x)dx )lh ~ (! C 1f'(x)IPv(x)dx


)lh
for all u absolutely continuous with a zero at one end of I. They consider various
generalizations where f' on the right is replaced by I and I on the left by some
operator acting on I, for examples, with w(x) = l/x and vex) == 1, we get
(1.2). Furthermore, they consider appropriate multidimensional versions of this
question. They give 84 references, [160] for example.

47. Lizorkin [161] gives the Hardy inequality

J }J
o
00 bt

at
g(h)dh
8

:! ~ K J :!,
00

0
Ig(t)1 9
HARDY'S, CARLEMAN'S AND RELATED INEQUALITIES 177

6
bl=.l.
for 1 :S () :S 00, 0 < a < b < 00, and K = (
[s' 9 ds )

48. P. D. Johnson and R. N. Mohapatra in a series of papers [162]-[166] have


considered generalizations of the discrete version (1.1) of Hardy's inequality
00

where IIAxlip :S C(P,A)lixlip, (Axh = I: akjXj, and A satisfies some additional


j=l
properties.

49. B. G. Pachpatte [167] gave a generalization of (2.8). But his result is a


simple consequence of both Jensen's inequality for convex functions and of (2.8)
as was proved by D. S. Mitrinovic and J. E. Pecaric [168].

50. Weighted versions of various inequalities are given by H. P. Heinig [169]. In


particular, he gives weighted versions of Theorem 3 of 1., (2.5), and the result
of 4 .. A weighted characterization of (2.5) was earlier discussed in [151] and
independently by Stepanov in [170]. Best constants may also be found in [10]
and [19]. Other references include Ding [171] and Lee [172].

51. An additional reference is the paper of Carlson [173] and the alternate proofs
of his result given in Ahiezer [174].

REFERENCES

1. HARDY, G. H., Note on a theorem of Hilbert, Math. Zeitschr. 6 (1920),


314-317.
2. LANDAU, E., A note on a theorem concerning series of positive terms, J.
Lond. Math. Soc. 1 (1926), 38-39.
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CHAPTER V

HILBERT'S AND RELATED INEQUALITIES

1. The inequality

(1.1 )

is known as Hilbert's double series theorem, or Hilbert's inequality. It was first


proved by Hilbert in his lectures on integral equations, and a proof was published
by H. Weyl [1] in his dissertation in 1908. The exact value 1T of the constant
(which is best possible) was given by I. Schur [2]. He also gave an integral
analogue of (1.1).
The following generalizations of (1.1) are given by G. H. Hardy and M. Riesz
(see Hardy [3]):
THEOREM 1. Ifp> 1, p' = p/(p-1), then

(1.2) LL
00 00
amb n <
(
1T
) (
L
00
aP
) lip (
Lb
00
P'
) lip'

m=l n=l m +n sin (~ ) m=l m n=l n

unless (an) or (b n ) is identically zero.


THEOREM 2. Ifp> 1, p' = p/(p-1), then

JJ
00 00

f(x)g(y) dxdy
x+y
o 0

(1.3)

unless f == 0 or 9 == O.
187
188 CHAPTER V

These theorems, as well as the following are known as Hilbert's theorems (see
[4, p. 234), Theorems 315, 316 and 323).

THEOREM 3. If the conditions of Theorem 1 are satisfied, then

L a~ L b~
00 ) IIp ( 00 ) IIp'
(1.4) ( ) (

(p)
• 7r 1r

sm m=O n=O

The constants ...,---(


SIn
1r 1 ) in all the above theorems are the best possible.
p 7r

2. Other proofs, of the whole or of parts of Theorems 1-3, and generalizations


in different directions have been given by L. Fejer and F. Riesz [5), E. C. Francis
and J. E. Littlewood [6)' G. H. Hardy [7), G. H. Hardy, J. E. Littlewood and G.
P6lya [8), H. P. Mulholland [9),[10), P. M. Owen [11), G. P6lya and G. Szego
[12, I, 117, 290), I. Schur [2), and F. Wiener [13) (see [4, pp. 226-227)).
Note that (1.4) is sharper than (1.2), and several proofs of Hilbert's theorem,
for example the proof of Mulholland [9), the proof of Schur (see for example [4,
pp. 212-213)), the proof of Fejer and F. Riesz (see, for example, [4, p. 325)),
and the proof of P6lya and Szego [12, I, 290)), also give the result in this form.
The last three are limited to the case p = 2 (see [4, pp. 234-235)).
Proofs of Hardy, Littlewood and P6lya [8) are based on general classes of
bilinear forms (see Theorems 318, 319, 320, 322 from [4)). We shall give here
only the following special case ([4, Th. 321)):
If Am > 0, Vn > 0, Am = Al + A2 + ... + Am, Mn = Vl + V2 + ... + V n , P > 1,
then

00 00 \l/p' IIp
"\;"' "\;"' /\ m V n
(2.1 ) L..J L..J A M amb n
m=l n=l m + n

unless (an) or (b n ) is identically zero.


The cases p = 2 of these results (Theorems 318,319,320 and 322) were proved
by Schur [2).
HILBERT'S AND RELATED INEQUALITIES 189

00 00 n
3. Suppose that an ~ 0, and that A(x) = L: anx n , A*(x) = L: a'!.~ . Then
n=O n=O

( 3.1) 1r ~ ~ (m + n)! ama n ~~ am an


L...J L...J mIn! 2m +n +1 L...J L...J m + n + 1 '
~ m=O
m=O n=O n=O

J J(e-"
1 i

(3.2) A2(X) dx ~ 1r A*(x))2 dx.


o 0

Inequality (3.1) is stronger than Hilbert's inequality (1.1) for an = bn .


These inequalities are due to D. V. Widder [15]. G. H. Hardy [16] proved
(3.2), which is equivalent to (3.1), by using Hilbert's inequality itself. He also
proved the following generalization of (3.2):
If p > 1, then

(3.3) J 1

zp-2 (A(z)t dz ~ (r (;)) J


P 00

zp-2 (e-zA*(z))P dz.


o 0

The following Hardy inequality was proved in both papers ([15],[16]):

(3.4)

where the coefficient on the left-hand side is to be interpreted as lIn when m = n.


Hardy [16] also gave the following inequality:

oo
(3.5) L Loo 110g(mln) I 2~ ~ aman
(
maxmn aman ~ L...J L...J maxmn •
m=l n=l (,) m=l n=l ' )

The last two inequalities are consequence of the following Hardy's inequality
for quadratic forms ([16], [4, p. 257]):
00

Suppose that Ko(x) ~ 0, that K1(x,y) = J Ko(xt)Ko(yt) dt (so that Kl is


o
symmetric and homogeneous of degree -1), and that

J
00

K 2 (x,y) = K1(x,t)K1(y,t) dt.


o
190 CHAPTER V

Then
~ ~ ~ 00

(3.6) L LK2 (m,n)aman S J L LKl(m,n)aman.


m=l n=l m=l n=l
00

where J = J Kl~l) dw.


o
The following results are connected to (3.4) and (3.5):
(i) ([4, Th. 341]) If am, bn , f(x), g(y) are nonnegative and p > 1, then

(3.7) ~ ~ "":7'::: n) < PP (~a~ )'/p (~~) "" ,


(3.8) !! ~~:~~:Yj)
00 00

dxdy < pp'


(

!00

fP(x) dx
) IIp (
! 00

gP' (x) dx
) lip'
,

unless (am) or (b n ) or f (x) or g( y) is identically zero.


The constants are the best possible.
(ii) ([4, Th. 342]) If p > 1, then

JJ
00 00

log(xjy) f(x)g(y) dxdy


x-y
o 0

< 7r 2 cosec 2 (~) (


!
00

fP dx
) IIp (
!
00

gP' dy
) IIp'

4. The paper [10] of H. P. Mulholland is concerned with a generalization of (1.2)


in which a{;. and ~ on the right are replaced by 4>(a m ) and 'I/J(b n ) respectively,
where 4>( x) and 'I/J( x) are functions which increase strictly from 0 to 00 with x
and whose inverses are related by

(4.1)
HILBERT'S AND RELATED INEQUALITIES 191

and when <p is a convex function which satisfies

(4.2) <p( xy) 2: <p( x )<p(y).

Namely, if the integral

(4.3) p = Joo <p-l(x) dx = Joo dx


x(l + x) t/J-l(x)(l + x)
o 0

is convergent, then

(4.4)

H. P. Mulholland [17] also proved some related results.


f
00 00

Let A(x) = L:ann- l - x , and An = a(x)n- X dx.


2 0
If p > 1, q > 1, l/ = (lip) + (l/q) - 1 2: 0, then

(4.5) 1 A(x)B(x)x-" dx ~ K (~~) 'I, (~~) 'I"

(4.6) ~AnBnn-'(IOgn)-" ~ K (
!
00

a'(x) dx
) l/p (
!00

b'(x) dx
) l/q

°
When l/ = and so q = p', the best possible value of K is 7r I sine 7r I p).
The special case of (4.5) is

(4.7) ff
2 2
amb n
(mn (log(mn))l-")
~K (f a~)l/P (f
2 n 2
b'h)l/q,
n

and when l/ = 0, K = 7r1 sin(7r/p), and this is the smallest K for which the
inequality holds.
192 CHAPTER V

H. P. Mulholland [18] gave some similar results for power series (in form related
to (4.4)). These results are generalizations of results of G. H. Hardy and J. E.
Littlewood [19].

5. Some related results are also given in Chapter X: Rearrangements of [4].

6. Related problems were considered by G. Szego [20] and H. Frazer [21].

7. A. E. Ingham [22] proved the following result:


00
If an ~ 0 (n = 0,1,2, ... ), 0 < L:a;, < 00 and.x > 0, then
o

where

8. v. Levin [23] proved that in (1.4) for p = q = 2 the factor (m+n+ 1)-1 can
be replaced by the larger one
(m + n) loge m + n) + (m + n + 2) loge m + n + 2) - 2( m + n + 1) loge m + n + 1).
9. By the Hilbert-Riesz inequality is meant the following inequality: let p > 1,
q > 1, p-1 + q-1 > 1, .x = 2 - p-1 - q-1 = p,-l + q,-l (0 < .x < 1), f(x) ~ 0,
g(y) ~ 0, and all integrals are finite, then
00 00
(9.1) JJ Ix+ylA
-00
f(x)g(y) dxdy

£00 £
-(X)

) lip (00 ) 11q


S; K(p, q) ( fP(x) dx gq(y) dy ,

where K (p, q) depends only on p and q.


The same result with integrals from 0 to 00 is given in [4, Th. 340], as well as
its discrete analogue (Th. 339). In [23], V. Levin showed that in the case with
integrals from 0 to 00 we have that

(9.2) K(p, q) = (7rcosec .x:') A = (7rcosec .x:') A


This constant is not the best possible. But some results with the best possible
constants are given by V. Levin in [24] and [25]. In [25] he proved
HILBERT'S AND RELATED INEQUALITIES 193

THEOREM 1. Let aP = sup Ixlf*P(x), bq = sup lylg*P(y), where f*


-oo<x<oo -oo<x<oo
and g* are rearrangements of f and 9 in symmetrical decreasing order, 8 =
(q' - p)j(q' + p') (0 < 8 < 1), (j = (p' - q)j(p' + q') (0 < (j < 1), where p, q, >. are
as for (9.1). Then

(9.3)
00 00
J J Ix + yl"
-00 -00
f(x)g(x) dxdy

< L(p,q)a 6 blT ( L00


fP(x) dx L
) (1-6)/p (00
gq(y) dy
) (l-lT)/q
,

where
L(p,q) = ~ sin >.; sin~ sin ~r(l- >.)r (;,) r (;,)

is the best possible constant.


Note that the inequality (9.3) is slightly stronger than (9.1).
2. Let p > 1, q > 1, p-l + q-l > 1, >. = 2 - p-l - q-l; let r and s
THEOREM
be two arbitrary real numbers subjected to the only condition r + s = v ~ and
let f(x) ~ 0, g(y) ~ 0, with
°
00
J (I(x) (log' f(x)r)p dx = A~ < 00,
-0000
J (g(y) (log' g(y)r)q dy = B~ < 00,
-00
where log't = max(l,logt) (t > 0).
Then

-00 -00

where K depends only on p, q, r and s.


194 CHAPTER V

10. Let a, b, c be real numbers and p, q, r be extended real numbers with 1 ~


p,q,r < 00, and let p',q',r' be the usual conjugates of p,q,r. Let f,g,h be
nonnegative measurable functions on [0,00), and write

J J
00 00

FP = fP(x) dx, H r' = hr' (x) dx,


o o
1= JJ 00 00

f(x)g(y)h(x + y) dxd y ,
xayb(x + y)c
o

J
0
x
u(x) = x- c f(y)g(x - y) dy ,
ya(x _ y)b
o

with the usual conventions if p, q, r, or r' is infinite. Thus, for example, F = IIfllp
in all cases, so that if p = 00, F = ess sup If(x )1. Let p, q, r, a, b, c satisfy

A = 2 - p-l - q-l - (r')-l = a + b + c, 0 ~ A ~ 1.

Then there exists a constant K = K(p, q, r, a, b) such that


(10.1) U~KFG

if and only if one of the following sets of conditions is satisfies:

(10.2) min(p, q, r') > 1, max(ap', bq') < 1, max(a, b) ~ A;


(10.3) min(p, q, r') = 1, max(ap', bq') < 1, A> 0, max(a, b) < A;
(10.4) min(p, q, r') = 1, max(a, b) ~ A= o.
J
00
Observe that an application of Fubini's theorem shows that 1= u(t)h(t) dt.
o
Hence Holder's inequality (and its converse) shows that (10.1) is equivalent to

(10.1') I~KFGH.

This result was proved in 1938 by H. R. Pitt [26], and is the integral analogue
of a corresponding theorem for infinite series involving Cauchy products due to
Hardy and Littlewood [27]. (The latter paper involves parameters a, {3, 'Y related
to a, b, c by a = a + p-t, {3 = b + q-l, 'Y = c + r- 1.)
In [26] Pitt also states the following result as a corollary of the above (by
expressing the new I as a sum of six integrals over (-00,0] or [0,00)):
HILBERT'S AND RELATED INEQUALITIES 195

Let p, q, r, a, b, c, A be as above, and let f, g, h be nonnegative measurable


functions on (-00,00). Let

1= JJ
00 00

f(x)g(y)h(x + y) dxd y ,
Ixlalylblx + ylC

J
-00 -00

00

u(x) = Ixl-c f(y)g(x - y) dy ,


Iylal x _ ylb
-00

and let F = Ilfll p , G = IIgll q , H = IIhllr" U = lIulir. Then there exists K =


K(p,q,r,a,b) such that the inequalities (10.1) and (10.1') are true (for all f, g,
h) if anyone of the following sets of conditions is satisfied:
(10.5) min(p,q,r') > 1, max(ap',bq',cr) < 1, max(a,b,c)::; A;
(10.6) min(p,q,r') = 1, max(ap',bq',cr) < 1, A> 0, max(a,b,c) < A;
(10.7) min(p,q,r') = 1, a = b = c = A = O.

11. Let A*(x) be defined as in 3. and let B*(x) be defined similarly. The
following generalization of (3.1) and (3.2) is given by Y. C. Chow [28]:

(11.1)

where a(x) = e- X A*(x) and b(x) = e- B*(x).


X

Chow also proved

(11.2)

where PI > 1, P2 > 1, ... P1 I + p:;1 + ... + p-;;,I = 1, and the sequences are
nonnegative.
196 CHAPTER V

12. H. Frazer [29] proved

(12.1)

Note that N sin(7r/N) < 7r.


E. H. Corsey, H. Frazer and W. W. Sawyer [30] proved that in certain cases
even this constant can be lessened.

13. O. Taussky [31] showed that

max
Xi
LL ~iXj.
n

lIZ
n

+J
/ n
LX~ = 7r{1 + O(log-l n)}.
1

14. S. B. Steckin [32] proved that the constant in (9.2) is the best possible
constant for a discrete analogue of (9.1), i.e.

(14.1)

where p > 1, q > 1, p-l + q-l ~ 1, >. = p,-l + q,-l.


In fact, he proved the following more general results:
Let Wmn ~ 0 and for every p > 1, am, bn the following inequality

(14.2)

be valid. FUrther, let p > 1, q > 1 and

Then

(14.3)

Levin's result was also considered in F. F. Bonsall [33]. He used the following
elementary application of Holder's inequality.
HILBERT'S AND RELATED INEQUALITIES 197

Let Pi, p~, qi, >. be real numbers such that

(14.4)

Then
n

(14.5) o < >. ~ 1, qi 1 + (1 - >.) = pi 1, L qi 1 + (1 - >.) = 1, qi > 1.


1

Hence, if It, ... , fn, U1, ... , Un, ware nonnegative measurable functions and k is
a positive constant such that

(14.6) U11/ q1 .•.


u1/qnw1-.x
n
=
-
k,

then

/k f 1 . .. j n d f-l = / ( U1 j 1Pl)1/Ql •.• ( Un fPn)1/


n
Qn (
W jPl
1 •.. fPn)1-.x
n d f-l

and so by Holder's inequality

(14.7) / kit· ··fn df-l ~ ( / wffl .. ·f~ndf-l)


1-.x
nn (/
udf; df-l
)1/Q;

In particular, that n = 2, P1 = P > 1, P2 = q > 1, >. = (p') + (q') ~ 1. Then


q1 = q' and q2 = p', so that

holds for arbitrary u, v, w satisfying

(14.6')

Note, we can obtain Levin's inequality as follows:


-t/ '
In (14.6'), (14.7') take k = 1, w == 1, U == (yx- 1) P I(x + y) and v ==
-tIp'
(xy-1) I(x + y) to obtain
00 00

1= / / f(x)g(y) dxdy < 1 1-.x11/Q'I 1/ P'


(x + y).x - 1 2 3 ,
o 0
198 CHAPTER V

where

JJ
(Xl (Xl

11 = IP(x)gq(y) dxdy = 1I/11:lIglI:,


o 0

JJ
(Xl (Xl

12 = fP(x) (~) -tip' :~~


o

J(Xl fP(x) dx J(Xl ~-tip'


0

= + u du (y = xu)
o 0

= 7rCSC (;~) 11/11:, (iiO < t < p')

h = 7rCSC (:~) IlglI:, (iIO<t<q').

Hence

1:5. { ( t) }11q, {
7rCSC ;, 7rcosec
( t) }11P' 1I/llpllqllq.
:'

By elementary calculus, the minimum value of this upper bound occurs for t =
A-I, and this gives the constant factor preceding II/lIplIgllq the value
( 7r csc >.;, ) 11q, ( 7r csc A~' )l/p
l

=
(
7r CSC A~'
)A ,since A~' + A~' = 1, so that 7r -
A;' = ;;,.
We can obtain a discrete analogue from the integral one by taking I(x) = am
for m - 1 :5. x < m and g(y) = bn for n - 1 :5. y < n (m, n = 1,2, ... ), or by
taking dJ.L to be a sum of point masses.
Taking n = 3 in (14.4) and proceeding in the same way as in the proof of
Levin's inequality, Bonsall [33, Th. 8] proved that

(Xl (Xl (Xl

(14.8) J J J (xI(x)g(y)h(z)
+y+ dxdydz:5. kll/ll Z)2A p1 ·lIgllp2 ·lI h ll p3
o 0 0

with

Levin's inequality is the special case K(x, y) == (X+y)-l of the following theorem.
HILBERT'S AND RELATED INEQUALITIES 199

THEOREM 1. (Bonsall [33, Th. 2]). Let p > 1, q > 1, >. = (p')-1 + (q')-I, let f,
g be nonnegative and measurable on [0,00), and let K( x, y) be nonnegative and
homogeneous of degree -1, with

J
00

u- 1 / Ap' K(l, u) du = k.
o

Then

JJ
00 00

(14.9) f(x )g(y)KA(x, y) dxdy :::; k'\lIfll p ·llgllq·


o 0

PROOF: In (14.6'), (14.7') we take k = 1, W == 1, u == (yx- 1 )-t/P' K(x,y) and


v == (xy-l)-t/ q' K(x,y), giving as in the proof of Levin's inequality

JJ
00 00

1= f(x)g(y)KA(X, y) dxdy :::; I:- AliN Ii/ p',


o 0

where

II = IIfll~llglI~,

12 = II
o 0
fP(x) (;) -tip' K(x, y) dxdy

J
00

= Ilfll~ u- t / p' K(l, u) du,


o

Ilgll~ J
00

13 = v-tN K(v, 1) dv.


o

Because K is homogeneous of degree -1, the change of variable v = u- 1 gives

J
00
t 1
13 = IlglI~ uqr- K(l,u)du.
o

The choice t = >.-1 now gives (14.9) since (>'p,)-1 + (>.q')-1 = 1.


200 CHAPTER V

Theorem 1 is the generalization to the nonconjugate case of a theorem due to


1. Schur [2] in the case p = q = 2, and in the general conjugate case to Hardy,
Littlewood, and P6lya [4, Th. 319].
REMARK 1: In the conjugate case (q = p', A = 1), it follows from Holder's
inequality and its converse that the inequality

JJ
00 00

(14.9') f(x)g(y)K(x,y) dxdy:::; kllfllp ·lIgllq


o 0

is equivalent to either of the inequalities

(14.10) { II 00 ( 00
K(x, y)f(x) dx
) P
dy
} lip
:::; kllfll p,

00 ( 00 ) q } llq
(14.11) { / / K(x, y)g(y)dy dx :::; kllgll q.

In this case, the constant k is best possible. Additional applications of (14.9'),


(14.10), (14.11) are given in Hardy, Littlewood and P6lya [4, §9.9].
REMARK 2: Other inequalities giving upper bounds for the integrals

JJ JJ
00 00 00 00

f(x)g(y)(x + y).\ dxdy, f(x)g(y)lx - yl-.\ dxdy


o 0 o 0

are also given by Bonsall [33, Ths. 3, 4, 5].


REMARK 3: Bonsall also gave the following geralization of the Levin's result
from 8. With the same conditions for p, q and A,

~ ~ ambn (1 ~ A(A + 1) ~ ,\(,\ + 1)(A + 2)('\ + 3) )


~ ~ (m + n - 1).\ + 4! (m + n - 1)2 + 6! (m + n - 1)4 + ...

:::; (1I"cosec ,\11",)


.\ (
L a~
00 ) lip
L b~
(00 ) llq
p m=l m=l

15. In 1941, A. Beurling gave a proof (unpublished) of the following result:


HILBERT'S AND RELATED INEQUALITIES 201

If an ~ 0, bn ~ ° for n = 1,2, ... , and


00
E
m=l
ma~ = A2 < 00, E
00

n=l
nb! = B2 <
00, then

L
00 00

(15.1) Lambn/log(m+n) ~ KAB


m=l n=l
with 0 < K < 4e.
Beuding also suggested the following generalization which was proved by A.
E. Livingston [34]:
Let h: R --t [0, +00) be nonnegative" nondecreasing and continuous from the
right. Let, furthermore f, g: R --t [0, +00) be nonnegative, and let 1 < p < +00,
and (l/p) + (l/q) = 1. If

J J
00 00

f(x)Pdh(x) = FP < +00, g(y)qdh(y) = Gq < +00,

then
° °

JJ
00 00

(15.2) f(x)g(y) dh(x)dh(y) < KFG,


hex + y)
o 0

with 0 < K(h) < p+q.


In particular, if hex + y) ~ hex) + hey), then K(h) ~ 7r/ (sin(7r/p)), and if h
is continuous, h(O) = 0, lim hex) = +00, and hex + y) ~ hex) + hey), then
x-+oo
K(h) ~ 7r/ (sin(7r/p)).

16. F. C. Hsiang [35] proved that, ifao,al, ... ,aN and bo,b1, ... ,bN are se-
quences of nonnegative real numbers,

,t,t, 2m ';:":; + 1 ,,; (N + 1) ,in 2(/+1) (j; a;,)'" (t, b!)'"


Related to this inequality, see paper [36] of Q. A. M. M. Yahya.

17. In connection to Hilbert's inequality are also the papers [37] of W. W.


Sawyer, and [38] of V. P. Il'in.

18. N. G. De Bruijn and H. S. Wilf [39] showed that the best possible constant
CNin
N N N
n < C '"' a 2
L...JL...J m + n - NL...J n
'"' '"' ama
n=l m=l n=l
202 CHAPTER V

is given by

eN = 7r - ~7r5 (lOgN)-2 + 0 (loglogN(1ogN)-3) (N --+ +00).

This is an extension of the result given in [30], [31] and [40] (R. A. Fairthorne
and J. C. P. Miller).

19. E. K. Godunova [41] proved the following generalization of Theorem 1 from


14.:
Let p > 1, q > 1, p-l + q-l = 2 _ >. > 1, p-l + p,-l = 1, q-l + q,-l =
1; u(tl , t2' ... ' tn) E Ll/~(Vi), f(Xb ... ' xn) E Lp(V.,), g(Yl, ... , Yn) E Lq(Vy),
where V., = {(xl, ... ,xn)IO<Xi<+oo, i = 1, ... ,n}; Vi and Vy are defined
similarly. Then

JJ (Yl
V" Vp
u - , ... ,Yn)
Xl
-
Xn
(Yl ... Yn ) ~ ( X1, ... ,Xn )-~
Xl··· Xn

X f(Xl, ... , Xn)g(Yl, ... , Yn)dV.,dVy


< lIulh/~lIfllplIgllq·

20. Further related papers are R. Redheffer [42], V. P. ll'in [43], H. Davenport
and H. Halberstam [44], K. R. Matthews [45], F. A. Sysoeva [46],[47],[48], P.
L. Walker [49], A. Erdelyi [50], F. Feher [51] and A. Kufner [52]. For example,
Walker [49] proved that the constant in (9.2) is asymptotically best possible.

21. The following result was proved by P. M. Vasic and J. E. Pecaric [53]:
Let f: [kl, k2] x [£1,£2] --+ R+ be a real function, and let a = (aI, a2, ... ),
b = (b l , b2 , ••• ) and C = (Cl, C2, ••• ) be three positive sequences. Suppose that for
every n ~ 1, q(n) = (q~n), ... , q~n») is a positive n-tuple such that qin) = 1. t
k=l
(a) If H( s, t) = f (K-l( s), L -1 (t») is a convex function and if dk are positive
numbers such that

L
00

(21.1) cnqin) :5 d k (k ~ 1)
n=k

then

L cn(f (Kn (a, q(n») ,Ln (b; in»)) :5 L


00 00

(21.2) dnf(a n, bn),


n=l n=l
HILBERT'S AND RELATED INEQUALITIES 203

where K n (a, w) and Ln (b, w) are quasiarithmetic mean of a with weights w with
respect to the functions K and L respectively.
(b) If H( s, t) is concave and if in (21.1) the reverse inequality holds, then (21.2)
is reversed.

22. Let S be a complex inner product space with inner product {".} and let
A be a real, nonnegative constant. If X n , Yn E S for m, n E Z with X 2 =
00 00

l: II x ml1 2 < 00, y2 = l: IIYnll < 00, then


m=-oo n==-oo

00

(22.1)
{Xm' Yn} < 71"XY
m,n=-oo
m - n +A - Isin 7r AI'

and equality holds if and only if either X = 0 or for some complex constant 8,
00
Yn = 8 l: xm/(m - n + A) for all nEZ, where X < 00.
m=-oo
This is the main result of the paper [54] of R. M. Redheffer and P. Volkmann,
and is an extension of Schur's inquality [2], which is just (22.1) with S = C and
(xm' Yn) = xnYn'

23. The Hilbert-Riesz inequality (9.1) can be given in equivalent form (see [4,
Th. 382])

JJ~;X2g;,}
00 00

(23.1) dxdy ::; K(p, q)llfllpllgllq·


-00 -00

(A discrete analogue is given as Theorem 381 in [4].)


In 1983 E. H. Lieb [55] obtained the best value for K(p, q) in the inequality
(23.1) when p = q = 2/(2 - A). In this case

r (I-A)
K(p q) = 7r A - 1 / 2 2.
, r(l-~)

An application of this result is given by M. W. Wong in [56].

24. D. S. Mitrinovic and J. E. Pecaric [57] gave several remarks about results
from [15],[16] and [28].
1° First they proved that (11.1) can be proved by using Hilbert's inequality
204 CHAPTER V

(1.3). Indeed, we have

1 1
00 00

A(x) = e-tA*(xt) dt = ~ e- ulx A*(u) du,


o 0

1
00

B(x) = ~ e- ulx B*(u) du,


o

and so

1 1~~ 1 1
1 1 00 00

A(x)B(x) dx = e- ulx A*(u) du e- ulx B*(u) duo


o 0 0 0

Putting l/x = t + 1, we have

1
o
1

A(x)B(x) dx = 11
00

dt
00

e-tua(u) du 1
00

e-tvb(v) dv

= 11
0 0 0
00 00

a(u)b(v) dudv
u+v
o 0

00 ) IIp ( 00 ) IIp'

,; ffin(i)
( ) (
/aP(x)dx /1I"(X)dX

20 The following result is a simple consequence of (3.3):

THEOREM 1. Let a and b be defined as in 11.


Then

(24.1) LL amb n
m +n +1
::; ( 7f'

sin (~:)
) (1 0
00
ZP-2 aP (z) dX) IIp

00 ) IIp'
X (
/ zp'-2bP' (z) dz
HILBERT'S AND RELATED INEQUALITIES 205

PROOF: We have

I A(z)B(z) dz ~ (! z-, ZA(Z)) (zB(z)) dz

,; (! z-, (zA(z))' dZ) 'I. (! z-, (zB(z))" dZ) ""

~ (! 'I, (!

r
z'-'A'(z) dZ) z"-'B"(z) dZ) ,/,'

,; r mG)(r--'a'(Z)
r dz

X (f00

z,' -,,,,' (z) dZ)


IIp'
,

which is equivalent to (24.1) (note that r(l/p)r(l/p') = 7r/ sin(7r/p)).


30 The following resut is a generalization of Theorem 4 from [16]: (i.e a gen-
eralization of (3.6)):
THEOREM 2. Suppose that Ko(x) ~ 0, that

J
00

Kl(x,y) = Ko(xt)Ko(yt) dt
o
(so that Kl is symmetric and homogeneous of degree -1), and that

J
00

K 2 (x, y) = Kl(x, t)Kl(y, t) dt.


o
Then, for positive sequences a and b,
(24.2)
206 CHAPTER V

where
00

J -_jK1(w,1)d
..;w w.
o
PROOF: We have, in fact, putting t = mw and using the symmetry and hom-
geneity of K 1 ,

00 00 ~ 00 00

'E'E K2(m,n)a mbn = 'E'Eambn j K1{m,t)K1(n,t)dt


1 1 110
00 00 00

= 'E'Eambn j K1(w, 1)K1(mw,n) dw


110
00

=j K1(w, l)n(w) dw,


o
00 00
where new) = ~~Kl(mw,n)ambn.
1 1
Further, we have

J J
00 00 00 00

new) = l:I>mbn Ko(mwt)Ko(nt) dt = ¢a(wt)¢b(t) dt,


110 0

00 00
where ¢a(t) = ~ anKo(nt), ¢b(t) = ~ bnKo(nt), and this does not exceed
1 1

By combining these results we obtain (24.2).


HILBERT'S AND RELATED INEQUALITIES 207

As in [16] we can give the following particular cases:

ff
1 1
log
m-n
(~) ambn ::; 7r (f f
1 1
ama n ) 1/2
m+n
(f f 1 1
bmb n ) 1/2,
m+n
where the coefficient on the left-hand side is to be interpreted as lin when m = nj

25. Extensions of results with nonconjugate parameters are given by D. S. Mitri-


novic and J. E. Pecaric [58].
If
1 1
(25.1) p> 1, q> 1, -+->1p q - ,
and

(25.2) >. > 0, 1 1


-+->>'>-+-
p q - p' q"
1 1

are valid, then

(25.3)

where

(25.4) K(p,q,>.) = (7rcosec (2 >. (~_~+>.)))A


7r

This follows from (1.2) and from the following general results:
THEOREM 1. Let a mn ;::: 0 and for every p > 1 and nonnegative X m , Yn the
following inequality is valid

00 00 ( 00 ) IIp ( 00 ) IIp'
(25.5) ~ ~ amnXmYn ::; K(p) ~ X~ ~ y~'
If (25.1) and (25.2) are valid, then
(25.6)

~~a~"xmY" S K' (G. G-~ +.)) -') (~x~) 'I. (~Y!) 'I.
First, we shall prove the following
208 CHAPTER V

LEMMA. Let

a mn 2: 0, bmn 2: 0, UI > 0, VI > 0, U2 > 0, V2 > 0,


and let for every nonnegative X m • Yn the following inequalities be valid:

(25.7) ~~ am.xmy~K, (~x~.,) ., (~y~/,,).' ,


(25.8) ~ ~ bm.xmy~ K, (~ x~.,) ., (~y~/.,) ., ,
Further, let

Then

(25.9)

PROOF: Using a generalization of Holder's inequality of J. L. W. V. Jensen (see


for example [AI, pp. 52 and 78]) we get

(25.10)

As consequences of (25.7) and (25.8) we have

(25.11)
HILBERT'S AND RELATED INEQUALITIES 209

So, (25.10) and (25.11) give

PROOF OF THEOREM 1: Theorem 1 follows from the Lemma if we set

bmn = 1, UI = 1IPI, VI = 1Ip~, U2 = V2 = 1, kl = >. > 0,


U = lip, V = 1/q.
Then we have
1 >. 1 >.
- = - +k2' - = - +k2'
P PI q p~
wherefrom we get

and

The conditions of the Lemma are fulfilled since we have

k2 > 0, kl + k2 = -1 (1-
2 P
+ -1q + >. ) ;::: -21 (1P- + -q1 + -p'1 + -q'1 ) = l.

We also have 0 < lip! < 1, i.e. 0 < ~ - + >. i < 2>'. Indeed, the first inequality
is valid since >. >
- 2 - 1 q > 1.
p - 1 p i.e. 1 >
q - l, 11 q. Similarly we can obtain the
second inequality.
In the case when

(25.12)

is valid, we have a result from 14. But, in this case we can also obtain an integral
analogue, i.e. the following theorem is valid:
210 CHAPTER V

THEOREM 2. Let k(x, y) ~ 0 and for every P > 1 and nonnegative f(x), g(y)
the following inequality is valid

!!
00 00

k(x, y)f(x)g(y) dxdy ::; J«p)


(

! 00

fP(x) dx
) lip (
!
00

gP' (y) dy
) lip'

If (25.11) and (25.12) are valid, then

JJ
00 00

k\x,y)f(x)g(y) dxdy
o

! !
0

00 ) lip ( 00 ) l/q
::; J<A(>..q') ( fP(x) dx gq(y) dy

Since (1.3) is valid, Theorem 2 gives the integral inequality of V. Levin from
[24J (see 9.).
Using Theorem 3 from 1. we get that the factor (m + n)-A in (1.4) can
be replaced by (m + n - I)-A. Similarly we can also given generalizations of
Theorems 341 and 342 from [lJ (see (i) and (ii) from 2.).
Of course, we can similarly obtain multi dimentional generalizations of Theo-
rems 1 and 2.
THEOREM 3. Let a mn ... s ~ 0 and for every PI > 1, ... ,Pr > 1, such that
r
I: pi = 1 and nonnegative x m , Yn,.'"
l Zs the following inequality is valid
i=l

If qi > 1 (i = 1, ... , r), ). > 0 and


1
L /' t~ ~).,
r
(n - I). ~
qi
i=l i=l qi
then
HILBERT'S AND RELATED INEQUALITIES 211

where ;i = ~), (~- jt1(1/qj)+,x),i=1, ... ,r.


THEOREM 4. Let k(x, y, ... , z) ~ 0 and for every PI > 1, ... ,Pr > 1, such that
r
2:(1/Pi) = 1, and nonnegative f(x), g(y), ... , h(z) the following inequality is
;=1
valid

int / ... / k(x,y, ... ,z) dxdy ... dz

l/Pl ( / ) 1/P2
~ K(P1, ... ,Pr) (/ fPl(X) dx ) gP2(y) dy
l/pr
... (/ hPr(z) dz )

Ifq; > 1, i = 1, ... ,r, 0 <,x < 1, with

t(~)
i=l q.
~1, (n - 1),x = t (1~) ,
i=l q.

then

where Pi = ,x (,x - 1 + l/qi)-l.

REFERENCES

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3. HARDY, G. H., Note on a theorem of Hilbert concerning series of positive


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HILBERT'S AND RELATED INEQUALITIES 213

22. INGHAM, A. E., A note on Hilber's inequality, J. London Math. Soc. 11


(1936), 237-240.
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32. STECKIN, S. B., On positive bilinear forms, Dokl. Akad. Nauk SSSR
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33. BONSALL, F. F., Inequalities with non-conjugate parameters, Quart. J.
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(1957), 12-14.
36. YAHYA, Q. A. M. M., On the generalization of Hilbert's inequality, Amer.
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37. SAWYER, W. W., On determinants associated with Hilbert's inequality,
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38. IL'IN, V. P., Nekotorye integral'nye neravenstva i ih primenenija v teorii
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214 CHAPTER V

40. FAIRTHORNE, R. A. and J. C. P. MILLER, Hilbert'lJ double lJerielJ the-


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26 (1949), 399-400.
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Acad. Sci. 61 (1968), 810-811.
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(Russisch).
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London Math. Soc. 4 2 (1972), 638-642.
46. SYSOEVA, F. A., NeravenlJtva Gil'berolJkogo tipa dlja junkcis lJ ogranicennym
lJmeSannymi normami, Moskov. Gos. Ped. Inst. Ucen. Zap. 460 (1972),
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47. _ _ _ _ , An inequality of Hardy-Littlewood type for a product of func-
tionlJ (Russian), in "Differential equations and inequalities," Moskov. Gos.
Ped. Inst. im. Lenina, Moskow, 1973, pp. 43-49.
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Institut im. Lenina 6 (1978), 136-141.
49. WALKER, P. L., A note on an inequality with non-conjugate parameterlJ,
Proc. Edinburgh Math. Soc. 18, ser. II (1973), 293-294.
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Edinburgh Math. Soc. 21 (1978), 11-15.
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in "General Inequalities," 2, ed. E. F. Beckenbahc, Basel, 1979.
52. KUFNER, A., Zur HardYlJchen Ungleichung, in "Sem. Analysis 1982/83,"
IMath, Berlin, 1983, pp. 1-18.
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functionlJ, Mat. Vesnik 6, 1934 (1982), 195-193.
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Schur, Mh. Math. 95 (1983), 137-148.
55. LIEB, E. H., Sharp conlJtanilJ in the Hardy-Littlewood-Sobolev and related
inequalitielJ, Ann. Math. 118 (1983), 349-374.
56. WONG, M. W., A lower bound for the lJpectrum of a one-dimenlJional
plJeudo-differential operator, Math. Proc. Camb. Phil. Soc. 103 (1988),
317-320.
57. MITRINOVIC, D. S. and J. E. PECARIC, On inequalitielJ of Hilbert and
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HILBERT'S AND RELATED INEQUALITIES 215

58. , A note on an inequality with nonconjugate parametera, (to


appear in Anzeig. Oster. Akad. Wiss.).
59. BEESACK, P. R., D. S. MITRINOVIC, and P. M. VASIC, Integral in-
qualitiea, (the manuscript not achieved and not published - we used this
manuscript in writing sections 10 and 14).
CHAPTER VI

INEQUALITIES OF LYAPUNOV
AND OF DE LA VALLEE POUSSIN

1. Let p be a real continuous function of the real variable x on [a, b]. If the

°
differential equation
y" + p(x)y =
has a nontrivial solution y that vanishes at two points of [a, b], then, according
to A. M. Lyapunov [1], p is subject to the inequality

f
b

(1.1) (b - a) Ip(x)ldx > 4.


a

This inequality is sharp in the sense that the constant 4 cannot be replaced by
a larger number.
REMARK 1: This inequality may be applied in two ways. If one considers the
eigenvalue problem

(1.2) y" + ).p(x)y = 0, yea) = y(b) = 0,


then if ). is the smallest eigenvalue one has from (1.1)

(1.3) A> 4 i
(b - a) IP(X)ldX) -,

This furnishes a lower bound. If more is known about p, then this inequality can
be improved. This topic is disussed below in Section 9.
For the second interpretation, we consider a generalization to a scalar nth
order linear operator of the form
216
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 217

(1.4) Lx == x(n) + Pl(t)X(n-l) + ... + Pn(t)x


with summable coefficients. The operator L is said to be disconjugate on an
interval (a, b) if no non-trivial solution of Lx = 0 has n zeros on the interval.
Disconjugacy is connected with solvability of boundary value problems because
L is linear. Consider the boundary conditions

(1.5)

where tj is in (a,b) and J 1 + J2 + ... + h = n.


The problem of finding a solution of Lx = f(t) satisfying the conditions (1.5)
has a unique solution for each choice of the Cij, if and only if the problem of
finding a solution of Lx = 0 satisfying the conditions (1.5) with all Cij = 0 has a
unique solution. If the operator L is disconjugate on (a, b) then this is satisfied
for all choices of the t j in (a, b).
In the special case of Lyapunov's inequality, we may conclude that if (b -
b
a) J p( x )dx ~ 4, then the operator Ly = y" + p( x)y is disconjugate on (a, b),
a
and we may solve all two point boundary value problems on (a, b). In particular,
sufficiently short intervals are intervals of disconjugacy. One tries to quantify
this statement by deriving conditions of the form

(1.6) LAk(b-a)k-~IIPkllr < 1.


k=1

This discussion will be followed up in succeeding sections.


REMARK 2: The inequality (1.1) may be strengthened by replacing Ipi by p+ =
max{p(t),O} or by writing
b

(1.1') j(t-a)(b-t)p+ dt > b-a.


a

See Hartman [2, pp. 345].


REMARK 3: The inequality (1.1) may be given in the following way:
If f" is continuous on [0,1] and if f(O) = f(l) = 0, then
1

(1.7) j If"(x)/ f(x)1 dx > 4.


o
218 CHAPTER VI

This inequality is the best possible.

2. In [3] de la Vallee Poussin (see also [44]) proved that (see (1.4» Lx = 0 is
disconjugate on the interval [a, b] if

(2.1)

where Pk = max Ipk(t)l.


a99
A. Yu. Levin [4] (and, independently, V. G. Maz'ya) found a less restrictive
condition than (2.1) for the disconjugacy of Ly:

(2.2) ~ ~P hk (n _1)n-1 P hn < 1


L....J k'. k + n nn.' n _.
k=l
The following result is obtained by A. Yu. Levin [5], [6]: Ly is disconjugate if

(2.3)

Note that (2kk [k;-l]! a]!)-l :s: t if, so that the coefficients of each power of
h in inequality (2.1) are smaller than the corresponding coefficients in inequality
(2.2).
It is easy to convince oneself that conditions (2.2) and (2.3) are independent
(for n > 2).
Another refinement of (2.1) (and of (2.2» is obtained by G. A. Bessmertnyh
and A. Yu. Levin [7]:
n
(2.4) L Bk,nPk hk < 1,
k=l
where

k= 1,2, ... ,n-lj Bn,n =,1 (n - l)n-1


n. nn

3. Hartman [8] considered the case of II 111.


Introduce the constants en
= ~ [¥]!. The following are disconjugacy criteria
for (2.1) on I:
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 219

Introduce the constants C n = ~ [~]!. The following are disconjugacy criteria


for (2.1) on I:
(i) Po, ... ,Pn-l satisfy

in particular,

(3.2)

(ii) If, in addition, Pl(t) == ... == Pm(t) == 0 for some m, 1 :S m < n - 1, then
(3.1) can be relaxed to

(3.3)
1 ) n-l
exp ( 211PoII1 L
(C
2 1
m:
) ( k +km ) k-m hkllpklh :S 1;
k=m
(iii) Po, ... ,Pn-l satisfy

(3.4) exp(lIpolld (~( (2~:1) hkllpklhY


+~ LCiCkjikkUk)-i-khi+kIIPilllIIPklll) :S 1;
i#

(iv) The quantities Ql, Q2 satisfy

(3.5)

where

(3.6)

(3.7)
220 CHAPTER VI

and pci and Po are defined by pci(x) = max (O,p(x)), Po(x) = max (0, -Po(x)).

4. We give the following result of D. Willett [9]: If

(4.1)

([ ~],
2
[~])-lJbl t )I(t-a)n-l(b-t)n-l dt
. 2 rn (b-a)n-l
a
b b
1 J n-l (2 n --1) J
1 (t - a)k-l(b - t)k-l
+2 n- lrt(t)ldt+ ~ (k-1)! Irk(t)1 (b-a)k-l dt
a k-2 a

~ 1,

then

(4.2)

is disconjugate on [a, b).

5. Let us consider the differential operator

where ak E LP[a, a + hJ, k = 1,2, ... , n, h > 0, 1 ~ p ~ +00. If we consider the


linear differential equation

(5.1) Ln,p[Y] = 0,

we denote by Y n the set of the solutions of the equation (5.1), that is the set of
functions y: [a, a + h] - t R with the properties
(i) y has a derivative of order (n - 1) which is absolutely continuous on
[a, a+ h],
(ii) y verifies (5.1) almost everywhere on [a, a + h].
DEFINITION 1: The differential operator Ln,p has the interpolation property
In [a, a + h) iffor each

and for each


INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 221

DEFINITION 2: A differential operator Ln,p has the interpolation property H n [a, a+


h) if for each

and for each


v = (YI,Y2,'" ,Yn) E R n
there is a unique solution y = yep, V; Ln,p) E Yn such that

y(xd = YI, y'(xd = Y2, ... , Y-(n-2)( Xl ) = Yn-l,


y(w)(X2) = Yn,

where w is one of the numbers 0,1, ... , n - 2.


Results from this Chapter gives some upper bounds for h, that is for the length
of the interval of interpolation and hence intervals of disconjugacy. These upper
bounds are expressed in the form of the following nonlinear inequalities

L Rn_k+lhn-HI Mp(an-HI' h) S 1, if p < +00


k=l

or

LTn_Hlhn-HI lIan-Hl II <X» if p = +00,


k=l

where Mp(ak, h) = h-l/piiakiip is a mean of order p of function ak, R j , T j ,


j = 1, ... , n, are constants.
Opial's inequality [10] (see also Chapter III) gives a condition that the operator
L 2 ,co has the interpolation property 12 [a, a + h):

(5.2)

For some related results see also papers [11],[12] of O. Arama and D. Ripianu,
[13],[14] of D. Ripianu, and [15] of B. Szmanda. For example, for 17 = 3, p = 2,
O. Arama and D. Ripianu [12] showed that if

(5.3)
222 CHAPTER VI

then L32 has the property 13[a, a + h).


O. Arama [16] proves the inequality

(5.4)

in order that the differential operator L 4 ,2 to have the property H 4 [a, a + h).
D. Bobrowski [17] obtained the following inequality, as a sufficient condition
for the property H 4 [a, a + h) of the operator L 4 ,00,

Several results of this kind are obtained by A. Lupa§ [18]:


1) If

(5.6)

then the operator L 2,00 has the interpolation property 12[a, a + h).
2)If

(5.7) 167rv'3 (r(1j4))-4 h 2M 2(a2, h) + (~) hM2(al, h) :::; 1,


then the differential operator L 2,2 has the interpolation property 12 [a, a + h).
3) If

(5.8)

then the operator L 3 ,00 has property H 4 [a, a + h).


In the same paper, Lupa§ also proved an result related to (5.4), as well as the
case n = 3 and 2 :::; p < +00.
A. Lupa§ [19] also considered the cases n = 5, p = +00 and n = 5, p = 2.
Here we shall give only the first case: If

(5.9)
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 223

Related papers are [20] of P. Bailey and P. Waltman, [21],[22] of A. Lasota,


[23] of A. Lasota and Z. Opial, [24] of F. Lettenmeyer, [25] of B. Szmanda, [26]
of U. Richard, and [27],[28] of A. Yu. Levin.

6. D. Willett [9] considered the linear differential equation

(6.1)

where

(6.2) Ly == y(n) + Pl(t)y(n-l) + ... + Pn(t)y


where all functions are assumed to be continuous on a bounded interval [a, b). He
assumes that Ly = 0 is disconjugate on [a, b) and derives a disconjugacy criterion
for (6.1) of the form

L Jh(t)lvn-k+l(t) dt:::; 1.
n b
(6.3)
k=la

The function Vk is determined in terms of fundamental principal systems of solu-


tions of Ly = 0, which is a concept defined in Willett [29], and further described
in [9].
Connected to [3] and [10] are papers of U. Richard [30]'[31] and of G. Casadei
[32].

7. Inequalities of the form

(7.1 )
are very important in application to disconjugacy criteria for linear differential
equations. This inequality (see Chapter II. on Wirtinger's inequality) is consid-
ered in papers [33] of J. Brink and [34],[35] of A. M. Fink. Here, we shall give
disconjugacy tests from [35].
Consider differential equations of the form

(7.2)

with integrable coefficients on [a, b]. If a non-trivial solution of (7.2) has n zeros
on [a, b], then there are sequences ai and bi such that

(7.3) a :::; ao :::; ... :::; an-l = bn- 1 :::; bn- 2 :::; ••• :::; bo :::; b

and
224 CHAPTER VI

(7.4) Y(i)(a I o )
-- y(i)(b1 -0,
o ) - ;- 0
fi- , ••• ,
n -
1 •

Write e = an-l and note that a < e < b. We want to derive necessary conditions
for such a solution to exist so that the denial of these conditions give disconjagacy
of the equatio{n(. : : thiS) ;'t;po(se bwe tak)e1;p =} ao and b = bo. Furthermore, let

11/11; = max [I/IP , ~ I/IP with the usual convention when

p=oo.
THEOREM 1. Equation (7.2) is disconjugate on [a, b] if one of the following in-
equalities holds:

(i) f: lIakll;iH(k,oo'Pi)2~-k(b - a)k--h $ 1,


k=l
n
(ii) L: lIakll~H(k,p,p)2-k(b - a)k $ 1,
k=l
(iii) lIalll:2~-t(b - a)1+~-t
+ f: lIakll;H(k -1,r',p)2k+~-;(b - a)k+~-} $ 1,
k=2
1 $ r' $ p,

(iv) exp (liadli) f: lIakll;iH(k - 1, I,Pk)2-h-\b - a)k--h $ 1


k=2
(v) (exp lIallli) f: lIakll;iH(k - 1, oo,pi)2-h- k(b - a)k--h $ 1,
k=2
or
n _~

(v) (exp lIallli) L: 1'1 (b - a)k $ l.


lIakll~H(k -l,Pi, 1)2-k(1 + pD
k=2
PROOF: Let there be a non-trivial solution with n zeroes on [a, b]. To prove (i)
consider [a, e] where e is determined by (7.3) and (7.4) with norms on [a, e],
n n
lIy(n)lIl < L lIaky(n-k) lit $ L lIaklipilly(n-k)lIp~
k=l k=l

k=l
Cancelling lIy(n) lit one obtains
n
(7.5) 1 < L lIakllpiH(k, oo,Pi)(e - a)k--h,
k=l
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 225

with a similar inequality on [e, b]. Now either e - a or b - e :5 (b - a)/2 and so


(i) follows by contraposition.
To prove (ii) write
n n
lIy(n)lIp :5 L lIaky(n-k) lip :5 L lIaklloolly(n-k) lip,
k=l k=l
and finish as in (i).
To prove (iii), note that
t
y(n-l)(t) = / y(n)(s) ds
c
n
:5 L lIakllrlly(n-k)lIr f •

k=l
If r' :5 p,
n-l
lIy(n-l)lIp < l.)e - a)lIakllrlly(n-k)llr f

k=l
:5 (e - a)1+~-tllalllrlly(n-l)lIp
+L lIakllrH(k _l,r'p)lIy(n-l)lIp(e - a)k+~-t
k=2

and one completes as in (i).


To prove (iv), (v) and (vi) write (7.2) as

and integrate from x and e to obtain

and thus

(7.6)
226 CHAPTER VI

To prove (iv) take max over [a, e] and use Holder's inequality on the right. To
c
prove (v) and (vi) integrate (7.6) from a to e and replace J It - al!aky(n-k) I by
a
(e - a)lIaklipi lIy(n-k) lip'. for (v) and by IlakllooliCt - a)lIp'lIy(n-k)llp for (vi).
All of the above pro~fs derive an expression of the fo;m
n
(7.7) 1 < L IlakllpkBk(e - ayk
k=l
on [a, e] and a similar expression on [a, b]. The numbers Bk and Sk are inde-
pendent of a and e, and are the same for the expression on [e, b]. An attempt
to combine these was made in Zaiceva [36], but the last inequality was wrong.
Her method was successfully completed by Hartman [8] who was inspired by the
paper of Nehari [37]. His ideas with slight modification work here also.
THEOREM 2. Suppose one has inequalities of the form (7.7) on [a, e] and [e, b].
Let m = minsk> 0, then

t lIakllpkBkTm-~
k

1< ( Sk ) Sk- m (b _ a)Sk,


k=l Sk+ m
where norms are over [a, b].
PROOF: Denote norms on [a,e] by II lIa and on [e,b] by II lib. Multiplying the
two inequalities one gets
n n
(7.8) 1 < LLllakll;kllajll!jBkBj(c-a)Sk(b-c)Sj.
k=lj=l
Note that
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 227

Now using lIakll;. + lIakll;. ::; 2~lIakllp. and the geometric mean arithmetic
mean inequality, we get the theorem.
From the last theorem and the proofs of Theorem lone can read off more
disconjugacy tests. Some of these constants in the case of p-norms are better
than those of Willett [9] or Martelli [37].
Generally, for k near n these are small, while Willett's are small for k small.
For other theorems that give disconjugacy see Willett [38] and Kim [39] and
[40]. One of Kim's theorems from [39] we may quote here. The differential
equation (7.2) is disconjugate on (-c, c) if

I: lak(x)l(c~!lxl) + la:;)1 (c-Ixl)(c+ Ixlr-


k=l
1 ::; 1.

An earlier result for a special equation

(7.9) y(n)(x) - Ap(X)Y(x) = 0, yea) = y(b) = 0,


is given by Makai [41], [42]. For example, in [42]; if An is the nth eigenvalue of
the problem (7.9) then

A < (
n ! 7l'n
vp(x) dx
)' u rex) ~ 5p'(x)' - 4p(x)p"(x) " 0,

and

An> (-6)2 7l'n if r(x) ::; O.


[ vp(x) dx

For n = 1 these give Lyapunov type inequalities.


Many other papers give disconjugacy criteria but do not lead easily to Lya-
punov type inequalities.

8. Let us consider the case of n = 2 in more detail. Let x(t) be a nontrivial


solution of

(8.1 ) x" + g(t)x' + f(t)x = 0, x(O) = x(h) = O.


228 CHAPTER VI

The theorem of C. De La Vallee Poussin [3] gives

(8.2)
P. H. Hartman and A. Winter [43] improved this to

(8.3)

The best possible inequality of this type was obtained by Z. Opial [10] who
proved that
(8.4)
where equality can only hold when 9 == O.
The proof is elementary but long, so we give the proof of a somewhat weaker
inequality (also due to Opial)
(8.5) 11"2 $ 1I"IIgilooh + Il/lIooh 2 •
Let x solve (8.1) and multiply by x and integrate from 0 to h. We get

J J J
h h h

x"(t)x(t) dt + g(t)x'(t)x(t) dt + I(t)x(t) dt = O.


o 0 0

However an integration by parts of the first term gives

J J J
h h h

(8.6) 0 $ 11/1100 x 2(t) dt + 11911 Ix{t)llx'{t)1 dt - x'{t)2 dt.


o 0 0

Equality is possible only if 9 == O. Now using a Wirtinger inequality (see Sansone


[44] or (2.1) in Chapter II.)

J J
h h

(8.7) x(t)2dt < ~: x'(t)2 dt


o 0

and the Buniakowski-Schwarz inequality we get

(8.8) Jh

o
Ix(t)1 Ix'(t)1 dt $
(
J 0
h
x'(t)2 dt J
0
h
x{t)2 dt
) 1/2

~J
h

$ x'(t)2 dt.
o
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 229

Combining this with (8.6) yields

J J J
h h h

(8.9) - x'(t)2 dt + Ilgll ~ x'(t)2 dt + IIfll ~: X'(t)2 dt > 0


o 0 0

giving the result.


A. M. Fink and D. F. St. Mary [45] proved that

(8.10)

and a fortiori

J JIg(t)1
h h

(8.11) h f+(t) dt +2 dt > 4.


o 0

This inequality is sharp since it reduces to Lyapunov's inequality (1.1) when


g == O. This inequality was also obtained by A. Yu. Levin [46].
H. Hochstadt [47] obtained the following result: If for n 2: 2

y(n) _ p(t)y(n-l) _ q(t)y = 0

has n zeros on [a, b], then

(8.12)

9. We return to the interpretation of (1.1) as an eigenvalue inequality. Recall


that it may be improved if more is known about p. For example, A. M. Fink [48]
showed that if p > h > 0 on [a, b], then

(b - a)h
IIplh 2: (b - a)h 2 + 2(b - a)2 cot g 2 > 4.

Some similar results may be found in a paper [49] of W. Leighton.


D. Banks in a series of papers has gotten similar improvements by assuming
that p is monotone, or convex, or bounded both above and below. As an example,
230 CHAPTER VI

if p is monotone then 4 may be replaced by 7.88 ... and by 9.397 ... if p is convex
([50]). See D. C. Barnes [51] for more results of this kind and a bibliography of
related results.
A very interesting result is obtained by A. Galbraith [52]. He has shown that
if a and b are successive zeroes of the differential equation

(9.1) y" + py = 0

with p a nonnegative linear function, then

J
b

(b - a) p( x) dx 2:: rr2.
a

In [53] A. M. Fink proved a general result wherefrom be obtained

J
b

~A~ :s (b - a) p(x) dx :s rr2 (for p 2:: 0)


a

and that these are the best possible bounds. The constant ~A~ = 9.478132 ...
and rr2 = 9.869604 ... so that we have a delicate test for the spacing of zeroes for
linear p. Furthermore, when the restriction that p 2:: 0 is removed, rr2 is still the
upper bound for he shows that the function for fixed a and b is an even function
of the slope of p, that is decreasing for positive slopes.
He also considered inequalities when p is concave. A. Elbert, in a series
of papers [54]-[58] considered Lyapunov inequalities of various kinds for (9.1),
especially when p is concave. For example, he showed [55] that

J
b

Ao(b - a) p(x )dx 2:: 8.550 ...


a

if p 2:: 0, concave, and monotone. In [54] he showed that if p( x) 2:: 0 and


continuous with p(x)" concave then the inequality

(9.2)
a

implies that every solution of (9.1) has n zeros on [a, b]. The coefficient of n 2rr2
cannot be replaced by a smaller number.
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 231

B. Schwarz [59) and P. R. Beesack and B. Schwarz [60) studied eigenvalue


inequalities for (9.1) and for the related equation
(9.3) y" + p*y = 0
b b
where p* is an equimeasurable rearrangement of p. Since Jp = Jp*, these lead
a a
to Lyapunov type inequalities if something is explictly known about (9.3).
Other research on Lyapunov inequalities for (9.1) can be found in S. B. Eliason
[61) and D. F. St. Mary and S. B. Eliason [62) where the interval in [-f, f]
and pet) ~ p( -t) on [0, f].

10. As generalizations of (1.6) we consider several results.


V. Levin [63) gave the following generalizations of a problem of Golab (Jber.
Deutsch. Math.-Vereinig. 43, 1 (1933)):
Let f(x) be 71'-periodic twice differentiable function such that f(x)+ f"(x) ~ o.
If
A 1 j1l' ( f"(X))A
J A = :; 1 + f(x) dx,
o
then h :::; 1 for 0 ~ ,X ~ 1/2, and J A ~ 1 for 1 ~ ,X < +00.
11. Some results related to (8.2) are obtained by T. Sate, [64), M. Tumura [65]
and G. Sansone [44).

12. G. Borg [66] proved the following two results:


(i) If k < 71'2 /h2, yeO) = y(h) = 0, y(x) > 0 in (0, h), then

(12.1) j Jy" /y + kJdx


h
~
{ 2-1kcotg (h-lk/2), k ~ 0,
o 2Rcoth(hR/2), k<O.
(ii) If k > 0, yeO) = y(h) = 0, y i= 0 in (O,h), then

j (y" /y +k)2dx :2: ::3 K3 (K + +1)(K - 2E)) ,


h

(12.2) (,X2
o
where ,X2, K and E are defined by k = 4(,X2 + 1)K2/h2
11'/2 11'/2

K= j(1_,X2sin2f/»-1/2df/>, E= j(1_,X2sin2f/»1/2df/>.
o 0
232 CHAPTER VI

The constant in the right hand side of (12.2) is the best possible.
For some applications in ordinary differential equations, see Borg [67].
Also connected to Borg's inequalities are the papers of H. O. Cordes [68] and
H. J. Cohen [69].
For other applications, as well as generalizations of (1.6) to complex differential
equations and univalent functions, see Z. Nehari [70] and P. R. Beesack [71].
13. Lyapunov inequalities for nonlinear equations can be found in A. Elbert
[72] and S. B. Eliason [73}, [74]. Elbert considers

y"(t) + p(t)y(q(t)) = 0
while Eliason [73], [74] considers

(13.1) (r(t)y')' + p(t)yf(y) = 0

with yea) = y(b) = 0, where for each I' > 0, there is a v > 0 so that yJl+1 fey)
is increasing on (0,1'] and lim yJl+1 f(y) = o. If (13.1) has a solution y with
y~o+

consectutive zeros at a and band M = Iyloo, then


6 6
~ 1,
, v
f(M) / r- 1(x)dx / p+(x)dx > { :6V(V + 1)-1
,0<v<1.
a a

Neither constant can be replaced by a larger one.

14. Disconjugacy and Lyapunov inequalities are related by the boundary condi-
tions yea) = y(b) = O. If one considers the boundary conditions yea) = y'(b) = 0,
then one says that y" + py = 0 is disfocal on [a, b] if no non-trivial solution stat-
isfies these boundary conditions at c and d with a ~ c ~ d ~ b. St. Mary [75]
observed that if

(14.1) (r(t)y')' + p(t)y = 0

has a non-trivial solution with yea) = y'(b) = 0, then


6 6

/ r- 1(x )dx / p+(x )dx > 1, where p+(x) = max (0, p(x)) .
a a

For the equation (14.1) with r == 1, he shows that


6 11"2
(b - a) / p(x)dx ~ 4
a
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 233

b
if Jp ~ 0 on [a, b] and p is nonincreasing, while
t

(b - a) J b
p(x)dx ~
11"2
"4
a

if pis nondecreasing. He also gives interesting comparison theorems.


Kwong [76] gave the following result. If

y" + p(t)y = 0, yea) = y'(b) = 0


has a non-trivial solution, then

JJ
b t

(14.2) p+(x)dsdt > 1.


a a

B. J. Harris [77] has extended these results. A simple version of his result is an
interated versions of (14.2), to wit, that if a non-trivial solution exists then

JJ JJ
b t b t

p+(x) p+(r)drdsdxdt ~ 1.
a a x a

15. R. P. Agarwal and G. V. Milovanovic [7S] improving on an earlier result of


A. Bogar and G. Gustafson [79] gave a condition

S
1~ L Ckllpkll1(b - a)6-k
k=O

S
·
{:or t h e disconJugacy f (6)
0 y = "L..J Pi (x) Y(i) on [b]·
a, , C,0 = 3280S'
1 C1 = 2S+34y'iii"
9112S0 ,
i=O
C2 = 3!0' C3 = 310' C4 =l and Cs = ~.
16. A simple proof of (1.1) can be found in Leighton [SO], and some details on
(1.1) can be found in Krein [SI].

17. Lyapunov's inequality is discussed in the notes [S2] by A. Elbert.


234 CHAPTER VI

18. Beesack [83] has proved some higher order versions of (1.6). For example,
if j<n) and f(n) / f are continuous on [a, b], f(a) = feb) = 0, and f has n zeros
on [a, b] counting those at a and b, then

(18.1 ) f(n)(x)ldX> (_n )n-l.,-----,-n!--:-


Jl f(x) - n-1 (b-a)n-l'
a

In case f(2m) and f(2m) / f are continuous on [a, b] and f has an m-fold zero at a
and at b, then

(18.2) J
b

If(2m)(x) I (2m - 1)!22m


f(x) dx> (b _ a)2m-l '
a

and

(18.3)
b

J [(x - a)(b - x)]m I


f(2m)(x)
f(x)
Idx > (2m -l)!(b - a).
a

Both (18.1) and (18.2) give (1.1) as special cases and (18.3) gives (1.1)'. The
inequality (18.2) implies that if y(2m)(x) + p(x)y(x) = 0 has a solution with and
m-fold zero at a and at b, then

J
b
(2m - 1)!22m
p(x)dx> (b _ a)2m-l .
a

19. S. S. Cheng [84] establishes an inequality analogous to Lyapunov's inequality


(1.1) in the theory of the difference equation

6.2x(k -1) + p(k)x(k) = 0

with
x(0)=x(N+1)=0
and p(k) nonnegative on the set {2,3, ... ,N}. More general limiting conditions
are also considered in [34].
INEQUALITIES OF LYAPUNOV AND OF DE LA VALLEE POUSSIN 235

REFERENCES

1. LYAPUNOV, A. M., Probleme general de la 8tabiliti du mouvement, Ann


de la Faculte de Toulouse (2) 9 (1907), 406.
2. HARTMAN, P. H., "Ordinary Differential Equations," New York-London-
Sydney, 1964.
3. DE LA VALLEE POUSSIN, Ch., Sur l'equation differentielle lineaire du
second ordre, J. Math. Pures App!. 89 (1929), 126-144.
4. LEVIN, A. Yu., Nauc. Dokl. Vyss. Skoly Fiz.-Mat. Nauki 5 (1958),34.
5. , Some estimates for a differentiable function, Soviet Math.
Dok12 (1961), 523-524.
6. , An estimate for a function with monotonically distributed
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7. BESSMERTNYH, G. A. and A. Yu. LEVIN, Some estimates of differ-
entiable function of one variable, Dokl. Akad. Nauk. SSSR 144 (1963),
471-474.
8. HARTMAN, P., On dis conjugacy criteria, Proc. Amer. Math. Soc. 24
(1970), 374-381.
9. WILLETT, D., Generalized de la Vallee Poussin disconjugacy tests for
linear differential equations, Canad. Math. Bull. 143 (1971), 419-428.
10. OPIAL, Z., Sur une inegaliti de C. de la ValUe Pou8sin, Ann. Polon.
Math. 6 (1959), 87-91.
11. ARAMA, O. and D. RIPIANU, Quelques recherches actuelles concernant
I'equation de Ch. J. de la Vallee Poussin, relative au probleme polylocal
dans la theorei des equations differentielles, Mathematica 8 31 (1966), 1,
18-28.
12. , Sur l'equation de Ch. J. de la Vallee POU8sin relative au
probleme polylocal de la theorie des equation differentielles, Colloque sur
la theorie de l'approximation des fonctions, Cluj 15-20 IX (1967).
13. RIPIANU, D., Asupra inegalitatii lui de la Vallee Poussin in ca ecuatiilor
diferentiale de ordinul al doilea, Stuii si cercet. matem. (Cluj), XIV
(1963), 123-150, 399-403.
14. , 0 problema de minimum in teoria interpolarii, Studii si
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CHAPTER VII

ZMOROVIC'S AND RELATED INEQUALITIES

1. In [1] V. A. Zmorovic has proved the following theorem:


THEOREM 1. lithe function f: [a-h a+h] ~ R is twice continuously-differentiable,
then

J
a+h
(1.1) (f"(x))2 dx ~ 2!3 [f(a + h) - 2f(a) + f(a - h)]2 ,
a-h
with equality if and only if f is given by
C1 {(h - a + x)3 + 6h 2(a - x)} + C2x + C3 (x E [a - h, aD,
{
f(x)= C1(h+a-x)3+C2x+C3 (x E [a, a + h]),
where C1, C2, C3 are arbitrary real constants.
The mentioned Zmorovic's result is an improvement of the inequality

J
a+h
(1.2) (f"(x))2 dx ~ 2~3 [I(a + h) - 2f(a) + f(a - h)]2 ,
a-h

which was obtained by M. A. Lavrent'ev (see [1]) through geometric consid-


erations under stronger conditions. Lavrent'ev proved the last inequality un-
der the condition that f is a four times continuously-differentiable function on
[a- h, a+ h].
Zmorovic [1] also proved a weighted version of Theorem 1.
A similar result may be found in Hardy, Littlewood and P6lya [2] (Theorem
264):
THEOREM 2. If
f(-I) = -1, f(l) = 1, 1'(-1) = f'(I) = 0
and k is a positive integer, then

(1.3) J
-1
1

(!"(X))2k dx ~ 2 (~: =~)


2k-1
,
240
ZMOROVIC'S AND RELATED INEQUALITIES 241

with inequality unless


f( x) = 4k - 1 x _ 2k - 1 x(4k-l)/(2k-l)
2k 2k .

2. Generalizations of ZmoroviC's results are obtained by R. Z. Djordjevic and G.


v. Milovanovic [3].
We give their text with small modifications.
First introduce the notation
1
~ = h 2 [f(a + h) - 2f(a) + f(a - h)]

and note that


h

(2.1) j(h - t) (f"(a - t) + !"(a + t)) dt = h2~.


o
THEOREM 1. Let the function f: [a - h, a + h] - t R be twice continuously-
differentiable and g: [a - h, a + h] - t R+ continuous.
Then

(2.2) (r> 1),

where
h

(2.3) h((r) = j(h_t)r~l (g(a-t)l~r +g(a+t)l~r)dt.


o
Equality in (2.2) holds if and only if the function f is given by
x _1_

Al!(X-t)lh;Mtlr-1 dt+A2X+A3 (xE[a-h, aj),


(2.4) f(x) = { ax _1

Al!(X-t)lhi&jtlr-1 dt+A2X+A3 (x E [a, a+hj),


a

where AI, A 2, A3 are arbitrary real constants.

PROOF: Put 'Y(t) = (g(a - t) l~r + g(a + t) l~r ) l-;r. Then (2.3) becomes

(2.5) her) = j (~~)t) r~l


o
dt.
242 CHAPTER VII

Since
a+h h

j g(x)If"(xW dx j (g(a - t)If"(a - t)l


= r + g(a + t)If"(a + t)n dt,
a-h 0

putting
PI = g(a - t), P2 = g(a + t), ZI = f"(a - t), Z2 = f"(a + t),
and using the inequality (see [4],[5])
r-I

(2.6)
IZI + ... + znlr:s tp:~r ( )
(PIlzd r + ... + Pnlznn
(ZjEC, Pi>O(i=l, ... ,n), r>l),
we have

j g(x)If"(x)lr dx ~ j
a+h h
1f"(a~t)+f"(a+?lr r - I dt
a-h 0 (g(a-t)t=r+g(a+t)t=r)
h

= j (r(t)If"(a - t) + f"(a + t)lf dt.


o
In view of (2.5)
(2.7)
a+h
j g(x)If"(xW dx
f'
a-h

;, '(I~'_' (! (o(I)II"(a - I) + j"(a + 1)1)' dl) (! (~;n ,c, dt

Applying Holder's inequality to the right side in (2.7), we obtain

.tg(X)11"(x )1' dx ;, ,(r;'-' (lh - 1)II"(a - I) + I"(a + 1)ldl) ,


r
h

~ <5(r>-1 j(h - t)(f"(a - t) + f"(a +t))dt


o
ZMOROVIC'S AND RELATED INEQUALITIES 243

Since equality holds in (2.6) if and only if

I I
PI Zl r - l = ... = Pn IZn Ir - l and ZkZj ~ 0 (k,j = 1, ... , n),

and in Holder's inequality

!P
Icp(x)w(x)1 dx ~ !
( P
Icp(x)IP dx !
) l/p ( P
Iw(x)I' dx
) 1/,

if and only if Icp(xW = Clw(x)I', where C is a real constant (see [6, p. 54]), we
conclude that equality in (2.2) holds if and only if

g(a - t).:l f"(a - t) = g(a + t).:l f"(a + t),


(2.8)
(-r(t) (J"(a - t) + f"(a + t)))r = C (~~)t) ;;S- .
From (2.8), if we put C = Ai", it follows that
h-t )~ ( h-t )~ (O~t~h).
f"(a-t)=Al ( g(a-t) ,f"(a+t)=A1 g(a+t)

By integration, we obtain (2.4).


This completes the proof.
COROLLARY 1. If the function f: [a - h, a + h] -+ R is twice continuously-
differentiable, then

J
a+h r-l

(2.9) 1f"(xW dx ~ (~~ =~) hl~lr (r > 1).


a-h

Equality in (2.9) holds if and only if the function f is given by

x _ {Cl{(h_a+x)2:~11 +-t;~12 h;;S-(a-x)}+C2x+Ca (xE[a-h, a])


f( ) - 2.-1
C 1 (h+a-x)r=T+C2X+C3 (xE[a, a+h]),

where Ci (i = 1,2,3) are arbitrary real constants.


Putting g(x) == 1, the statement of the Corollary 1 follows from Theorem 1.
REMARK: For r = 2, The Corollary 1 reduces to Theorem 1 of Section 1.
244 CHAPTER VII

Observing that the left side of inequality (2.2) is of the form

J
a+h
g(X)«Ii (f"(X)) dx,
a-h

where «Ii(t) = IW (r > 1), we conclude that «Ii is a convex function. We are led
to consider now general versions of Theorem 1.
First, we give the following definition.
DEFINITION: A continuous function «Ii: R -+ R+ belongs to the class M if there
is a convex function F: R -+ R+ and real numbers ,X and m so that for each
x E R the inequalities

F(x) ::; «Ii(x)l/m ::; 'xF(x) (,X ~ 1; m> 1)

are valid.
A convex function is continuous and a Jensen convex function as defined in
[5].
On of the possible generalizations of Theorem 1 is:

THEOREM 2. Let the functions «Ii: R -+ R+, f: [a - h, a+ h] -+ R, g: [a - h, a+


h] -+ R+ satisfy the conditions:
1° «Ii E M;
2° f is twice continuously-differentiable;
3° 9 continuous.
Then

J
a+h
g(X)«Ii(f"(X))
a-h

where 0 is given by (2.3).

REMARK: ZmoroviC's weighted version of (1.1) can be obtained from Theorem


1 for r = 2 and g(a - t) == g(a + t).

3. Further generalizations of Theorems 1 and 2 are obtained by R.Z.Djordvevic,


G. V. Milovanovic and J. E. Pecaric [7].
ZMOROVIC'S AND RELATED INEQUALITIES 245

We use the standard operators D (differentiation operator), ~ (central differ-


ence operator), J.L (averaging operator), which are defined by

D f( x) = h d~~) , ~ f( x) = f (x + ~) - f (x - ~) ,
J.Lf(x) = ~ (f (x +~) +f (x - ~)) ,

(3.1) 11'1>11. ~ ~ Uh.Z'p( x )1'1>(x )1' dx )". 11'1>11. ~ 1I<!i1l._, (r > 1),

O"n(r) = ( 2h
1 Jh (h - t) ~ (p(a -
0 r-1 t)t=r
1 + p(a + t)t=r1) dt) r;1
,

THEOREM 1. Let f E Cn[a - h, a + h] and the function p: [a - h, a + h] -t R+


be continuous. Then

(3.2)

where

(3.3) (n is even),

n-1 D
-2- 2i - 1

= J.L~ - L (2i -
• =1
1)!
(n is odd) .

Equality in (3.2) holds if and only if the function f is given by


(3.4)
An J(x - tt- 1 [(h-~1sn-1] r~1 dt + nt1Ak(x - a)k (x E [a - h, a]),
f(x) = { ax ::~
r-1
_1_

An J(x - t)n-1 [(h+~(sn-l] dt + l:: Ak(x - a)k (x E [a, a + h]),


a k=O

where Ak (k = 0, 1, ... , n) are arbitrary real constants.


For p(x) == 1 we obtain the following result:
246 CHAPTER VII

THEOREM 2. H f E Cn[a - h, a + h] and r > 1, tben:

(3.5)

The last Theorem (for n = 2) represents the generalization of a result from


[3].
From Theorem 1 immediately follows:
THEOREM 3. Let functions f and p satisfy tbe conditions as in Tbeorem 1 and
let r > l.
1° Ifn = 2k and f(2i)(a) = 0 (i = 1, ... , k -1), tben

IIf(2k)lIr,p ~ ;~::t!~ If(a + h) - 2f(a) + f(a - h)li

2° Ifn=2k+l andf(2i-l)(a)=O (i=I, ... ,k), tben

IIf(2k+ 1 )lIr,p ~ (2k)! If(a + h) - f(a - h)l.


2hCT2k+l (r)

The following result is also proved in [7]:


a+h ~ ) r-;:l

Let n E N, r> 1 and fn(r) = ( 21h J It-al:r- dt


a-h pet) r-l

THEOREM 4. Let f E Cn[a - h, a + h], p E CIa, b], p(x) > 0 (x E [a, b]). Tilen

(3.6) IIf(n)lIr,p ~ ;~~t:; I: ~:


k=O
(f(k)(a - h) - (_I)k f(k)(a + h)) ,

witb equality if and only if


1

(3.7) inlet) = A (t - a)n-l);:::-r (A E R),


pet)
wben n is odd;

a ln- 1 ) r~l
(3.8) f(n)(t) = A ( It ~(t) sgn(t - a) (A E R),

wben n is even.
Theorem 5 follows from Theorem 4.
ZMOROVIC'S AND RELATED INEQUALITIES 247

THEOREM 5. Let f E Cn[a - h, a + h] and


(3.9) f(k)(a - h) = (_I)k f(k)(a + h) (k=I, ... ,n-l),
then

11) -. If(a + h) -
.-1

(3.10) Ilf(n)llr ~ (n2~nl)! (n; ~ f(a - h)l.

REMARK 1: For n = 2 and r = 2k, this resut reduces to the Theorem 264 from
[2], i.e. to Theorem 2 from l.
REMARK 2: If fECI [a, b], according to Theorem 5 (for n = 1), we have

J
b

1f'(xW dx ~ (b _ ~Y_Ilf(b) - f(aW (r> 1).


a

This result is a particular case of the inequality (4.12) from [8].

4. Important generalizations of ZmoroviC's inequality are given by A. Lupafj [9],


and we give his results without modifications. If -00 < a < b < +00 and
f: [a,b] - t R let us denote by [xo,xl, ... ,xn;f] the divided difference at the
system of knots
d: a = Xo < Xl < ... < Xn-l < Xn = b.
For f E Cn[a, b], 9 E C[a, b], 9 > 0 and p E (1, +00), we use the notation

The aim is to find the best upper bound K~ = K~(d,g,p) in the inequality

n
We define w(x) = w(x: d) = Il (x - Xj) and
j=O

1 n (Xi _ t)+-l
(4.1) Qn(t) = Qn(t: d) = ( -1)'
n .
I:
i=O
'( .) ,
w x,
t E [a,b],

where
(X _ t)+-l = { (x - t)n-l, a:::; t :::; X :::; b
0, a:::; X < t :::; b.
The case 9 = 1 and p = 2 is the easiest.
248 CHAPTER VII

THEOREM 1. Iff E c(n) [a, b) and a < Xl < ... < Xn-l < b, then
(4.2)

where

Kn(d) = (( -l)n(b - a) ~ ~ (Xi _ Xk)2n-1 ) 1/2


(4.3)
(2n - I)! ~ i~l W'(Xi)' W'(Xk)

If
n (Xi _ t)~n-l
( 4.4) f(t) = f*(t) = ct; W'(Xi) + Pn-l(t),
P n - l being an arbitrary polynomial of the degree n - 1 and C a real constant,
then equality holds in (4.2).
PROOF: If f E c(n)[a, b], then

n-l f(k)( ) IX ( )n-l


f(x) = ' " a (x _ a)k + f(n)(t) X - t dt.
~ k! (n -I)!
k=O a

In other words
b
f( X ) = Pn - l () (n)( )(x - t)+.-l d
X + If t (n _ I)! t,
a

where Pn - l is a polynomial of the degree n - 1.


Since [a,xI,'" ,xn-l,b;Pn-d = 0 one obtains

I
b

(4.5) [a,xI,,,,,xn-l,b;f) = f(n)(t)Qn(t) dt,


a

where Qn is define as in (4.1). If in (4.4) C = (~::\n)!, then fin) = Qn. Therefore


(4.5) enables us to write

I Q~(t)
b

dt = [a,xI,'" ,xn-r,b;f*)
a

_ (_l)n
- (2n - I)!
n-l
~ t;
n (Xi - xd~n-l _ _ 1_ K d 2
W'(Xi)' W'(Xk) - b - a [ n( )) .
ZMOROVIC'S AND RELATED INEQUALITIES 249

According to (4.5)

I[a, Xl,.··, X n-1, b; fll:::; ( !


b)
Q~(t) dt
1/2
.!(b
If(n)(tW dt
) 1/2

= Kn(d)· IIf(n)lb,

with equality if and only if f(n)(t) = C1 • Qn(t) where C 1 is a real constant.


Taking into account that K2(d) = 1/../3, the following proposition is true.
THEOREM 2. If f E C(2) [a, bl and a < X < b, then

i[a,x,b;fll :::; ~III"II2'


with equality if and only if f is given by

C(b-t)3 + C(t-x)3(b-a) + C t + C t E [a, xl


f(t) ={ b-x (b-x){x-a) 1 2,

C(~-=-tr + CIt + C2 t E (x, bl

where C, C 1 , C2 are arbitrary real constants.


This theorem is an extension of inequality (1.1). Let us assume that f(a) =
f(b) = O. From the above theorem one find the inequality

If(x)1 :::; (x - j; - x) 111"112.

Taking into account that (x - a)(b- x) :::; (b7)2, x E [a, bl, we obtain If(x)1 :::;
(b-,:t IIf"lb x E [a, bl. Therefore, with the notation IIfiloo = max If(x)1 we
4v3 xE]a,b]
have prove the following
THEOREM 3. Iff E C(2)[a, b], f(a) = f(b) = 0, then

IIfiloo :::; (b4~)2 111"112,


the equality case being valid for

_ { c(t - a)3 - fc(t - a)(b - a)2, t E [a, (a + b)/2l


f(t)- c(b-t)3_fc(b-t)(b-a)2, tE((a+b)/2, b],
250 CHAPTER VII

where c is an arbitrary real constant.


This result is the equation K(2, 1, 00, 2) = ~ (see 18. of Chapter II).
Another particular case of the inequality (4.2) is the following:
if the points Xk E (d) are equidistant, that is Xk = a + ~(b - a), k = 0,1, ... ,n,
then

n
where ~ n f(a) = L: (_l)n-k (;)f (a + ~(b - a)). From Theorem lone finds the
k=O
following proposition
THEOREM 4. f E C(n)[a, b], then

where
1/2
1 n (_1)n- k k 2n - 1 )
I:
(
C* - - - 2
n - nn-l (n + k)!(n - k)!
k=l
Moreover,

C* - _1_ C* _ ~ fU C* __1_)151 C* _ 1 )15,619


2 - y'I2' 3 - 18 V15' 4 - 384 35' 5 - 45,000 35'

Let p > 1 and QnCt) = Qn(t: d) be defined as in (1). Taking into account that
Qn ?:: 0 (see [10)) denote

C4.6)
,*
J\.n = KnCd, g,p) =
* (! b ) (p-l)/p
[Qn(t)]p/(p-1)
[g(t)p/(p-1) dt ,

-
where g E C[a, b] is a positive function. By means of Holder's inequality from
(4.5) we obtain

Therefore the following result is true:


ZMOROVIC'S AND RELATED INEQUALITIES 251

THEOREM 5. If f E c(n)[a, bl and (d): a < Xl < ... < Xk-l < b is an arbitrary
system of knots, then

(4.7) I[a, Xl, ... ,Xn-l, b; fll ~ K: IIf(n) IIg,p,


where K; is defined in (4.6). If

then equality holds in (4.7).


The following special cases are interesting:
THEOREM 6. If f E C(2) [a, bl and a < X < b, p > 1, then

(4.8) I[a,x,b;fll~
P-1)~ ·11f"llp,
( 2p-1
with equality for

C(t-;t:-l)P-l +Cl t+C2,


1

a~t~x
f(t) = { 1

C «b-btl:- 1) p-l + CIt + C2+ C(b - a) (2t - a - b + ;=~), X < t ~ b.

THEOREM 7. Iff E C(2)[a,b], f(a) = feb) = 0, then

with equality for

(
2 )
b-a
P':l (t-a)p-l
~ I
-(t-a)(b-a)2(~=I)'
2
a<t<a+b
- - 2
{
f(t)=C 1

(b':a)P-l (b_t)2l:11 -(b-t)(b-a)2~~=~)' ~ < t ~ b.

00, p) = t (2~-=-11)
£::.l
This result is K( n, 1, P (See 18. of Ch. II).
252 CHAPTER VII

5. Generalizations of Lupa§' results are given by J. E. Pecaric in [11].


Let Uo, UI, . .. , Un be of class Cn[a, b], and
Uo(t) = wo(t)

J
t

UI(t) = wo(t) wI(sddsl ,


a

J J
t 81

U2(t) = wo(t) wI(sd W2(S2)ds 2ds l ,


a a

J J J
t 81 Sn-l

un(t) = wo(t) WI(SI) W2(S2) ... wn(sn)ds n ... ds l ,


a a a

where Wi( t) are positive functions of class C n - I on the closed interval [a, b]. Then
{ud ~ is called Extended Complete Tchebycheff System or an ECT-system.
A function f defined on the open interval (a, b) is convex with respect to {ud~
if
Uo(to) uo( t l ) uo(tn+l )
UI (to) UI (t1) UI(t n+l )
U ( UO,UI, ... ,un,!)_ ~O
to,t}, ... ,tn,tn+1 -
un(to) Un(tl) un(tn+t)
f(to) f(td f(tn+d
for all choice of {ti}~H satisfying a < to < tl < ... < t n +1 < b. In symbols we
write
f E C(UO,UI, ... ,U n ).
Note also that [12, pp. 382 and 395] the function
f(t) = fn(tj x)

= {wo(t)[W I(Sd[W2(S2) ... 8T1Wn(sn)dsn ... dsl, x ~ t ~ b,

0, a ~ t ~ x,
is contained in n;=oC(UO,UI, ... ,Uk). For n = 0, fn(tjx) = wo(t) for x ~ t ~ 0
and equals zero otherwise. (Notice that fn(tj a) = un(t).)
Let Dj, j = 0,1, ... , n, denote the first-order differential operator

d (f(t) )
(Djf)(t) = dt Wj(t) .
ZMOROVIC'S AND RELATED INEQUALITIES 253

Suppose that the function I satisfies the condition that DnDn-1 ... Dol is con-
tinuous on [a, b], then (see[12, pp. 388-389])

L aiUi(t) + JIn(t; x)(dn ... Dof)(x)dx,


n b

(5.1) I(t) =
i=O a

where ao = I(a)/wo(a) and ai = ((D;-l ... Dof)(a))w;(a), i = 1, ... , n, and

(5.2) 1- L a;u; s CoIIDn ... Do/II,


;=0

b
where 11/11 = sUPa991/(t)1 and Co = J In(b; x )dx.
a
We use the notation

IIDn··· Do/lip = (b ~ a b ! ) lip


I(Dn·· . Dof)(t)IP dt

IIDn··· Do/IIg,p = ( b ) lip


!
g(t)IDn··· Dof)(t)IP dt ,

where get) > 0 (Vt E [a, b]).


The following results are also proved in [10]:

THEOREM 1. Let I: [a, b] -+ R be a real function such that Dn ... Dol is con-
tinuous on [a, b] and a < t1 < ... < tn < b, then

(5.3) iU(UO,U1,
a, t
... ,un,/)i<K
t b - g,n liD
1, ... , n,
n ... D/II
0 g,p,

where

(5.4)
254 CHAPTER VII

H the function I satisfies (D n ··· Dof)(x) = C (Qn(X)/g(x))I/(P-l), where C is


an aribtrary real constant, then equality holds in (5.3).
THEOREM 2. If I satisfies the condition of Theorem 1 and a = to < tl < ... <
tn < tn+l = b, then

(5.5) lu (UO,Ul, ... ,uo")1 ~ KnIlDn···Do/1l2,


a,to, ... ,tn,b

where

H
n+l n
I(x) = I*(x) = C~)-l)kFkgk(x) + Laiui(X),
k=1 i=O

where C, ao, ... , an are arbitrary real constants, then equality holds in (5.5).
THEOREM 3. Let I: [a, b) -+ R be a real function such that Dn ... Dol is con-
tinuous on [a, b) and

(5.6) (D k ··· Dof)(a) = ... (D n ··· Dof)(a) = o.


H a = to < tt < ... < tk < tk+I = b, then

lu (uo,Ut,
a, t
... ,Uk")1
t b -< K
1, •.. , k,
g,n,k liDn ···D0 III g,p,

where

(5.7) Kg,.,. ~ (i (Q.,.(z)' /g(z).I.) dZ) 'I. , p-' + q-' ~ 1, p E (1, +00),
Qn,k(X) = U (uo, Ut,···, Uk, In).
a, tt, ... , tk, b
ZMOROVIC'S AND RELATED INEQUALITIES 255

THEOREM 4. Let f: [a, b] -+ R be a real function such that Dn ... Dof is con-
tinuous on [a, b].
(i) If a = to < tl < ... < tn+! = b, then

where Qn is given by (5.4) with equality if and only if

J J
n t Sn-l

f(t) = Laiui(t)+CWo(t) Wl(St) ... snwn(sn)dsn ... ds l .


i=O a a

(ii) Let a = to < tl < ... < tk < tk+l = b. If (5.6) holds, then

Ul,···, Uk, f) I ::; IIDn··· Dofll JQn,k(x)dx,


b

lu (uo,a,tl, ... ,tk,b


a

where Qn,k is given by (5.7), with equality if and only if

J J
k t Sn-l

f(t) = L aiui(t) + CWo(t) Wl(St)··· snwn(sn)dsn ... ds l ·


t=o a a

C, ao, ... , an are arbitrary real constants.


Now, we shall give an inequality similar to inequality (5.2):
THEOREM 5. Let f: [a, b] -+ R be a real function such that Dn··· Dof is con-
tinuous on [a, b]. Then for p E (1, +00),
n
f - L aiUi ::; CnIlDn··· Dofllp,
i=O

where

ao = f(a)/wo(a), ai = ((D i - l ··· Dof)(a)) /w;(a) (i = 1, ... , n),

and
256 CHAPTER VII

PROOF: From (5.1) we have


n n

f - L aiui = sup f(t) - L aiUi(t)


i=1 a~t~b i=o
b

::; sup jfn(tjx)I(Dn"'DoJ)(x)1 dx


a<t<b
- - a

The following result was proved by J. E. Pecaric, G. H. Tudor, B. Crstici and


B. Savic [13].
THEOREM 6. Let f E C( Uo, Ul, ... ,un). If Dn f( x) exists and it is an increasing
function on (c, b) with

D i - 1 f(c)=0 (i=O,l, ... ,nj n~lj D- 1 f=J),

then
t

0::; f(t)::; Dnf(t) j Wn(tjx)dx ("It E (c, b)).


c

A simple consequence of Theorem 6 is


THEOREM 7. Let f: [a,b] ""-+ R be n times differentiable function on (a, b). If
f(c) = f'(C) = ... = f(n-l)(c) = 0, f(n)(x) > 0 ("Ix E (c,b), c> a), and if
f(n)(x) is an increasing function on (c,b), then
(x c)n
0< f(x) < f(n)(x) - ("Ix E (c, b)) .
n!

6. R. Farwig and D. Zwick [14] proved that if fen) is convex, then

(6.1)
ZMOROVIC'S AND RELATED INEQUALITIES 257

where [Xo, ... , xnlJ is the n-th order divided difference of f at the points Xo, ... , Xn
n
and x is the center of mass of these points x = n~1 ;E Xi. For further general-
.=0
izations see E. Neumann [19].
A multivariable version of this is also true, E. Neuman and J. Pecaric [15].
They proved that for Xi E Rn,

(6.2) 1
f(x) ::; vol(a)
J 1 n
f(x )dx ::; n + 1 ~ f(Xi)
t7 -

if f is convex, x is as above and a is the convex hull of the points {x 0, ••. , X n}.
Equality holds if and only if f is a polynomial of degree 1. The differential version
of this is the following. Let DO be a differential operator of order n (Ial = n).
Suppose DO f is convex on a, then

(6.3) DOf(x)::;n!([xo, ... ,xnlJ)o::; n:1tDOf(Xi) .


• =1

This generalizes (6.1).

7. Other papers related to inequalities of this chapter are given by V. A. Zmorovich


and N. I. Chernei [16], A. Isihara [17], and A. Erdelyi [18].

REFERENCES

1. ZMOROVIC, V. A., On some inequalities (Russian), Izv. Polytehn. Inst.


Kiev 19 (1956), 92-107.
2. HARDY,G. H., J. E. LITTLEWOOD and G. POLYA, "Inequalities,"
Cambridge, 1934.
3. DJORDJEVIC, R. Z. and G. V. MILOVANOVIC, On some generaliza-
tions of Zmorovic's inequality, Univ. Beograd. Publ. Elektrotehn. Fak.
Ser. Mat. Fiz. No. 544-576 (1976), 25-30.
4. VASIC, P. M. and J. D. KECKIC, Some inequalities for complex numbers,
Math. Balkanica 1 (1971), 282-286.
5. BULLEN, P. S., A note on a recent paper of P. M. Vasic and J. D. Keckic,
Math. Balkanica 2 (1972), 1-2.
6. MITRINOVIC, D. S., (In cooperation with P. M. VASIC), " Analytic
inequalities," Berlin-Heidelberg-New York, 1970.
258 CHAPTER VII

7. DJORDJEVIC, R. Z., G. V. MILOVANOVIC and J. E. PECARIC, Some


estimates of LT norm on the set of continuously-differentiable functions,
Univ. Beograd. Publ. Elektrotehn. Fak. Ser. Mat. Fiz. No. 634-677
(1979),57- -6l.
8. MILOVANOVIC, G. V., 0 nekim funkcionalnim nejednakostima, Univ.
Beograd. Publ. Elektrotehn. Fak. Ser. Mat. Fiz. No. 599 (1977), 1-59.
9. LUPAS, A., Inequalities for divided differences, Univ. Beograd. Publ.
Elektrotehn. Fak. Ser. Mat. Fiz. No. 678-715 (1980), 24--28.
10. IONESCU, D. V., "Cuadraturi numerice," Bucuresti, 1957.
11. PECARIC, J. E., Concerning Extended Complete Tchebychehh System, J.
Math. Anal. Appl. 102, (1984), 385-392.
12. KARLIN, S. J. and W. J. STUDDEN, "Tchebycheff Systems: with Ap-
plications in Analysis and Statistics, " New York/London/Sydney, 1966.
13. PECARIC, J. E., G. H. TUDOR, B. CRSTICI and B. SAVIC, Note on
Taylor's Formula and Some Applications, J. Approx. Theory 51 (1987),
47-53.
14. FARWIG, R. and D. ZWICK, Some divided difference inequalities for n-
convex functions, J. Math. Anal. Appl. 108 (1985), 430-437.
15. NEUMAN, E. and J. E. PECARIC, Inequalities involving multivariate
convex functions, J. Math. Anal. Appl. 137, (1989), 541-599.
16. ZMOROVICH, V. A. and N. I. CHERNEI, Some integral inequalities
(Russian), Dokl. Akad. Nauk. Ukrain. SSR Ser. A. (1983), No.6,
13-16.
17. ISIHARA, S., Information loss and entropy increase, J. Math. Anal.
Appl. 39 (1972), 314-317.
18. ERDELYI, A., An extension of Hardy-Littlewood-Polya inequality, Proc.
Edinburgh Math. Soc., II. Ser. 21 (1978), 11-15.
19. NEUMANN, E., Inequalities involving multivariate convex functions II,
Proc. Amer. Math. Soc. 109 (1990), 965-974.
CHAPTER VIII
CARLSON'S AND RELATED INEQUALITIES

1. Let al, a2, ... be a sequence of nonnegative real numbers not all equal to zero,
+00
and let I: k2a~ < +00. Then
k=l

(1.1 )

where 71"2 is the best possible constant.


The above inequality has the following integral analogue: let f be a nonnega-
tive real-valued function on [0, +00), such that f( X)2 and x 2f( x)2 are integrable
functions on the same interval. Then

where 71"2 is also the best possible constant.


Without any difficulty, from (1.1) we can pass to (1.2), and conversely.
Inequalities (1.1) and (1.2) are called Carlson's [1].

2. Two related results are given in the books P6lya and Szego [2, II, pp. 114,218,
and I, pp. 57, 214, respectively] and Hardy, Littlewood and P6lya [3, p. 166]:
10 If a 2:: 0, b 2:: 0, a =1= b, and <P is nonnegative and decreasing, then

unless <p = C, where C > 0, in (O,A), and <p = ° in (A,+oo) (A may be 0).

259
260 CHAPTER VIII

(The case a = 0, b = 2 was mentioned by Gauss in connection with the Theory


of Errors: see [4, IV, p. 12].)
20 If a ~ 0, b ~ 0, a #1, and cfo is nonnegative and increasing, then

(2.2) (j o
xa+bcfo dX)' > {1- (.: ~! S} j 0
x'"¢ dx j
0
x"¢ dx,

unless cfo = c.
A. M. Fink and Max Jodeit Jr. [5] showed that (2.2) is valid if a, b > -1/2
even if a = 1. Indeed (2.2) is equivalent to

JJ
1 1

(2.3) cfo(x)cfo(y)K(x,y)dxdy ~ 0,
o 0

where

If G(s, t) =
8
1 1
ff
t
K(x, y)dxdy then G(s, t) ~ °on [0,1] X [0, 1] and G(s, t) = °only
if (s, t) = (0,0) or s = 1 or t = 1. We prove this.
With a = a + f3 = b + t, t, t1 = t'\ t2 = tfJ, S1 = sot and S2 = sfJ, 2G = (S1 -
S2)2+(t1-t2)2_(S1t1-S2t1)2. But (S1t2-s2t1) = t1tt2(S2-S1)- 8 2 ;81 (t 1 -t 2)
so

Since S1 - S2 = sot - sfJ and t1 - t2 = tot - tfJ have the same sign each of the
three terms is nonnegative. If neither s nor t are 1 and both are nonzero, one
of the three terms is positive. This property of G is used in the following way.
x
Since r.p is increasing, r.p( x) = r.p( 0) + f d/-l( t) for some nonnegative measure and
o
x
we may write r.p(x) = f duet) where u has a mass of r.p(0) at zero. The inequality
o
(2.3) may be written as

JJ JJ
1 1 x y

(2.4) K(x,y) du(t)u(s) dxdy ~ o.


o 0 0 0
CARLSON'S AND RELATED INEQUALITIES 261

By Fubini's Theorem, (2.4) is equivalent to

1 1

(2.5) j j G(t,s)dO'(t)dO'(s) ~ 0.
0 0 ·

This proves (2.2) and gives the cases of equality. For if equality holds in (2.5)
the measure dO'(t)dO'(s) must be zero except at (0,0), that is !pet) == !p(o).
J. E. Pecaric [6] has observed that the above proof gives
1 1

2(a+b+I)2 j j f(x,Y) X4+by 4+bdxdy


. 0 0

J
1

(2.6) ~ (2a + 1)(2b + 1) f(x, y) (x 24 y2b + x 2b y24) dxdy.


o

when f(O, 0), fleX, y), hex, y) and f12(X, y) ~ on [0,1] x[O, 1], and a" b ~ -1/2.
To see this, we observe that (2.6) is equivalent to
°
1 1

(2.7) j j f(x, y)K(x, y)dxdy ~ 0,


o 0

where K is given by (2.3). If we write


x y

f(x"y) =j jd.\(s,t),
o 0

then as above (2.7) is equivalent to

1 1

(2.8) j j G(s,t)d.\(s,t) ~ 0,
o 0

and the result follows if d.\ ~ 0. But

J J JJ
s t B t

f(s,t) = f(O,O) + ft(e,O)de+ f2(O,"I)d"l + ft2(e, "I)de d"l.


o 0 0 0
262 CHAPTER VIII

So that dA(S,t) 2: o.
The special case when f(x,y) == c.p(x),¢(y), with c.p and '¢ increasing and non-
negative, yields

J J
1 1

2(a + b + 1)2 c.p(x)x 4 +bdx '¢(y) y4 +bdy


o 0

J J
1 1

> (2a + 1)(2b + 1) (


c.p(x)x 24 dx ,¢(y)y2b dy
o 0

unless c.p( x) == c.p(0) and ,¢(y) == '¢(O).


3. Two simple proofs of (1.1) were given by G. H. Hardy [7]. E. Landau proved
a stronger inequality than (1.1):

4. The following generalization of (1.1) was given by R. M. Gabriel [8]:

if :L nP-HAa~ < +00, where p > 1, A > 0, and

G(p,A) = 21/p { r2 (_1 2p-1


)}T
2Ar (P:1)

The constant G(p, A) is the best possible.


Inequality (4.1) has an integral analogue. Let f(x) 2: 0, 0 < x < +00. Then
CARLSON'S AND RELATED INEQUALITIES 263

5. A. Beurling [9] proved (1.2).

6. A note [10] of V. I. Levin contains a proof of the following inequality:


Let an
2:: 0, n = 1,2, ... ; then, provided that the right-hand side is finite,
00 ) (k+l)(2k+l)
( Lan (00 )
< II II L nUa~+l
2k 2k
(6.1) v2v-2k-l • ,
o v=l u=o 0

unless all an = 0. The constant is the best possible.

7. Further generalizations of Carlson's inequality were given by W. B. Caton


[11] and B. Sz.-Nagy [12]. For example, B. Sz.-Nagy demonstrated the following
inequalities

and

where a], a2,' .. are real numbers and, q = 1 + (P2 1)'


PI P2-
1S PI S 2 and 1 <
P2 S 2.
We assume that the series in question converge.
He also proved two related inequalities. In [13] B. Sz.Nagy showed that (1.2)
can be derived from one result which is connected to Kolmogorov's inequality
studied in Chapter I.

8. R. Bellman [14] showed that Gabriel's and Caton's generalizations of Carl-


son's inequality can be derived by the same elementary method (see, for example
Beckenbach and Bellman [15, pp. 175-177]).

who showed that, if P > 1, q > 1, A > 0, J.l > °


The best possible constant in such inequalities was proved by V. I. Levin [16],
and if f is a real valued
nonnegative function on [0,+00), such that Xp-1-Af(x)P and xq-Hl'f(x)q are
integrable functions on the considered interval, then
(8.1)

Tf(x)dx <0 c (Tx'-'-' f(x)Pdx) m,,- (Tx'-'+' I(X)'dX) ,,~.,


with
264 CHAPTER VIII

(8.2)
c= (-.!..)8 (~)t
pS qt
(r (~) r(t±t)) 1-8-t,
('\+Il)r(l~~:t)
s=
Il , t=---
,\
Pll + q'\ PIl + q'\

The constant C is the best possible.

PROOF: Let pI = --2- ql = ~ (pI>


p-1' q-1
1' ql > 1).
Consider the function

where 8 = PIl + q'\ - Il - ,\ > O. In the interval 0 < k < 1 the function z(k)
is continuous and strictly monotonic. Therefore its continuous inverse function
k = k(z) exists on 0 < z < +00.
Consider the identity

(8.4) J00

f(x)dx == Jk(yx)x-p-~->, xp-~->.


00

f(x)dx
o 0

+J
00

~~
[1- k(yx)) x- q x q f(x)dx,
o

where y > 0 is arbitrary. Set


CARLSON'S AND RELATED INEQUALITIES 265

using Holder's inequality we get

(8.5) Jk(yx)x-p-~-). xP-~-).


00

fx) dx
o

J
00

(8.6) [1- k(yx)] x-~x~ f(x) dx


o

where

II = { [pi (z)Z-Hp~l
00
dz
}-}r
12 = { [[1 -
oo
k(Z)]ql z-I-~ dx
}1r

= (* ~)
--2L--
Now, from (8.4), for y p#+q). we get

(8.7) I
o
f(x) dx :5, y-~ lIP + yf 12Q = (:8) pa (:t) qt Irs lit PPSQqt.
If we change arguments in integrals II and 12, we get

IP =
1
I p'q
P'p>. + pq'J-l
J' 00

k i -.-. (1 - k)~ · dk
o

J
00

+ pq' k 1-:-' +1(1 - k) 1-~-' -1 dk


p'q>. + pq' J-l
o
266 CHAPTER VIII

and analogously
, qt (1-:-t) r (1-!-t)
r--~--~--~--~
r (2±L)
lq - ----
2 - A + I-'
1-8-t
Now, from (8.7) we obtain (8.1) with (8.2).
We should also prove that the constant (8.2) is the best possible. Indeed
equality in (8.1) with constant (8.2) is valid if

where y > 0 is arbitrary.


In a limiting case, Levin also obtains the following inequality

I00 f(x) dx < !


{OO x->.. f(x) dx
}m{ooI xl' f(x) dx
}x:t,.

9. The problem of determining the best possible constant K in a more general

T (T dx)·' (T
inequality

(9.1) x·lf( x )1' $ K x·, If(x )1" x·, If(x )1" dX) ., ,
where the exponents are real numbers subject to certain conditions, was consid-
ered by B. Kjellberg in [17]-[19]. (In fact, by a simple transformation we can
obtain (9.1) from the analogous inequality for a = f3 = 0.)

10. For Carlson's inequality and its generalizations see also Levin and Steckin
[20].

r
11. If f is a nonnegative and nonincreasing real-valued function on (0,+00), if
1 :::; q1 :::; q2 < +00 and 1 :::; p < +00, then

(T (tt f(t))" ~
y; -;'; (T
1

$ (~ (tt f(t))" ~tr


CARLSON'S AND RELATED INEQUALITIES 267

This inequality was attributed to A. P. Calderon by O'Neil [21], and was used
later by Hunt and Weiss to give a short proof of the interpolation theorem of
Marcinkiewicz on quasi-linear operators [22].

12. Inequality (6.1) was further generalized by V. I. Levin and E. K. Godunova


[23]. In fact, they proved the following two results:
k
10 If Ai> 0 (i = 1,2, ... ,k) andp= (11k) E Ai, then
i=1

where A is defined by

n k
and E Ai = sr1, E Ai = (k - s)rz, 0 < s < k, rz > r1.
i=1 i=8+1
20 IfAII=~+h(v-~),then

(~ a.) ('+'~'+"
where

C(k). h- k(\+l) = h_k(kt1)(k + l)kH II C: = h_k(kt1) II J1- Z


k k+1
/1-k-1

/1=0 /1=1

is the best possible constant.

13. G. M. Pigolkin [24] extends the Carlson inequality to higher dimensions.


Namely, he proved the following two results:
10 Let f be a nonnegative real valued function on Rn-1, (J1-ij) a nonsingular
(n - 1) X (n - 1)-matrix with determinant G and positive row sums (J j, 1 :::; j :::;
n - 1, for its inverse. Then if 0 < I < 1
268 CHAPTER VIII

where a = ?: aj,
n-1

}=1
1/1 = 2; 7, and
()

C=2~(~~~1
( _1)
~-=-~
~ {r (.!..=.1. a ) n-1
IIr(ai)
} ~
n I/r
"f (7

i IGlr ( -;y) ;=1


i=1

Further, equality occurs if and only if

with (Yo 2:: 0, (Yi > 0, 1 ~ i ~ n - 1. Carlson's inequality is obtained if n = 2,


!. This result can be obtained from the following result.
'Y = a =
20
n-1
If nn is any domain in Rn, and Wi, ° ~ 1 ~ n - 1, are such that W =

2: Wi -I n, then
i=1
CARLSON'S AND RELATED INEQUALITIES 269

n
where Wo = ,n/(1 + Wo (1 + ,/(1), Wi = wi(l + v/(1), 1 ::; i ::; n - 1, O"i = L: J.lij,
j=l
and the matrix (J.lij), c,"(1, Vi are as above. Further for equality it is necessary
and sufficient that for all points (x 1 , ... , X n) E nn,

14. Let f(x) be a nonnegative integrable function in (0,+00). Then

+00 (+00 ) 1/2 (+00 ) 1/4


(14.1) / f(x) dx ::; 2 / Vx f(x) dx / f(x)2 dx

This result is due to B. Klefsjo [25) (we suppose that all integrals are finite).

15. A generalization of (2.1) is given by V. N. Volkov [26). Volkov proved a


general result (see 16.) wherefrom he obtained the following special cases:
10 If a ~ 0, b ~ 0, p > 1, p-1 + q-1 = 1, and 9 is nonnegative and decreasing
function, then

+00 ( +00 ) l/p (+00 ) l/q


(15.1 ) / xa+bg(x) dx ::; C / xapg(x) dx / xbqg(x) dx ,

where
(ap + l)l/ p (bq + l)l/ q
C= .
(l+a+b)
20 If a, b, p, q are defined as in 10 and if 9 is a nonnegative, non increasing
convex function, then (15.1) holds with constant

C = ((ap + l)(ap + 2))1/ P ((aq + l)(aq + 2))1/ q


(1+a+b)(2+a+b)

16. Results of Volkov and Klefsjo are generalized by D. S. Mitrinovic and J. E.


Pecaric [27).
The following result is a generalization of Volkov's result.
270 CHAPTER VIII

THEOREM 1. Let Ii on R+, i = 1,2,3,4, be nonnegative functions and let 9 be


a real function which has the following representation

(16.1) g(x) = f+00


o
K(x, t)dh(t),

where K(x" t) 2:: 0, when x E (0, +00), t E (0, +00) and h is a non decreasing
function. H p, q are two real numbers such that p-l + q-l = 1, p > 1, then

(16.2)
+00
f
o
ft(x)h(x)g(x) dx

+00 ) IIp (+00 ) l/g


SC ( / fa(x)g(x) dx / 14(X)g(X) dx ,

where

(16.3) { (+00 ) (+00 ) -lIp

C = s~p / K(x, t)ft(x)h(x) dx / K(x, t)fa(x) dx

+00 ) -l/g}
X ( / K(x,t)!4(x) dx .

PROOF: By using (16.1) we have

+00
f
o
ft(x)h(x)g(x) dx

= f+00+00f
o 0
ft(x)h(x)K(x, t)dh(t) dx
CARLSON'S AND RELATED INEQUALITIES 271

= !+00 {!+00
dh(t) K(x, t)ft(x)f2(x) dx
}

+00
::::; C /
(+00
dh(t)/ K(x, t)fa(x)dx
) IIp
!
(+00
K(x, t)f4(X) dx
) l/q

::; c
+00
J dh(t)
( p
'xp J
+00
K(x,t)fa(x) dx + ,X~q J
+00)
K(x,t)f4(X) dx

q!+ 0 0 )
o

p!+00
0 0

,XP ,X-q
=C ( fa(X)g(X) dx + f4(X)g(x)dx .

For

we obtain (16.2).
A = (Th(X)9(X) dX) -" ( T /.(x)g(x) dx
1

r1

,REMARK: For fa(x) = ft(x)P, !4(x) = f2(x)q we get a result of V. N. Volkov


[26].
If we set
1, 0::::; x < t,
(16.4) K ( x,t ) = {
0, x> t,
then 9 is a nonincreasing function, and (16.2) holds with

(16;)= ,~p (i { f,(x)j,(x) dx ) (i j,(x) dx ) -'I- (i !.(x) dX) -'I'}.


By using this result we can obtain results from [26], and also many other
results. For example, the following inequality is valid:
(16.6)
272 CHAPTER VIII

Now, we shall prove:


THEOREM 2. Let I(x) be a nonnegative integrable function on (0, +00), and let
a, b, u, v be real numbers such that a > 0, b + v > 0, u > 0, v > 0, u + v = 1.

r'" r' r,
Then,
(16.7)

(/f(Z) dz ~ C (/Z"f(Z) dz (/Z-.,Uf (Z)I'U dx

where

(16.8)

PROOF: For t > °we have

J t: J t: J
+00 +00 +00
(16.9) I(x) dx ~ x 4 /(x) dx ~ x 4 /(x) dx.
t t 0

By the inequality of Buniakowski-Schwarz, we have for t > °


!t (t! !
(16.10)

I(x) dx ~ x b/ lI dx
)lI(t x-btu l(x)1/u dx)U

Combining (16.9) and (16.10), we find

!
+00
f(z) dz ~ t H • (b: v r! ( +00
z-"Of(z)I'U dx
) u
+ c"
(
!
+00
z" f(z) dx
)
,

whence for
CARLSON'S AND RELATED INEQUALITIES 273

we obtain (16.7).
Forb=Oweget

(16.11)

where

(16.12)

Finally, for a = u = v = 1/2 we get the inequality of B. Klefsjo.

REFERENCES

1. CARLSON, F., Une inegaliU, Ark. Mat. Astr. Fys. 25B 1 (1935), 1-5.
2. POLYA, G. and G. SZEGO, "Aufgaben und Lehrsatze aus der Analysis,
I, II," Berlin, 1925.
3. HARDY, G. H., J. E. LITTLEWOOD and G. POLYA, "Inequalities,"
Cambridge, 1934.
4. GAUSS, C. F., "Werke, Gottingen, 1863-1929."
5. FINK, A. M. and Max JODEIT, Jr., Jensen inequalities for functions with
higher monotonicities, Aeq. Math. J. 40 (1990), 26-43.
6. PECARIC, J. E., Result not published.
7. HARDY, G. H., Note on two inequalities, J. London Math. Soc. 11
(1936), 167-170.
8. GABRIEL, R. M., An extension of an inequality due to Carlson, J. London
Math. Soc. 12 (1937), 130-132.
9. BEURLING, A., Sur les inUgrales de Fourier absolument convergentes
et leur application a une transformation fonctionelle, in "Congres des
mathematiciens scandinaves 1938," Helsingfors, 1939.
10. LEVIN, V. I., Notes on inequalities. I - Some inequalities between series
(Russian), Mat. Sbornik (N.S.) 3 (1938), 341-345.
11. CATON, W. B., A class of inequalities, Duke Math. J. 6 (1940), 442--461.
12. SZ.-NAGY, B., On Carlson's and related inequalities (Hungarian), Mat.
Fiz. Lapok 48 (1941), 162- -175.
13. , tiber Integralungleichungen zwischen einer Funktion und ihrer
Ableitung, Acta Sci. Math. Szeged 10 (1941), 64-74.
274 CHAPTER VIII

14. BELLMAN, R., An integral inequality, Duke Math. J. 9 (1943), 547-550.


15. BECKENBACH, E. F. and R. BELLMAN, "Inequalities," 2nd ed., Berlin-
Heidelberg-New York, 1965.
16. LEVIN, V. I., Exact constant in the inequalities of Carlson's type (Rus-
sian), Doklady Akad. Nauk SSSR (N.S.) 59 (1948), 635-638.
17. KJELLBERG, B., Ein Momentenproblem, Ark. Mat. Astr. Fys. 29 A
No.2 (1942), 1-33.
18. , On some inequalities, C. R. 10e Congres Math. Scandinaves,
Copenhagen 1946, (1947), 333-340.
19. , A note on an inequality, Ark. Math. 3 (1956), 293-294.
20. LEVIN, V. I. and S. B. STECKIN, Inequalities, Amer. Math. Soc. Transl.
14 2 (1960), 1- -29. See, in particular, pp. 5-11.
21. O'NEIL, R., Convolution opertors and L(p, q) spaces, Duke Math. J. 30
(1963), 136.
22. HUNT, R. A. and W. WEISS, The Marcinkiewicz interpolation theorem,
Proc. Amer. Math. Soc. 15 (1964), 996-998.
23. LEVIN, V. I. and E. K. GODUNOVA, A generalization of Carlson's in-
equality (Russian), Mat. Sb. 67 109 (1965), 643-646.
24. PIGOLKIN, G. M., Mehrdimensionale Ungleichungen Carlsonschen Type
und solche, die mit ihnen zusammenhiingen (Russisch), Sibir. Mat. Zurn.
11 (1970), 151-160.
25. KLEFSJO, B., Problem 2808, Elementa (Stockholm) 54 (1971), 128.
26. VOLKOV, V. N., Utocnenie neravenstva Gel'dera, Mosk. Gos. Ped. Inst.
im V. I. Lenina. Ucen. Zap. - Neravenstva 460 (1972), 110-115.
27. MITRINOVIC, D. S. and J. E. PECARIC, Two integral inequalities,
Southeast As. Bul. Math., to appear.
CHAPTER IX
INEQUALITIES INVOLVING KERNELS

1. Let (aij) be an m X n matrix of nonnegative terms. Then

(1.1 )

with equality if and only if all the row sums are equal, or all the column sums
are equal, or both.
F. V. Atkinson, G. A. Watterson, and P. A. P. Moran [1] proved the following
result. They used (1.1) to obtain

m n m n
(1.2) LL aijPiqj L arjPr L aisqs 2
i=1 j=1 r=1 s=1

m n
where Pi 2 0, q; 2 0, L: Pi = L: qi = 1.
;=1 ;=1
Putting in (1.2) m = n, aij = aji, and Pi = qi one obtains an inequality
conjectured by S. P. H. Mandel and I. M. Hughes [2] on genetical grounds.

2. There is an obvious integral analogue of (1.1). If K(x, y) 20 is integrable on


the rectangle 0 ~ x ~ a, 0 ~ y ~ b, then

JJJJ
a b a b

(2.1) ab K(x,t)K(x,y)K(s,y)dxdydsdt
o 0 0 0

2 (
/! a b
K(x, y)dx dy
) 3

This version gives us the title of this chapter.


If a = band K(x,y) = K(y,x), inequality (2.1) can be written in the form

275
276 CHAPTER IX

(2.2) a' ii K,{x,y)dxdy '" Ui K{X'Y)dxdV) '

where K3 is the third-order interate of K in the sense of the theory of iterated


kernels of integral equations.

3. Inequality (2.2) suggests a more general result

(3.1) a n- 1 JJ
o 0
Kn(x,y)dxdy 2: (J J
0 0
K(X,Y)dXdy)n

This inequality was proved in [1] for all n of the form 2 r 3 s , and was conjectured
for other positive integral values of n.
J. F. C. Kingman [3] gave a more direct proof of (1.2) which is based on the
convexity of f(x) = xk for k 2: 1.
A generalization to products of sums of aijk... taken over subsets of the index
set {i,j, k, ... } was also obtained in [3]. For example

mnl nl ml mn
LLL aijkPiqjrk LL aistqsrt LL asjtpsrt LL astkPsqt
;=1 j=1 k=1 s=1 t=1 s=1 t=1 s=1 t=1

z= Pi = i=1
z= qi = i=1
z=
m n l
for Pi 2: 0, qi 2: 0, ri 2: 0, and ri = 1.
i=1
Noting that the notion of a "partial average" is a particular example of a
Radon-Nikodym derivative, J. F. C. Kingman [4] established an inequality in-
volving such derivatives, which is a generalizaion of (1.2).
Using Kingman's method of proof, P. R. Beesack [5] proved the somewhat
weaker inequality than (3.1), namely

(nj
(3.2) !!
a a
Kn(x, y)dxdy 2: a n+ 1 exp 0 0
jIogK(x, y)dx dY )
a2 '
INEQUALITIES INVOLVING KERNELS 277

for n ~ 1 and K(x, y) ~ O. In case K = const > 0, both (3.1) and (3.2) are true
with equality holding, but in general (3.1) is better than (3.2), P. R. Beesack
in [51 showed that the conjecture (3.1) is true for all n ~ 1 and nonnegative
symmetric kernels K. He used a result for symmetric matrices with nonnegative
elements due to H.P. Mulholland and C. A. B. Smith [6]. More generally

(JV(X?dX) j j n-' v(x)v(y)Kn(x,y)dxdy

"(! i
o 0 0

V(X)V(Y)K(X,Y)dXdY) n

holds for arbitrary nonnegative continuous functions v, and K(x, y) ~ 0 and


symmetric; setting vex) == 1, (3.1) is obtained.
In Beesack's paper [5] inequality (3.2) was formulated in a more general form.

4. P. R. Beesack and J. E. Pecaric [7] extended results from [5] to general mean
values of kernels and also obtained some reverse or complementary inequalities
involving such means. Here, we shall give their results.
Let p, be a nonnegative measure on a a-algebra of subsets of A with p,(A) < 00.
Write An = A X .•• X A (n times) and dp,n for the product measure. p, X •.• x p,
on subsets of An. Suppose K(x, y) is a nonnegative P,2 measurable function and
'I/J is a strictly monotone continuous function. A sequence of generalized kernels
'I/J n K ( x , y) are defined as follows:

'l/JlK(x, y) == 'I/J (K(x, y)),


(4.1) {
I
'l/Jn+lK(x, y) == 'l/Jn (K(x, z)) 'l/Jl (K(z, y)) dp,(z).

If 'I/J is the identity function then 'l/JnK(x, y) = Kn(x, y) is the ordinary n-th
iterated kernel in the theory of integral equations. It is easy to see that

(4.2)

(4.3) 'l/JnHK(x, y) = J
A
'l/JlK(x, z)'l/JnK(z, y)dp,(z).
278 CHAPTER IX

We may also define the n-th order means of K with respect to"p. For n =
1,2, ... they are

(4.4) an,.(K) ~,,-l U, "nK(x, y)dp,(x, y)/p(A)"+l }.

In [7], there is a careful discussion on the validity of the results when some
integrals are +00. We refer to that paper for this. Here we will assume all the
integrals are finite.
If X is another continuous and strictly monotonic function with X1K E L 2(A 2)
then one can form iYn,x(K).
THEOREM 1. With the above hypotheses and supposing X( u) > 0 for u > 0, let
</>(u) = X ("p-l(u)) on R+. Then Eorn ~ 1
(4.5) iYn,,,,(K) ~ iYn,x(K)
if either X is increasing and </> is convex and submultiplicative or X is decreasing
and </> is concave and superrnultiplicative.
PROOF: In the first alternative, we have by (4.2) and Jensen's inequality (with
k = 1jJ(K))

•(f "n
*
K dp/ p(A)n+l )

~. ( f k(X;_"X;)dPn+,fp(A)n+l)
~n+l
~ J (~k(Xj-l,Xj)) IJl(At+1dJln+l
</>
An+l

~ fIT</> (k(Xj_l,Xj)) IJl(At+1 dJln+l


An+l 1

= J IT
An+l 1
Xn K dJl2/Jl(A)n+1.

The last inequality is the submuItiplicative structure of </>. By applying X-I to


both sides one completes the proof. For the second alternative, the inequalities
are reversed.
INEQUALITIES INVOLVING KERNELS 279

The above results are extended in the following way. If r is a non-zero real
number let

(4.7)

and

(4.8)

For r = 0 let

(4.9) a~l(K) ~ exp { nil0gKd",MA)' } ,


if either Jlog+ Kdl12 or Jlog- Kdl12 is finite, with
A A

a~l(K) = +00 if J log+ K dl12 = +00,


A2

and

if J log- K dl12 = -00.


A2

Note that if 1j;(u) = u T , r i= 0, then K!:,l = 1j;nK. There is no 1j; such that
a~l K = an,,,,(K) but

J IT
log K(xj_l,xj)dl1n+1 = tJ 10gK(xj-l,Xj)dl1n+l

J
An+l 1 1 A n +1

= nl1(At- 1 log K dl12


A2

so that

with the above conventions.


280 CHAPTER IX

THEOREM 2. Let t/J be continuous and strictly monotone and let cfJ( u) = log t/J-I (u)
for u > o. If either t/J(K) E L 2(A 2) or t/J ~ 0, then
(4.9) an,,,,(K) ~ a~)(K)
if cfJ is convex, t/J-I is submultiplicative, and J log+ K dP2 < 00. If cfJ is concave,
A2
t/J-I is supermultiplicative, and either t/J ~ 0 and J t/J(K)dp2 < 00 or t/J(K) E
A2
L 2 (A 2 ), then inequality in (4.9) is reversed.
The above two theorems have a corollary dealing with the means (4.8).
COROLLARY 1. Let K be measurable and nonnegative, then for -00 <S ~ r <
00

(4.10)
provided a~t)(K) is finite for some t > O.
PROOF: (Sketch only.) For s < r with r =/:. 0, take X(u) = u r , t/J(u) = US so that
cfJ( u) =U r / S is both sub- and supermultiplicative. If s < r < 0 we get the second
alternative of Theorem 1 while if s < 0 < r or 0 < s < r the first alternative is
correct.
If s < 0 = r we apply Theorem 2 with t/J( u) = US so that cfJ( u) = U) log u is
convex and t/J-I is multiplicative. Here J
K t dp2 is finite for some t > 0, and
A2
J log-I Kdp2 is finite.
A2
The last case s = 0 < r follows from Theorem 2 in the same way with cfJ( u) =
(~) logu and t/J(u) = u r •
REMARK 1: The special case of (4.10) for r = 1 and s = 0 appears in Beesack
[5] with the hypothesis that K E L 2 (A 2 ).
A second special case is noted in the following Corollary.
COROLLARY 2. If X ~ 0 and either
a) X is increasing and cfJ = X( t/J-I) is convex and submultiplicative or
b) X is decreasing and cfJ is concave and supermultiplicative, then
(4.11) t/J-I (t/Jn(K(xQ,xn))/p(At- l ) ~ X-I (XnK(XQ,xn)/p(At-I).
In particular for t/J(u) == u, and Kn the usual iterated kernel,
(4.12) XnK(xQ,xn) ~ peAt-Ix [Kn(xQ,xn)/p(A)n-l]
if (b) holds and
(4.13) XnK(XQ,xn) ~ p(At-lx [Kn(XQ,xn)/p(At- l ]
if (a) holds.
INEQUALITIES INVOLVING KERNELS 281

For Volterra type kernels with A = [0, a] and K(x, y) = 0 for x < y the above
can be applied with ~(O) = 0 and increasing on [0,00) and continuous. One can
easily show that the iterated kernels ~nK are also of the Volterra type and that
the representations

J~nK(x, z)~lK(z,
x

~n+lK(x, y) = u)dJ-l(z)
y
( 4.14)

= J~lK(x, z)~nK(z,
x

u)dJ-l(z)
y

or for (xo :s: xn)

J... JII ~
Xn X2 n

(4.15) ~nK(xn, xo) = (K(xj, Xj-l) dJ-l(xt)··· dJ-l(xn-t)


Xo Xo 1

hold. Note that J-l(A)n+l is replaced by

Introduce the following notation:


Xl (0', (3, n) = min (an, (3n, an-I, O'{301-l)
(4.16)
xz(O',{3,n) = max (an, (3n(3) ,
and let ,\ be determined as follows: set J-l = [4>(xz) - 4>(Xl)]/(XZ - xd and if
J-l i- 0 let X = x be the unique solution in [Xl, xz] of the equation J-l4>( x)
4>'(x) [4>(Xl) + J-l(x - xt)]j then ,\ = J-l/</>'(x).
The following two theorems are also proved in [7]:
THEOREM 3. Let K be J-lz-measurable on Az witb 0 < m :s:
K(x, y) M for all :s:
(x, y) E A z . Let~, x: R+ -+ R be continuous, strictly monotonic functions witb
=
inverse functions ~-t, X-I, and suppose tbat X(R+) R+, and ~(R+) R+ if =
all ~(x) > 0, or ~(R+) = R if some ~(x) :s: o.
Let 0' = min (~(m), ~(M)) and {3 = max (~(m), ~(M)) and let Xl = Xl(O', (3, n),
Xz = xz( 0', (3, n) be defined by (4.16). Set 4>( u) = X (~-l( u)) for u E ~(R+) and
let J-l = [4>(xz) - 4>(Xl] /(xz - xd·
(a) Suppose </>"(x) 2:: 0 witb equality for at most isolated points of [x 11 xz]
and let ,\ > 1. Tben if 4> and X are botb supermuitiplicative, we bave

(4.17)
282 CHAPTER IX

if x is increasing, wbile tbe opposite inequality bolds if X is decreasing.


Moreover, if ¢> is supermultiplicative but X is submuItiplicative, tben

(4.18)

if X is increasing while tbe opposite bolds if X is decreasing.


(b) Suppose ¢>"(x) ::; 0 witb equality for at most isolated points of [XI,X2],
and let .x E (0,1). Tben if ¢> and X are botb supermuItiplicative we bave

(4.19)

if X is increasing, and tbe reverse inequality if X is decreasing. Moreover,


if ¢> is submultiplicative but X is supermuItiplicative, tben

(4.20)

if X is increasing witb tbe opposite inequality if X is decreasing.

THEOREM 4. Let K, m, M, a, (3, Xl, X2 be as in Theorem 3, wbere'IjJ is continu-


ous and strictly monotonic on R+ witb 'IjJ( R+) = R+ if all 'IjJ( x) > 0, or 'IjJ( R+) =
R if some 'IjJ(x) ::; o. Set ¢>(u) = log'IjJ-I(u) and J1 = [¢>(X2) - ¢>(XI)) j(X2 - Xl)'
(a) If'IjJ-1 is supermultiplicative, and ¢>' is strictly increasing on 1= [XI,X2),
and .x > 0 is determined as follows: let X = x be tbe unique solution of
tbe equation ¢>'(x) = J1 (Xl < X < X2); tben.x = ¢>(XI) - ¢>(x) + J1(x - Xl),
and

(4.21 )

(b) If 'IjJ-I is submultiplicative, ¢>' is strictly decreasing on R and.x > 0 is


determined by.x = ¢>(x) - ¢>(xt) - J1(x - Xl)' wbere X = x is tbe unique
solution of ¢>'(x) = J1 (Xl < X < X2), tben

(4.22)

Theorem 4 is complementary to Theorem 2 only in the case that 'IjJ-I is mul-


tiplicative. In this case (4.9) and (4.21) give

provided 0 < m ::; K(x, y) ::; M, 'IjJ(R+) = R, and ¢>' is strictly increasing, while
the opposite of (4.9) and (4.22) give

(4.23)
INEQUALITIES INVOLVING KERNELS 283

provided 0 < m ::; K(x, y) ::; M, ~(R+) = R, and ~' is strictly decreasing.
As an application of Theorems 3 and 4 we again consider the r- means O'~l (K)
defined by (4.8) and (4.9). For r,s f= 0 the functions X, ~, 1> considered in
Corollary 1 are all actually multiplicative.
Let 0 < m::; K(x,y)::; M for (x,y) E A2 and for r,s f= 0, n ~ 1 let

(4.24)

Then

(4.25)

This follows from Theorem 3.


We also have

(4.26)

fJr = nlog(M/m)/(Mnr - m nr ), and


(4.27)
a~l(K) ::; B~!O'~l(K) (s < 0).

REMARK 2: The special case n = 1 of Theorems 3 and 4 and of the inequalities


(4.26) and (4.27) was proved in [8]. In the case n = 1 the analogue of Theorem 3
alone was used to give the analogues of (4.26) and (4.27), because no questions
of sub- or supermultiplicativity of 1> arose.
REMARK 3: Theorems 3 and 4 are simple consequences of conversions of Jensen's
inequality obtained in [8] as integral analogues of results from [9]. (For some
functional analogues see [10].)

REFERENCES
1. ATKINSON, F. V., G. A. WATTERSON and P. A. P. MORAN, A matrix
inequality Quart. J. Math. Oxford Ser. (2) 11 (1960), 127-140.
2. MANDEL, S. P. H. and I. M. HUGHES, Change in mean viability at a
multiallelic locus in a population under random mating, Nature (London)
182 (1958), 63-64.
3. KINGMAN, J. F. C., On an inequality in partial averages, Quart. J.
Math. Oxford Ser. (2) 12 (1961), 78-80.
284 CHAPTER IX

4. , An inequality involving Radon-Nikodym derivatives, Proc.


Cambridge Phil. Soc. 63 (1967), 195-198.
5. BEESACK, P. R., Inequalities involving iterated kernels and convolutions,
Univ. Beograd. Publ. Elektrotehn. Fak. Ser. Mat. Fix. No. 274-301,
(1969), 11-16.
6. MULHOLLAND, H. P. and C. A. B. SMITH, An inequality arising in
genetical theory, Amer. Math. Monthly 66 (1959), 673-683.
7. BEESACK, P. R. and J. E. PECARIC, Inequalities involving nth-order
means, J. Math. Anal. Appl. 99(1984), 127-149.
8. BEESACK, P. R., On inequalities complementary to Jensen's, Canad. J.
Math. 35(1983), 324-338.
9. MITRINOVIC, D. S. and P. M. VASIC, The centroid method in inequal-
ities, Univ. Beograd. Publ. Eletrotehn. Fak. Ser. Mat. Fiz. No.
498-541 (1975),3-16.
10. BEESACK, P. R. and J. E. PECARIC, On the Jensen's inequality jor
convex junctions, J. Math. Anal. Appl. 110(1985),536-552.
CHAPTER X

CONVOLUTION, REARRANGEMENT
AND RELATED INEQUALITIES

1. If .x > 0, 1/ > 0, .x + 1/ < 1, and z is defined by Zn = 2: XiYj, <5 r(x) =


i+i=n

(1.1)

with equality only if all the x, or all the y, or all the x but one and all the Y but
one, are zero.
This inequality is due to W. H. Young [1]-[3], and it is very important in the
theory of Fourier series. (Young does not consider the question of equality, Hardy,
Littlewood and P6lya Inequalities, 1934.) The proof uses Holder's inequality.
Here, we shall first give generalizations of Young's inequality given in Hardy,
Littlewood and P6lya's book as theorems 278-284:
°
10 (278.) If.x > 0, J.L > 0, ... ,1/ > .x + J.L + ... + 1/ < 1, and

Wn = L xiYi ... Zk"


Hi+··+k=n

then
<5 1-..\-1'-···_'"
1 (W) ~ <5_1
1-..\
(X)<5_1
1-1'
(y) ... <5_1
1-1'
(Z),
unless all numbers of one set, or all but one of every set, are zero.
20 (279.) If
en = L ail ai 2 ... ai k ,
i1+i2+···+i n

then

unless all a but one are zero.


Theorems 277-279, "being homogeneous in 2:", have integral analogues.
285
286 CHAPTER X

30 (280.) If>. > 0, f.L > 0, >. + f.L < 1, and

J
00

hex) = f(t)g(x - t)dt,


-00

then

J
(

h'-;-" dx
) l-A-I'

<; \-l
(

i'C' dx
)

J
I-A (

g'C" dx
) 1-1'

unless f or 9 is null.
4° (281.) If>. > 0, f.L > 0, >. + f.L < 1, and

J
x

hex) = f(t)g(x - t)dt,


o

then

unless f or 9 is null.
5° (282.) If k is an integer and

J... J
00 00

cjJ(x) = f(Xl)f(X2)'" f(Xk-l)


-00 -00

then

6° (283.) If

cjJ(x) = J f(xt} ... f(xk-t}f(x - Xl - ... - Xk-l) dx l ... dXk-l,


CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 287

the integration being defined by

LXi ~ x,

1 (1f~ex)dxr-'
Xi ~ 0,

then

1'e X)dX';

7° (284.) If f( x) has the period 27r, and

J... J
7r 7r

rjJ(x) = (27r~k-l f(xt)f(X2) ... f(xk-l)

then

The inequality (1.1) is equivalent to one involving three functions, namely

(1.2)

valid for f E LP, g E U, h E Lt with p,q,t > 1 and p- 1 + q-l + r l = 2 (so


r- 1 + rl = 1). The unit constant on the right side of (1.1), (1.2) is not best
possible; it was only shown in 1975 by W. Beckner [5], that Gaussians give the
best constant in (1.2) when 1 ~ p, q, t ~ 2. In [6] the following very general and
powerful result is proved (Theorem 1). Let n, k be integers with 1 ~ n ~ k, let
Pi> 1 ~ j ~ k be extended real numbers such that 1 ~ Pi ~ 00 and I:pjl = n,
In
and let a(j), 1 ~ j ~ k, be given vectors in Rn. Then there exists a constant D,
depending on PI, . .. ,Pn, a(l), a(2), ... , a(n), such that for allJi E LPj (R),

(1.3)

where (a(j),x) = f
i=1
a~j)xi. The proof of the theorem depends on an earlier
inequality of Brascamp, Lieb and Luttinger [7] (this result will be given later).
288 CHAPTER X

2. Many papers prove convolution inequalities, see for example papers of Sub-
rahmanyam [8] (he finds the best possible constants in some convolution inequal-
ities), Boas and Imoru [9], Beesack and Pecaric [10]. Here we shall give results
of Beesack and Pecaric from [10].

°
Let f and g be nonnegative Lebesgue measurable functions on (0,00) and for
each x 2: consider the measurable nonnegative convolution f * g defined by the
formula
x x
f *g(x) = J f(t)g(x-t)dt = J g(t)f(x-t)dt. If ~: (0,00) -+ (0,00) is continuous,
o 0
onto, and strictly monotonic, we consider bounds for ~fl * ~h * ... * ~fn(x),
where 'IjJ fj == ~(fJ), as well as in inequalities involving generalized means of
~h * ... * ~fn' To this end introduce the definitions

(2.1 )
f3n,p(h, ... ,fn;x) = ~-1{(n-1)!~h * ... *~fn(X)/xn-l},

I
(2.2)

p~l(f" ... , In; x) ~ exp {(n -1) (x - t)"-' ~ log !;(t)dt/x n-' } ,
x
where, for simplicity, we always assume Jlog+ fj(t)dt < 00 for 1 ::; j ::; n (n 2: 2).
o

THEOREM 1. Let fi (1 ::; j ::; n) be nonnegative measurable functions on R+ =

°
(0,00), and let ¢J, X: R+ -+ R+ be continuous, onto, and strictly monotonic. Let
¢J(u) = X ('IjJ-l(u)) for u > 0. Then, for n 2: 2 and x> we have

(2.3)

provided either (a) X is increasing and ¢J is both convex and submultiplicative,


or (b) X is decreasing and ¢J is both concave and supermultiplicative.
x
Moreover, if Jlog+ fidt < 00 for 1::; j ::; n, and we set ¢Jl(U) = log (~-l(u)),
o
U > 0, then for n 2: 2, x > 0,

(2.4)

provided ¢Jl is convex and 'IjJ-l is submultiplicative, while the opposite inequality
holds if ¢Jl is concave and ~-l supermultiplicative.
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 289

PROOF: The proof depends on the representations

J... JII
Xn :£'2 n

.,pfl * ... * .,pfn(xn) = .,ph(Xj - Xj-ddxI ... dXn-l,


o 0 I

2
(:=- I)! = Jxo ... JX dXl ... dxn-t.
n
n-l

valid for n 2:: 2, Xn 2:: 0 (where Xo = 0) under our hypotheses. Note that
all integrals exist, finite or infinite, under these hypotheses. The last identity
is clearly true for n = 2 and can be proved by induction. We omit further
details of the proof, only noting that the main step is the application of Jensen's
inequality with D = {(Xl, ... 'Xn-d: 0 ~ Xl ~ X2 ~ ... ~ Xn-l ~ x n}, v =
Lebesgue measure in Rn-l, and q = l/v(D) = (n -1)!x~-n.
COROLLARY. For r f= 0, n 2:: 2, and nonnegative measurable fj (1 ~ j ~ n) on
R+ define the r- means

Then for -00 < S < r < 00 we have for n 2:: 2, X > 0,
(2.6)

This follows by taking x(u) = u r , .,p(u) = US if -00 < S < r < 00 with r,s f= 0
in Theorem 1, etc. In this case the proof (when r = 0 or S = 0) is simpler since
x
we are assuming the finiteness of all the integrals Jlog+ h(t)dt.
o
The special case S = 0, r = 1 of (2.6) was proved in [11, Theorem 2].
From the above results, we can obtain bounds for xit * ... * Xfn in terms of
the ordinary convolution it * ... * fn by taking .,p(u) = u in (2.3). We find that

n l
(
(2.7) xft * .. ·Xfn(x) ~ (nX_1)!X
-
(n -1).
,ft* ... *fn(x))
x n- 1
290 CHAPTER X

if X > 0 is decreasing, concave and supennultiplicative on R+ , while the opposite


inequality holds if X > 0 is increasing, convex and submultiplicative.
In the same paper, Beesack and Pecaric give some converses of the above
results.

3. Rearrangements of vectors and of functions are considered in various places,


see [4, Ch. 10] for example. There are several monotonic rearrangements, and
here we shall give some of these results.
DEFINITION 1: Let a = (a1, . .. ,an) be a real vector. By !J. = (~h, ... , !J. n) we de-
note nonincreasing rearrangement of vector a, i.e. !J.1 ~ ~h ~ ... ~ !J. n • Similarly,
a = (a1,'" ,an) is nondecreasing rearrangement of vector a, i.e. a1 ~ a2 ~ ... ~
an·
The best known theorem on rearrangement of vectors is:
THEOREM 1. Let a and b be two real vectors. Then
n n n
(3.1 )
;=1 ;=1 ;=1

PROOF: ([12]) Without loss in generality we can suppose that b = band b1 > 0
(by adding a constant). Now, using the Abel identity we get

and

REMARK: For a version of Theorem 1 where a and b are in Rn but the sums are
from i = 1 to k, see 13.
The case of m vectors was considered in [13]:
THEOREM 2. Let aj = (aj;, ... ,ajn) (j = 1, ... ,m) be nonnegative vectors.
Then

(3.2)
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 291

PROOF: ([12]) For m = 2, (3.2) follows from (3.1). Suppose that (3.2) is valid
for m - 1. Then, if we suppose that am = am, we have

where ajk (i ~ k ~ n) is the nondecreasing rearrangement of (aji, ... , ajn)'


We can formulate the following generalization of Theorems 1 and 2 using results
from [14]-[19].
THEOREM 3. (i) Let F(x, y) be a positive set function on Ix X I y , i.e. a function
such that

F(x + h, Y + k) - F(x + h, y) - F(x, y + k) + F(x, y) ~ 0


for h, k ~ 0 (or h, k ~ 0) with x + h, y + k E Ix X I y , and for arbitrary choices of
X,y E Ix X I y •
lfx = (X1,""X n) E I;, y = (Y1, ... ,Yn) E I;, then
n n n
(3.3) LF(~i'Yi) ~ LF(Xi,Yi) ~ LF(Xi,Yi).
i=l i=l i=l

If F(x, y) is a negative set function (the reverse sign in the above definition
inequality is valid), then the reverse inequality in (3.3) is valid.
(ii) Let F(X1'"'' x m ) be a positive set function for each pair of variables, i.e.
F is I-superadditivefunction, on IX1 x··· X Ix m • Ifxj E I;j (j = 1, ... ,m), then
n n
(3.4) LF(X1i, ... ,X m i) ~ LF(X1i, ... ,X m i).
i=l i=l
292 CHAPTER X

If F is a postive set function for every pair of variables Xi, Xj when i,j > k
or i,j ~ k and also a negative set function when i ~ k and j > k, then (3.4)
becomes
n
(3.5) L F(Xli, ... ,Xki, Xk+l,i,···, Xmi)
i=1
n
~ L F(~li'···' ~i' Xk+1,i, ... , Xmi).
;=1
REMARK: Let t/J(a, b) be a function of two variables. Let us define the matrix
t/J(x,y) where X,Y are two vectors, by

t/J(x, y) = [
t/J( Xl.:' Yl) t/J( Xl! Yn) 1
t/J(XmYl) t/J(Xn" Yn)
For a positive function t/J we say that it is totally positive of order 2 (TP2) if
every sub determinant of the matrix t/J( x, y) is nonnegative. It is known that the
function t/J is T P2 iff F( a, b) = log t/J( a, b) is a positive set function. In this case
(3.4) becomes
n n
(3.6) II t/J(Xli, ... ,Xmi) ~ II t/J(Xli, . .. ,Xmi);
~l i=l
where t/J is positive function which is T P2 as a function of every pair of variables.
EXAMPLES: 1° The function t/J(xt, ... ,x m ) = ~in Xi, Xi > 0, is TP2 and a
l<.<m
positive set function in every pair of variables. S; the following inequalities are
valid
n n n
(3.7) II min(xi' 'fI) ~ II min(xi' Yi) ~ II min(xi' Yi) ([19]);
~l ~1 ~l
n n
(3.8) II
i=1 1<min
"<m x""
_1_
l'
<
-
II lim x""
i=1 1< "<m
_1_
l'
([20]);
n n
(3.9) '"" min X""
~l<"<m J' <
- '"" min x""
~1<"<m JI
([20]).
i=1 _1_ ;=1 _J_

2° If f is a convex function, then


n n n
(3.10) Lf(~i + Yi) ~ L f(Xi + Yi) ~ Lf(Xi + Yi) ([16]);
i=l ;=1 ;=1
n n n
(3.11) L f(x; - Yi) ~ L
f(x; - Y;) ~ f(x; - L 11) ([18]).
;=1 ;=1 ;=1
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 293

If J is a concave function, the reverse inequalities are valid.


(Of course, we suppose that all expressions are well defined.)
3° If J'(z) + zJ"(z) ;::: 0, then
«)

n n n
(3.12) 2:: J(~;tii) (»5 2:: J(XiYi) (»5 2:: J(XiYi)
i=1 i=1 i=1
([16]);

n n n
(3.13) 2::JWi! x i) 5 2::J(yi! x i) 5 ~JWi!~i) ([16],[21],[22]).
i=1 (» i=1 (» i=1

4° If 1'(1 + z) + zJ"(l + z) ;::: 0, then


«)
n n n
2:: J(l + yi/xi) 5 2:: J(l + yi!xi) 5 2:: J(l + yi/~i) ([16]'[21]).
i=1 (» i=1 (» i=1

n n n
2::(1 + 17k)~k 5 II (1 + YkYk 5 II (1 + Yk)Xk ([16]).
k=1 k=1 k=1

7° ([18]) The following example is a generalization of a result from [23].


Let F be a positive function, a and b two vectors from Rn, and Y a vector
from R 2n defined by Y2i-l = ai, Y2i = bi, i = 1, ... , n. If F is also a symmetric
function, then
n n n
(3.14) 2::F(ai,bi) 5 2::
F(gi,Qi) 5 2::F(1l2i-l,1l2J
i=1 i=1 i=1

If J is a positive and symmetric function, and </l is defined by


n

</ley) = II J(Y2i-l, Y2i),


i=1
then
</l(Y) 5 </l(1l) for every Y E R 2n
294 CHAPTER X

iff ! is T P2. In a special case

lex, y) = (xy)m + a1(xy)m-1 + ... + am (x, y ~ 0, ai ~ 0, i = 1, ... , m)


is TP2 , so the expression ([23])

n
II [(Y2i_1Y2i)m + al(Y2i_1Y2i)m-1 + ... + am]
i=1

has maximum when Y is arranged in decreasing order.


REMARK: A special case of (3.10), for lex) = log x, is given in [24]. The case of
m sequences was first proved in [13]:

n m n m

(3.15)
i=1 j=l i=l j=l

where vectors aj are defined as in Theorem 2.


REMARK: A. Kovacec [25],[26] gave new proofs of (3.1) and (3.2). He also con-
sidered generalizations of these inequalities. For example, in [25] he considered
the inequality
n n

L ai b1r(i) ~ L aib.,.(i) ,
i=1 i=l

where 7r(i) and u(i) are two permutations of the set {I, ... , n}.
Z. Dar6czy [27] proved the following two results with several functions:
n
THEOREM 4. The function F(x) = :z= 9i(Xi) (Xi E (a, b), i = 1,2, ... ,n)satisfies
i=1
the inequality

(3.16) F(x) ~ F(x) ~ F(~),

for all choices of Xi E (a, b) iff the functions t I-t 9k(t)-9k+1 (t) (k = 1,2, ... ,n-1)
are non decreasing on the interval (a, b).
THEOREM 5. Let 9j(t), j = 2,3, ... , 2n, be real-valued functions defined on
interval (0,00). For any two n-tuples X and Y (Xi, Yi E (0, +00), i = 1, ... , n) we
have
n n n n
(3.17) LLgi+k(XiYk) ~ LL9i+k(~iU)
i=1 k=l ;=1 k=l
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 295

if the functions 9j (t) - 9j+ 1 (t) (j = 2, 3, ... , 2n - 1) are non decreasing on interval
(0, +00).
Theorem 5 is, in fact, a generalization of an inequality of F. Wiener: If C2 ;:::
2: C2n ;::: 0, and x and y are two nonnegative n-tuple Then
Ca ;::: •••

n n n n
(3.18) L L CHkXiYk ~ L L CH Hii1!k·
;=1 k=l i=l k=l

The following result was proved in [28]:


Let a and b be two n-tuples such that 0 ~ al ~ ... ~ an, and 0 ~ bi ~ .•. ~ bn .
Then the inequality (3.1) can be written in the form

n n n
(3.19) L akbn-k+1 ~ L akbuk = L akbk,
k=l k=1 k=l

where a denotes any permutation of the natural numbers 1,2, ... ,n.
Further, let be

then

4. Let a = (a_ n , ... , ao, ... , an). Define the following rearrangements of a: The
sequence a+ is defined by: at 2: at 2: a::!:1 2: a::!:2 ;::: ... j the sequence +a is
defined by: +ao 2: +a-I 2: +al 2: +a-2 ;::: +a2 ;::: ... , and the sequence a* is
defined by: aD 2: ai 2: a: 1 ;::: a:2 ;::: .... The set a* is said to be symmetrically
decreasing.
The following theorem of R. M. Gabriel [29] is a generalization of results from
[4],[30] (see Hardy, Littlewood, and P6lya, Inequalities, pp. 265-272).
296 CHAPTER X

THEOREM 1. If a, b, c are three sets, of which c is symmetrical, then

Proof of this theorem , generalizations for several sequences, and a series of


similar results are given in [4, pp. 265- -276].
Symmetrical decreasing rearrangements are also considered in [23], i.e., if Y =
(Yl,"" Yn), then Y- and -yare defined by Yl ~ Y;; ~ Y2 ~ .•• = Y~n+2)/2] and
-Yn ~ -Yl ~ -Yn-l ~ ..• ~ -Y[(n+!)/2]' Further, we have circular-symmetric
rearrangement of sequence Y if its circular rearrangement (one of its circular
rearrangements) is symmetrical decreasing; i.e. if Yl ~ Y2 ~ Yn ~ Y3 ~ Yn-l ~
•.. ~ Y[(n+3)/2], or Y2 ~ Yl ~ Y3 ~ Yn ~ Yn-l ~ •.• ~ Y[(n+4)/2] holds.
A result from [23], given in Example 7°, is a special case of the following result:
THEOREM 2. Let (u,v) I--t F(u,v) be symmetrical real-valued function defined

for a < u, v < b, -00 ~ a < b ~ +00, and suppose that the function G defined
by
G(u,v,w) = F(u,v) + F(u,w) - F(v,w) (a < u,v,w < b),
is nonincreasing with respect to u and w for u ~ mine v, w).
If x is an n-tuple with elements from (a, b), then

n
(4.1) L F(Xi' Xi+!)
;=1

is maximal if x is arranged in circular-symmetric sense.


Moreover, if G is decreasing in v and w for u < mine v, w), if

F(u,u) = G(u,v,u) = G(u,u,w) > G(u,v,w) (u < min(v, w))


and if there exist no three elements ofx with the same value, then (4.1) has its
maximum only if x is arranged in circular- symmetric sense.
If feu, v) = f (lu - v/), where x I--t f(x) is a concave and nonincreasing func-
tion for x ~ 0, we have a result of A. L. Lehman [31]. (Note that a result of S.
Abramovich from Example 7° is a generalization of one result from [32].)

5. Similar results are valid for functions:


DEFINITION: If f is a measurable function on a measure space (X,/-L), then for
Y ~ 0,
m(f,y) = /-L(E II )
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 297

where
Ey = {x: If(x)1 > y}.
Furthermore, since m(j, y) is a non-increasing function of y we let 1* (x) be
that function which is inverse to m(j, y) and continuous to the left.
The following results are valid: (a) the functions f and 1* are "equimeasur-
able" (see [4, p. 277] and [33]), so if f 2:: 0 they have equal integrals over (0,1)
1 1
and J F(j*) dx = J F(j) dx, for any measurable F for which the integrals exist
o 0
[4, p. 277].
(b) A monotonic rearrangement of a positive concave function is also a con-
cave function.
An integral analogue of (3.4) is given by G. G. Lorentz [14].
THEOREM 1. The necessary and sufficient conditions that a continuous function
<fo(X,Ul, ... ,U n ) defined for 0 < x < 1, Uk 2:: 0, k = 1,2, ... ,n, satisfies the
inequality

J J<fo(x,J;(x),···,f~(x))
1 1

(5.1) <fo(x,!I(x), ... ,fn(x)) dx S; dx


o 0

for all nonnegative measurable fi(X), are

(5.2) <fo(Ui + h,uj + h) - <fo(Ui + h,uj) - <fo(Ui,Uj + h) + <fo(Ui,Uj) 2:: 0,


(5.3)

J
6

{<fo(x - t, Ui + h) + <fo(x + t, Ui) - <fo(x + t, Ui + h) - <fo(x - t, ui)}dt 2:: 0


o

for every 0 < x < 1, Uk 2:: 0, k = 1, ... , n, h > 0,0 < S < x, S < 1- x, and i "# j.
If <fo is continuous the second partial derivatives in all variables,the conditions
(5.2) and (5.3) are equivalent to

(5.2a)

(5.3a)

We can also consider the symmetric decreasing rearrangement of a function


f, i.e. ft. Suppose that f is defined for all real, or almost all real x, and that
298 CHAPTER X

m(f,y) is finite for all positive y. We may define an even function It(x) by
agreeing that
(1
I t "2 m (f, y) )_
- y,

and that It ( - x) = It (x); or, that is the same thing, that It is even and It ( x) =
J*(2x) for positive x. Then It is the symmetric decreasing rearrangement of I.
The following result is valid ([33], [4, pp. 279- -287]):
THEOREM 2. If I, g, h are nonnegative functions defined on R, then

(5.4) JJ
+=+=

-ex:> -00
I(x)g(y)h( -x - y) dxdy::; JJ
+=+=

-00 -00
It(x)gt(y)ht( -x - y) dxdy.

We may plainly suppose that none of j, g, h is null. We may also replace -x-y
by ±x ± y without changing the significance of the inequality.
The following generalization of this result is given in [34]:
THEOREM 3. The following inequality is valid

Jii
Rn .=1
!Fi(Xi)Hi(Xi - xi+dl dx ::; JIT
Rn .=1
F/(Xi)Ht(Xi - Xi-1) dx,

where all the functions are nonnegative and defined on R, and Xn +1 = Xl.

In the same paper the authors suppose the validity of one more general result,
which is proved in [7], namely the inequality

as well as a generalization of this inequality to functions of several variables.

6. The following result is proved in [35]:


THEOREM 1. The folowing inequality is valid
n-l n-l

(6.1) L 1t.(!kI L It.akI


P ::; P, p~ 1,
k=l k=l

with equality iff the sequence a is monotonic.


The following integral analogue is also valid [35], [36]:
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 299

THEOREM 2. Let f be a.e. differentiable function in [0, b]. Then

J J
b b

(6.2) 1f*'(xW dx ~ 1f'(x)IP dx, p> 1,


o 0

with equality only if f is a monotonic function.


(6.2) is also valid for 0 < p ~ 1, and for p < 0 the reverse inequality is valid
(see [37]).
Generalizations of (6.2) are obtained in [38], namely:
THEOREM 3. Let f be differentiable almost everywhere in [0, b] and let G(y) be
a non de creasing function for y> O. Then

JG (1f*'1) J
b b

(6.3) dx ~ G(If'(x)1) dx.


o 0

PROOF: As in [37], [39] let the multiplicity n(y) of f at the level y be the number
of roots Xk = Xk(y), k = 1, ... ,n(y), of the equation y = f(x), in [O,b]. The
basic relation connecting the derivatives of f is obtained in [37]:
n

1f*'(x)I- 1 = L 1f'(Xk)I- 1 .
k=l
Using x* as independent variable for the rearranged function f*, we have as
in [39]
1f*'(x*)1 = Idy/dx*l,
hence from the basic relation
n n

dx* = 1f*'(x*)1- 1 dy =L If'(Xk)I- 1 dy =L dXk'


k=l k=l
Therefore

G (11"1) dx' = G ( (t,If'(x.ll-') -') t,1f'(x. W' dy

= H (~If'(Xk)l-l) dy,
300 CHAPTER X

where H(x) = xG(l/x). It is obvious that the function H(x )/x is nonincreasing,
so the following inequality is valid (see [4, p. 83])

H (I» ~ LH(x).

Thus we obtain

G (If*'(x*)I) dx* = H (~IJ'(Xk)I-I) dy


n
~ L H (1J'(Xk)I- I ) dy
k=l
n
= L 1J'(Xk)I-IG (1J'(Xk)i) dy
k=l
n
= L G(IJ'(Xk)i) dXk
k=l

using in the last step the formula dy = 1J'(Xk)ldxk.


Integration over the domain [0, b] now yields the starred result, as the integral
elements based on the dXk exactly cover the interval [0, b] once when the sum-
mation over all integral elements based on dx* is performed. This completes the
proof of Theorem 3.
Recall from [37] that a function f( x) = f( Xl, •.. , xm) has a spherically sym-
metric equimeasurable decreasing rearrangement which is essentially a function
f* of volume or of radial distance only. Let

and let
f*(x) = 11- I (X).

The basic relation for f E PC I is derived by integration over the level surface
f = f* in the domain D involved. If dn denotes the inward normal differential,
and \1 f the gradient, then 1\1fldn = df. Since

I1(Z) = J J
f?z
dV =
f?z
dndS,

we find
dl1 = L JdndS= L JI~I dS.
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 301

The summation runs over all components of the level surface f = f*. However,
df*
dp. = -1f*'(x)1
while Idfl = Idf* I. Comparing, we obtain the m-dimensional basic relation (see
[37],[39]):
1
1f*'(x)1 =
dS J IVfl·
L I=!"
The m-dimensional analogue of the multiplicity function is now the level surface

f
area
S=L dS.
I=!"
THEOREM 4. Let G( x) be non decreasing for x > o. Then
(6.4) J (If*'1)
G dV ::; J (IVfl)
G dV.
PROOF: The integral on the left has the differential

G (1f*'(x)1) dV = G ( (L f (IVfl)-1 dS) -1) L f dSdn

=G( (2: f (IVfl)-1 dS) -1) 2: f IVFI- 1 dSdf

=H (2: JIVfl-1 dS) df

::; 2: f (I Vfl-
H 1) dSdf
1=/*

= 2: f (IVfl) dSdf
I=!"

= 2: f G(IVfl) dSdn
I=!"

= 2: f G(IVFI) dV.
1=/*
The result now follows, as in the one dimensional case, by integration over the
domain D.
The following result, related to Theorem 2, was also proved in [37]:
302 CHAPTER X

THEOREM 5. Let n(y) be the multiplicity of f at the level y, and f E C1[0, b).
Then the following inequalities hold for the indicated ranges of p:
(a) for p ~ 1

(6.5)

(b) for 0 < p '.5. 1


b b b
(6.6)
P
j In~it;)) I dx '.5. j 1f*'IP dx '.5. j 1!,(x)IP dx,
0 0 0

(c) for p < 0

b 1 jb 1 jn(f(x))IPI
(6.7) j 1f'(x)l'pl dx '.5. 1f*'(x)I'PI dx '.5. 1f'(x)l'pl dx.
o 0

Equality holds on the right in (a) and (c), and on the left in (b), if and only if
the values of If'(Xk)1 are independent of k, k = 1,2, ... , n for almost all Xk.
Multidimensional generalizations for spherical symmetric equimeasurable de-
creasing rearrangement are also given.
The following generalizations were given in [39):
THEOREM 6. Let f be differentiable almost everywhere in [0, b) and let G(y) be
a function convex for y ~ O. Then with n finite a.e.

(6.8)

The multidimensional generalization is:


THEOREM 7. Let G(x) be convex for x> 0, and let S be the level surface area.
Then

(6.9) j G (1f*'(x)l) dV '.5. j G (IV/I) dV.


For an application of the above result see [40).

7. The following result is indicated in [4, pp. 291-295):


CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 303

THEOREM 1. Suppose that J( x) is nonnegative and integrable in a finite interval


(O,a), that f*(x) is the rearrangement of J(x) in decreasing order, that

O(x) = sup
0<6<z
(~JZ
x-
J(t) dt) .
v
- 6

and that 0*( x) is the rearrangement of O( x) in decreasing order.


z
(i) For 0< x ~ a, O*(x) ~ ~ J f*(t) dt.
o
(ii) If s is any increasing function defined for y ~ 0, then

j
0 0 0
s (O(x)) dx ~ j s {~ ] ret) dt} dx.

a
If
~
J is defined on [a, b] we can in the definition of 0 replace ~ 8 < x by
8 < x. This function is the well-known Hardy-Littlewood maximal function.
°
Generalizations of Theorem 1 for functions of two variables are given in [41].
The following results for maximal function are also valid:

(iii) JbO( x)P dx ~ ()P


J6- JbJ( x)P dx, p> 1;
a a
(iv) If ¢(x )/x H6 is increasing in (0,11'") and ¢(x )/x k is decreasing in (0, 1T) for
some positive k, where ¢( x) is absolutely continuous, then

J J
b b

¢(O(x)) dx ~A ¢(f(x)) dx,


a a

where A is a positive constant, depending on ¢ only.


(v) Under the conditions of (iv),

J J
b b

xl>O(x)P dx ~A xl> J(x)P dx, p> 1,


a a

where -1 < a < p - 1.

These results are given, for example, in [42], and it is noted that (i) is due to
Hardy and Littlewood, (ii) is due to Marcinkiewicz and Zygmund, and (iii) is due
304 CHAPTER X

to Babenko [43]. Note that in [42] there are 77 references on these results. Chen
in [41] also gave many new results. For example, he proved a general theorem
which includes both (iv) and (v).
A generalization of (iii) to Cr-valued functions is given in [44] where the fol-
lowing theorem is proved: For f = (ft, 12, ... ) a sequence of functions on Rn
form the sequence B = (B 1 , B2 , ••• ), where Bk is the classical maximal function of
fk. Writing IIf(x)llr for the Cr-norm of the sequence (ft(x),h(x), ... ), then

1IIB(x)lI~
R"
dx ~ Ap,r
R"
1IIf(x)lI~ dx

provided 1 <p,r < 00.


For other generalizations see [45],[46],[47],[48],[49],[50], [51]. Here we shall
give the following result from [52].
Suppose that U(x) ~ 0, Vex) ~ 0, 1 < p < +00, f(x) = 0 for x < 0 and for
every interval Ie (-00, +00) of length III we have

(1+
00
00
IIlp-1 U( x) d)
(III+lx-xIll x
(~1 (V(
III
I
x
))-I/(P-l) d )
x
p-l <B
-,

where B does not depend on I, and XI denotes the center of the interval I.
Suppose also that any of the following conditions is valid:
(a) There exists A > 0 such that U(y) ~ AU(x) and V(y) < AV(x) for
x ~ y ~ 2x and x > o.
(b) There exists A > 0 such that U(y) > AU(x) and V(y) > AV(x) for
x ~ y ~ 2x and x > o.
(c) There exists A > 0 and d > 1 such that U(x) ~ AV(y) for x/d ~ y ~ dx
and x> o.
(d) f(x) is a monotonic function on [0,+00).
Then there exists a constant C, independent of f, such that

1 1
+00 +00

B(x)PU(x) dx ~C If(x)IPV(x)dx.
-00 0

Some results on maximal function are also given in [53]. For example the
following result is valid:
Let f be a decreasing function such that l' E £P(O, +00) (p > 1), and let the
x
function F(x) = ~ J f(t) dt be defined for x ~ o. Then
o

1!;!2-I/P
x

IIF'(x)lIp ~ 1If'(s)lIp ~s,


o
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 305

s
wbere tbe p-norm is defined by Ilg(s)ll~ = f 11(t)IP dt.
o

8. Let I be a real-valued 27r-periodic function of class Ll(O, 27r) = L, and let 1


be its conjugate function given by the Cauchy-Lebesgue integral

lex) =
1r
-~
7r
J I(t)
2tant(t-x)
dt
-1r

= lim {_~ J1r hex + t) - I(x - t) dt} .


h-+O 7r 2 tan It
h 2

The following results are valid:


(i) (M. Riesz).

J J
1r 1r

lj(x)IP dx :S Ap II(x)IP dx, p>1.


-1r -1r
(ii) (M. Riesz, A. Zygmund and S. K. Pichorides) [54]. A necessary and
sufficient condition for 1 E L is that flog+ I E L (i.e. I E L log+ L). If
the later condition is satisfied, then

J J
1r 1r

lj(x)1 dx :S A II(x)l1og+ II(x)1 dx + B.


-1r
(iii) (K. 1. Babenko) Under the conditions of (i)

J J
1r 1r

Ix"lj(x)IP dx :S A x"ll(x)iP dx,


-1r

p> 1, -1 <a <p- 1.

For some generalizations see [42]. Now, the symbol J{ will be used for the
constant
1 -2 3-2 + 5- 2 7- 2 +
J{ = - - ... = 0.7424537 ...
1- 2 + 3- 2 + 5- 2 + 7- 2 + .. .
(iv) (Kolmogorov, Davis) [55]. When IE L the conjugate function 1 satisfies
the inequality

J
21r
ym{x: lj(x)1 > y} :S J{-1 II(x)1 dx, y > 0,
o
306 CHAPTER X

where m( E) denotes the Lebesgue measure of a measurable subset E of


(0,271"). The constant K- 1 is best-possible.
(v) (O'Neil and Weiss) [56]. When J E Llog+ L the conjugate function j
satisfies the inequality

Jlj(x)1 J
2~ 2~

dx ~~ j*(t) log cot (~) dt,


o 0

where j* denotes the decreasing rearrangement on (0,271") of J. The con-


stant 2/71" is best-possible.
Now, set

JJ
t t

j**(t) = rl res) ds, 0< t < 271".


o 0

The following results are proved by C. Bennett [57]:


(vi) When J E Llog* L the conjugate function satisfies the inequality

Jlj(x)1 J
2~ 2~

dx ~K j**(t) dt,
o 0

and the constant K is best-possible.


(vii) If J is (essentially) bounded on (0,271"), then its conjugate function f
satisfies the inequality

fU(t)
sup < Kess sup IJ(x)l,
O<t<2~ 1 + log(271" It) - O<x<2~

and the constant K is best-possible.


REMARK: Some related results can be given for the Hilbert transformation given
by the Cauchy principal value integral

(H J)(x) = .!.
71"
J
+00
J(t) dx,
t-x
x E ( -00, +00 ).
-00

Hilbert transforms and conjugate functions of even and odd functions are con-
sidered in [58].
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 307

9. Let f be real-valued, Lebesgue measurable, and defined in Rd. For 0 < p < 00
we write

For 0 < a < d the Riesz potentials Ia(f) are defined by

Ia(f)(x) = f
Rd
f(y)lx - yla-d dy.

The maximal function M(f) is defined by

~;((f)(x) = sup,-d
r>O
f If(x + y)1 dy.
Iyl<r
We will denote various constants, independent of f, by A.
The Hardy-Littlewood-Wiener maximal theorem (see also [59,1.1]) is
p> 1,
If f is supported by a finite ball B, then [59, I.5.2]

f
B
M(f) dx :S A f (1 +
B
Ifllog+ If I) dx.

The following theorem is due to Hardy and Littlewood [60] for d = 1, and to
Sobolev [61] in the general case (a simple proof is given in [59, V.1.2]):
(i) Let 0 < a < d, 1 < p < q < 00, and l/q = l/p - a/d. Then
IIIa(f)IIQ :S Allfll p ·
If f is supported by a ball B, and l/q = 1 - aid, then Ia(f) E U(B) if
J Ifllog+ If I dx < 00.
B
Now, we shall give two results from [62]:
(ii) Let f ~ 0 be measurable on Rd. Then
IIIao(f)lIr :S Allfll~-oIIIa(f)II:'
with 0 < a < d, 0 < () < 1, 1 < p < 00, p < q < 00, and 1/, =
(1 - ())/p + ()/q.
(iii) Let f be as in (ii). Then
IIIao(P)lIr :S Allfll~-oIIIa(f)II:,
with 0 < a < d, 0 < () < 1, 0 <p< 00, 0 < q :S 00, () < t < () + (1 - ())p,
and 1/, = (t - ())/p + ()/q.
308 CHAPTER X

10. Monotonic rearrangements can be extended to the case when the elements
aj of n-tuple a are from any partial ordered set (see [63]-[65] and [15]). So,
a generalization of Theorem 3 from 3. is given in [15], as well as an integral
analogue.

11. Let f( 0) be a measurable complex function defined on ( -11",71-). If r is a real


number ~ 1, denote by J r the corresponding potential mean of order r, i.e.

71' ) l/r
Jr(f) = (
2~!. If(OW dO
Suppose that Co, C2, C_lI C2, C-2,. .. is a sequence of complex numbers which
tend to zero, and let Co ~ ci ~ c~l ~ c; ~ c~2 ~ ••• be the sequence
Ico I, IC11, ie-11, ie21, IC-21,· .. arranged in nonincreasing order.
Hardy and Littlewood [66],[67] proved the following result:
Suppose that 1 < r ~ 2 and that L: c n en8i is the Fourier series of a function
f E Lr(-1I",1I"). Then L:c~en8i is the Fourier series of the function ft (see 5.)
from Lr( -11",11") and the following inequality is valid

where A(r) is a constant which depends only on r.


This and many other results are considered in papers [68]-[77].

12. Convolution operators are considerd in [78].


DEFINITION: Given three measure spaces (X,p), (X,ji,), and (Y,v), a bilinear
operator, T, which maps measurable functions on X and X into measurable
functions on Y is called a convolution operator if
1. T(ft + h,g) = T(ft,g) + T(h,g),
2. T(f, g1 + g2) = T(f, gt) + T(f, g2),
3. IIT(f,g)lh ~ Ilfll1l1glh,
4. IIT(f,g)lloo ~ IIflhllglloo,
5. IIT(f,g)lIoo ~ IIflloollglh
(1I·lh denotes L1 norm, 11·100 the Loo norm on any of the three spaces X,X,Y).
The following results are valid:
(i) A bilinear operator T is a convolution operator if and only if for h =
T(f,g),

J
00
h**(x) ~ xf**(x)g**(x) + f8(t)g*(t) dt.
x
CONVOLUTION, REARRANGEMENT AND RELATED INEQUALITIES 309

(ii) If T is a convolution operator h = T(f,g) and p ~ 1, q ~ 1, r ~ 1 satisfy


the equation lip + llq - 1 = llr, then

13. P. W.Day [15] has noticed that if a, bE R+ with aj, bj ~ 0 for i = 1, ... , n,
then for k = 1, ... , n

k k k
L ajQj ~ L ajb j ~ L buajQj.
j=1 j=1 j=1

N. Komaroff [79] used these inequalities to prove that if aj > 0, then for
k = 1, ... ,n

k k
L !!,jbj ~ L !!,jQj, and
j=1 j=1
k k
L!!,jbj ~ Laibj.
j=1 j=1

14. S. Saithoh [80] shows that if q is a positive integer and F j E L2(R+), then

with equality if and only if every Fj(t) = Cje-tu, for some fixed u independent
2q
of j. Here II * means the iterated convolution product. A related result is given
j=1
in Saithoh [81].

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312 CHAPTER X

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50-57.
CHAPTER XI

INEQUALITIES OF CAPLYGIN TYPE

1. In quantitative analysis of differential equations the use of differential inequal-


ities is very wide. In this Chapter we shall give various theorems on differential
inequalities of the first order, of higher orders, as well as of systems of differential
inequalities.

2. Let us consider the initial value problem

dx
(2.1) dt = F(t, x), x(a) = Xo,

where F is a continuous function on an open set D which contains the point


(0, xo).
Define a rectangle R by

For differentiable functions x, defined on the interval a ~ t ~ bx , we say that


x is a solution of (2.1) if (t,x(t)) E Dfor a ~ t~ bx and

x'(t) = F Ct, x(t)) , a~t ~ bx with x(a) = Xo.


For a solution r, we say that it is a maximal or an upper solution (minimal or
lower) of problem (2.1) on [a, br ) if x(t) ~ ret) (x(t) > ret)) holds on a < t <
min(bx,b r ) for every solution x of problem (2.1).
In connection with problem (2.1) we give two important results.
LEMMA 1. If the above conditions are valid, then the initial value problem (2.1)
has both maximal and minimal solutions. If IFCt,x)1 ~ M for (t,x) E R, then
these solutions, as well as all others, are defined at least on the interval [a, bI )
where bl - a = minlb-a, bM- I ]. If la, br ) is the maximal domain of existence
of the maximal solution r, then there exists an eo > 0 such that for 0 < e < eo,
there exists a maximal (minimal) solution of the system of
314
INEQUALITIES OF CAPLYGIN TYPE 315

dx
(2.2) dt =F(t,x)±c, x(a)=xo±c,

on [a, br ) where the sign + or - depends on whether we consider maximal or


minimal solutions, respectively.
REMARK 1: The first part of the Lemma is proven in Hille [I, p. 46] and Reid
[2, Th 4]. The second part of the Lemma appears in Szarski [3, Lemma 10.1]
and Lakshmikantham and Leela [4, Lemma 1.3.1].
LEMMA 2. Let F(t, x) be a continuous function on an open set D which contains
the point (a, xo), and let {c n} be a strictly monotonic sequence with lim c n = o.
Consider the initial value problems

dx
(2.3) dt =F(t,x)+cn' x(a)=xo+cn.

Let x = rn(t) be the maximal or minimal solution of this problem on [a, bd


according to whether Cn > 0 or Cn < O.
Then the sequence {rn} converges uniformly on [a, b - 15] for any 15 > 0, to
a function r which is the maximal solution of (2.1) if Cn > 0, or the minimal
solution if Cn < O.
REMARK 2: For a proof, see Beesack [5, pp. 38-39], for example.
THEOREM 1. Let F(t, x) be a continuous function on an open set D which
contains the point (a, xo), and let y be any solution of the initial value problem
(1). If x is any differentiable function on [a, b1 ] such that (t, x(t)) E D for
t E [a, b1 ] and

(2.4) x'(t) < F(t,x(t)), t E [a,bd, with x(a) < Xo,

then also

(2.5) x(t) < yet), t E [a, b1 ].

If all of the inequalities in (2.4) and (2.5) are reversed then the result also holds.
PROOF: We prove the case with <. Suppose that for some t E (a, b1 ) we have
yet) :::; x(t). Let r = inf{t E (a, bJ) I yet) :::; x(t)}. Then a < r < b1 and by
continuity y(r) = x(r) while x(t) < yet) on [a,r). However x'(r) < F(r,x(r)) =
F(r,y(r)) = y'(r). Since x(r) = y(r) this implies that x(t) < yet) on (r - c,r)
which is contrary to the definition of r. The proof for> is analogous.
316 CHAPTER XI

THEOREM 2. Let F( t, x) be defined as in Theorem 1 and let the initial value


problem (2.1) have maximal solution x = ret) on [a, bl ). Ifx is any differentiable
function on [a, bl ] such that (t, x(t)) E D fort E [a, bd and
(2.6) x'(t) ~ F(t, x(t)), x(a) = Xo, t E [a, bl ),
then
(2.7) x(t) ~ ret), t E (a, bt).
If "maximal" is replaced by "minimal" and the signs are reversed, then we have
a valid statement.
PROOF: We prove only the maximal case. Let {en} and {rn} be defined as in
Lemma 2. Then we have x'(t) ~ F(t,x(t)) < F(t,x(t)) + en, t E [a,bt) and
x(a) < Xo + en. By Theorem 1, x(t) < rn(t) for t E [a, b). Be letting n -+ 00 we
get using Lemma 2 that x(t) ~ ret) for t E [a,b l ).
REMARK 3: Very often we find that the previous Theorem is ascribed to S.A.
Caplygin [6]-[7]. However, these results from 1919 were first proved in 1886 by
G. Peano [8] and in 1899 by M. Petrovitch [9]. The question of priorities of
these results was considered in a paper of Bertolino and Trifunovic [10] (see also
Bertolino [11, pp.220-249]).
REMARK 4: Theorem 2 is well-known as a Comparison Theorem.
The following result is given in Beesack [5, pp. 39--40].
THEOREM 3. Let the functions F and G be continuous and of one sign in a
domain D containing the point (a, ro), and suppose
drl
(2.8) at = G(t,rl), rl(a) = ro
has maximal (if G ~ 0) or minimal (if G ~ 0) solution rl (t) on [a, bl ) such that
S+={(t,r)la~t~bl' ro~r~rl(t)}CD ifG~O,

or
S_={(t,r)la~t~bl' ro~r~rl(t)}CD ifG~O.
If 0 ~ (±F(t, r)) ~ (±G(t, r)) for (t, r) E S±, then all solutions r of the initial
value problem
dr
(2.9) dt = F(t, r), rea) = ro
exist on [a, bl ). Moreover
ro ~ ret) ~ rl(t) on [a,bl ) ifG ~ 0, or
rl(t) ~ ret) ~ ro on [a, bl ) if G ~ o.
P. R. Beesack [5, pp. 40-48] used the previous result in a proof of the following
result.
INEQUALITIES OF CAPLYGIN TYPE 317

COROLLARY 1. Let a and k be continuous and of one sign on an interval


J = [a, b], and let 9 be continuous, monotonic, and never zero on an interval
I containing the point ro. Suppose that either 9 is nondecreasing and k ;::: 0 or 9
is nonincreasing and k ~ o. If a;::: 0 (a ~ 0), let the maximal (minimal) solution
of the initial value problem
dr
(2.10) dt = k(t)g(t) + a(t), rea) = ro

exist on the interval [a, bt). Let

u, ~ .up { U EJ Iro + i U ds El } .

U, ~ sup { U E JIG (ro + i i


Ud') + k ds E G( f). a'; t ,; u}.
with G(u) = J" dy/g(y), u E I (uo E 1). Let b2 = min(ul,u2), and b1 =
"0
min(b 1 , b2 ). Then for t E [a, bt) we have

(2.11)

if a ;::: 0 (a ~ 0). Moreover, if a ;::: 0 and k and 9 have the same sign (a ~ 0 and
k and 9 have opposite signs), then b1 ;::: b2 and we also have

(2.12)

3. It is natural to generalize to Dini derivates. For example,

D+(t)
o = 1·Imsup ¢>( t) - ¢>( to)
t-tt t - to
is the right upper derivative, and the right lower (D+ as liminf). The left upper
D- and left lower D_ derivatives are defined analogously. We have D+(to) ~
D+¢>(t o) and D_¢>(to) ~ D-¢>(t o) and ¢>+(to) exists if and only if D+¢>(t o) and
D+¢>(to) are finite and equal, and analogously for ¢>'-(to).
Proofs are similar to the previous ones so we shall give only a proof of the
following theorem:
318 CHAPTER XI

THEOREM 1. Let the function <ft(t,u) be continuous for t E [O,T] and lui < 8,
and let the continuous function v satisfy

(3.1 ) D_v(t) < <ft (t, v(t)) on (0, T]

with v(O) :S Uo and ifv(O) = Uo,


(3.2) D+v(O) < <ft(0, uo).

Then

(3.3) v(t) < u(t) on (0, T]

where u(t) is the minimal solution of the initial value problem


du
(3.4) dt = <ft(t,u), u(O) = Uo
defined on [0, T].
PROOF: It follows from (3.2) that the inequality (3.3) is valid on some neigh-
borhood of the point t = O. Suppose that (3.3) is not valid and let t* denote
the first point where u(t) = v(t). Therefore we have v(t) < u(t) for 0< t < t*,
v(t*) = u(t*) so that D_v(t*) = liminf v(t)-vV) > lim u(t)=u,(t') = u'(t*) =
t--+t' - t t t--t, _ t t
<ft(t*,u(t*)) = <ft(t*,v(t*)) contrary to the assumption (3.1). This proves the
theorem.
This Theorem as well as the following are given in Mamedov, Asirov, and
Atdaev [12, pp. 7-10].
THEOREM 2. Let <ft(t, u) be a continuous function on [0, T] x [-8,8] and let v
be a continuous function which satisfies one of the following two conditions on
(0, TJ,

(3.5) D_v(t):S <ft(t,v(t)), v(O):S Uo or


(3.6) D+v(t) :S <ft (t, v(t)) , v(O):S Uo·

Then

(3.7) v(t) :S u(t) on [0, T],

where u(t) is the maximal solution of(3.4) defined on [O,T].


COROLLARY 2. (Flett [13, pp. 94-95]). Let J = [to, to + 0] and let p, q, and <ft
be real valued continuous functions defined on J such that

D+<ft(t) < p(t)<ft(t) + q(t) a.e. on J.


INEQUALITIES OF CAPLYGIN TYPE 319

Then 4> is dominated by the solution of the scalar linear differential equation
y' = p( t)y + q( t) that agrees with 4> at to. That is

1(1) s: 1(1,) exp (j P(V)dV) + j q( u)exp (! P(V)dV) duo

The following Theorem is also proved in Mamedov,Asirov and Atdaev [12, pp.
12-13]:
THEOREM 3. Let 4>(t,u) be a continuous function on [O,T) x [-0",0"). Suppose
VI(t) is a solution of the differential inequality

(3.8) on (0, T].

Then there exists a solution V2(t) of the differential inequality

(3.9)

such that on this interval VI(t) ::; V2(t).


PROOF: Let 'ljJ(t,V2) = 4> (t,max (V2,VI(t))). Obviously, 'ljJ is a continuous func-
tion on [O,T) x [-0",0"). First we shall prove the inequality

(3.10) VI(t) ::; w(t) on [0, T)


where w(t) satisfies the inequality

(3.11) ~;t) 2: 'ljJ (t,w(t)) , w(O) = V2(0).

Suppose that this is not true, i.e. that for some value T, w( T) < VI (T). Let TO
be the lower bound of numbers s for which we have w(t) < VI(t) for s ::; t ::; T.
Then W(TO) = VI(TO) and w(t) < VI(t) for TO < t < T. Therefore on the segment
[TO, T) we get
'ljJ (t,w(t)) = 4> (t, VI(t)).
Using inequality (3.8) we get

J
T

(3.12) VI(T)::; VI(TO) + 4>(s,vI(s))ds


TO

+J
T

=w( TO) 'ljJ (s,w(s)) ds,


TO
320 CHAPTER XI

and from (3.11) and (3.12) we get vI(r) ::; w(r), which is in contradiction with our
supposition. This proves the inequality (3.10). But now because (3.10) implies
that a solution of inequality (3.11) is also a solution of inequality (3.9), we see
that that result follows from (3.10).

4. The question of obtaining the best possible bounds in differential inequalities


is considered in Perov [14] and Adamov and Sabirov [15] (see also Mamedov,
Asirov and Atdaev [12, pp. 14-23]). Here we shall cite some of these results.
Let us consider the differential equation

du
(4.1) dt = ~(t,u)

with initial condition

(4.2) u(O) = Uo.

Let y( t, t l , ud denote a minimal solution of (4.1) which passes through the


point (tl' UI). We say that the a solution u( t) has property E. at the point t = it
if there exists a TI > 0, such that u(t) = 1J (t, t l , U(tl» on [tl, TI]' A solution of
the problem (4.1)-(4.2) defined on an interval [0, T] which at all points of this
interval has property E. is call an E. solution. The set of all E. solutions U is
not empty since it contains the minimal solution. The formula

(4.3) w(t) = sup {u(t)} on (0, T]


u(t)EU

defines a maximal E. solution of problem (4.1 )-( 4.2). It is not the case that w( t)
is a maximal or minimal solution of (4.1)-(4.2). Indeed, the maximal E. solution
of the equation

2t, o ::; t ::; 1, t 2 ::; u,


du = t u = { 2 (t - v't2=U) , o ::; t ::; 1, o ::; u ::; t 2 ,
dt ~(,) - 2u/t, o < t ::; 1, -t 2 ::; U ::; 0,
-2t, O::;t::;l, u ::; _t 2

which passes through the point (0,0) is the function w(t) = 0, but the maximal
solution is u(t) = t 2 , and the minimal solution is y(t) = _t 2 •
THEOREM 1. If the differentiable function v(t) satisfies

(4.4) v(O)::; Uo, v'(t) < ~(t,v(t» on (O,T],


INEQUALITIES OF CAPLYGIN TYPE 321

tben

(4.5) vet) < wet) on (0, T],

wbere w is defined by (4.3).


THEOREM 2. If a continuous function vet) satisfies

(4.6) v(O) < Uo, D_v(t) < I/> (t,v(t)) on (O,T]

tben (4.5) is valid.


THEOREM 3. If a continuous function vet) satisfies

(4.7) v(O) < Uo, D+ vet) < I/> (t, vet)) on (0, TJ,

tben

(4.8) vet) < wet) on (0, T].

REMARK 1: In all cases wet) can be obtained as sup{v(t)} over all functions vet)
which satisfy the corresponding theorem, i.e. satisfy the inequalities (4.4), (4.6)
and (4.7), respectively.

5. It is clear that differential inequalities are very important for numerical anal-
ysis, especially for numerical solution of differential equations. Of course, here
it is of interest to discuss comparison theorems with the unique solution of a
differential equation as was proved by Caplygin [6] (see also Berezin and Zitkov
[16, pp. 261-264] or Rabczuk [17, pp. 11-16]:
THEOREM 1. Let functions f(t, y) and F(t, y) be continuous in a domain

(5.1) R = {(t,y) Ito::; t::; to + aj Iy - yol ::; bj a> 0, b> O}


and satisfy

(5.2) f(t,y)::; F(t,y).


Furtber let y = y( t) and X = X (t) be solu tions of tbe differential equations

(5.3) y' = f(t,y), X' = F(t,X)


wbicb pass tbrougb tbe point (to, Yo), defined on [to, to+a], and whicb lie between
Yo - b and Yo + b. If tbe function f( t, y) satisfies a Lipschitz condition in y on R
tben

(5.4) X(t) ;::: yet).


322 CHAPTER XI

In fact, if at any point tl inequality (5.4) is strict then it is strict on [tl' tl + a].
In practice, when solving the equation y' = J( t, y) we look for functions F and
¢> such that F(t,y) ~ J(t,y) ~ ¢>(t,y), and that the equations X' = F(t, X) and
x, = ¢>( t, x) are easily solved. For then we have x :::; y :::; X.
EXAMPLE: Let us consider the initial value problem

y' = t 2 + y2, yeO) = 0, t E [0,1].

Choose F(t, y) = 1 + y2 and ¢>(t, y) = t 2. We find that X = tan t and x = t 3 /3.


It is clear that
dX dx
(5.5) --J(t
dt X)-
, >,
0 <0
-dt - J(t ,x)-

and

(5.6) X ~ y ~ x.

REMARK 1: Inequalities (5.5) and (5.6) are satisfied if

(5.7) X = Yo + Y and x = Yo - Y,
t
where Y = J eL(t-s)IJ(s,yo)lds and L is the Lipschitz constant for the function
to
J. Indeed

X' - J(t, X) = IJ(t, yo)1 + LY - J(t, Yo + Y)


= IJ(t, yo)l- J(t, yo) + LY - {J(t, Yo + Y) - J(t, Yo)}
> IJ(t, yo)l- J(t, yo) ~ O.
The second inequality in (5.5) follows in the same way.
REMARK 2: The functions X and x are called "frame curves".
REMARK 3: Even if Caplygin does not have priority in proving diffential inequal-
ities, he was the first to systematically use them (using basically comparison
theorems of the first order for finding one pair of frame curves Xl(t) and Xl(t»,
to obtain convergent sequences of pairs of frame curves

Xl(t) < X2(t) < ... < xn(t) < ... < yet) < ... < Xn(t)
< Xn-l(t) < Xl (t),
in which we only solve linear differential equations.
INEQUALITIES OF CAPLYGIN TYPE 323

We now exposit the previous remark and give Caplygin's method. Suppose
that Jyy (= 8 2 f/ 8y2) has constant sign is a domain bounded by the curves
y = X(t) and y = x(t) and the lines t = to, and t = to + a, i.e. that sections of
the surface z = J(x,y) cut by planes t = constant are either always convex or
always concave, (fig.I).
z
z

fig 1

Let us consider any section of this surface cut by t = constant (fig 2) with x,
y, X on this section. Construct the chord AB and the tangent AT, if Jyy > 0,
or BT if Jyy < o. In this way we get two surfaces z = F(t, y) and z = r/J(t, y)
with F(t,y) ~ J(t,y) ~ r/J(t,y). We have that F and r/J are linear with respect to
y so the differential equations

z z
B

r Y 0_ Y
x Y X x y X

fig 2

are linear. Let X I and Xl be the solutions of these equations which satisfy the
same initial conditions as above. We can now show that these functions form a
pair of frame curves. Indeed, along the curve y = X(t) we have

dX
-dt -J(t,
X)->0
324 CHAPTER XI

and also f(t,X) = F(t,X). So we have dd~ -F(t,X) ~ 0 and X ~ Xl, and from
the inequality f(t,y)::; F(t,y) we have Xl ~ y. There is an analogous prooffor
x.
Now we formulate Caplygin's Method analytically. Suppose that fyy > O.
Then y' = f(t, y), x' = f(t, x) - aCt) (a(t) ~ 0). Let z = y - x. Using the Taylor
formula for the difference f(t,y) - f(t,x) we get

Solution of this equation gives a correction to be added to x to obtain y. If we


neglect the term with z2 in it and consider the function Z(t) which satisfies

(5.8) Z' = Zfy(t,x) + aCt)


with initial condition Z(to) = 0, then we find that Z ::; z. On the other hand, if
we set aCt) == 0, the solution of (5.8) with zero initial condition will be identically
zero. Thus Z ~ 0 and the function Xl = X + Z satisfies X ::; Xl ::; y, as well as

X' = x' + Z' = f(t,x) - aCt) + Zfy(t,x) + aCt)


= f(t,x) - (Xl - x)fy(t,x) = ¢(t,xd.

If we also want to improve the upper estimate we consider the equations X' =
f(t,X) + OCt) (O(t) ~ 0) and y' = f(t, y). Set u = X - y and write u' =
f(t,X) - f(t,y) + OCt). Introduce the notation

F(t) = f(t,X) - f(t,x).


X-X

Then f(t,X) - f(t,y) = uF(t) + (J(t), where


(J(t) = f(t,X) - f(t,y) - (X - y)F(t)
=(X _ y) [f(t,X) - f(t,y) _ f(t, X) - f(t,x)] .
X-y X-x
Since f(t, y) is convex with respect to y, the function

>.(r) = f(t,X) -f(t,r) (r ::; X)


X-r
is non decreasing (see for example Mitrinovic [AI] p. 18), so >.(y) > >'(x), that is
(J(t) ~ O. In this way we argue that the solution of the initial value problem

U' = UF(t) +O(t), U(to) = 0,


INEQUALITIES OF CAPLYGIN TYPE 325

for to < t, satisfies U ::; u. As for Z we get U ~ o. If we set Xl = X - U we


improve the upper frame curve and
X~ = X' - U' = J(t,X) + B(t) - UF(t) - B(t)
= J(t, X) + (Xl - X)F(t) = F(t, Xl).
The case when Jyy < 0 is handled similarly.
In the previously considered example we have Jyy = 2 > 0, so we can use
Caplygin's Method. Then Z is the solution of the initial problem
2t 3 t6
Z'=Z3+9' Z(O) =0,
so

and

The equation for U is

U' = (tant + t;) U + (1- e), so


t

U = (sect)e t4 / 12 j(1- S2) coss e- s4 / 12 ds,


o
and
t

Xl =tant-(sect)e t4 / 12 j(1_s2)cosse-S 2 / 12 ds.


o
N. N. Luziri [18) showed that if the starting frame curve is sufficiently close
to the solution y, then if Jyy ~ 0 the sequence y - Xn (if Jyy ::; 0 then Xn - y)
converges to zero as C /2 2 " , where C is a constant and 22 " are Fermat's numbers.
This is a rapidly convergent scheme.
A deficiency is Caplygin's method is that Jyy must have the same sign through-
out the considered domain. This deficiency does not exist, for example, in
Quade's method [19) (see also Berezin and Zitkov [16, pp. 269-273) or Rabczuk
[17, pp. 21-24).
326 CHAPTER XI

THEOREM 2. Let functions J(t,y), F(t,y), y(t) and X(t) be defined as in The-
orem 1. H we set
h(t) = X'(t) - J (t,X(t)) ,
then the function

Xl(t) = X(t) - ! t

e-L(t-s)h(s)ds,
to
where L is the Lipschitz constant for the function J(t, y), is an upper fraIlle curve
on the interval [to, to + a] and on that interval we have the inequalities
y(t) ::; Xl(t) ::; X(t).
PROOF: The inequality X1(t) ::; X(t) is obvious. On the other hand we have

!
t

X'(t) - J(t,Xl(t)) = X'(t) - h(t) +L e-L(t-s)h(s)ds - J(t,X1(t))


to
= J(t,Xl(t)) - J(t,X(t)) + L(X(t) - X1(t)) ~ o.
Thus y(t) ::; Xl(t).
REMARK 4: If x(t) is a lower fraIlle curve and if we set

h1(t) = x'(t) - J(t,x(t)),

then

Xl(t) = x(t) - ! t

e-L(t-s)h1(s)ds
to

is also a lower fraIlle curve and we have x(t) ::; Xl(t) ::; y(t).
In this case we can continue the process, so we have the following
THEOREM 3. Let J(t, y), F(t, y), y(t) and X(t) be defined as in Theorem 1. Set
ho(t) = X'(t) - J (t, X(t))
and define the sequence

!
t

Xn(t) = Xn-1(t) - e-L(t-s)hn_1(s)ds (n = 1,2, ... )


to
(n=1,2, ... ).
INEQUALITIES OF CAPLYGIN TYPE 327

Then the sequence {Xn(t)} converges to yet) uniformly on [to, to + a].


REMARK 5: For some other methods for improving frame curves see Rabczuk
[17, pp. 24-38] and references therein.

6. In this Section we shall consider differential inequalities of higher order. We


begin with linear differential inequalities of second order.
THEOREM 1. Let poet) and get) be continuous on [0, T], andpI(t) be continuously
differentiable on the same interval. If a continuous function vet) satisfies on [0, T]

(6.1) v"(t) - PI(t)V'(t) - Po(t)v(t) - get) < 0, v(O) = uo, v'(O) = u~,
then

(6.2) vet) < u(t) on (O,TI ) with TI ~ T,

where u(t) is a solution (on [0, TI ]) of

(6.3) u"(t) - PI(t)U'(t) - po(t)u(t) - get) = 0, u(O) = Uo, u'(O) = u~.


PROOF: By using inequality (6.1) and equation (6.3) we can write

(6.4)
u"(t) - V"(t) + er(t)(u'(t) - v'(t)) - (er(t) + PI(t)) (u'(t) - v'(t))
- Po (t)(u(t) - vet)) > 0,

where the function er(t) is to be detennined by the equation

(6.5) ~ ( (a(t) + p,(t)exp i a(S)d') ) ~ ",,(t)exp (i a(')dS) .

t
Multiplying the inequality (6.4) by exp Jer(s)ds and using (6.5) we get

i
o

~ (U'(t) - v'(t))exp a(,)ds )

- ~ ( a(t)+ p, (t))( u(t) - v(t)) exp i a( S)dS) > o.


328 CHAPTER XI

By integration of this inequality from 0 to t we obtain

u'(t) - v'(t) - (l7(t) + Pl(t)) (u(t) - vet)) ~ 0,


and in turn
u(t) - vet) > 0 on (0, T l ).
It is obvious that the inequality (6.2) holds on any interval (0, T l ) close to the
point t = 0, since we have v(O) = u(O) and v'(O) = u'(O) and v"(O) < u"(O).
There is the problem to decide what the largest such interval (0, T*) might be on
which (6.2) holds. Call T* the bound of application of the differential inequality.

7. S. A. Caplygin [20] gave a method for estimation of the bound of application.


This is the method of using the Riccati equation of a linear equation. The above
proof works on any interval where 17 is a continuous solution of (6.5).
In differential form it is

(7.1)

This is the Riccati equation associated with the Lagrange adjoint of the operator

Lu == u" - pu' - pu.

The maximal interval over which a solution of (7.1) is continuous is the interval
of disconjugacy of the equation L+u = 0, i.e. the largest interval over which
L+u = 0 has a solution with just one zero. If u is a solution of L+u = 0, then
17 = U' /u satisfies (7.1). The operator L is given explicitly by

L+u = u" + (PlU)' - PoU.

EXAMPLE: Let the functions Pl, and Po be constants. Then a solution of (7.1)
is given by

(7.2) J 17 2
dl7
+ Pll7 - Po
= t + C.

There are the three possible cases.


1. The roots of the equation

(7.3)

are equal so that (7.3) is (17 - a)2 = 0, and an integral of (7.2) is given be
l7(t) = a + (t + C)-l. In this case we can choose C so that 17 is defined
on [0,00), so T is arbitrarily large.
INEQUALITIES OF CAPLYGIN TYPE 329

2. The roots are real and distinct, say a and b. Then an integral of (7.1) is
given by
aCt) = aC - cexp(b - a)t
C - exp(b - a)t
and again we may choose C so that T is arbitrarily large.
3. The roots are complex, say a ± bi. Now the solution of (7.1) is aCt) =
a + b tan( bt + c) and the maximum interval is 7r lb. The method of Riccati
equations gives only T 2: 7r I b.

8. Caplygin also gives a generalization of this method to linear differential in-


equalities of the nth order.
THEOREM 1. Let poet) and get) be continuous on [0, T), andpi(t) be continuously
differentiable functions on [0, T), i = 1, ... , n -1. Ifv(t) is a function that satisfies
n

(8.1) v(n)(t) - LPn_kV(n-k)(t) - get) < 0, t E (0, T),


k=l

v(k)(O) = u~k), k = 0,1, ... , n - 1,

then also
(8.1') vet) < u(t) on (0, Td (T1:S; T)
where u( t) is a solution of the problem
n
(8.2) u(n)(t) - LPn_k(t)U(n-k)(t) - get) = 0,
k=l

u(k)(O) = u~k), k = O,l, ... ,n- 1.


The proof is similar to that of Theorem 1 of 6., and one can estimate the bound
on application by the following related system of equations,

a~(t) + ai(t) + Pn-l(t)al(t) + P~_l(t) = -a2(t),


a~(t) + al(t)a2(t) + Pn-2(t)al(t) + P~_2(t) = -a3(t),

REMARK 1: Caplygin in a similar way considered a nonlinear differential in-


equality of the second order

V"(t) - 4> (t, vet), v'(t)) < 0, v(O) = Uo, v'(O) = u~.
330 CHAPTER XI

In such problems there also exists an effective radius of application.

9. The method of associated equations give only sufficient conditions for the
corresponding inequalities of functions to follow from the differential inequali-
ties. Here we shall give necessary and sufficient conditions for linear differential
inequalities of the nth order.
Consider the linear differential equation

L[y] = y(n) + PI(t)y(n-l) + ... + Pn-IY' + Pn(t)y = J(t)


with initial conditions y(t o) = Yo, ... , y(n-l)(t o) = y~n-l).
Further, let v(t) be a given function on [to, t l ) such that L[v]- J(t) > 0 and

v(k)(t O) = y~k), k = 0,1, ... , n - 1.

The question is whether v > y in (to, tl). By the substitution w = v - y the


problem is reduced to the differential inequality

(9.1) L[w] >0


with zero initial conditions at to, and the question is whether w > 0 on (to, tl).
In the theory of differential equations it is well known that the general solution
of L[y] = J(t) is given by y = Y + Yl where Y is a particular solution of the
nonhomogeneous equation and Yl is the general solution of the corresponding
homogeneous equation L[y] = o. A particular solution of the nonhomogeneous
equation can be found in the following way:
Let K(t,a) be the Cauchy function, i.e. it is a solution of the homogeneous
equation L[y] = 0 (as a function of t) which satisfies the conditions (' = it)
K(k)(a,a) = 0, k = 0,1, ... ,n - 2, K(n-l)(a,a) = 1.
Then

J
t

Yet) = k(s,a)</J(s)ds.
to

In our case we have L[w] > 0, so we can write


L[w] = </J(t) > o.
So

J
t

W = K(s,a)</J(s)ds,
to
INEQUALITIES OF CAPLYGIN TYPE 331

is a solution of the equation with the correct initial conditions.


We pose the problem of finding necessary and sufficient conditions that w > 0
follows from L[w] > 0 on an interval [to, td. We claim that such a condition is
K(t, a) 2: 0 for to :S a :S t :S tl. That the condition is sufficient is obvious from
the equation for w above. Moreover, it is also necessary since, if for some a,
K (t, a) changes sign, then a ¢> can be chosen so that w is negative at a. Note
that this condition on K depends only on the coefficients of the operator L.
REMARK 1: N. A. KaSceev [21],[22] was the first to formulate the above re-
sult(see also Bertolino [11, pp. 228-229]).
REMARK 2: Note that the nonnegativity of the corresponding derivative of the
Cauchy function is necessary and sufficient for the validity of Caplygin's Theorem
in the wider sense of obtaining the inequalities v(k)(t) 2: y(k)(t).
REMARK 3: Let Yl(t), ... , Yn(t) be a system of linearly independent solutions of
the homogeneous equation. The Cauchy function can be written in the form

Yl (0:) Yn(O:)
y~ (0:) y~( 0:)

(n-Z) ( )
Yl 0: Yn(n-2)( 0: )
Yl(t) Yn(t)
(9.2) K(t, a) =
Yl (a) Yn( 0:)
y~(a) y~( 0:)

(n-2)( ) Yn(n-z\ 0: )
Yl a
(n-l) (a )
Yl Yn(n-l) (0: )
REMARK 4: In the case of a linear differential inequality with constant coeffi-
cients, if the roots of the characteristic equation are all real, then we have an
infinite bound of application since K(t,o:) 2: 0 for t 2: 0: (see Bertolino [11, pp.
251-252]). He gave a very simple proof in the cases when the roots are either all
equal or all distinct (ibid pp. 229-232) that the Cauchy function given by (9.2)
is positive.
Similarly for an equation of the second order Y" + py' + qy = 0 with constant
coefficients p, q, whose roots of the characteristic equation are a±bi, we have that
the Cauchy function is (1 I b) exp( a( t - 0:)) sin b( t - a) and the bound of application
is T* = 7r lb. This is the same result we obtained by using the Riccati equation.
The case of complex roots of the characteristic equation for linear differential
equations of the third and fourth order with constant coefficients was considered
by Z. Radisin (Mat.Vesnik 10 (25)(1973),75-81). For this see also Bertolino [11,
pp. 233-234].
332 CHAPTER XI

REMARK 5: As in Remark 3, let Yo(t), ... , Yn(t) be a system of linearly indepen-


dent solutions of L[yJ = 0, and let Wrn(t) denote the Wronskian

YI Yrn
y~ Y:"
(~-I) (rn-I)
YI Yrn
Then (see P6lya [23], Mammana [24], or Rabczuk [17, pp. 101])

(9.3) L[yJ = Wn .!i W~_I . .. .!i Wi .!i Wl .!i


W n- I dt Wn W n- 2 dt W3 WI dt W 2 Wo dt
(JL)
WI
where Wo(t) == 1.
A simple consequence of this result is that the differential inequality

(9.4) L[y} ~ 0, y(k)(t o) = 0, k = 0,1, ... , n - 1, on [to, tl}

implies that yet) > 0 on [to, tl} provided there exists a linear independent system
of solutions Yi(t) of L[y} = 0 such that

(9.5) W:(t) > 0, i = 1, ... , n - 1, on [to, tl}.

On the other hand, the inequality L[yJ > 0 is a generalization of the inequality
y" ~ O. This latter inequality is the differential definition of convex functions,
see for example Mitrinovic [AI, pp 17-18}. The inequality L[y} ~ 0 has a close
relation with convex functions with respect to ECT- systems of functions, see
Karlin and Studden [25} or Pecaric [26}. Note also that the inequality (9.5) is a
necessary and sufficient condition that the system offunctions YI (t), ... , Yn(t) is an
ECT-system(Extended Complete Tchebycheff System) of functions (see Karlin
and Studden [25, pp. 375-466, especially pp. 376 and 379-381).

10. In this Section we shall first give two theorems of B. N. Babkin [27]'[28}.
Both this theorem and another result on differential inequalities of higher order
are given in Mamedov, Asirov, and Atdaev [12}.
THEOREM 1. Let wet) be an arbitrary function defined on [0, T} which satisfies
the conditions

(10.1) W(k)(O)=U~k), k=0,1, ... ,n-1,

and the differential inequality

L[w}- get) < (> )0.


INEQUALITIES OF CAPLYGIN TYPE 333

If a function v satisfies the conditions (10.1) and the inequality

n-2
L[v] - get) > «) L (Mk + IMk I) (v - w)(k) on [0, T],
k=O

where Mk = O<t<T
max Pk( t), and a function u is a solution ofthe equation L[u] = g( t)
with initial co~Jitions (10.1), then

k = O, ... n -1, on [O,T].

THEOREM 2. Let the function 4>(t, u) be continuouus on [0, T] x R, and have


continuous nonnegative derivative with respect to u. If v is a function that
satisfies

(10.2) v(O) = Uo, veT) = UT

and the differental inequality

v" - 4>(t,v) ~ (~)O on [O,T],

then

(10.3) vet) ~ (~)u(t) on (0, T),

where u is a solution of

(lOA) u" - 4>(t,u) = 0

with the boundary conditions (10.2).


PROOF: Note first that the initial value problem (lOA) and (10.2) has a unique
solution for if u and z are two solutions, then the difference w satisfies

(10.5) w" - 4> ... (t,z + Ow)) = 0, w(O) = weT) = 0, 0 ~ 0 ~ 1.

Multiplying the equation in (10.5) by w and integrating by parts we arrive at

T T
(10.6) - j(w')2dt - j 4> ... w 2 = O.
o 0
334 CHAPTER XI

From this equation we infer that w = 0, since <Pu 2: O. For the existence of a
solution of the boundary value (1004)-(10.2) we refer to Babkin [27]. Now to
prove the inequality (10.3) we let z = u - v and we get
(10.7) z"-<Pu(t,u+Oz)=o(t)
where oCt) = vlIet) - <p(t,v(t»::; o.
As above we multiply by z and integrate to arrive at
T T T

(10.S) - j(z')2 - j <Pu Z2 =j o(t)z(t)dt.


o 0 0
T
Since <Pu 2: 0, we get J o(t)z(t)dt ::; O. If in some interval z is negative then we
o
can find a subinterval (6,6) on which z is negative and zero at the ends. The
above argument with (0, T) replaced by (6,6) now results in
6
(10.9) j o(t)z(t)dt ::; 0
6
which is a contradiction. So we have z(t) 2: 0 as is required.
REMARK 1: A function that satisfies the differential inequality v" - <p( t, v) ::;
(2:)0 and the boundary conditions (10.2) is called an upper (lower) function for
the differential equation (lOA). There is a simple construction of such functions.
Let z(t) be an arbitrary function belonging to the class C 2 [O, T] which satisfies
the boundary conditions (10.2). Let A(t) = z"(t) - <p(t, z) and O'(t) be a solution
of the boundary value problem
0''' + IA(t)1 = 0, 0'(0) = O'(T) = O.
The function 0' is nonnegative on the interval (0, T). We shall show that the
function vet) = z(t) + O'(t) is an upper function for the equation (lOA). Indeed
v" - <p( t, v) = z" + 0''' - <p( t, z + 0')
= Z" - <p(t,z) -IA(t)1 + <p(t,z) - <p(t,z + 0')
= A(t) -IA(t)l- [<p(t, z + 0') - <p(t, z)],
so it is obvious that v" - <p( t, v) ::; 0. Similarly if 0' is replaced by 0 where 0
satisfies
0" -IA(t)1 = 0, 0(0) = oCT) = 0,
then yet) = z(t) + oCt) is a lower function.

11. The following result given in Grace and Lalli [29] is a generalization of a
result of Kiguradze [30]:
INEQUALITIES OF CAPLYGIN TYPE 335

THEOREM 1. Suppose n is an even integer and let

where the ai, i = 1,2, ... , n - 1, are positive continuous functions defined on
00

[to,oo) with ao = an = 1 and [ a~(8) = +00, 1 :5 i :5 n -1. Let D(Ln) be


the set of all real valued functions defined on [to, 00) such that LkX(t) exist for
o :5 k :5 nand are continuous.
Hx E D(Ln) and x(t)Ln(x(t» < 0 on [to,oo), then there exists an even m,
1:5 m :5 n -1 and T > to such that x(t)Ljx(t) > 0 on [T,oo) for 0:5 j :5 m and

(-I)j- 1 x(t)Ljx(t) > 0 on [T,oo) for m + 1:5 j :5 n.


REMARK 1: For some other resuts on nth order differential inequalities see Atkin-
son [31], Teufel [32], Kart sat os [33].
REMARK 2: For related results see Muldowney [34] and Muldowney and Willett
[35], [36].

12. For systems of differential inequalities, we let u, v E Rm. We write u :5 v to


mean that Ui :5 Vi, for i = 1, ... , m.
THEOREM 1. Let the vector function <p( t, u) be continuous and have continuous
partial derivatives with respect to Ui on [0, T] x ( -6,6] such that ~ > O. Suppose
1
the continuously differentiable vector function v satisfies
(12.1) v'(t) < <p(t,v(t» , v(O) = Uo.
Then

(12.2) vet) < u(t) on [0, T],


where u(t) is the solution of the problem

(12.3) u'(t) = <p(t,u(t», u(O) = Uo.


PROOF: Since v'(O) < u'(O) we have v'(t) < u'(t) on some interval [0, h] by
continuity. On this interval we have vet) < u(t). The above argument may
be done coordinate wise. Conversely, if at some point vet) < u(t) (or on some
interval) then v'(t) < u'(t). This is an easy consequence of the condition that
~ > O. Let [0, to) be the maximal interval on which vet) < u(t), (to < T). If
1
to < T we proceed as follows. If Vi(t O) = Ui(t O), then we have vet) < u(t) on [0, to)
and thus v'(t) < u'(t) on the same interval. We thus argue that Vi(t O) < Ui(tO),
contrary to assumption and thus to = T.
336 CHAPTER XI

THEOREM 2. Let cfJ(t,u) satisfy the hypotheses of Theorem 1 and suppose the
continuously differential function v satisfies

(12.4) v'(t)~cfJ(t,v(t», v(O)=uo.

Then

(12.5) v(t) ~ u(t) on [0, T],

where u is the solution of (12.3).


PROOF: The function v satisfies the diferential equation

v'(t) = cfJ(t,v(t» + p(t)


where p(t) ~ 0 according to (12.4). Consider the system of equations

v~(t) = cfJ (t, vn(t» + p(t) + en(t), vn(O) = u(O),

where en < 0 and limen = o. On the basis of Theorem 1, we have vn(t) < u(t).
By taking limits we get that vn(t) -+ v(t) so that v satisfies (12.5).
REMARK 1: The previous two theorems are given in Gel'fand [37] (see also
Mamedov, Asirov, and Atdaev [12, pp. 58-61].
In the same book [pp. 61-63] the following two theorems are also given.
THEOREM 3. Let cfJ(t, u) satisfy the conditions of Theorem 1 and let v be a
continuously differentiable function that satisfies

v'(t) < cfJ(t,v(t» , v(O)~uo on (O,T], and

if Vi(O) = UOi, then v:(O) < cfJi(O, uo). Then

v(t) < u(t) on (0, T]

where u is the minimal solution of (12.3) defined on [0, T].


PROOF: As in the previous proof, there is a small interval (0, to) where the
conclusion holds because of continuity and the hypotheses. The completion of
the argument is exactly the same as for the proof of Theorem 1. There is a
maximal t} such that v(t) < u(t) on (0, tJ) but some component Vi has equality
at t}. Then v;(tJ) < cfJ(t},v(t}» = cfJ(t},u(tJ) = u'(tJ), a contradiction.
INEQUALITIES OF CAPLYGIN TYPE 337

THEOREM 4. Let 4>(t, u) satisfy the conditions of Theorem 1 and let v be a


continuously differentiable function that satisfies

v'et) ~ 4> (t, v(t)), v(o) ~ Uo on (0, T],

then
vet) ~ u(t) on [0, T]
where u is the maximal solution of (12.3) defined on [0, Tj.
The previous two theorems are not direct generalizations of the related results
for functions of one variable since here we do not assume the monotonicity of 4>
with respect to u. Moreover the conditions on the function 4> can be relaxed.

13. Let mine u, v) and max( u, v) be defined as the coordinate wise minimun and
maximum respectively, and let [u, v] denote the interval [UI, VI] X .•. X [Urn, vm].
We say that the function satisfies the Kamke-Wazewski condition (K-W) in u if
4>i is nondecreasing in each Uj for each j #- i. The following Theorem was proved
in Perov [38] (see also Wazewski [39], [40] or Mamedov, Asirov and Atdaev [12,
pp. 63-64]).

THEOREM 1. Let 4>( t, u) be a continuous vector function defined on [0, T] X (-8,8)


and satisfy the K-W condition in u. If a continuously differentiable function
satisfies the inequality

(13.1) v'et) ~ 4> (t, v(t)) , v(o) ~ Uo on [0, T].

then

(13.2) vet) ~ u(t) on [0, T],

where u(t) is a solution of (12.3) defined on [0, T].


PROOF: If 'lj;(t,u) = 4>(t,max(u,v(t))), then satisfies the K-W condition in u.
We shall show that for every solution wet) of the problem u' = 'lj;(t, u), u(o) = uo,
we have

(13.3) vet) ~ wet).

Suppose the contrary. Then for some i and some r we have Wi( r) < Vie r).
Let ro be the smallest value of s (> 0) for which Wi(t) < vet) for s ~ t ~ r.
Then vi(ro) = wi(ro). On [ro,r] we have 'lj;i(t,W(t)) = 4>i(t,max(w(t),v(t))) 2:
338 CHAPTER XI

s
cPi (t,v(t» since Vj(t) max (Vj(t),Wj(t)) for j 1= i and viet) = max (Vi(t),W(t»
by the K-W condition. From this condition we derive the inequality

J J
T T

(13.4) Wier) -Wi(rO) = tPi(s,w(s»ds ~ cPi(s,v(s»ds.


TO TO

On the other hand we get from (13.1) that

J
T

(13.5) Vi(r)-Vi(ro)S cPi(s,v(s»ds


TO

and hence Vie r) S Wier) contrary to our assumption. We thus have proved (13.3).
But now W is also a solution of (12.3) so the Theorem follows.
REMARK 1: If the function cP( t, u) satisfies the K-W condition in u then the
solutions u of (12.3) lie between the minimal solution y and the maximal solution
ti, so that we may replace the inequality (13.2) by

vet) S u(t) on [0, T].

(see Mamedov, Asirov and Atdaev [12,p.65]).

14. The K- W condition for the vector function cP( t, u) in u is essential for the
validity of Theorem 4 of 12. We shall give an example. Consider the problem

u~ = UI - U2 + 2t + 1, UI (0) = 0,
u~ = -UI + U2 + 2t - 1, U2(0) = 1.

This problem does not satisfy the K-W condition in u. The solution of the
problem is UI = t 2, and U2 = 1 + t 2. For a function to compare this with we take
VI = t/5, and V2 = 1 + 3t. Then we have that for 0 < t < 5/8

V~ - VI + V2 - 2t - 1 = (1 + 4t)/5 > 0,
v~ + VI - V2 - 2t + 1 = 3 - 24t/5 > o.
But VI - Ul = t(1/5 - t) < 0 for t > 1/5, i.e. the differential inequality is not
satisfied.

15. Perov [38] gives the following generalization of Theorem 1 of 13.


INEQUALITIES OF CAPLYGIN TYPE 339

THEOREM 1. Let </>(t, u) satisfy the hypotheses of Theorem 1 of 13. If the con-
tinuous function v satisfies
min (D-v(t), D+v(t)) ~ </>(t, v(t)), v(O) < uo, on (0, Tj or
min (D_v(t), D+v(t)) ~ </>(t, v(t)), v(O) < uo, on (0, TJ,
then
v(t) ~ u(t) on [O,Tj,
where u is the maximal solution of the problem (12.3) on (0, Tj.

16. We now consider integro-differential inequalities. First we shall give some


comparison theorems for integro-differential inequalities of first order (see Mame-
dov, Asirov, and Atdaev [12, pp. 147-157]):
THEOREM 1. Let the functions </>(t,u,v) and ,¢(t,s,u) be continuous for 0 ~
t,s ~ T, lui < 81 < 00, Ivl < 82 < 00, such that </>(t,u,v) is decreasing in v and

i
'¢( t, s, u) is decreaBing in u. Let v( t) be a continuous function on [0, T) sum that

(16.1) v'(t) < (»~ {t, vet), >I' It, " v(,)J dS} on (0, tJ,

v(O) ~ (~)uo, or v(O) = Uo with v'(O) < (»</>(0, uo, 0).

i
If u( t) is any solution of the problem

(16.2) u'(t) ~ ~ { t, u( t), >I' It, x, u(,)J ds } , u(O) ~ u" on [0, T],

then
(16.3) v(t) < (»u(t) on (O,Tj.
PROOF: Since v(O) < Uo or v'(O) < </>(0, uo, 0) = u'(O) we have the conclusion
(16.3) on some interval containing zero. If (16.3) is not true then there is a first
point t* where u(t*) = v(t*). Then we have

v'( t') < ~ { t', vet'») >I' [t', s, v( s)J <is }


~ ~ {t', U(t'») >I' [t' ,', v(,)J ds }
< ~ {t', U(t'») >I' [t' ,s, u(,)J d, } ~ u'(t').
340 CHAPTER XI

Therefore to the left of t* we have vet) > u(t) which is a contradiction. Thus
(16.3) holds on (0, T].
THEOREM 2. Let the functions 1/>( t, u, v) and .,p( t, s, u) satisfy the conditions of
Theorem 1 and vet) be a continuous function that satisfies the integro-differential
inequality

(16.4) v'(t) ::; Co,). { t, vet)) .p It, s, v(s)] dS} on (0,1'], v(O)::; (~)u.
Then
(16.5) vet) ::::; (~)u(t) on[O, T],
where u(t) is the maximal (minimal) solution of (16.2) on [0, T].
PROOF: For any fixed n let un(t) be a solution of the problem

u~(t) ~ • { t, u.( t)) .p It, s, u.(s)] ds } +~, u.(O) ~ uo+ ~.


These solutions exist on some interval [0, h), h::::; T. We have
(16.6)

(16.7)

(16.8)
vet) < un(t) on (0, h].
The last inequality is by the previous Theorem. Also by the previous Theorem we
have Un+I (t) < u n(t). It follows that lim u n(t) = u( t) exists for [0, h]. By writing
the defining equation for Un(t) in integral form we get the limiting function u(t)
to satisfy (16.2). In fact it is the maximal solution and by (16.8) we get (16.5)
on [0, h]. If [0, T I ] is the maximal interval on which (16.5) holds and TI < T, we
have V(TI) = U(TI) and

Tl t }
v'(t)<1/> { t,v(t),J .,p[t,s,u(s)]ds+ J .,p[t,s,v(s)]ds
o Tl
INEQUALITIES OF CAPLYGIN TYPE 341

on [T!, T]. We may repeat the above argument to get (16.5) on an interval
[TI' T! + h] contradicting the maximality of T. Thus (16.5) is proved for [0, T].

17. The previous two theorems considered integro-differential inequalities of the


Volterra type. In the book Mamedov, Asirov, and Atdaev [12, pp 154-156]
have also considered inequalities of the Fredholm type such as in the following
theorem:
THEOREM 1. Let the functions ¢>( t, u, v) and 'I/J( t, s, u) satisfy the conditions of
Theorem 1. Suppose that for any given continuous function A(t) on [0, T] with
IA(t)1 ::; h2, the problem
u'(t) = ¢>(t,U(t),A(t)), u(o) = Uo
has a continuous solution u(t) on [0, T] with lu(t)1 ::; hI. If v(t) is a continuous
solution of

v'(t) ,; 1 {t, vet)}>/> It, x, v(,)[ <Is} on (0, T[, viol < no,

then v(t) ::; u(t) on [0, TJ, where u(t) is the maximal solution of

u'(t) ~ 1 {t, U(t)}>/> It, x, u(.») d, }, u(O) ~ no on [0, T).


18. In Mamedov, Asirov, and Atdaev [12, pp. 157-163] the following system of
integro-differential equations was considered:

(18.1) .'(t) ~ 1 {t, n(t).j>/> It, " n(,») d, }, nCO) ~ vo,


where u, Uo, ¢> and 'I/J are vector functions. Then they considered the correspond-
ing inequalities:
THEOREM 1. Let the vector functions ¢>( t, u, v) and 'I/J( t, s, u) be continuous for
t,s E [O,T] and IUil ::; hf, IVil ::; h~. Suppose that the function ¢>(t,u,v) satisfies
the Kamke-Wazewski (K-W) condition, see 12.1.3) in u and be nondecreasing
in v while 'I/J(t,s,u) is non decreasing in u. Ifv is a continuous solution of

v'(t) < (> )1 { t, v( t).j>/> It, ", v(,») d'} on (0, TJ,

and v(O)::; C~)uo, ifvi(O) = (UO)i then v:(O) < (Ȣ>i(O,UO,O),


342 CHAPTER XI

then any solution u(t) of(18.1) defined on [O,T] satisfies

vet) < (»u(t) on (O,T].

THEOREM 2. Let if> and,po be defined as in Theorem 1 and let v( t) be a continuous

i
solution of

.'(t) ,;; • { t,.( t), >P It, s, .(s)) ds } on (0,1'], .(0),;; ....

Then vet) ::::; u(t) on [0, T] where u(t) is the maximal solution of (18.1) defined
on [O,T].
REMARK 1: Generalizations of the previous results are also given in the same
book.
19. Not all integro-differential inequalities are included in (16.1) or (16.4). For
example, P. G. Pachpatte [41] proved the following result:
THEOREM 1. Let x(t), x'(t), aCt) and bet) be nonnegative continuous functions
defined on I = [0,(0) such that

J
t

(19.1) x'(t) ::::; aCt) + bet) c(s)(x(s) + x'(s))ds, t E I.


o

i
Then on I we have

(19.2) x'(t) ,;; a(t) +b(I) 0( s )[A(s) + B( s)] exp (j c(r )[I>(r) - I] dr) ds

where

J
t

A(t) = x(O) + aCt) + a(s)ds, t E I, and

i
./

B(I) ~ o(s)A(s)exp (i [1>(1) + o(r) + I>(r)o(r)] dr) <is, tEl.

t
PROOF: Let met) = J c(s)(x(s) + x'es)) ds, m(O) = 0, so that (19.1) becomes
o
(19.3) x'(t) ::::; aCt) + b(t)m(t).
INEQUALITIES OF CAPLYGIN TYPE 343

Differentiation of (19.3) and using (19.3) we get

(19.4) m'(t) :::; C(t) [X(t) + a(t) + b(t)m(t)).


On the other hand, integration of (19.3) from 0 to t leads to

J J
t t

(19.5) x(t) :::; x(O) + a(s)ds + b(s)m(s)ds,


o 0

so that (19.4) becomes

t
Introducing the function v( t) = m( t) + J b( s )m( s )ds this inequality may be
o
rewritten

(19.6) v'(t) :::; c(t)A(t) + b(t)c(t)m(t) + c(t)v(t).


Using the inequality v(t) 2: m(t) we get

v'(t) :::; [b(t) + c(t) + b(t)c(t)) v(t) + c(t)A(t)


from which it follows that

By observing that m'(t) = v'(t) - b(t)m(t) we combine the latter inequality with
(19.6) to arrive at

m'(t) :::; c(t) [b(t) - 1) m(t) + c(t) [A(t) + B(t)) ,


and in turn

From (19.3) we get (19.2).


In the same paper Pachpatte also proved the following theorem:
344 CHAPTER XI

THEOREM 2. Let x(t) and x'(t) be nonnegative continuous functions defined on


I with b( t) ~ 1 and continuous on I. Let W( u) be a positive continuous strictly
increasing function for u > 0, with W(O) = O. If

J
t

x'(t) ~ a+ b(s)W (x(s) + x'(s» ds on I,


o

where a is a nonnegative constant, then on I ,

r
whereG(1') = J ds/(1'os + W(s)), l' ~ 1'0> 0, and II ischosensothatG(x(O) +a)-+
ro
t
J b(1' )d1' is in the domain of G- l for t E II'
o
There are many other results for integro-differential inequalities of the first
order as well as some for higher order. For example, Pachpatte [42] considered
the following inequality in connection with the previous results,

J
t

x"(t) ~ f(t) + g(s)(x(s)+x'(s»ds,


to

while in [43] he proved the following (among others):


THEOREM 3. Let x(t), x'(t), x"(t), and a(t) be continuous nonnegative functions
defined on I = [0,00) such that on I

J
t

x"(t) ~ x(O) + x'(O) + a(s)(x(s) + x'(s) + x"(s»ds.


o

Then on I
INEQUALITIES OF CAPLYGIN TYPE 345

x" (I) ,; X(O) + X'(O)+ i a( s) [2 (x(O) + x'(O)) exp (i a( r )dr )

J
8

+ [x'(O) + 2(x(0) + x'(O»]


o

x exp (! (2+ a( a» da) exp (! a(a)da) dr ds. 1


REMARK 1: Note that the various multidimensional integral inequalities were
also considered for example in Simeonov and Bainov [44], Singare and Pachpatte
[45], Shastri and Kasture [46], Rab [47], Margolis [48], Lu and Wu [49], Lu [50],
and Abramovich [51].

20. Further references may be found in [52]-[106].

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68. OAPLYGIN, S.A., Pribliiennoe integrirovanie sistemy dvuh differencial'nyh
uravnenii, Sobr. soein. Vol. !. Moskva, 1948,427-444.
69. CONLAN, J. and J. DIAZ, Existence of solutions of an nth order hyper-
bolic partial differential equations, Contrib. to Diff. Equations (1963),
277-289.
70. DAS, P. and R. SHARMA, On optimal controls for measure delay differ-
ential equations, SIAM J. Control. 9 (1971), 43-61.
71. GRAMMATIKOPOULIS, M.K., On the effect of deviating argument on
the behaviour of bounded solutions of nonlinear differential equations (Rus-
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72. GRONWALL, T., On the existence and properties of the solutions of a
certain differential equation of the second order, Ann. Math. (2) 28
(1927), 355-364. .
73. GUTOWSKI, R., Nekotorye voprosy usto{civosti differencial'nyh urav-
neni{ v castnyh proizvodnyh, opisyvajuscih dviienie mehaniceskih sistem
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350 CHAPTER XI

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352 CHAPTER XI

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CHAPTER XII

INEQUALITIES OF GRONWALL TYPE


OF A SINGLE VARIABLE

1. T. Gronwall [1] in 1919 proved the following result:


THEOREM 1. Let xCi) be a continuous real valued function on J = [a, a + h]
and let

J+
t

(1.1 ) o ~ xCi) ~ (a bx(s)) ds on J,


Ci

where a and b are nonnegative constants. Then xCi) ~ ahexp(bh) on J.


Another inequality of this type was proved in 1943 by R. Bellman (2).
THEOREM 2. Let xCi) and k(i) be real valued nonnegative continuous functions
for i ~ a. If a is a constant, a ~ 0, and

J
t

xCi) ~a+ k(s)x(s)ds, i ~ a,


Ci

then

(1.2) x(t) ,; acxp (j k(, )d') , for t ~ a.

It is clear that Bellman's result contains that of Gronwall. Inequalities of this


type were called "Gronwall inequalities" or "Inequalities of Gronwall type" (see
Beckenbach and Bellman (3), Mitrinovic [4], Reid (5), Hille [6],[7], Lakshmikan-
tham and LelIa [8]' Walter (9)), "Bellman's lemma or inequality" (see Bihari (10),
Viswanatham [11], Gyori (12)) or sometimes "Bellman-Gronwall" or "Gronwall-
Bellman" inequalities (see for example Ziebur [13], Lakshmikantham [14], Lees
(15)).
353
354 CHAPTER XII

Moreover, the essential idea for such inequalities (together with their appli-
cations to differential equations) dates as do related differential inequalities to
1885. For example, Peano [16] proved a special case of (1.1) for a = O. In 1930
E. Kamke [17] proved and made use of an inequality which is essentially that
of Gronwall. Similarly, Reid [18] before Bellman's result, (see also [5]) proved a
result which is essentially the same as that of Bellman except that the hypothesis
on k was relaxed to be Lebesgue integrable.

2. These results are related to those of Theorems 1 and 2 of 2. in Chapter XI


for linear equations. In fact Bellman's inequality (1.2) implies the corresponding
result, Theorem 2 in 2. of Chapter XI, when f is linear in y. The converse
implication is also true. For example, consider the inequality

J
t

x(t) :s: a + k(s)x(s)ds.


a

Define the function R(t) by the right hand side of this inequality. Then R(t)
satisfies the differential inequality

R'(t) = k(t)x(t) :s: k(t)R(t), R(a) = a.

By Theorem 2 of 2. in Chapter XI R(t) :s: yet) where y is a solution to the


differential system y' = ky, yea) = a. This gives Bellman's inequality (without
a or x being nonnegative).

3. Inequalities of this type, which give explicit bounds for functions which satisfy
a Volterra integral type inequality, have numerous applications to boundedness,
uniqueness, and stability theorems in differential equations and to Volterra type
integral equations. Some of these applications appear in Hille [6], Reid [5],
Filatov and Sarova [19], Martynjuk and Gutovski [20], and Demidovic [21].
Both of the Theorems cited above have hypotheses which are not necessary.
In this section we give various generalizations of Gronwall's inequality involving
an unknown function of a single variable. Later we will consider other general-
izations.
A. Filatov [22] proved the following linear generalization of Gronwall's inequal-
ity.
THEOREM 1. Let x(t) be a continuous nonnegative function such that

J
t

x(t):S: a+ (b+cx(s»ds, on t 2:: to,


to
INEQUALITIES OF GRONWALL TYPE 355

where a ~ 0, b ~ 0, c > o. Then for t ~ to, x(t) satisfies

x(t) ~ (~) (exp(c(t - to» -1) + aexpc(t - to).

REMARK 1: As the above prooffor Bellman's inequality shows (modified appro-


priately here), the hypotheses that x, a, and b are positive are irrelevant.
K. V. Zadiraka [23] (see also Filatov and Sarova [14, p. 15]) proved the
following:

THEOREM 4. Let the continuous function x(t) satisfy

J
t

Ix(t)1 ~ Ix(to)lexp( -a(t - to» + (alx(s)1 + b) e-a(t-s)ds,


to

where a, b, and a are positive constants. Then

Ix(t)1 ~ Ix(to)1 exp (-a(t - to» + b( a - a)-l (1- exp (-(a - a)(t - to))).

In the book [24] R. Bellman cites the following result (see also Filatov and
Sarova [14, pp. 10-11]]:

THEOREM 3. Let x(t) be a continuous function that satisifies

J
t

x(t) ~ x(r) + a(s)x(s)ds,


T

for all t and r in (a,b) where a(t) ~ 0 and continuous. Then

for all t ~ to.


The following two theorems were given in the book of Filatov and Sarova [14,
pp. 8-9 and 18-20] and are due to G. I. Candirov [25]:
356 CHAPTER XII

THEOREM 4. Let x(t) be continuous and nonnegative on [0, h] and satisfy


t
x(t) ~ a(t) + / (al(S)x(S) + b{s))ds,
o
where al(t) and bet) are nonnegative integrable functions on the Sanle interval
with aCt) bounded there. Then on [0, h]

x(t) ~ /t b(s)ds +
o
sup la(t)lexp
O<t<h
- -
(/t0
a1 (S)ds) .

THEOREM 5. Let x(t) be a nonnegative continuous function on [0,00) such that


t
x(t) ::; etOi + mt.8 / x~s) ds,
o
where c > 0, a ~ 0, P~ 0. Then

4. A more general result was given in Willett [26] and Harlanlov [27]. Here we
shall give an extended version due to Beesack [28, pp. 3--4].
THEOREM 1. Let x and k be continuous and a and b Riemann integrable func-
tions on J = [a, Pl with b and k nonnegative on J.
(i) If
t
(4.1) x(t) ~ aCt) + bet) / k(s)x(s)ds, t E J,
01

i
then

(4.1)' x(t) " a(t) +b(t) a(. )k(s) exp (i b(r )k(r )dr) d., t E J.

Moreover, equality holds in (4.1)' for a subinterval J 1 = [a,Pl] of J if


equality holds in (4.1) for t E J1 •
(ii) The result remains valid if::; is replaced by ~ in both (4.1) and (4.1)'.
t .8 t a
(iii) Both (i) and (ii) remain valid if J is replaced by J and J by J throuhgout.
01 tat
INEQUALITIES OF GRONWALL TYPE 357

PROOF: This proof is typical of those for inequalities of the Gronwall type, we
set

J
t

U(t) = k(s)x(s)ds so that U(O') = 0,


or

and

U'(t) = k(t)x(t).

Hence U'(s) ~ a(s)k(s) + b(s)k(s)U(s). Multiplying by the integrating factor


exp (! b(r)k(r)dr) and integrating from 0' to t gives

(4.1 )" U(I) " I a(s)k(s)exp (i b(r)k(r)dr) ds, IE J.

Since b ~ 0 substitution of (4.1)" into (4.1) gives (4.1)'. The equality conditions
are obvious and the proof of (ii) is similar or can be done by the change of
variables t - -t.
REMARK 1: Observe that the stated hypotheses assure the existence of all the
integrals that appear. In case the integrals are interpreted to be Lebesgue inte-
grals (Willett [26]) the hypotheses can be relaxed to: x, a, b, k are measurable
with kx, ka, kb being integrable. The equality and inequality conditions then are
to be interpreted as a.e. as is usual. In this sense the stated conditions for equal-
ity are necessary and sufficient. Similar remarks apply to the other inequalities
considered in this Chapter.
REMARK 2: B. Pachpatte [29] proved an analogous result on R+ and (-00,0].
REMARK 3: Willett's paper [26] also contains a linear generalization in which
n
E
v

b(t)k(s) is replaced by bi(t)ki(s). Such a result is also given by S. T. Gamidov


i=l
[30] (see also Filatov and Sarova [19, pp. 19-20]). Moreover this result can be
derived from the case of n = 1 by observing that E bi ki < sup {bi } E ki (note
l~i~n
that the functions are positive).

5. S. T. Gamidov [30] also gave the following theorem:


358 CHAPTER XII

THEOREM 1. H

J J
t n ~

x(t) ~ aCt) + al(t) bl(s)x(s)ds + a2(t) ~Ci bi(s)x(s)ds,


t1 1=2 t1

for t E [a, b], where a = to < ... < tn = b, Ci are constants and the functions
appearing are all real, continuous and nonnegative, and if

then

where

KI(t) = aCt) + al(t) j


t1
bi(s)a(s)exp (jB
al(r)bl(r)dr) ds,

K 2(t) = a2(t) + al(t) j


t1
bl (s)a2(s)exp (j B
al(r)bl(r)dr) ds,

and

6. H. Movljankulov and A. Filatov [31] proved the following result:


THEOREM 1. Let x(t) be real, continuous, and nonnegative such that for t > to

J
t

x(t) ~ C+ k(t, s)x(s)ds, c > 0,


to

where k( t, s) is a continuously differentiable function in t and continuous in s


with k(t, s) 2: 0 for t 2: s 2: to. Then

In the same paper the following result appears:


INEQUALITIES OF GRONWALL TYPE 359

THEOREM 2. Let x(t) be real, continuous, and nonnegative on [c, d] such that

J
t

x(t) ~ aCt) + bet) k(t,s)x(s)ds,

°
o

i
where aCt) ~ 0, bet) ~ 0, k(t,s) ~ and are continuous functions for c ~ s ~ t ~
d. Then

x( I) ,; A(I) exp (B(I) K(I")d8 ) ,

where A(t) = sup a(s), B(t) = sup b(s), K(t,s) = sup k(u,s).
C~8~t C~8~t 8~u~t

REMARK 1: The inequality

J
t

x(t) ~ aCt) + (a1(t)a2(s)x(S) + b(t,s»ds


to
t
was considered by S.M. Sardar'ly [32]. Using the substitution aCt) + J bet,s) is
to
a( t) then we see that this is the same as (4.1) so that this result follows from
Theorem 1 of 4.

7. S. Chu and F. Metcalf [33] proved the following linear generalization of Gron-
wall's inequality:
THEOREM 1. Let x and a be real continuous functions on J = [a,,8] and let k
be a continuous nonnegative function on T : a ~ s ~ t ~ ,8. If

J
t
(7.1) x(t) ~ aCt) + k(t,s)x(s)ds, t E J,
a

then

J
t
(7.1)' x(t) ~ aCt) + R(t,s)a(s)ds, t E J,
a

= E K;(t,s),
00
where R(t,s) with (t,s) E T, is the resolvent kernel of k(t,s) and
;=1
K;(t,s) are iterated kernels of k(t,s).
REMARK 1: P. Beesack [34] extended this result for the case when x,a E L2(J)
and k E L2(T), and he noted that the result remains valid if ~ is substituted for
~ in both (7.1) and (7.1)'.
360 CHAPTER XII

n
REMARK 2: If we put k(t,s) = b(t)k(s) and k(t,s) = E bi(t)ki(S) we get the
i=l
results of D. Willett [26].
8. G. Jones [35] extended Willett's result in the case of Riemann-Stieltjes inte-
grals. This result is related to discrete results so it will be given in Chapter XIV.
For some analogous results see Wright, Klasi, and Kennebeck [36], Schmaedeke
and Sell [37], Herod [38], and B. Helton [39],[40].

9. We can consider various nonlinear generalizations of Gronwall's inequality.


The following Theorem is proved in Perov [41]:
THEOREM 1. Let u(t) be a nonnegative function that satisfies the integral in-
equality

f
t
(9.1) u(t) ~ c+ (a(s)u(s) + b(s)uat(s»ds, c ~ 0, a ~ 0,
to

°
where a(t) and b(t) are continuous nonnegative functions for t
For ~ a < 1 we have
~ to.

(9.1')

j
1

+ (I-a) 6(,)exp [(I-a) ia<r)dr] ds} =>


fora = 1,

(9.1") .(1) $cexp {j [.(')+6(')]d'};

and for a > 1 with the additional hypothesis


INEQUALITIES OF GRONWALL TYPE 361

we also get for to ::; t ::; to + h, for h > 0,


(9.1''')

u(t) ,: ,{ exp [(1- a) j a(')d'l

- ,-'(a -1) j b(,)exp [(1- a) i 1


a(r)dr d, } .-,
--L.

PROOF: For 0: = 1 we get the usual linear inequality so that (9.1') is valid.
Assume now that 0 < 0: < 1. Denote by v a solution of the integral equation

J
t

vet) = c+ a(s)v(s) + b(s)vO(s)ds, t ~ to·


to
In differential form this is the Bernoulli equation
v'(t) = a(t)v(t) + b(t)vO(t), v(O) = c.
This is linear in the variable vI-a SO can readily be integrated to produce vet) =
the right hand side of (9.1'). Since u(t) ::; vet) we have completed the proof of
(9.1').
For 0: > 1 we again get a Bernouilli equation and an analogous proof where we
need the extra condition (9.2) if this condition is to hold on the bounded interval
to ::; t ::; to + h.
REMARK 1: Inequality (9.1) is also considered in Willett [42] and Willett and
Wong [43]. For a related result, see Ho [44].

10. The following theorem is a modified version of a theorem proved in Gamidov


[30]:
THEOREM 1. If

J
t

u(t) ::; J(t) +c 4>(s)u a(s)ds,


o
where all functions are continuous and nonnegative on [0, h], 0 < 0: < 1, c ~ 0,

(i ~".(')ds
then

u(t) ,: f(t) + ,(~ ) .-.

where ~o is the unique root of ~ = a + b~a .

11. Gamidov [30] also proved the following result:


362 CHAPTER XII

THEOREM 1. If

J J
t h

u(t) ~ Cl + c2 ,p(s)uO:(s)ds + C3 ,p(S)uO:(s)ds,


o 0

Cl ~ 0, c2 ~ 0, c3 > 0, and the functions u(t) and ,pet) are continuous and
nonnegative on [0, h], then for 0< 0: < 1 we have

('i-- i
1

u(t) '" + ,,(I - a) 1(, )d') = ,

where ~o is the unique root of the equation

t
If 0: > 1 and C2 (0: - 1) f ,p( s )ds < c~ -0:, there exists an interval [0,8] C [0, h]

i
o
where
1

.(t) '" (,:-- - ,,(a -I) 1(')d') =-


A related result was proved by B. Stachurska [45]:
THEOREM 2. Let the functions x, a, b, and k be continuous and nonnegative
on J = [0:,,8], and n be a positive integer (n ~ 2) and alb be a non decreasing
function. If

J
t

(11.1) x(t) ~ aCt) + bet) k(s)xn(s)ds, t E J,


0:

then

(Il.!') x(t) '" aCt) { 1 - (n - I) i k(,)b(, )an-'(, )d, } =,


1

a", t '" Pn,


INEQUALITIES OF GRONWALL TYPE 363

where j3n = sup {t E J: (n - 1) I kban-lds < 1 }.

REMARK 1: The inequality (11.1) was considered by P. Maroni [46]' but without
the assumption of the monotonicity of the ratio a/b. He obtained two estimates,
one for n = 2 and another for n ~ 3. Both are more complicated than (ILl'). For
n = 2 and alb nondecreasing, Starchurska's result can be better than Maroni's
on longer intervals.

12. One of the more important nonlinear generalizations of Gronwall's inequality


is the well-known one of Bihari [10].
This result was proved seven years earlier by J. P. Lasalle [47].

THEOREM 1. Let u(t) and k(t) be positive continuous functions on [c, dj and let
a and b be nonnegative constants. Further let g( z) be a positive non decreasing
function for z ~ o. If

J
t

u(t) ~ a+b k(s)g (u(s)) ds, t E [c,dj,


c

then

A
where G(..\) = J ds/g(s) (~ > 0, ..\ > 0) and d l is defined such that G(a) +
~
t
b J k(s)ds belongs to the domain ofG- l for t E [c,d l ].
c

13. The following generalization of the Bihari-Lasalle inequality was given by I.


Gyori [12]:
THEOREM 1. Suppose that u(t) and j3(t) are continuous and nonnegative on
[to, 00). Let J(t), g(u), and aCt) be differentiable functions with J nonnegative,
9 positive and non decreasing, and a nonegative and nonincreasing. Suppose that

J
t

(13.1) u(t) ~ J(t) + a(t) j3(s)g (u(s)) ds.


to
364 CHAPTER XII

If
(13.2)

for every nonnegative continuous function"." then

(13.1') u(t) '" G-' { G (f(to)) + 1[0(8),8(8) + /,(8)[ ds }

where

J
6
ds
(13.3) G( c5) = g( s ) , c: > 0, c5 > 0,

and (13.1') holds for all values of t for which the function

J[a(s)~(s) +
t

c5(t) = G [J(to)] + f'(s)] ds


to
belongs to the domain of the inverse function G- 1 .
t
PROOF: Let Vet) = J(t) +I a(s)~(s)g rues)] ds. Since 9 is nondecreasing and a
to
is nonincreasing we get from (13.1) that 9 (u(t)) ~ 9 (V(t)). From this we obtain
f'(t) + a(t)~(t)g [u(t)] ~ a(t)~(t)g [Vet)] + f'(t)
which may be written as
V'(t) J'(t)
9 [Vet)] ~ a(t)~(t) + 9 [V(t)]'
Using (13.2) we get
V'(t) ,
9 [Vet)] ~ a(t)~(t) + J (t).
Upon integration we get

J
t

G [V(t)] ~ G [J(to)] + [a(s)~(s) + f'(s)] ds.


to
If we suppose that c5(t) is in the domain of G- 1 then we get the result (13.1')
since u(t) ~ Vet).
REMARK 1: Note that the special case aCt) == 1 already implies the general result
since we substitute for ~ the product a~ and observe that a(t)~(s) ~ a(s)~(s)
for s ~ t.

14. K. Ahmedov, A. Jakubov and A. Veisov [48] proved the following theorem:
INEQUALITIES OF GRONWALL TYPE 365

THEOREM 1. Let u(t) be a continuous function on [to, T] such that

°~ u(t) ~ f(t) + Jk(t,s)g(u(s»ds,


</>(t)

to

where
1) f(t) is continuous, nonnegative, and nonincreasing;
2) ljJ(t) is differentiable, ljJ'(t) ~ 0, ljJ(t) ~ t, ljJ(to) = to;
3) g( u) is positive and non decreasing on R; and
4) k( t, s) is nonnegative and continuous on [to, T] x [to, T] with ~~ (t, s) non-
negative and continuous.
Then for G defined by (13.3) we have

u( I) oS f( I) - f( 10) + G- 1 { G (1(10)) + j F(s )ds } ,

where

J
</>(t)
ak
F(t) = k (t, ljJ(t» ljJ'(t) + at (t, s)ds.
to

15. C. E. Langenhop [49] proved the following result:


THEOREM 1. Let the functions u(t) and a(t) be nonnegative and continuous on
[a, b], g( u) be positive and non decreasing for u > 0, and suppose that for every
yin [a, x]

J
x

u(y) ~ u(x) + a(r)g(u(r»dr.


y

Then for every x in [a, b] we have

.(x) ~ G- 1 {G(u(a» -I ,,(r)dr},

where G is defined by (13.3) and we assume that the term in the { } is in the
domain of G-l.
x
PROOF: We define R(y) = J a(r)g (u(r»dr so that the inequality becomes
y

u(y) ~ u(x) + R(y).


366 CHAPTER XII

Since 9 is nondecreasing we have

9 luCy)] ~ 9 [u(x) + R(y)]


which may be written as

d(u(x) + R(y» > -a( )d


9 [u(x) + R(y)] - Y y.

An integration from y to x (y ~ x) yields

J
x

-G (u(x) + R(y» + G (u(x» ~ - a(s)ds.


y

But Gis nondecreasing so G (u(y)) ~ G (u(x) + R(y)). Combining the last two
inequalities and rearranging we arrive at

J
x

G(u(x» > G(u(y)) - a(s)ds.


y

Applying G- 1 we get the result when y is set to a.

16. The following result is proved in Ahmedov, Jakubov, and Veisov (48].
THEOREM 1. Suppose that

?: ai(t) J,8i(S)9 rues)] ds,


n t

u(t) < J(t) + t ~ to,


.=1 to

where u(t), J(t), and ,8i(t) are positive and continuous on [to, 00), ai(t) > 0 while
aHt) ~ 0; 9 is a non decreasing function that satisfies g(z) ~ z for z > o. Then

u(t) ~ J(t) -1 + G- 1 [
G(f) + log gn

ai(t) -In g
n

ai(t O)

+ /. t, Oi(S)!ii(S)ds 1
INEQUALITIES OF GRONWALL TYPE 367

where 1 = maxf(t) and G is defined by (13.3).


THEOREM 2. Let the positive continuous function u(t) satisfy

4>l(t) 4>2(t)

u(t) ~ f{t) + j at{s)Fdu{s»ds+ j a2{s)F2 {U{S»dS,.


to to

with the following conditions:


1) f{t) is a nonincreasing function on [to, T)i
2) the functions at{t) and a2{t) are continuous and nonnegative on [to,T)i
3) <Pt{t), and <P2{t) are continuously differentiable and non decreasing func-
tions with <Pi(t O) = to, i = 1,2, and <Pt(t) ~ ti .
4) the functions Ft{z) and F2(z) are continuous, non decreasing arid satisfy
F2(z) > 0 for all z and

for some constant C.


Then
u(t) ~ f(t) - f{to) + z(t),
where %

Ft(z) j C
G(z) = F2(z) = G(zo) + F2{S) ds,
%0

G-t is its inverse function and

is a continuous solution of the initial value problem

z'{t) = at (<pt{t» <p~{t)Ft{z) + a2 (<P2(t» <p;{t)F2(z),


z{to) = f(to).
368 CHAPTER XII

THEOREM 3. Let the continuous function u(t) satisfy

J
n t/>i(t)

u(t) ~ f(t) + ~ai(t) bi(s)f(u(s))ds on [to, T} with


1=1 to

1) the ai(t) bounded nonnegative nonincreasing functions;


2) the bi(t) continuous nonnegative functions;
3) the 4>i(t) continuous with 4>W) > 0, 4>i(t) ~ t, 4>i(tO) = to;
4) f(t) a continuous nonincreasing function;
5) g(z) a nondecreasing positive function defined on R.
Then
u(t) ~ f(t) - f(to) + z(t)
where G is defined by (13.3) and

z(t) = G- 1 [ G (f(to)) + t; [ ai(s)bi(s)ds1


n t/>i(t)

is a continuous solution of the initial value problem z( to) = f( to) and


n
z'(t) = I>i (4)i(t)) bi(4)i(t)) 4>i(t)g(z).
i=l

17. The following result appears in S. S. Dragomir [50].


THEOREM 1. Let the functions A,B: [a,p] -+ R+, L: [a,p] X R+ -+ R+ be
continuous and
(17.1) ° ~ L(t,u) - L(t, v) ~ M(t,v)(u - v), t E [a,p], u ~ v ~ 0,

where M is a nonnegative continuous function on [a, P) X R+. Then for every


nonnegative continuous solution of the integral inequality

J
t

(17.1') x(t) ~ A(t) + B(t) L(s,x(s))ds, t E [a,p),


a

i
we also have on [a, P)

(17.1") x(t) '" A(t) + B(t) L(u,A(u))exp (i M(S,A(S))B(S)dS) duo


INEQUALITIES OF GRONWALL TYPE 369

t
PROOF: Let yet) = J L(s,x(s))ds. Then y'(t) = L(t,x(t)) and yea) = O. Using
a
the integral inequality that x satisfies and then condition (17.1) we have

y'(t) :::; L (t, A(t) + B(t)y(t)) :::; L (t, A(t)) + M (t, A(t)) B(t)y(t)
which gives the above estimate.
Some related results are given in Pecaric and Dragomir [51].

18. In the previous results we have a nonlinearity in the unknown function only
under the integral sign. In the next few results we allow the nonlinearity to
appear everywhere.

THEOREM 1. Let the positive functions u( t), a( t), and b( t) be bounded on [c, d);
k( t, s) be a bounded nonnegative function for c :::; s :::; t :::; d; u( t) is a measurable
function and k(., t) is a measurable function. Suppose that f ( u) is strictly in-
creasing and g(u) is non decreasing. If A(t) = sup a(s), B(t) = sup b(s), and
c$s$t c$s$t
K(t,s) = sup k(a,s), then from
s$O'$t

f(u(t)):::; aCt) + bet) jk(t, s)g (u(s))ds, t E [c,d),


c

follows

u(t) ,; r' [G-' { G (A(t)) + B(t) i K(t,s)ds } 1 t E [e, d'],

u
where G(u) = Jdw/g (I-l(w)) (e > 0, u > 0) and
e

This theorem was proved in Butler and Rogers [52] and the following one in
Gyori [12]:
370 CHAPTER XII

THEOREM 2. Suppose

J
t

F(u(t)) ~ J(t) + aCt) .B(s)g rues)] ds,


to

where the functions I(t), aCt), .B(t), and g(u) satisfy the conditions of Theorem
1 in 13., and the function F(u) is monotone decreasing and positive for u > o.
Then on [to, d']

t
where G(z) = J dsjg [F-l(s)] , z > c ~ 0 and d' is defined such that the function
e
c5(t) defined in Theorem 1 of 13. belongs to the domain of definition of the
function F- l 0 G- l .

19. The next result allows the integral to appear in the nonlinearity. It is due
to Willett and Wong [43].
THEOREM 1. Let the functions x, a, b, and k be continuous and nonnegative on
J = [a,.B], 1 ~ p < 00, and

t ) IIp
x(t) ~ aCt) + bet) ( [k(S)XP(S)dS , t E J.

Then
(j k(s)e(s)ap(s)dS) IIp
x(t) ~ aCt) + bet) a 11' t E J,
1 - [1 - e(t)] P

where e(t) = exp ( -I k(S)bP(S)dS).

Gollwitzer [53] replaces x and x P by g and gP respectively.

20. Generalizations of this result were given in Beesack [28, pp. 20-30]. Here
we shall give some results obtained in Filatov and Sarova [19, pp. 34-37] and
from Deo and Murdeshwar [54].
INEQUALITIES OF GRONWALL TYPE 371

THEOREM 1. Suppose
1) u(t), J(t) and F(t,s) are positive continuous functions on R, and s:S t;
2) aF(t,s)JOt is nonnegative and continuous;
3)
4) °
g( u) is positive, continuous, additive, and non decreasing on (0,00);
h(z) > and is non decreasing and continuous on (0,00).

(i
If

u(lb f(l)+h F(I")9(U(S))ds),

then, for tEl, we have

u(l) S f(t)+h {G-' [G UF(t")9(f('))d') + i 1(') dS l}'


u
where G(u) = J dsJg (h(s)), u > 0, € > 0,
"

l
t
aF
<p(t) = F(t,t) + 7it(t,s)ds,
o

and

PROOF: Using the additivity of the function 9 and that nondecreasing nature of
F(t,s) in t, we have
u(t) - J(t) :S h(v(t)) ,
where

1 1
t T

v(t) = F(t,s)g(u(s)-J(s))ds+ F(T,s.)g(f(s))ds,


o 0

t E (0, T) and T E (0,00). Since 9 is nondecreasing we find that

(20.1) g(u(t)-J(t)) :Sg(h(v(t))).


372 CHAPTER XII

Multiplying this inequality by 8F(t,s)jat and integrating from 0 to t we arrive


at
t t
8F j8F
j -at(t,s)g(u(s) - J(s))ds ~ -at(t,s)g(h(v(s)))ds.
o 0
On the other hand if we multiply (20.1) by F(t, t) and using this last inequality
we get
t

v'et) ~ F(t, t)g (h (v(t))) + j 8F~, s) 9 (h (v(s))) ds,


o
I.e.
t
d j 8F(t s)
dtG(v(t))~F(t,t)+ at' ds.
o
Now by integrating from 0 to T we get
T

G(v(T)) - G(v(O)) ~ j t/>(t)dt,


o
< h (v(T)) we have

[1 1
and since u(T) - J(T)

u(T) - J(T),;; h {G-' (G F(T,,)g (f(.)) ds] + ~(t)dt) }.


Since T is arbitrary we have the result.
A simple consequence of this result is:
THEOREM 2. Suppose that J = (0,00) and
1) u(t), J(t), and F(t) are positive and continuous on Jj
2) g( u) is positive, continuous, additive and non decreasing on J j
3) h(z) > 0, nondecreasing and continuous.

(i
IT

u(t) <; J(t) +h F(.)g (u(,)) d') , t E J,

then for t E J1 , we have


INEQUALITIES OF GRONWALL TYPE 373

where G is defined as in Theorem 1 and

Deo and Murdeshwar [54] also proved the following theorem:


THEOREM 3. Let the conditions 1), 2), and 3) of the previous theorem hold and
let g( u) be an even function on R. If

u(t) '" f(t) - h (I F(,)g (u(,)) d.,) , t E (0,00),

then for t E J 1 and G as defined in Theorem 2 we have

21. Further generalizations of this result are given in Deo and Dhongade [55],
[56] and Beesack [28, pp. 65-86]. Bessack has also given corrections of some
results from Deo and Dhongade [55],[56]. Here we give only one result of P.R.
Beesack (this result for f(x) = x, h(u) = u, and aCt) = a becomes Theorem 2 in
Deo and Dhongade).
THEOREM 1. Let x, a, k, and k1 be nonnegative continuous functions on J =
[a, (3), and let aCt) be non decreasing on J. Let g and h be continuous nondecreas-
ing functions on [0,00) such that g is positive, subadditive and submultiplicative
on [0,00), and h( u) > 0 for u > O. Suppose f is a continuous strictly increasing
function on [0,00) with feu) 2: u for u 2: 0 and f(O) = O. If

f (x(tll $ a(t) + h (I k(')g (x(,)) d') + 1 k, (,)x(, )d" t E J,

then

x(t) $ (r' 0 F-') {I k, (»d, +F [a(t)+ (h 0 G-') {I k(,)g (E(, II d,

+G (j k(s)g (a(,)E(, llds ) }]}, for a $ t $/1"


374 CHAPTER XII

where

E(i) ~ exp (j k'ds) , F(u) = J


u

Yo
dy/ j-l(y), y> 0, (Yo > 0)

and

J
u

G( u) = dy / 9 (h(y)), u > 0, (uo > 0)


Uo

with

If a(t) = a then we may omit the requirement that 9 be subadditive and then
[or a ~ t ~ /32 we have

xCi) S (J-' 0 r') {i k,dd F [a + (h 0 G~') (i k(s). (E(s))ds ) ] } ,

= Jdy/g (la + h(y)l), u > 0 and


U

where Ga(u)
o

22. In previous sections we have given explicit estimates for Wlknown functions
which satisfy integral inequalities. Several of these results may be given in terms
of solutions of some differential or integral equation and are similar to results for
differential inequalities exposed in Chapter XI. The first one we give is due to B.
N. Babkin [57].
THEOREM 1. Let ¢( t, u) be continuous and nondecreasing in u on [0, T] X ( -6,6)
with 6 ~ 00. I[v(t) is continuous and satisfies

J
T

v(t) ~ Uo + ¢(t,v(s))ds,
o
INEQUALITIES OF GRONWALL TYPE 375

where Uo is a constant, then


vet) ~ u(t)
where u(t) is the maximal solution of the problem
u'(t) == ¢(t,u), u(o) = Uo
defined on [0, Tj.
t
PROOF: Introduce the function wet) = Uo + J ¢(s,v(s»ds. Then vet) ~ wet)
o
and
w'(t) = ¢ (t, vet»~ ~ ¢ (t, w(t» , with w(o) = uo.
By Theorem 2 from 2. of Chapter XI we have wet) ~ u(t) so that the Theorem
is proved.

23. The following two theorems are generalizations of the preceding result.
THEOREM 1. Let ¢(t, s, u) be continuous and non decreasing in u for ~ t, s ~ T
and lui ~ 6. Let uo(t) be a continuous function on [0, Tj. If vet) is a continuous
°
function that satisfies the integral inequality (on [0, T])

J
t

(23.1) vet) < uo(t) + ¢(t,s,v(s»ds


o
then
(23.1') vet) < u(t) on [0, Tj,
where u(t) is a solution of the equation

J
t

(23.2) u(t) = uo(t) + ¢(t,s,u(s»ds on [O,Tj.


o
PROOF: From (23.1) and (23.2) we get that (23.1') is valid at t = 0. By continu-
ity of the functions involved we get (23.1') holding on some nontrivial interval.
If the result does not hold on [0, Tj then there is a to such that vet) < u(t) on
[0, to) but veto) = u(t o). From (23.1) and (23.2) we have

J
to

veto) < uo(to) + ¢(to,s,v(s»ds


o

+J
to

~ uo(to) ¢(to,s,u(s»ds = u(to).


o
376 CHAPTER XII

This contradiction proves the theorem.


We shall say that the function ¢( t, s, u) satisfies the condition (Il) if the equa-
tion

J
t

Wet) = uo(t) +.A + ¢(t,s, W(s))ds


o
has a solution defined on [0, T] for every constant .A E [0, Il].
THEOREM 2. Let ¢( t, s, u) be defined for °: ;
t, s ::; T, lui < 8, and be continuous
and non decreasing in u and satisfying conditon (Il). If tbe continuous function
v( t) satisfies

J
t

(23.3) vet) ::; uo(t) + ¢(t,s,v(s))ds


o
on [0, TJ, tben
vet) ::; u(t)
on [0, T] wbere u(t) satisfies (23.2) on tbe same interval.
PROOF: For every fixed n we denote by Wn(t) a solution of the integral equation

J
t

Wn(t) = ; + uo(t) + ¢(t,s, Wn(s))ds


o
defined on [0, T]. For € sufficiently small we may employ Theorem 1 to conclude
that
u(t) < WnH(t) < Wn(t) < W 1 (t)
as well as vet) < Wn(t). Letting n tend to 00 we get the result.
REMARK 1: It can be shown (see Mamedov, Asirov, and Atdaev [58, pp. 96-
98]) that the condition of monotonicity of the function ¢ in u is sufficient for the
validity of the theorem on integral inequalities but is not necessary.
24. A generalization of this result has a Fredholm term.
THEOREM 1. Let tbe functions ¢(t,s,u) be continuous and non decreasing in u
for 0::; t, s ::; T, lui < 8. Suppose tbat uo(t) is continuous on [0, T] and eitber
a) for every fixed continuous function Wo(t) witb values in lui < 8 on [0, T]
and every sufficiently small positive number .A we bave

J J
t T

Wet) = uo(t) +.A + ¢d t , s, W(s)) ds + ¢ (t, s, Woes)) ds


o 0
INEQUALITIES OF GRONWALL TYPE 377

has a continuous solution on [0, T); or


T
b) lu(t)1 + oJ 09~T
max 1(,61(t,s,h) + (,62(t, s, h)lds ::; h.

If a continuous function v( t) satisfies

J J
t T
v(t) ~ uo(t) + (,61 (t,s,v(s»ds + (,62 (t,s,v(s»ds,
o 0

then
v(t) ::; u(t) on [0, T)"
where

J J
t T

u(t) = uo(t) + (,6t(t,s,u(s»ds+ (,62 (t,s,u(s»ds.


o
° °
0

REMARK 1: The special cases when (,61 == and (,62 == in the previous theorem
gives integral inequalities of Fredholm and Volterra respectively.
REMARK 2: The previous theorem is given in Mamedov, Asirov and Atdaev [58).
This book also contains the following result of Ja. D. Mamedov [59).
THEOREM 2. Let the function (,6(t, s, u) be continuous in t (in [0,00») for almost
all s E [0,00) and u with lu I < 00. Suppose that for fixed t and every continuous
function u(s) on [0,00) the function (,6(t,s,u(s» is mesurable in s on [0,00).
Further let (,6 be non decreasing in u and Uo (t) be a continuous function on [0, 00 )

If the continuous function v(t) satisfies

J
00

(24.1) v(t) < uo(t) + (,6(t,s,v(s»ds on [0,00),


t

then

(24.1') v(t) < u(t) on [0,00)

where u(t) is a solution of

J
00

u(t) = uo(t) + (,6(t,s, u(s»ds on [0,00).


t
378 CHAPTER XII

REMARK 3: Mamedov [59] (see also Mamedov, Asirov, and Atdaev [58]) also
considered (24.1) with "~" instead of " < ", as well as the inequality

J J
t 00

vet) ~uo(t)+ cPdt,s,v(s))ds+ cP2(t,s,u(s))ds.


o t

25. Theorem 1 of 22. was generalized in another way by V. Lakshmikantham


[14]. His results were extended by P. R. Beesack [28]. For this result we shall
use the following special notation and terminology. If the function F1 (t,s,u) is
defined on II xJ1 X Kl where each of the symbols represents an interval and
if for every (s, u) E J1 X Kl the function f( t) = Fl (t, s, u) is monotone on II.
we say that F 1 (·,s,u) is monotone. We say that Fl and F2 are monotone in the
same sense of they are both nondecreasing or both nonincreasing, and monotone
in the opposite sense if one is nondecreasing and the other nonincreasing.
THEOREM 1. Let f(x) be continuous and strictly monotone on an interval I,
and let H(t,v) be continuous on J X K where J = [a,,8] and K is an interval
containing zero and H monotonic in v. Let Tl = {(t,s): a ~ s ~ t ~ ,8} and
assume that Wet, s, u) is continuous and of one sign on Tl X I, monotone in u,
and monotone in t. Suppose also that the functions x and a are continuous on
J with x(J) C I and

(25.1) a(t) + H(t,v) E 1(1) fort E J and Ivl ~ b,


for some constant b> o. Let

(25.2) f (x(t»,; art) + H (t} W (t, s, X(S»dS)' t E J,


and let r = ret, T, a) be the maximal (minimal) solution of the system

r' = W (T, t, 1-1 [aCt) + H(t, r)]) ,


(25.3)
rea) = 0, a ~ t ~ T ~ ,81 (,81 < ,8),

if Wet, oS,.) and I are monotonic in the same (opposite) sense, where ,81 > a is
chosen so that the maximal (minimal) solution exists for the indicated interval.
Then if W(., s, u) and H( t, .) are monotonic in the same sense,

(25.2') x(t) ~ (~) 1-1 [aCt) + H (t, r(t))] , a ~ t ~ ,8I.


INEQUALITIES OF GRONWALL TYPE 379

where ret) = ret, t, a) if


i) H(t,.) and W(t,s,.) are monotonic in the same sense and I is increasing;
if
ii) I is decreasing and H(t,.) and W(t,s,.) are monotonic in the opposite
sense (and the second reading of the other hypotheses), then the inequality
is reversed in (25.2').
PROOF: The function F(T,t,r) = W (T,t,I- 1 [aCt) + H(t,r)]) is by (25.1) con-
tinuous on the compact set Tl X [-b, b), so it is bounded there, say by the constant
M. It follows from Lemma 1 in 2. of Chapter XI that there exists, independent
of T, a a < (3 (in fact (31 > a + min«(3 - a, bM-l» such that the maximal
(minimal) solution of the system (25.3) exists on [a, (3). Now fix T E (a, (3) and
t
let t E [a,T). Then define v(t,u) = fW(u,s,x(s»ds and we have
a

J J
t t

(25.4) v(t,t) = W(t,s,x(s»ds:::; (~) W(T,s,x(s»ds = v(t,T)

if W(.,s,u) is increasing (decreasing). Observe that (25.2) implies that v(t,t) E


J{ for t E J. Since J{ is an interval containing zero it follows that vet, T) E J{ in
both cases of (25.4) regardless of the sign of W.
By (25.2) we obtain

(25.5) x(t):::; (~) I-I [aCt) + H (t, vet, t») ,


if I is increasing (decreasing). Since v'(t,T) = W(T,t,x(t» for a::::; t:::; T:::; (3,
we have

(25.6) v'(t, T):::; (~) W (T, t, I-I [aCt) + H (t, vet, t»)]) ,
if the functions W (t, s, .) and I are monotonic is the same (opposite) sense. On
the other hand by (25.4) we have

(25.4') H (t, vet, t»:::; (~) H (t, vet, T», a:::; t :::; T,
if (a) W(t,s,.) and H(t,.) are monotonic in the same «b) opposite) sense. Thus
I-I [aCt) + H (t, vet, t»):::; (~) I-I [aCt) + H (t, vet, T»] ,
on a:::; t:::; T if (a'): I is increasing and (a) or I is decreasing and (b) «b') I is
increasing and (b) or I is decreasing and (a». This in turn implies that

W (T, t, I-I [aCt) + H (t, vet, t»)])


(25.7)
:::; (~)W (T, t, I-I [aCt) + H (t, vet, T»))) ,
380 CHAPTER XII

if (a"): Wet, s,.) is increasing and (a') or Wet, s,.) is decreasing and (b') ( (b ll ):
Wet, s,.) is increasing and (b' ) or Wet, s,.) is decreasing and (a'». Combining
this with (25.6) we see that if Wet, s,.) and H(t,.) are monotonic in the same
sense then

(25.8) v'(t, T) ~ (?) W (T, t, 1- 1 [aCt) + H (t, vet, T»)) , a ~ t ~ T < /3,

if W(t,s,.) and I are monotonic in the same (opposite) sense.


Since v(a,T) = 0, Theorem 2 from 2. of Chapter XI shows that if W(t,s,.)
and H(t,.) are monotonic in the same sense and if ret, T, a) is the maximal or
the minimal solution of (25.3) as specified, then

v(t,T) ~ (?) r(t,T,a) for a ~ t ~ T ~ /31


from which we get in particular that this holds when t = T. Since T is an
arbitrary element of (a, .81] we have

(25.9) vet, t) ~ (?) ret) on [a, /31]

provided that (A): Wet, s,.) and I are monotonic in the same sense «B): Wet, s,.)
and I are montonic in the opposite sense).
As in the analysis of (25.4) and (25.4') we have on [a, /31]

H (t, vet, t» ~ (?) H (t,f(t»

if (A'): H(t,.) is increasing and (A) or H(t,.) is decreasing and (B), «B'): H(t,.)
is increasing and (B) or H(t,.) is decreasing and (A». Now if (A"): I is increasing
and (A') or I is decreasing and (B') «B"): I is increasing and (B') or I is
decreasing and (A'» then

1- 1 [aCt) + H (t, vet, t»] ~ (?) 1- 1 [aCt) + H (t, r(t»].


Analyzing the various cases we see that if W(., s, u) and H(t,.) are monotonic in
the same sense and W(t,s,.) and H(t,.) are monotonic in the same (opposite)
sense then

(25.10) 1- 1 [aCt) + H (t, vet, t»] ~ (?)I- 1 [aCt) + H (t, ret»~]

on [a, .81]. The conclusion (25.2') now follows in cases (i) or (ii) from (25.5) and
(25.1).
In the same way one can prove:
INEQUALITIES OF GRONWALL TYPE 381

THEOREM 2. Under the hypotheses of Theorem 1 suppose that

f (x(l)) "a(l)+ H (I.j W (I, S, X(8)) dS)' 10.

and that W(., s, u) and H(t,.) are monotonic in the opposite sense. Let ret) =
ret, t, a) where ret, T, a) is the maximal (minimal) solution of problem (25.3) and
suppose that W(t,s,.) and I are monotonic in the opposite (same) sense. Then

x(t) 2:: (~) I-I [aCt) + H (t, ret))] on [a, ,81]

provided that conditions (i) or (ii) of Theorem 1 hold.


{j t
REMARK 1: Similar results with J instead of J can be obtained from the previous
t ()(
theorems, see P. R. Beesack [28, p. 52].
REMARK 2: In case K = [0, to], then W > 0 holds (since vet, t) E K), so in the
condition (25.1) Ivl ~ b can be changed to 0 ~ v ~ b.
REMARK 3: The assumption that W has one sign can be replaced by the condi-
tion that v(t,T) E K for a ~ t ~ T ~,8.

26. The following theorem is a consequence of Theorem 1 of 25. (Lakshmikan-


tham [14, Th.3.1 (ii)]):
THEOREM 1. Let x, a, b, and c be continuous nonnegative functions on J =
[a,,8] and I and h be continuous nonegative functions on R+, with I strictly
increasing and h non decreasing. In addition, suppose that k( t, s) is continuous
and nonnegative on T = {( t, s): a ~ s ~ t ~ ,8}, and w( t, u) is continuous
and nonnegative on J x R+, with w(t,.) non decreasing on R+. Define G(t) =
max c(s), and K(t, s) = max k(a, s), for a ~ s ~ t ~ ,8. If

I
()(~s~t s~u~t

(26.1) f(x(I))'; a(I)+b(I)h (c(I) + k(I,S)W(S,X(S))dS), IE J,

then

(26.1') x(t) ~ I-I [aCt) + b(t)h (rl (t, C(t)))] , t E J o,


with rl (t,c(a)) = r(t,t,c(a)), where r = r(t,,8,c(a)) is the maximal solution
on J = [a, ,801 of

r' = K(,8o, t)w (t, I-I [aCt) + b(t)h(r)]) , rea) = c(a).


382 CHAPTER XII

27. P. R. Beesack [2, pp. 56-65] showed that a sequence of well-known results
can be simply obtained by using the previous results. Here we shall give one
example. We consider the following inequality of Gollwitzer [53]:

xC') ,;; a + g-1 (I k(s)g (x (s))ds ) , 'E J = [a, PI·


We use Theorem 1 of 25. with: f(x) = x, H(t,v) = g-l(v), W(t,s,u) =
k(s)g(u), K = g(l) and I is an interval such that x(J) c I. The comparison
equation is

(27.1) r' = k(t)g (a + g-l(r)) , r(a) = o.


By Theorem 1 of 25. we have

(27.2) x(t) :5 a + g-l (r(t)) , a:5 t :5 (31,


where r(t) is the unique solution of problem (27.1) on [a,(31]. Hwe define G by

J
u

G(u) = dr/g [a + g-l(r)], u E g(l) = K,


o
then by (27.2) we obtain

(27.2')

where (31 = sup {t: Ikds E G(K)}.


In fact, Beesack showed that this result is better than that of Gollwitzer so he
formulated the following more general result:
Let x and k be continuous functions with k ~ 0 on J = [a, (3], and let 9 be a
continuous and monotonic on an interval I such that x( J) c I and 9 is nonzero
on I except perhaps at an endpoint of I. Let h be continuous and monotone on an
interval K such that 0 E K, and let a and b be constants such that a + h( v) E 10
for v E K, Iv I :5 b.
If 9 and h are monotone in the same sense and

x(')'; a+ h (I k(S)9(X(S))dS) ' 'E J,


INEQUALITIES OF GRONWALL TYPE 383

then

where

J
u

G(u) = d1'/g [(a + h(1')) , U E K, and


o

28. It is interesting that there exist a sequence of integral inequalities with an


unknown function of one variable in which we have several integrals.
B. Pachpatte [60) proved the following result:
THEOREM 1. Let x(t), a(t), b(t), c(t), and d(t) be real, nonnegative, and con-

i U
tinuous functions defined on R+ such that for t E R+,

x(t) ,; a(t) + b(t) (i c(')x(, )d, + c(, )b(') d( u)x( U)dU) d') .

i
Then on the same interval we have

x(t) ,; a(t) H(t) (i (0(.)


c(,) + b(') ""P (- b(r) (c(r)+ d(r)) dr)

X i (a(r)(c(r) + d(r)) ""P (- i (b( u)(c(u) + d( u)) du) dr) d') .

29. The following three theorems from Bykov and Salpagarov [61) are given in
the book Filatov and Sarova [19).
THEOREM 1. Let u( t), v( t), h( t, 1'), and H( t, 1', x) be nonnegative functions for

i [v(. i
t ~ l' ~ X ~a and Cl, cz, and C3 be nonnegative constants not all zero. If

(29.1 ) u(t) ,; c, + c, )u(,) + 1


h(" r)u(r)dr d,

JJJ
t r s

+ C3 H(s, 1',x)u(x)dsd1'ds,
a a a
384 CHAPTER XII

then for t ~ a

e, {c, i["(8) + i e) i!
(29.1')

.(x)" exp h(8,r)dr] d8 + H(8,r,X)dXdrda}.

PROOF: Let the right hand side of (29.1) be denoted by bet). Then b(s) :::; bet)
for s :::; t since all the terms are nonnegative. We have

b'(t) _ ( )u(t)
bet) - C2 V t bet) + C2
1 t
h(t, r)u(r) d
bet) r
a

11
t r
H(t,r,x)u(x)d d
+C3 bet) X r
a a

! !!
t t r

:::;c2V(t)+C2 h(t,r)dr+c3 H(t, r, x)dxdr.


a a a

i i
Integration from a to t yields

logb(t) -loge, "c, [.(8) + h(8, r)dr] d8

!!!
t 8 r

+ C3 H(s, r, x)dxdrds.
a a a
Writing this in terms of bet) and using u(t) $ bet) completes the proof.
THEOREM 2. Let the nonnegative function u(t) defined on [to, 00) satisfy the
inequality

! !!
t t 8

u(t) $ c+ k(t,s)u(s)ds + G(t,s,O')u(O')dO'ds,·


to to to
where k( t, s) and G( t, s, 0') are continuously differentiable nonnegative functions
for t ~ s ~ 0' ~ to, and c > o. Then

u(t) $ cexp {j to
[k(S'S)+ j (ak~;O')
to
+G(S,s,O'») dO'

+ j j aG(~sO"
to to
r) drdO'] dS} .
INEQUALITIES OF GRONWALL TYPE 385

THEOREM 3. Let the functions u(t), a(t), v(t), and w(t,r) be nonnegative and
continuous for a ~ r ~ t, and let Cl, C2, and C3 be nonnegative. H for tEl =

i i
~,oo) .

u(t) ,; c, + a(t+, +c, [v(a)u(a) + w(a, r)U(r)dr] d+

then for tEl,

.(t) ,; c, + aCt) {c, exp [c'i (v(,)a(a)+ i 1


w(a, r)a(r)dr) ds

+ c'c, ! i (v(a) + W(a,r)dr)

X exp ['" i (v(o)a(o) + i w(o, r)a(r)dr) dO] ds } .

30. Other related results exist. Here we shall mention one which appears in E.
H. Yang [62].
THEOREM 1. Let x(t) be continuous and nonnegative on I = [0, h) and let p(t) be
continuous, positive, and non decreasing on I. Suppose that J;( t, s), i = 1, ... , n,
are continuous nonnegative functions on I X I, and non decreasing in t. If for
tEl

J J
t tl t n -l

·x(t)~p(t)+ jfl(t,tl ) h(tl,t2) ... fn(tn-btn)X(tn)dtn ... dtl


0 0 0

then
x(t) ~p(t)U(t), tEl,
where U(t) = Vn(t, t) and Vn(T, t) is defined successively by

V,(T, t) ~ exp {i t, f;(T,a)ds }


386 CHAPTER XII

where t, and T are in I and k = 2,3, ... ,n and for i = 1, ... ,n - 1

F,(T,t) ~ exp U[~!;(T'S) - J;(T,S)] d, } .

REMARK 1: In the special case of this theorem for n = 2, one can get the

i
conclusion for tEl

x(t) ,;p(t)exp (- t.(t,')d')

x{1+ i M,,) {exp i [2f,("r) + J,("r)]dr } d+

31. In the previous theorems we have had linear inequalities. We now turn to
some nonlinear inequalities. B. Pachpatte in [63] and [29] proved the following
two theorems.
THEOREM 1. Let x(t), aCt), and bet) be real nonnegative and continuous func-
tions on I = [0,00) such that

x(t):::; Xo + j a(s)x(s)ds +
0 0 0
j (j
a(s) b(r)XP(r)dr) ds, tEl,

i
where Xo is a nonnegative constant and 0 :::; p :::; 1. Then for tEl

x(t) ,; xo+ a(.jexp (! a(r)dr) {x i- p + (1 - p) i b(r)

I
1

X exp (-(l- P) a(U)dU) dr} H ds.

THEOREM 2. Let x(t), aCt), bet), and c(t) be nonnegative and continuous on R

i
such that for tEl

x(t) ,; x, + a(,) (x(S) + i (l


air) b(u)x(u) + C(U)XP(U)d.) dr) d,
INEQUALITIES OF GRONWALL TYPE 387

wbere Xo is a nonnegative constant and 0 ::; p ::; 1. Tben for tEl

x(tls: xo+ i a(s) (x, + ((r) exp (! (a( a) H(u)) da)

x {x i-p + (1- p) I o(a)exp (-(1- p) I (a(a) H(a))da) dU) ,c, dr} ds

32. E. H. Yang [64) proved the following result.

THEOREM 1. Let u(t), aCt), J(t,s), gi(t,S), and hi(t,S), i = 1, ... ,n, be non-
negative continuous functions defined on I = [0, h) and I x I. Let aCt) be
nondecreasing and J(t, s), 9i(t, s) and hi(t, s) be nondecreasing in t. liO < p ::; 1
and

aCt) S aCt) + [ f(t,s)u(s)ds


t
+ t t [ 8
[.,(t,S) [h'(S,r)ap(r)dr ds,
1
tben
(A) for 0 < p < 1 and tEl we bave

aCt) S {[a(t)F(t)]'-P + (1- p) t G,(t)F(t) i h,(t,s)ds } H


1

(B) for p = 1 and tEl we bave

aCt) S a(t)exp {i [f(t,S) + t G,(t)F(t)h,(t,S)] ds} ,

t t
wbere F( t) = exp JJ( t, s )ds, and Gi(t) = Jgi( t, s )ds, i = 1, ... , n.
o 0

33. The nonlinearity x P in the previous results may be replaced by a more


general nonlinearity and we give two results of Pachpatte [65) and [66).
388 CHAPTER XII

THEOREM 1. Let x(t), aCt), and bet) be nonnegative continuous functions defined
on I = [a, bj, and let g( u) be a positive continuous strictly increasing subadditive
function for u > 0 with g(O) = o. If for t E I

i
then for t E Io we have

.(1) ,; a(l) + b(,) (a(,) + i b(r)g (a(r))dr) d,

+ i b(.)G-' (G (i b(r)(a(r) +b(u)g (a(u)) du) dr) + i b(r)dr) d"

where

J
u

G(u) = (s :;(s))' u 2: Uo > 0,


Uo

and

THEOREM 2. Let x(t), aCt), bet), e(t), and k(t) be continuous on I = [a, bj and
f( u) be positive, continuous, strictly increasing, submultiplictive, and subaddi-
tive function for u > 0, with f(O) = o. If for t E I we have

.(1)'; a(l) + b(l) (i c(,)/(.(,)) + b(,) i k(r)/(.(r))dr) .Is,

then we also have for t E Io

J
t

x(t) :::; aCt) + bet) (d + e(s)f (b(S)G- 1 (G(d)


a

J
8

+ f (b(r))(c(r) + k(r)) dr) )dS)'


a
INEQUALITIES OF GRONWALL TYPE 389

i i
where

d ~ c(,)f (a(s) +be,) k(r)f (a(r ))dr) ds,

f f~:),
U

G(u) = u 2:: uo > 0,


Uo

i
and

I, ~ {t E I, G( 00) '" G( d) + f (b(r))(c(r) + k(r)) dr} .

THEOREM 3. Let the functions x, a, b, c, k, and f satisfy the hypotheses of the

!
previous theorem. IT for tEl we have

x(t) " a(t)+b(tlr' (j c(s)f (x(s)) ds + c(,)f (b(s)) (i k(r)f (x(r)) dr) dS) ,

then we also have for tEl

x(t) "a(t) + b(tlr' (j c(,) (f(a(s)) + / (b(s))

X (exp (i f (b(r))( c(r) + k(r))dr) i f (a(r)) (c(r) - k(r))

X exp (- ! /(b(u))(c(u) +k(U))dU) dr)) d,.

THEOREM 4. Let the functions be defined as in Theorem 2, while for ass S

!
t S b we have

x(t) '" x(,) - b(tlr' (j c(r)f (x(r)) dr + c(r) (i k(u)/ (x(u)) dU) dr) ,

!
then for the same range of values we also have

x(t) ;, xes) (r' (1 + f (b(t)) c(r)exp (i (c(u)/ (b(t)) + k(u)) dU) dr) ) -,
390 CHAPTER XII

34. In Bykov and Salpagarov [61) the following theorem was proved:
THEOREM 1. Suppose that the functions u(t), aCt), and f3(t,s) are nonnegative
for 0 < s < t < b and cjJ( s) is positive, non decreasing and continuous for s > o.
H

J
t

== C + LcjJ(u)dr = bet),
a

where c is a positive number, then for t E (a, b) we have

! cjJ~:)::;!
u( t) t [
a(r) + !
r 1
f3(r,s)ds dr = pet).

PROOF: From the hypotheses it follows that

b'(t) cjJ(u(t))
cjJ (b( t)) = a( t) cjJ (b( t)) +
J t
cjJ(u(s))
f3( t, s) cjJ (b( t)) ds
a

J
t

::; aCt) + f3(t,s)ds.


a

By integration from a to t we get the result.


REMARK 1: For f3 == 0 we get the Bihari inequality.
REMARK 2: If the function P( t) belongs to the domain of definition of the inverse
h
function H- 1 , where H(h) = J dxJcP(x), then u(t) ::; H- 1 [pet)).
o
REMARK 3: Analogously one can prove the corresponding theorem in which the
t 00

integral J is replaced by the integral J.


a t
INEQUALITIES OF GRONWALL TYPE 391

35. The following generalization of the previous theorem was given by H. M.


Salpagarov [67]:
THEOREM 1. Suppose that
1) 4>( u) is a nonnegative, continuous non decreasing function on [0,00);
J ds/tP(s)
U

2) H(u) = (0 < u < 00, Uo E (0,00) is fixed), and H-l is the


Uo
inverse function of H;
3) u(t) is continuous on [0,00); and
4) M(t) is a non decreasing nonnegative function.
If

J
t

u(t) :::; M(t) + L4>(u)dr,


a

where the operator L is defined in the previous theorem, then

u(t) :::; H- l {H [M(t) + pet)]}

where P( t) is also defined as in Theorem 1 of 34.


PROOF: Let T> a be fixed. Then for t E (a, T] we have

J
t

u(t) :::; M(T) + L4>(u)dr,


o

since M(T) ~ M(t). On the basis of Theorem 1 of 34. we have

u(t) :::; H- l {H [M(T) + pet)]} for t :::; T.

Setting t =T we get the conclusion.

36. Further bibliography for this Chapter can be found as items [68]-[151].
392 CHAPTER XII

REFERENCES

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INEQUALITIES OF GRONWALL TYPE 393

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CHAPTER XIII

GRONWALL INEQUALITIES IN HIGHER DIMENSIONS

1. Several authors generalized inequalities of Gronwall type to the case of func-


tions of two or more variables. Of course, such results have application in the
theory of partial differential equations and Volterra integral equations.
We begin with some results for two variables. In the book by Beckenbach and
Bellman [1] the following unpublished Wendroff result was given:
THEOREM 1.
1) If
Y

JJv(r,s)u(r,s)drds
x

(1.1) u(x,y) :::;a(x)+b(y)+


o 0

where a(x), bey) > 0, a'ex), b'(y) 2:: 0, u(x, y), vex, y) 2:: 0, then

u(x y) < (a(O)


,-
+ b(y)) (a(x) + b(O)) exp
a(O) + b(O)
(JxJy vCr,
S)drds)
.
o 0

2) If

J J
x Y
u(x,y):::; c+a u(s,y)ds+b u(x,s)ds
o 0

then u( x, y) :::; c exp( ax + by + abxy), where a, b, c are constants.


3) If

J J
x Y
u(x,y):::; a(x) + bey) + a u(s,y)ds + b u(x,s)ds,
o 0

then u(x, y) :::; Q(x, y) where

Q(x,y) = [a(o) + b(O) + I '-"a'(')d'l [a(o) +1(0) + I '-"b'(')d'l


(exp(ax + by + abxy))
x (a(O) + b(O)) .
401
402 CHAPTER XIII

PROOF:: We shall only prove the first conclusion. Denote the expression on the
right hand side of (1.1) by b( x, y). Then we have

(1.2)
bx(x,y) a'(x)
b(x,y) ~ b(x,y) +
J x

v(x,s)ds
o

+J
Y
a'(x)
~ b(x,O) v(x,s)ds.
o

By integrating with respect to x from zero to x we get

lnb(x,y)-lnb(O,y)~
a'(x)
J (a(x)+a(O))dx+
x JX JY v(r,s)drds.
o 0 0

Performing the first integration and using u( x, y) ~ b( x, y) this rearranges into


(1.1').

2. The Wendroff inequality (1.1) was generalized by T. Nurimov [2]:


THEOREM 1. Let u( x, y) be a nonnegative continuous function on D = [0, xo] x
[0, Yo] such that

JJ
x Y
(2.1 ) u(x, y) ~ a(x, y) + b(x, y) c(z, t)u(z, t)dtdz,
o 0

where a( x, y), b( x, y), and c( x, y) are nonnegative continuous functions on D.


Then in D we have
(2.1')

u(x,y) ~ a(x,y) + b(x,y) Jj exp (J j c(r, s)b(r, S)drds)


o 0 z t
X a(z,t)c(z,t)dtdz.

REMARK 1: In fact, Nurimov proved a complicated result which can be obtained


from the above result by using the subsitution

JJ
x Y
a(x,y) -t a(x,y) + b(x,y) d(x,y,z,t)dtdz.
o 0
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 403

REMARK 2: Note that in the case when a(x,y) == C and b(x,y) 1, (2.1')
becomes u(x, y) :::; Cw(x, y) where

w(x,y) = 1+ JJ JJ
o
x

0
y
exp
(

z
x

t
y
c(r,s)drds
)
c(z,t)dtdz.

This inequality is better than Wendroff's obtained from (1.1') by taking a(x, y) ==
C and b( x, y) == 0, since

T. Nurimov [3] also proved the following:


THEOREM 2. Let u( x, y) be continuous and nonnegative on [0, (Xl) x [0, (Xl) such
that

JJ
00 00

u(x, y) :::; c + a(z, t)u(z, t)dtdz < (Xl.


x y
00 00

Then if c > 0, and a(x, y) is nonnegative, continuous and J J a(z, t)dz dt < (Xl,
x y
we have

u(x,y):::; v(x,y)

where

REMARK 3: Note that this is better than the corresponding Wendroff inequality
since

v(x,y) ,occxp (lla(z,t)dtdZ).


00 00

REMARK 4: Nurimov in [2] gave an analogous result where the integrals JJ


x y
co ex::> x z ex:>
J J are replaced by J J and J J respectively.
0Cl

and
zt Oy Ot

In the paper [3] Nurimov also proved the following result:


404 CHAPTER XIII

THEOREM 3. Let u( x, y) be nonnegative and continuous on D = [0, xol X [0, yol


and satisfy

JJ
x y

u(x, y) s f(x, y) + a(x)b(y) r/J(z)1jJ(t)u(z, t)dtdz


o 0

J J
x y

+ a(x) r/J(z)u(z, y)dz + bey) 1jJ(t)u(x, t)dt,


o 0

where f, a, b, r/J, and 1jJ are nonnegative and satisfy

JJ ff
x y x y

fez, t)dtdz < 00, fez, t)r/J(z)1jJ(t)dtdz < 00,

o 0 0 0

J J
x y

a(z)r/J(z)dz < 00, and b(t)1jJ(t)dt < 00,

o 0

then

s f(x, y) + L
00

u(x, y) Gn(x, y),


n=l

where

G"(x,y) ~ (na~~)! i f(z,Y)<I(z) [ / a(a)<I(a)da] "-, dx

+ (nb~ L! I f( x, t).p( t) [! b( 8)";( b)dh] "-, dt

+~
n-
I
a(x)b(y)
cn,1I (n _ v + l)!(v _ I)!
JJ x y

fez, t)r/J(z)1jJ(t)

[! [!
11-1 0 0

X a( a )<I( a )da] "-"-, b( 0)";( ;)dO] "-, dtdz;


GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 405

and

Cn+1,v = Cn,v + Cn,v-1 + Cn-1,v-1, C1,O = C1,1 = 1,


C2,O = C2,2 = 1, C2,1 = 3.

REMARK 5: Previously in [2] Nurimov had proved the special case: J(x,y) =
cxayP, a(x) = ax"f, bey) = by6, ¢J(z) = z-r, '¢(t) = r s , with c,a,b ~ 0, a,{3 > 0,
"'1, 6 ~ 0, r - 1 < a, s - 1 < (3, r - 1 < "'1, s - 1 < 6. In this case one obtains the
result with

= cxayp 2: cn,v [ax "Y- r+1]n-v [by6-s+1r


00

Gn(x,y)
v=O
X {[a - (r - 1)] ... [a + (n - v + Ih - (n - v)(r - 1)]
X [{3 - (s - 1)] ... [{3 + (v - 1)6 - v(s - I)]} -1.

3. H. Esmatov [4] gave the following result:

THEOREM 1. Suppose that for °: ;


s ::; z ::; x, and °: ;
r ::; t ::; Y the functions
u(x,y), ¢J(z,t), and J(z,t,s,r) are nonnegative and continuous such that

u(x,y)::; a + b JJ
x

o 0
Y [
¢J(z,t)u(z,t) + JJ
0
z

0
t ]
J(z,t,s,r)u(s,r)dsdr dzdt,

where a > 0, and b ~ 0. Then

u{x,y)", aexp {b II [>I{Z,t) + Ii !{z,t",r)d,dr] dZdt} .

4. The final result that we give for functions of two variables is from Bykov and
Salpagarov [5]:

THEOREM 1. Let the functions u(t, x), it (CT, 6), h( CT, 6, s), h( CT, 6, r), and h( CT, 8, s, r)
406 CHAPTER XIII

be nonnegative on aSs S 8 S x < aI, b S r So'S t < bI and satisfy

ff
x t

u(t,x)sc(x)+ {h(O',8)</l [u(o', 8))


a b

f
6

+ f2(O',8,s)</l[u(O',s))ds
a

f
u

+ h(O',8,r)</l[u(r,8))dr
b

ff
6 u

+ 14(0',8, s, r)</l [u(r, s)) drds} dO'd8, a S x S at, b S t S bI ,


a b

wbere c(x) is a positive function. Tben

u(t,x) x t { 6

f </l~:) S g(t, x) =fa fb fI(O" 8) + fa f2(O" 8, s)ds


c(x)

u {j

f f f
U }

+ h(O',8,r)dr + f4(O" 8, s,r)drds dO'd8.


b a b

REMARK 1: If g(t,x) belongs to the domain of definition of H-t, where H(h) =


h
J dsj<P(s), then
c(x)
u(t,x) S H- I [g(t,x)).
REMARK 2: For some related results see Bondge, Pachpatte, and Walter [6),
Dragomir and Ionescu [7),[8), Pachpatte [9). See also Nurimov [10).

5. Let x and y be vectors in Euclidean n-space. We say that x < y (x S y)


if and only if for each i = 1, ... , n, Xi < Yi (Xi S Yi). Let ([0, T)) denote the
Yl Yn
n-dimensional parallelepiped, and the integral J ... J ·ds n ..• dS I is written as
Xl Xn
Y
J ·ds while Di = a~i and D = DID2 ... Dn.
x
The following theorem is a direct generalization of Theorem 1 from 9. III

Chapter XII (see for example Mamedov, Asirov and Atdaev [11, pp. 129):
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 407

THEOREM 1. Let the nonnegative function v(t) satisfy


t t

v(t) :s; uo(t) +j a1(s)v(s)ds +j a2(s)v P (s)ds


o 0

on ([0, TJ) where uo(t), ai(t), i = 1,2 are nonnegative and continuous and p > D.
If p > 1 then

where uo = max uo(t). If 0 < pi-I we have


O::;t:ST

(i )d')
1r-I
v(t) '" u,(t) - "'+ exp a, (,

(,,:~, + (1- p) i a,(*xp (-(1- p) a,(r)dr) d.,) ,c r


,

and for p = 1 we have

Related to Theorem 3 from 16. in Chapter XII is the following theorem of S.


Atdaev and S. Asirov (see Mamedov, Asirov, and Atdaev [11, pp. 123-127]):
THEOREM 2. Let uo(t), g(t), and ai(t), i = 1,2, on ([D, TJ) be nonnegative
and continuous functions. Suppose further that Wi(t), i = 1,2, are continuous
nondecreasing functions on [0,00) such that Wi(O) 2: D, Wi( u) > 0 for u > 0, and

~ [W1(U)] _ ~ (C i- 0 constant).
du W2(U) - W2(U)'
If v( t) is a continuous nonnegative function such that

2 t

v(t):s;uo(t)+g(t)Lj ai(s)Wi(V(s))ds on ([D,T]) ,


.=1 0
408 CHAPTER XIII

then

Uo g(t)
v(t) ::; uo(t) - g(t) go + go G- 1 { exp ( cgo!t al(s)ds ) [G(UO)

+ Cgo j
o
a2(s)exp (-cgo J] . . ]
0 0 0
a1(i)di) dS] }

where uo = max uo(t), go =


O~t~T
max g(t), and G(u) = Wl(t)/W2(t) = G(vo)
09~T
+
u
J C / W2 (s )ds, for every t for which the value of the function given in the { } is
Vo
in the domain of G- 1 .
Atdaev and Asirov also gave the following result:
THEOREM 3. Let a(t) on ([0, T]) be continuous and nonnegative and suppose
that uo(t), on [0, TJ, is nondecreasing and continuous in each variable with the
partial derivative existing in at least one variable. Let w( u) be a positive nonde-
creasing function for u > 0 with w(O):2 o. Ifv(t) is continuous and satisfies

J
t

(5.1 ) v(t) ::; uo(t) + a(s)w (v(s)) ds,


o
then

(5.1')

u
where G(u) = J du/w(u) (0 < a::; u).
(r

PROOF: Denote the right hand side of (5.1) by z(t) - a for a a sufficiently small
positive number. Assume that Uo is differentiable in t 1 • Then

J... J
t2 tn

DIZ(t) = DIUO(t) + a(t1,s2, .. ·,Sn)w(V(t1,S2,· .. ,sn))ds2 ... ds n·


o 0

Since w( u )is nondecreasing we get

J... J
t2 In

D1G(z(t))::; D1G(uo(t) + a) + a(t1,s2, ... ,sn)ds2 ... ds n,


o 0
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 409

and by integration

J
t

G(z(t)):S; G(uo(t)+a)+ a(s)ds.


o
Taking inverse functions and letting a go to zero, we get the result (5.1').
REMARK 1: Atdaev and Asirov also gave analogous results for Theorems 2 and 3
t
J is replaced by integral of the form J ... J (see Mamedov,
00 00

in which the integral


o tl tn
Asirov, and Atdaev [11, pp. 144-146]).

6. M. H. Shih and C. C. Yeh [12) proved a similar generalization of Theorem 1


of 15. in Chapter XII:
THEOREM 1. Let a( s) and b( s) be nonnegative continuous functions defined on
r
([0,00) and u( s) be a positive continuous function on the same set. Further
let w(r) be a positive, continuous, and non decreasing function on [0,00) witb
w(O) = 0 and w'(r) continuous and nonnegative. If

J
s

u(s);::: u(x) - a(s) b(t)w (u(t)) dt for 0 < x < 8,


x

tben for 0 ::; x ::; 8 ::; 80,

where G is defined as in the previous Tbeorem and tbe term in tbe [ ) is in tbe
domain of G for 0 :s; x ::; 8 ::; so.

7. Note also that there exist various generalizations of \Vendroff's inequality


Theorem 1 of 1. (see for example Bondge and Pachpatte [13) or Yeh[14]). Here
we shall give only the following result of Yeh [14):
THEOREM 1. Let u( x) and p( x) be nonnegative continuous functions defined for
x ;::: Xo and H(u) a positive differentiable function for u > 0 witb H(O) = 0 and
H' ( u) ;::: O. Suppose tbat
410 CHAPTER XIII

where ai(xi) >0 and aHx) ~ 0, i = 1, ... , n. Then for Xo ::; x ::; x we have

H(X) ,; t, a;(x;) + ] p(')G-' {G (t, a;(.;) + a,(x,,))

)
Xo

+ J
XOl
tl

i~ ai(xi) + a2(x02) + al(st)


a;
+
(s')r H i~ ai(xi) + a2(x02) + al(sl)

J
t

+ p(s)ds }dt
Xo

r
where G(r) = J dsJ (s + H(s)), 0 < ro ::; r, and x is taken such that the expres-
ro
sion in { } is in the domain of G- I .

8. Returning for a moment to linear integral inequalities, the following theorem


is a simple form of a result from Mamedov, Asirov, and Atdaev [11, pp. 131-136]:
THEOREM 1. Let uo(t), get), and aCt) be nonnegative continuous functions on
([0, T]) and let the nonnegative continuous function vet) satisfy

J
t
vet) ::; uo(t) + get) a(s)v(s)ds.
o

Then

vet) ,; .,(t) + get) i exp (i a(r)g(r)dr) .,(8).(*'.

The case get) == 1 was considered in Young [15]:


THEOREM 2. Let u(x), a(x) and b(x) ~ 0 be continuous functions defined on
an open bounded set Q in Rn. Let v( S; x) be the solution of the characteristic
initial value problem

Onv(s' x)
(8.1) (_I)n , - b(s)v(s;x) =0 on Q,
OSI ••• oSn

v(s; s) = 1,
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 411

and let D+ be the corresponding subdomain of Q which contains all x such that
v 2: 0 for all s E D+. If D C D+ is a parallelepiped defined by Xo < t < x and

J
x

(8.2) u(x) :::; a(x) + b(s)u(s)ds,


Xo

then

J
t

(8.2') u(x):::; a(x) + a(s)b(s)v(s;x)ds.


Xo

REMARK 1: In Snow [16] it was noted that v( t; x) is a solution of the integral


equation

J
x

(8.3) v(t;x) = 1 + b(s)v(s;x)ds.


t

This can be shown either by integration of (8.1) or by differentiation of (8.3).


Moreover, v(t; x) has a representation in the form of a Neumann series
00

(8.4) v(t;x) = LUk(t;X),


o

where uo(t; x) = 1 and for k 2: 1,

J JJ... J II
x x x x k

(8.5) Uk(t; x) = b(t)Uk-l(h; X)dtl = ... = b(ti)dtk'" dt 1


t t t, tk-l 1

(see Beesack [17], Young [15], or Walter [18, pp. 143-144]).


A simple proof of the inequality

vet; x) '" cxp (l b(r)dr)

is given by Beesack [17]. This inequality is also established in Fink [19] without
the continuity hypotheses. He merely requires that u be bounded and measurable
on bounded sets and that b is integrable. We give the proof.
412 CHAPTER XIII

PROOF: Let G(y) = ([y, xl). We iterate (8.3) to get

v(t;x) = 1 + J J J
C(t)
b(s)ds +
C(t)
b(s)
C(s)
b(u)v(u;x)duds

= 1 +J +J J b( s )ds b( s) b( u )du ds
C(t) C(t) C(s)

+J J J b(s) b(u) b(y)v(y;x)dyduds


C(t) C(s) C(u)

= 1+ J +J J
C( t)
+ ...
b(tl)dtl
C( t)
t(tt}
C(td
b(t2)dt2 dt l

+J J J J b(tl) b(t2) b(t3)... b(tn)dtn ... dt l + R n,


C(t) C(td C(t2) C(tn-d
where

Rn = J J J
C(t)
b(tt)
C(td
b(t2)
C(t2)
b(t3)'"
C(t n)
J b(u)v(u;x)dudtn ... dit.

Now

h = J J C( t)
b(tt)
C( ttl
b(t2)'" J
C( tk)
b(tkH)dtk+l'" dt l

=J b(tl)b(t2)'" b(tk+l)dtkH ... dt l ,


G

where G = {( tl , ... ,t k+ t) It ~ tl ~ ... ~ t k+ 1 ~ x}.


If a is a permutation of the integers 1, ... ,k + 1, let a( G) = {( tt, ... ,tk+l It ~
t/T(td ~ t/T(t2) ~ ... ~ t/T(k+l) ~ x}. Then J b(tt) ... b(tk+t)dtk+l '" dt l is
/T(G)
invariant under a by symmetry. If al =1= a2 then al (G) n a2 (G) is a measure zero
set. Since G(t) = U a(G) we have
/TE 1r k+l
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 413

Since b 2:: 0 and v( t, x) is bounded (being continuous) say by M, then


n+l

Rn :::; (n~l)!
(
J b(s)ds
)
and so Rn -+ 0 as n -+ 00 and
G(t)

vet; x) :::; 1 + J b(s)ds + ~! (J b(S)dS) 2 + ...


G(t) G(t)

J b(s)ds
=&(t)

9. Similar results for various other integral inequalities are given in Yeh [20].
Here we shall give the following one:
THEOREM 1. Suppose tbat u(x), a(x), b(x), and c(x) are nonnegative continuous
functions defined on Q witb D and D+ defined as in Theorem 2 of 8. Let v( S; x)
be tbe solution of tbe characteristic initial value problem
anv(s· x)
(-lt aS1 ... 'as n -[b(s)+c(s)]v(s;x) =0 onQ, v(s;x)=lfors=x.

j [U(') + j «i)u(i)di1d"
H

.(x) :;; a(x) + b(,) on Q,

tben

u(x) :;; a(x) + j b(,) [a(,) + 1 a(i) [b(i) + e(t)[ v(i; ,)dil d,.

10. We have previously given comparison theorems for integral inequalities in


the one dimensional case. We now give two such theorems for the case of several
variables, both come from the book by Mamedov, Asirov, and Atdaev [11, pp.
118-121]:
THEOREM 1. Let tbe function 4>(t, s, u) be continuous on 0 :::; t, s :::; T, lui:::; 8 <
00 and non decreasing in u. Let uo(t) be a continuous function on ([0, T]) and
vet) a continuous solution of

J
t

(10.1) vet) < uo(t) + 4>(t,s,v(s))ds, on ([O,T]),


o
414 CHAPTER XIII

then

(10.1') vet) < u(t) on ([0, T))

where u(t) is a solution of the integral equation

J
t

(10.2) u(t)=uo(t)+ <I>(t,s,u(s))ds on ([O,T)).


o

PROOF: The parallelepiped ([0, T]) is a convex set and (10.1) and (10.2) imply
(10.1') on any face of dimension r ~ n - 1 that has one coordinate zero. Denote
by G the set of points in in ([0, T]) for which vet) f:.. u(t). This set is closed and
by the above remark does not contain any points of the faces mentioned above.
Let t denote a point which is the upper limit of values a such that the interval
o ~ t ~ (a, a 2 , ••• , an) does not intersect G. There exists a point r such that
vCr) f:.. u(r) and r ~ a. On the other hand, for 0 ~ t ~ (rl,a2, ... ,an) we have
the vet) < u(t) so as a consequence of (10.1) and (10.2) we have

J J
T T

vCr) < uo(r) + <I>(r,s,v(s))ds ~ uo(r) + <I>(r,s, u(s)) ds = u(r).


o 0

This contradiction proves that G is empty and the theorem is proved.


We say that the function <1>( t, s, u) satisfies the condition (Il) if the n-dimensional
equation

J
t

W(t)=UO(t)+A+ <I>(t,s, W(s)) ds


o
has a solution on ([0, T)) for every A E [0, Ill.
THEOREM 2. Let <I>(t, s, u) be continuous for 0 ~ t, s ~ T; lui < 8, and nonde-
creasing in u and satisfy condition (Il) for some small Il. Further assume that
uo(t) is continuous on ([0, T]). If vet) is a continuous solution of

J
t

vet) ~ uo(t) + <I>(t,s,v(s))ds on ([O,T)),


o

then vet) ~ u(t) where u(t) is the maximal solution of (10.2) defined on ([0, T]).
The proof is similar to that of Theorem 2 from 23. of Chapter XII.
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 415

REMARK 1: With respect to condition (/-L) note that the following result holds
(see Beesack [21, pp. 88-89]):
Let G be an open set in Rn, and for x, y E G let G( x, y) denote the par-
allelepiped with diagonal joining x to y. Let the points Xo, Y E G such that
Go = G(XO,y) c G and suppose the functions a(x) and k(x,t,z) be continuous
on Go and GT X R respectively where GT = {(x,t): x EGo, t E G(xo,x)}.
Suppose further that k is nondecreasing in z for (x, t) E G T . If
(10.3) Ik(x, t, z)1 < h(t)g (Izl) for (x, t, z) E GT X R,
00

where h E L( Go) and g is continuous and nondecreasing on [0,00 ) with f ds / g( s) =


1
00, then

J
x

(10.4) u(x)=a(x)+ k(x,t,u(t))dt


Xo
has a solution which is continuous in Go. Moreover, if {En} is a strictly decreasing
sequence which converges to zero and if Un is a corresponding solution of the
integral equation

J
x

(10.5) un(x) = a(x) +En + k(x,t,un(t))dt,


Xo
then U(x) = limun(x) exists uniformly on Go, and U(x) is the maximal solution
of (10.4).
It is clear that using this and Theorem 2 we have: if a continuous function v( t)
satisfies

J
x

vex) ~ a(x) + k(x,t,v(t))dt, x EGo,


Xo
then
vex) ~x EGo, U(x),
where U( x) is the maximal solution of (10.4) on Go (see Headley [22]).

11. K. M. Das [23] in 1979 gave a short and elegant proof of an inequality of
Gronwall type for systems of two integral inequalities

J J
t t

J(t) ~ Kl + h1(s)J(s)ds + ell- S h2 (s)g(s)ds


o 0
(11.1)

+J J
t t

get) ~ K2 e-Il- S
h3 (s)J(s)ds + h4 (s)g(s)ds
o 0
416 CHAPTER XIII

where K 1 , K 2 , and J-l are nonnegative constants and I, g, and hi are nonnegative
continuous functions on [0,00).
T)lls result is due to D. E. Greene [24] and says that there are constants Cj
and Mi such that for t ~·O

(11.2)

if in addition the functions h are bounded on [0,00).


P. R. Beesack [25] gave a simple proof of a result with explicit values for the
constants in this estimate using the following result of Z. Opial [26] (see also
Beesack [21, Th. 4.1]) for a system (possibly nonlinear) of integral inequalities:
THEOREM 1. Let J = [a, /3) and I be continuous on J x R n into R n , and satisfy
I(t, x) S; I(t, y) whenever x S; y. If x is a continuous vector function such that
on J

J
t
x(t):::; c+ I(s,x(s))ds,
a

for some c in Rn and if r is the maximal solution on J 1 = [a, /31) with /31 < /3) of

J
t

r(t)=c+ I(s,r(s))ds,
a

then x(t) S; r(t) for t E J 1 .

12. Mamedov, Asirov and Atdaev [11, pp. 101-102] proved the same result by
replacing I by a more general function:
THEOREM 1. Let cf>(t, s, u) be continuous and nondecreasing in u on 0 S; s, t S; T,
IUil < Oi, and let w(t) be a continuous vector function on [0, T]. If v(t) is a
continuous vector function such that

J
t

(12.1) v(t) < w(t) + cf>(t,s,v(s))ds,


o

then v(t) < u(t) on (0, T] where u(t) is the minimal solution of

J
t

(12.2) u(t) = w(t) + cf>(t,s,u(s))ds


o
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 417

defined on [0, T].


Continuity of the function cfJ may be somewhat relaxed to the conditions of
Caratheodory:
We say that the vector function cfJ( t, s, u) satisfies the condit on of Caratheodory
(K) for t, s E [0, T] and lIuli = max IUil < 0 if
I~'~n
a) cfJ(t, s, u) is continuous in u for every t and for almost all s, and measurable
in s for every t and Uj
b) for any positive number 01 < 0 there exist functions UI (t, s) and VI (tI' t, s)
(0 ~ s ~ t ~ it ~ T) measurable in s such that

sup IlcfJ(t, s, u)11 ~ UI(t, s),


lIull91
sup IlcfJ(tI,S,U) - cfJ(t,s,u)11 ~ VI(tI,t,S), with
lIull91

t- 00 [/t1t UI (tI, s )ds + /t VI (tI, t, s )dS]


t1-lim = °
0

for fixed t or t I .
Denote by UTe t) the solution of the system (12.2) defined on [0, r) C [0, T). If
r < ~ and ue(t) = uT(t) for t E [0, r) then we say that ue(t) is an extension of
uT(t) on [o,~), and uT(t) is part of ue(t). Finally, if uT(t) is not part of another
solution, we say that it cannot be extended.
The following theorem is also given in Mamedov, Asirov, and Atdaev [11, pp.
103]:
THEOREM 2. Let the vector function cfJ(t, s, u) satisfy the condition (K) fort, s E
[0, T] (T ~ 00) and lui ~ 0 ~ 00. Moreover assume that it is nondecreasing in u
and that wet) is continuous and Ilw(O)1I < o. Let u,,(t) be the minimal (maximal)
solution of the system (12.2) which cannot be extended. If vet) is a continuous
vector function on [0, d) C [0, T) with IIv(t)11 < 0, and satisfying
t

vet) ~ (~) wet) + / cfJ(t,s,v(s))ds,


o

then vet) ~ (~) u,,(t) on [0, d).

13. Let us return to inequality (11.1). B.B. Shinde and B.G. Pachpatte [27,
Th.1] dealt with a generalization of (11.1) where the independent variable is n-
dimensional. Their result is in a certain sense included in a general theorem
418 CHAPTER XIII

proved in 1976 by J. Chandra and P. W. Davis [28], which we give in our next
theorem. Moreover, this latter result is turn included in an abstract version of a
general linear Gronwall inequality formulated at least as early as 1969 by E. Hille
[29, pp. 18-20],and [30, pp. 364-376]. Of course, comparison theorems give the
best possible results for the considered inequalities. From the practical point of
view the problem of solving a system of inequalities has only been replace by
the possibly more difficult problem of solving a system of equations. This is not
of much use to someone who is seeking explicit upper bounds for the functions
satisfying the inequalities.
THEOREM 1. Let G(x) and H(x) be N X N matrices and a(x) and u(x) be N-
vectors that are continuous functions for Xo ~ x. Let all the components of H
and G be nonnegative. H

J
x

(13.1) u(x) ~ a(x) + G(x) H(y)u(y)dy, Xo ~ x,


Xo

then

J
x

(13.1') u(x) ~ a(x) + G(x) V(x,y)H(y)a(y)dy, Xo ~ x,


Xo

where

J
x

(13.2) V(x,y) =1 + H(z)G(z)V(z,y)ds, Xo ~ y ~ x.


y

(1 is the identity matrix and the integral is a multiple integral as before.)

14. Using this best possible estimate for u, we can obtain various explicit exti-
mates (see Chandra and Davis [28], and especially Beesack [31, pp. 11-17]). Of
course, some explicit estimates can be obtained directly. Here we shall give some
results of P. R. Beesack [31, pp. 4-11]:
THEOREM 1. Suppose Ui, ii, gij, and h ij are all continuous functions with Ui,
gij, and hij all nonnegative for x ~ O. H G [gij] and H = =
[hij] and u satisfy
the inequality (13.1) for x ~ 0 then for such x and i = 1, ... , N we have

(14.1)
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 419

where

(14.2)

(14.3) Ro(x) = exp ( I


Xl
P(sl,x)ds 1
)
I
Xl
A(tl,x)exp
( tl
- / P(sl,x)ds 1
)
dt 1

.2: Jhkj(Xl,t)h(Xl,l)dt,
N x
(14.4) A(Xl'X) =
J,k=lo

and

(14.5)

REMARK 1: In the one dimensional case (14.3-14.5) become

n.(x) ~ exp
N
(J P(8)d') I A(t)exp (- ! N
P(')d') di,

A(x) = "L...J hkj{x)h(x), and P(x) = 1 </T<N


max "hkj(x)gj/T(x),
L...J
j,k=l - - j,k=l

REMARK 2: Using the above notation, the system (11.1) can be rewritten in the
form

J J
X X

Ul ~ f{l + h1u1dt + el'th2 u2 dt ,


o 0

+J +J
X X

U ~ f{2 e-l' t h3 dt h4 U 2 dt ,
o 0
420 CHAPTER XIII

so that G(x) = I, hll = hI, h12 = el'thz, h21 = e-I' t ha, hzz = h4' so by Remark
1 we have

A(x) = Kl(hl + e-I' Bh a) + K z (el'8h z + h4),

1 (!
pes) = max{h l + e-I' Bh3, el'Bh z + h4}, and

(14.6) u;(%),,; K; + A(t)exp P(S)dS) dt, %;, o.

For a crude estimate note that A(s) ~ (Kl + Kz)P(s), so (14.6) becomes

u,(%),,; -Ko+(K, +K,)exp (I Pd') ,

(I
(14.7)

"(%) ,,; - Kd (Kd K,) exp Pds ) .

The bounds given by Das [23] are

u,(%) ,,; (K, + K,)exp (P% + 1 hds) ,

(J
(14.8)

.,(%) ,,; (K, + K,)exp hds) ,

where h = max(hl + h3' h z + h4). The crude bound (14.7) is thus better than
(14.8) for small x. However in case hz + h4 ~ hI + h3 then h ~ P and Das's
bounds are better for large x.
THEOREM 2. H Ui, fi, gij, and hij are defined as in Theorem 1. and U satisfies
the inequality (13.1) for x ~ 0 then

(14.9) fi(%)"; j(%) + C(%) 1 i{t)H(t)exp (! C(S)H(S)dS) dt,

where u(x) = l~i~N


max Ui(X), }(x) = l~i~N
max fi(X), and

N N
(14.10) G(x) =L max gik(X), H(x) = max L hkj(x).
k=l 19~N 19~N ;=1
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 421

PROOF: Consider a component of U in (13.1),

N
Ui(X) ::; Ji(X) + 'L gik(X)Rk(X),
k=l

where

'L Jhkj(t)Uj(t)dt,
N x

Rk(X) = 1::; k::; N.


)=1 0

From this we get


N
u(x)::; lex) + 'LGk(x)Rk(x),
k=l

as well as

L Jhkj(t)u(t)dt = JHk(t)U(t)dt,
N x x

Rk(X) ::;
)=1 0 0

N
where Hk = L: hkj; that is we get
j=l

J
x

(14.11) u(x) ::; lex) + G(x) H(t)U(t)dt, x;::: 0.


o

Using Theorem 1 from 8. we obtain (14.9).

15. Some generalizations of Greene's Theorem are also given in G. S. Yang [32]
and Pachpatte [33].

16. The method used in either Theorems of 14. can also be applied to nonlinear
systems of inequalities. Beesack illustrated this by using the method of Theorem
2 of 14. for the system

J
x

(16.1) Ui(X)::; Ji(X) + k i(t)9i(U1(t), ... ,UN(t))dt,


o
x ;::: 0, 1::; i ::; N,

to prove the following result:


422 CHAPTER XIII

THEOREM 1. Let Ui, fi, and ki be continuous nonnegative functions on x ~ 0


in R N, and suppose that gi( u) are continuous and non decreasing in every u, and
1 ~ i ~ N. If J(O) > 0 and g(u) > 0 for u > 0 and (16.1) holds, then

where k(t) = max ki(t), u(x)


l~i~N
= max Ui(X), and Jcx)
l~i~N
= max hex), and
l~i~N
r
J dsjg(s)
A A

the functions f, 9 and ¢ are defined by f(x) = max f(t), ¢(r) =


o9~x ro
(r > 0, ro > 0) and g(u) = max gi(U, ... ,u). Finally Xl is chosen so that
l~i~N

¢ (l(x)) + j k(t)dt E dom(¢-l) forO ~ x ~ Xl'


o

17. As is usual, we say that a matrix is continuous or bounded or measurable on


([0, T]) if and only if each component satisfies the requirement and I I denotes
the usual Euclidean 2-norm.
Theorem 1 of 13. was generalized by P. R. Beesack [34]. In fact he firstly
considered a system of integral equations with unknown functions of several
variables and proved the following results:
THEOREM 1. Let a, bERn, with a j < bj for each j. Let J = [a, b] and T =
{(x,t): a ~ t ~ x ~ b}.
Suppose that f E L2( J) and K E L 2(T). Then the systems of integral equa-
tions

?= Jkij(X, t)uj{t)dt,
N x

(17.1) Ui(X) = f;(x) + 1 ~ i ~ N,


1=10

or in matrix form

J
x

(17.2) u(x) = f(x) + K(x,t)u(t)dt


a

has a unique solution u E L2( J). This solution is given be the Neumann series

=L
00

(17.3) u(x) vr(x),


r=O
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 423

where

J
x

(17.4) Vo(x) = f(x), vr(x) = K(r)(x,t)f(t)dt, r ~ 1,


a

and K(r) are the iterated kernels of K defined by

J
x

(17.5) K(l)(x,t) = K(x,t), K(r)(x,t) = K(x,s)K(r-l)(s,t)ds, r ~ 2.


a

00

The series L: Ivr(x)1 is convergent in L2(J) as well as pointwise convergent on J.


o
The solution is also given be the representation

J
x

(17.6) u(x) = f(x) + M(x,s)f(s)ds, x E J,


a

where M E L2(T) and denotes the resolvent kernel in L2 defined by the L2


convergent series

L K(r)(x, t).
00

(17.7) M(x, t) =
r=l

THEOREM 2. Let J = [a, b] be compact in Rn, and suppose that f and K are
bounded and measurable (or continuous) on J and T respectively (as in Theorem
1). Then the system (17.1) or (17.2) has a unique solution which is bounded and
measurable (continuous) on J. The solution is given by the Neumann series
(17.3) which is uniformly absolutely convergent on J, and is also given be the
representation (17.6) where is bounded and measurable (continuous) on T. The
Neumann series (17.7) for is uniformly convergent on T.
Note also that

JJ... J
X tl t r -2

K(r)(x,t) = K(x,tt)K(tl,t2) ... K(t r - 1 ,t)dtr-l ... dt 1


t t t

JJ... J
x x x

= K(X,tl)K(tl,t2) ... K(tr-l,t)dtl ... dtr-l


t tr_l t2
424 CHAPTER XIII

and

z
K(r)(x,t) =/ K(i)(x,s)KU)(s,t)ds, r ~ 2, i + j = r,
t
and 1::; j ::; r - 1.

Also we have for (s, t) E T that

z z

M(x,t) = K(x,t) + / K(x,s)M(s,t)ds = K(x,t) + / M(s,t)K(x,s)ds.


t t

Thus, Beesack proved:


THEOREM 3. Let J, T, f, and K be as in Theorem 1 or 2, and suppose that
K ~ 0 on T. If u satisfies the same conditions as f on J and
z

(17.8) u(x)::; f(x) + / K(x,t)u(t)dt, x E J,


a

then
z

(17.8') u(x)::; f(x) + / M(x,t)f(t)dt, for x E J,


a

where M is the resolvent kernel of K defined by (17.7).


PROOF: It is easy to prove that K ~ 0 implies that K(r) ~ 0 on T and con-
sequently that M is also nonnegative on T. Now define the function j on J
by
z

j(x) = f(x) +/ K(x, t)u(t)dt - u(x).


a

Thus j(x) ~ 0 on J by (17.8). Also

u(x) = {f(x) -}(x)} + / K(x, t)u(t)dt, x E J.


o
GRONWALL INEQUALITIES IN HIGHER DIMENSIONS 425

Since j - f is a function of the same class as f and u, the basic Theorems 1 and
2 yield

J
x

u(x) = f(x) - j(x) + f(x, t){J(t) - j(t)}dt, x E J.


o
Since j 2:: 0, and M 2:: 0, we arrive at (17.8').
REMARK 1: The case when J«x,t) = G(x)H(t) gives Theorem 1 of 13. SInce
x
M(x,t) = G(x)V(x,t)H(t) where V(x,t) 1+ J H(x)G(s)V(s,t)ds = 1+
t
x
J V(s, t)H(s)G(s)ds.
t
REMARK 2: Using Theorem 1, Beesack gave a series of explicit bounds for solu-
tion of the inequality (17.8).
REMARK 3: Beesack in [34] considered also the analogous nonlinear systems of
inequalities.

18. Further references are [35]-[124].

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equalities," Vol. III, 333-340, New York 1972.
114. THANDAPANI, E. and R.P. AGARWAL, On some new inequalities in n
independent variables, J. Math. Anal. Appl. 86 (1982), 542-561.
115. WAZEWSKI, T., Remarque sur un systeme d'inegaliUs integrales, Ann.
Polon. Math. 3 (1957), 210-212.
116. YANG, E.H., On some new integral inequalities in n independent vari-
ables, J. Math. Anal. Appl. 109 (1985), 171-181.
117. , On some new n-independent-variable discrete inequalities
of the Gronwall type, Int. J. Math. Sci. 9 (1986), 485-495.
118. YANG, Y.S., On Bellman-Gronwall's inequality, J. Math. (Wuhan) 2
(1982), 269-273.
119. YEH, C.C., Bellman-Bihari integral inequalities in several independent
variables, J. Math. Anal. Appl. 87 (1982), 311-321; Errata. 90 (1982),
583.
120. YEH, C.C. and M.N. SHIH, The Gronwall-Bellman inequality in several
variables, J. Math. Anal. Appl. 86 (1982), 157-167.
121. YOUNG, E.C., Functional integral inequalities in n variables, Chinese J.
Math. 10 (1982), 1-7.
122. ZAHARIEV, A.1. and D.D. BAINOV, A generalization of the Bellman-
Gronwall inequality (Bulgarian), Godisnik Viss. Ucebn. Zaved. Prilozna
Mat. 12 (1976), 207-210.
123. , A note on Bellman-Gronwall's inequality, J. Math. Anal.
Appl. 80 (1981), 147-149.
124. PECH, Pavel, Inequality between sides and diagonals of a space n-gon and
its integral analog, Casopis Pest. Mat. 115 (1990), 343-350.
CHAPTER XIV

GRONWALL INEQUALITIES ON OTHER SPACES:


DISCRETE, FUNCTIONAL AND ABSTRACT

1. There are Gronwall type inequalities in which the unknown function is not a
function on R n , rather in some other space. This Chapter is devoted to these
kinds; on discrete, functional and then abstract spaces.

2. We first consider comparison theorems.


Let the functions f(x,y) and g(x,y) be defined for x = Xo + ih, h > 0, i =
1, ... , n, and a(x) ::; y ::; b(x). Let y = rj>(x) and z = 'IjJ(x) be solutions of the
difference equations

(2.1) iJ.y = hf(x,y) and iJ.z = hg(x,z)


with the same initial conditions

(2.2) rj>(xo) = Yo = 'IjJ(xo), a(xo)::; Yo ::; b(xo),

with a(x) ::; rj>(x), 'IjJ(x) ::; b(x) for x = Xo + jh, j ::; N (N is a natural number).
The following Theorem is valid, see Rabczuk [1, pp. 200-202]:
THEOREM 1. !ffor x = Xo + jh, j ::; N -1,

(2.3) f(x,y) < g(x,z) for y::; z,

then for x = Xo + jh, j ::; N, we have

(2.3') rj>(x) < 'IjJ(x).

PROOF: We use mathematical induction. Using (2.3) and (2.2) we have

f (xo, rj>(xo)) < 9 (xo, 'IjJ(xo)) ,

433
434 CHAPTER XIV

so on the basis of (2.1) we have I':l.¢(xo) < I':l.tP(xo) and thus ¢(xo +h) < tP(xo + h)
and the assertion is true for n = O. Suppose by way of proof that the result is valid
for an index k, i.e. that ¢(Xk) < tP(Xk) for k < N. Combining the inequalities
f (Xk' ¢(Xk» < 9 (Xk,tP(Xk» and 1':l.¢(Xk) < I':l.tP(Xk) we get ¢(Xk+h) < tP(Xk+h)
which is the assertion for k + 1. The Theorem 1 is proven.
Further let the functions u( x) and v( x) be solutions of the difference equations

l':l.y=hfl(X,y), I':l.z=hh(x,z), x=xo+jh,j5, N,

with u(xo) = Yo = v(xo) and a(x) 5, u(x), v(x) 5, b(x) for the same x. (¢(x) will
be defined as above.)
COROLLARY 1. Let the functions fI(x, y) and h(x, y) be defined for x = xo+jh,
j 5, N - 1, and a(x) 5, y 5, b(x) and suppose they are increasing in y. If

(2.4) fI(x,y) < f(x,y) < h(x,y)

then for x = Xo + hj, j 5, N, we have

u(X) < ¢(x) < v(x).

COROLLARY 2. If instead of (2.4) we have

(2.5) fI(x,y) 5, f(x,y) 5, h(x,y)

then u(x) 5, ¢(x) 5, v(x).


COROLLARY 3. If for x = Xo + jh, j 5, N -1, the function f(x,y) is increasing
in y and

(2.6) I':l.v - hf(x, y) > 0,

then for x = Xo + jh, j 5, N, we have

(2.7) v(x) > y(x),

where y = y(x) is the solution of the difference equation I':l.y = hf(x, y), y(xo) =
Yo. The assertion is also valid if both (2.6) and (2.7) reverse the inequalities.

3. In the following result let h = 1 so that I':l.f(x) = f(x + 1) - f(x). In Grace,


Lalli, and Yeh [2] the following result is proved:
GRONWALL INEQUALITIES ON OTHER SPACES 435

THEOREM 1. Let the function f be a real valued function on R+ x R, and v and


w be real valued functions on R+ which satisfy
(A) f(t, u) is increasing in u and

~v(t) - f (t, v(t)) ~ ~w(t) - f (t, w(t)) for t E R+,

or
(B) f(t,u) is decreasing in u and

~v(t) - f (t, v(t + 1)) ~ ~w(t) - f (t, w(t + 1)) for t E R+,

then from v(t) ~ w(t) on [0,1) we conclude the same inequality on R+.

4. Now we shall consider the difference equation

t-l
(4.1) x(t) = g(t) + ,Lf(t,s,x(s)), t=I,2, ... ,
8=0

with the initial condition x(o) = g(O), where x, g, and f can be scalar or vector
and f(t, s, x) is defined for t, s = 0,1,2, ... and for all x.
The following theorem was proved in Pachpatte and Singare [3]:
THEOREM 1. Let f(t,s,x) be defined as above with f non decreasing in x. If
u( t) satisfies the inequality
t-l
(4.2) u(t)~g(t)+ ,Lf(t,s,u(s)), u(O)~g(O),
8=0

then u(t) ~ x(t), t = 0,1, ... , where x(t) is the solution of the difference equation
(4.1).
PROOF: First u(O) ~ g(O) = x(O). Suppose that the inequality u(t) ~ x(t) is
not valid for for some to, and suppose it is the first one for which the inequality
fails. Then
t-l
x(to) -u(t o) ~,L [f(to,s,x(s)) - f(to,x,u(s))] ~ 0,
8=0

which is a contradiction so the Theorem is proved.


REMARK 1: For analogous results see Rabczuk [1, pp. 206-220]' Redheffer and
Walter [4], and Grace, Lalli, and Yeh [2].
436 CHAPTER XIV

5. We observe first that discrete inequalities of Gronwall type may be obtained


from the continuous case by appropriate specialization. For example, consider
the inequality

i-I
(5.1) Xi S ai + bi L kjXj, i = 0,1, ... , N,
j=O

where bj and k j are nonnegative.(Here and elsewhere we set L: Aj = 0 and

n Aj = 1 if r.p is the empty set.)


jEep

jEep
Set
X(t) = { Xi, i St < i + 1, 0 SiS N - 1,
XN, t=N,
and analogously for a, b, and k, we get (5.1) from

J
t

x(t) S aCt) + bet) k(s)x(s)ds, 0 S t S N,


o

if t = i. Similarly from

x(t) <; a(t) + b(t) ia(,)k(,) exp (i b(r)k(r)dr) <is, 0 <; t <; N,

we get (see Beesack [5, pp.92-93]):

6. None of the above results is best possible. The best possible results for the
inequality (5.1) was given by G. S. Jones [6]:
THEOREM 1. Let X, a, b, and k be real-valued functions on J = [a,,8], with b 2:: 0
and k 2:: 0, and let {to, t l , ... , tN} be a strictly increasing sequence in (a, ,8). If

(6.1) x(t) S aCt) + bet) L k(tj)x(tj), t E J,


ti <t
GRONWALL INEQUALITIES ON OTHER SPACES 437

tben for all t E J

(6.1') x(t) :s; aCt) + bet) L a(tj)k(tj) II [1 + b(tk)k(tk)).


to <t tj <tk <t

PROOF: Denote the right hand side of (6.1') by yet). Then the function y is a
solution of the equation

(6.2) yet) = aCt) + bet) L k(tj)y(tj), t E J.


tj <t

This is clearly the case for a :s; t :s; to, and for all t such that b( t) O. If
to :s; t :s; t 1 , then

yet) = aCt) + b(t)a(to)k(to) = aCt) + bet) L k(tj)y(tj),


tj <t

since y(to) = aCto). One can prove that if yet) satifies (6.2) for a :s; t :s; tj, then
yet) also satisfies (6.2) for ti :s; t:s; ti+l if i < N, or for ti < t :s; (3 if i = N. The
desired conclusion now follows by mathematical induction.
A similar induction shows that if w = x - y, then wet) :s; 0 for a :s; t :s; ti,
o :s; i :s; N + 1 (tN+l = (3). This proves the Theorem 1 and shows that (6.1') is
best possible.
REMARK 1: To reduce (6.1) to (5.1) it suffices to set

xCi) = X·, if t = t·1, 0 < < N·, x(t) = 0 else ,


_i_

with a corresponding definition of a, b, and k. Then (5.1) implies (6.1) and hence
also (6.1'). Setting i = ti we obtain the best possible result
i-I
(6.3) Xi :s; ai + bi L ajk II j [1 + bmkm) , O:S; i :s; N.
j=o j<m<i

REMARK 2: Note that the previous result gives

7. T. E. Hull and W. A. J. Luxemburg [7) (see also Filatov and Sarova [8, pp.
42-45)) obtained the following discrete version of Bihari's inequality but with all
k j = k > O.
438 CHAPTER XIV

THEOREM 1. Let the function 9 be continuous, positive, and non decreasing on


an interval I = [uo, 00) and let a E I and k j 2:: 0 for j = 0,1, .... If Xi E I for
i = 0,1, ... , and

i-1
(7.1) Xi':::; a + 2:= kjg(Xj), i 2:: 0,
j=O

then

(7.1') Xi .:::; G- 1 [G(a) + I:


J=O
kj ] , 0':::; i .:::; N,

u i-1
where G(u) = J dyjg(y), u 2:: Uo, and N = sup{i: G(a) + 2: k j E G(I)}.
Uo j=O

8. The following two theorems give discrete analogues of Theorems 1 of 19. and
Theorem 1 of 9. in Chapter XII (see Willett and Wong [9]):
THEOREM 1. Let {x n }, {an}, {b n }, and {k n } be nonnegative sequences and
suppose that 1 .:::; p < 00. If

(8.1) n = 0,1, ... ,

then

(8.1') n = 0,1, ... ,

where
i-1
(8.2) ej = II (1 + kjlJj) -1 , i = 0,1, ....
j=O

PROOF: Note that {e;} satisfies the difference equation

(8.3)
GRONWALL INEQUALITIES ON OTHER SPACES 439

Define the sequence {cd by

i-1
(8.4) Ci = ei L kjx~, i ~ 0,
j=O

and using (8.1-8.3) we obtain

bi k il/p Cilip }P kibf Ci


{ ai kilip ei+l
lip
+ 11
1 + kill;'
Ci+l - Ci::;
(1 + kibf) P

We now sum over i noting that Co = 0 to get

n-l k.ll. n-l


c , < "'{
Cn + '~
" ' ik·ll - ~ ... + . . . }P .
i=O 1+ 'i i=O

By taking pth roots and applying Minkowsi's inequality we get

(8.5)

n-l
where A =E kibf cd (1 + kill;).
i=O
Since the function f(x) = (c+x)llp- x l /p is decreasing for x> 0, (8.5) remains
valid when A is increased. By (8.4)

by (8.2)

by (8.3),

so
n-l

A::; (1- en) L kjx~.


j=O
440 CHAPTER XIV

Hence (8.5) implies that

Using the definition of en, we get

On substituting this into (8.1) we obtain (8.1').


THEOREM 2. Let {xn}, {k n }, and {Kn} be nonnegative sequences and let a > 0,
p '? 0, p -=11. If
n-1 n-1
(8.6) Xn :S a + L kjxj +L Kjxlj, n '? 0,
j=O j=O

then

(8.6') n '? 0,

where
;-1
(8.7) E; = II (1 + k )-1,
j i '? 0.
j=O

In case p > 1, (8.6') is restricted to those n for which { ... } > 0.


PROOF: The sequence {E;} satisfies the equation

(8.8)

Denote the expression on the right hand side of (8.6) by Cn and consider the
sequence {Cn}. Note that Co = a and by (8.6) Xi :S C j for i '? 0. Since
C i +1 - C j = kjxj + Kjxf and p '? 0, it follows that

(8.9) Cj+1 - C j - Cjk j :S KjCr, i '? 0.


GRONWALL INEQUALITIES ON OTHER SPACES 441

Now multiply (8.9) by Ei+1 and use (8.8) to obtain

(8.10)

Set q = 1 - p. By the mean value theorem

(8.11)

where X lies between EiCi and Ei+1Ci+1. Using the fact that {Ci} is nonde-
creasing while {Ei} is nonincreasing, it follows that

X> EiCi ~ CiEi+l if EiCi < Ei+1Ci+l, and


X> Ei+1Ci+l ~ CiEi+l if Ei+1Ci+l < EiCi.

Hence (8.10) and (8.11) imply that

(8.12)

where ~ or 2:: holds according to whether q > 0 or < o. Now sum (8.12) for
i = 0,1, ... ,n - 1 using Co = a to obtain
n-l

(EnCn)q ~ a q + q L Ki E [+l> (or 2::).


i=O

Taking q-th roots it follows that in both cases

Since Xn ~ C n and En > 0, (8.6') now follows.


REMARK 1: A special case of the previous theorem when k = 0 and K j = K > 0
is in Lees [10].

9. The following two theorems were proved in Singare and Pachpatte [11]:
THEOREM 1. Let x(n), ken), pen), fen), g(n), and hen) be non-negative
[unctions on N = {1, 2, ... } [or which

x{n) ~ k{n) + p{n) [.~. f(8)X{8) + .~. g(8) (~. h{t)X{t») 1


442 CHAPTER XIV

bolds for every n E N. Ifl + p(n)f(n) - g(n) ~ 0, tben

x(n) s: ken) + pen) [.~. k(s )/(S).It (1 + p(')/(') - g('))

+ s~o g(s) (~o k(t) (f(t) + h(t)) m[1 (1 + p(m) (f(m) + h(m)) + g(m)))

x J~t (1 + p(t)f(t) - g(t))] ,

for n E N.
THEOREM 2. Let x(n), f(n), g(n), and h(n) be nonnegative functions defined
on N such tbat

x(n) ::; Xo + 8~O f(s)x(s) + s~o g(s) (~o h(t)XP(t)) , n E N,

wbere x is a nonnegative constant and 0::; p < 1. If 1 + f(n) - g(n) ~ 0, tben


for n E N,

n-l
x(n)::; Xo II (1 + f(s) - g(s))
s=no
n-l n-l n-l
+ L g(s) L (1 + f(m) - g(m)) x II (1 + f(m) - g(m))
s=no m=s+1 m=no

X
[
8-1

x~-P + (1 - p) m~o h(m) II8

(1 + f(t) - g(t))P-l
]1/(l-P)

10. Of course there exist discrete analogues for other known inequalities. So
in Singare and Pachpatte [12] the following discrete version of a Wendroff type
inequality is proved:
THEOREM 1. Let u(x, y) and c(x, y) be nonnegative functions defined for x, y ~ 0
and satisfy

x-ly-l
u(x, y) ::; a(x) + b(y) + L L c(s, t)u(s, t), x, Y ~ 0,
s=o t=o
GRONWALL INEQUALITIES ON OTHER SPACES 443

where a(x) and bey) are positive functions defined for x, y > 0 with 6.a(x), 6.b(y) 2::
O. Then for x, y 2:: 0

11. The previous theorem gives discrete inequalites for two variables. There are
analogous results for more than two variables. Here we shall give a result from
Yeh [13, II].
Let N be a set of nonnegative integers, and n a positive integer. If 1 =
(1,1, ... , 1) and u is a function defined on N to R+ define: x = (Xl, x) where x =
x-l xl-1 x" -1 x-l
(X2, ... ,x n); and E u(y) = E··· E U(Y1,···,Yn); E u(y) = 0 whenever
y=O Yl=O y,,=O y=o
any Xi = O.
THEOREM 1. Let the functions u(x) and k(x) be defined on Nn to R+ and
f(x; s) be defined on N2n to R+ for s ~ x. H
x-I
u(x) ~ k(x) + L f(x, s)u(s) for X E N n,
8=0

then

where

K(x) = sup{k(s) I0 ~ s ~ x}, and F(x; s) = sup{f(t,s) I0 ~ t ~ x}.


THEOREM 2. Let u, k, t, K, and F be defined as in Theorem 1 and g(x;s) be
defined on N 2 n to R+ for s ~ Xo. If

(11.1) .(x) 9(x) + ~f(X;S) [u(S) + ~g(S;t)U(t)l' xE N"

then

(11.1') .(x) '" K(x) :g: { 1+ ~ [F(x;s1,s)+ G(X;S"S)]}


444 CHAPTER XIV

or
x-I
(ILl") u(x) :S k(x) +L f(x; s)K(s)

E
8=0

x :n: { 1+ [F(s; t" i) + F(,; t" ill } ,


where G(x; s) = sup{g(t, s) 10 :S t :S x}.
x-I
PROOF: Let w(x) = u(x) + E g(x, t)u(t). Then
t=o
(11.2) u(x) :S w(x),
and by (11.1)
x-I x-I
(11.3) u(x) = w(x) - L g(x; s)u(s) :S k(x) +L f(x; s)w(s).
8=0 8=0
Therefore
x-I
w(x) :S k(x) + L [f(x; s) + g(x; s)] w(s).
8=0
Using Theorem 1 we get

(11.4) w(x) ,; K(x) :n: { 1+ ~ IF(x; ,,,;) + G(x; 8" i)] } .


From (11.2) and (11.4) we get (ILl') and (ILl").

12. There are also results which are discrete versions of integra-differential in-
equalities. For example, Pachpatte [14] has the following theorem:
THEOREM 1. Let x(n), ~x(n), f(n) and g(n) be nonnegative functions on N,
for which

~x(n) :S f(n) (x(n) + 8~0 g(S)~X(S))' n E N.

fo
Then

x(n) :S x(no) { 1 + f(s) 110 [1 + f(t) + f(t)9(t)]} , n E N.

13. J. Popenda [15] proved the following result:


GRONWALL INEQUALITIES ON OTHER SPACES 445

THEOREM 1. Let Eo be a subset of nonnegative elements of any vector lattice.


Let x, Ax be functions from N to Eo, and a and b be functions of N to [0,00).
If
n-1 n-1 i-I
AXn ::; xl +L aj(Xj + AXi) + L aj L biAxi, n E N,
i=l i=l i=l
then

14. Finally, note that there are results which incorporate both discrete and
continuous results. For example, such theorems are given in the following result
of G. S. Jones [6]:
THEOREM 1. Let the functions x, a, b, and k on J to R be either, continuous
or of bounded variation and a, b, and k be nonnegative, (J = [a,p]). Let f-t be
non decreasing and left continuous on J 'and suppose that x, a, b, and k are all
continuous from the right at all points of discontinuity of f-t. If
r
x(t) ::; aCt) + bet) J k(s)x(s)df-t(s), t E J,
0<

1 (1
then for t E J

x(t) ,; a(t) + b{t) a(,)k(,) exp b{r )k(r )d"(r)) d"(,).

Moreover, if (To =a and (T1, (T2, ... are the points of discontinuity of f-t in (a,p]
and

K(t) = f-t(t+) - f-t(e),


then for t E J
r t

x(t) ::; aCt) + bet) J a(s)k(s)exp(J b(r)k(r)dA(r)


0< 8

X II {1 + b( (Ti)k( (Ti)K( (Ti)) df-t( s»).


8<17i<t
446 CHAPTER XIV

Finally if Ia( t) I ::; A and °: ; b( t) ::; B on J then

xl') ,; Aexp (B ! kd'\) JJ« [1+ Bk(Ui)K(Ui)J, 'E J.

15. Various discrete inequalities were considered in E. H. Yang [16], Thandapani


and Agarwal [17], Pachpatte and Singare [18], Pachpatte [19]-[24], Agarwal and
Thandapani [25], and Novotna [26].

16. Similar results for Stieltjes integrals are given in Das and Sharma [27], and
Mingarelli [28].

17. By Cr we denote the space of continuous functions u( t) defined on [0, T]


with the norm Ilu(t)11 = max lu(t)l, and by Sr we mean a sphere from Cr with
O~t~r
center zero and a radius r, Sr = {u(t) E Cr Illu(t)1I ::; r}.
Let ¢(t, ud be a nonlinear Volterra operator, that is an operator which for
fixed t E [0, T], acts from Cr (or Sr) in R, and which satisfies the following
conditions:
a) if u(n)(s) E Sr, n = 1,2, ... , u(n+l)(s)::; u(n)(s) and limu(n)(s) = u(s)
n

for every fixed s E [0, T], then lim ¢(t, u~n+l») = ¢(t, Ut) for each t E [0, T];
n
b) if u(s) E Cr, then ¢(t,ut) = u(t) E Cr.
We say that the Volterra operator ¢(t, Ut) is nondecreasing in the second ar-
gument if from u(s) ::; v(s), 0::; s ::; t ::; T, it follows that ¢(t,Ut) ::; ¢(t,Vt) on
[O,T].
THEOREM 1. Let the Volterra operator ¢(t,ut) be non decreasing in the second
argument and suppose that u(t) is the lower solution of the equation

(17.1) u(t) = ¢(t, Ilt),


defined on [O,T]. If the function vet) E Cr (orv(t) E Sr) satisfies

(17.2) vet) < ¢(t, Vt) on (0, T], v(O) < u(O),

then

(17.2') vet) < u(t) on [0, T].

PROOF: The inequality (17.2') is true for t = 0, and hence on some nontrivial
interval (0, t*). If we select t* to be the largest number for which (17.2') holds
GRONWALL INEQUALITIES ON OTHER SPACES 447

and t* < T then we must have vet) < u(t) on [0, t*) and v(t*) = u(t*). But we
then have
v(t*) < cjJ(t*,Vt.):-:; cjJ(t*,Ut.) = u(t*),
providing a contradiction, and proving the Theorem.
REMARK 1: Theorem 1 is also valid if in (17.2) and (17.2') all inequalities are
reversed and u is the upper solution of (17.1).
We say that the Volterra operator cjJ( t, Ut) satisfies the condition (p) if the
equation
Wet) = cjJ(t, W,) + 8, W(O) = u(O) + 8,
has a solution Wet) E CT (or ST) for every fixed 8 in [O,p].
THEOREM 2. Let the Volterra operator cjJ(t, Ut) be nondecreasing in the second
argument and satisfy the condition (p) for sufficiently small p. If the function
v( t) E CT (or ST) satisfies
(17.3) v(t):-:; cjJ(t,Vt) on (O,T], v(O):-:; u(O),
and ifu(t) is the upper solution of(17.1), then
(17.3') vet) :-:; u(t) on [0, T].
PROOF: For every fixed n = 1,2, ... , let u(n)(t) denote the solution of the equa-
tion
(17.4)
defined on [0, T], where c: >
obtain
° is a sufficiently small number. From (17.4) we

(17.5) u(n)(t) > cjJ(t, u~n») on (0, T], u(n)(O) = u(O) + c:/n,
and
u(n+l)(t) < cjJ (t, u~n+l») + c:/n on (0, T],
(17.6)
u(n+l)(o) = u(O) + c:/(n + 1).
From (17.1), (17.5) and (17.6) and Theorem 1 we get
u(t) < u(n+l)(t) < u(n)(t) :-:; u(1)(t) on (0, T].
From inequality (17.3) we find that
(17.7) vet) < u(n)(t) on [O,T].
Now lim u(n)(t) = fi(t) exists on [0, T] and u(t) :-:; fi(t) and by taking limits in
n
(17.7) we get the result of the Theorem.
448 CHAPTER XIV

THEOREM 3. Let the Volterra operator 4>(t, Ut) on ST to ST be nondecreasing


in the second argument. If the function v(t) E ST satisfies the inequality

v(t):5 4>(t,Vt) on [O,Tj,

then

(17.8) V(t):5 u(t) on [O,Tj

where u(t) is the upper solution of(17.1).


PROOF: For the equation (17.1) define the sequence of functions

(17.9) u(1)(t) = 4>(t,{rh)


u(n+1)(t) = 4>(t, u~n», n = 1,2, ....
It is obvious that u(n)(t) E ST. First we shall prove that this sequence is non-
increasing. We have u(2)(t) = 4>(t, u~l» :5 4>(t, {r},) = U(l)(t) to begin the
induction. If we assume that u(n)(t) :5 u(n-l)(t) then by (17.9) we have

to complete the induction. Next we prove that

(17.10) V(t) :5 u(n)(t) on [0, Tj, n = 1,2, ....


Indeed
V(t):5 4>(t,Vt):5 4>(t, {r},) = U(l)(t),
so that (17.10) is true for n = 1. Again by way of an induction argument assume
that (17.10) is true for a given n. From (17.9) we obtain v(t) :5 4>(t,u~n» =
u(n+l)(t), to complete the induction. Hence the sequence u(n)(t) is nonincreasing
and bounded from below and so there is a function u(t) so that limu(n)(t) = u(t)
n
exists on [0, Tj. From (17.9) we get that u( t) is a solution of (17.1). Taking limits
in (17.10) we arrive at (17.8).

18. We need the following notations to discuss the generalizations of the previous
results:
1) 4>(t,u,Vt) is a nonlinear Volterra operator for fixed u in [-r,rj, and for
fixed t E [0, Tj and Vt EST, 4>(t, u, Vt) is a continuous function on [-r, rj
and satisfies the conditions:
GRONWALL INEQUALITIES ON OTHER SPACES 449

~ v(n)(s) and limu(n)(s) = u(s), limv(n)(s) = v(s) on [O,Tj, then


n n

on [O,Tj we have li~¢> [t,u(n)(t),v~n)] = ¢>[t,u(t),Vtj.


b) if u(s),v(s) E Sr, then ¢>(t,u(t),Vt) = fi(t) E Sr.
2) ¢>(t, Ut, Vt) is a nonlinear Volterra operator for fixed v in Sr, and for fixed
t E [0, T] and Ut E Sr, ¢> acts from Sr to R and satisfies the conditions:
a) ifu(n)(s),v(n)(s) E Sr, n = 1,2, ... , u(n+l)(s) ~ u(n)(s), v(nH)(s) ~
v(n)(s) and limu(n)(s) = u(s), and limv(n)(s) = v(s) exist on [O,T],
n n
then li~¢> (t,u~n),v~») = ¢>(t,Ut,vr) on [O,Tj.
b) if u(s), v(s) E Sr, then ¢>(t, Ut, vr) = fi(t) E Sr.
We say that the operator ¢>(t, u, Vt) is nondecreasing in the second and third
arguments if from u(s) ~ fi(s) and v(s) ~ v(s) it follows that ¢>(t,u(t),Vt) ~
¢> (t, fi( t), vd. Similar properties can be defined for the operator ¢>( t, Ut, vr).
THEOREM 1. Let the operator-function ¢>(t, u, Vt) be non decreasing in the second
and third arguments. If v( t) E Sr and

vet) ~ ¢>(t,v(t),Vt) on [O,T],

then

vet) ~ u(t) on [O,Tj

where u(t) is the upper solution of the equation

(18.1) u(t) = ¢>(t,u(t),ud.

THEOREM 2. Let the operator ¢>(t, Ut, vr) be non decreasing in the second and
third arguments. Ifv(t) E Sr and

vet) ~ ¢>(t,vt,vr) on [O,Tj,

then

vet) ~ u(t) on [O,Tj,

where u(t) is the upper solution of the equation

(18.2)
450 CHAPTER XIV

19. The above results in 17. and 18. are obtained in Mamedov and Asirov [29]
as well as in Mamedov, Asirov, and Atdaev [30]. Similar results are obtained in
the case when [0, T] is replaced by [0,00).
As examples of the previous theorems we might take

~(t,u,) = ~ (t) f(t,',u(,))d8 ) ,


~(t, u, v.) = ~ (t,u) f (t",v(,)) d') ,
or

~(t, u" UT) = ~ (t, i f (t, " u(,» d" I 9(t, " *» d8) .

20. Mamedov and Novruzov [31] (see also Mamedov, Asirov, and Atdaev [30])
considered differential inequalities with Volterra operators <p(t, u, Vt).
THEOREM 1. Let the operator <p(t, u, Vt) be continuous in all variables and non-
decreasing in the third argument. Let v( t) E CT (or v( t) E ST) and satisfy

(20.1) V'(t) < <p(t,v(t),Vt) on (O,T], v(O) ~ Uo,

and if v(O) = Uo, then

(20.2) V'(O) < <p (0, Uo, {u }o).

Then

(20.1') vet) < u(t) on (O,T],

where u(t) is the lower solution of the problem

(20.3) u'(t) = <p(t,u(t),Ut)' u(O) = Uo,


defined on [0, T].
PROOF: It is clear that from (20.2) that (20.1') holds on some small interval
(0, to) if v(O) = Uo, and if v(O) < Uo, the same conclusion follows from continuity.
GRONWALL INEQUALITIES ON OTHER SPACES 451

If (20.1') does not hold on (0, Tj, let t* be the first t for which u(t) = vet). Then
using (15) and (18) we get

v'(t*) < 4>(t*,v(t*),Vt.) = 4> (t*,u(t*),Vt·)


~ 4>(t*,u(t*),Ut.) = u'(t*).

But then vet) > u(t) to the left of t*. This contradiction proves that (20.1') holds
on (0, Tj.
REMARK 1: The theorem is valid if all the inequalities are reversed and u(t) is
the upper solution of (20.3).

REMARK 2: For 4>(t,u,Vt) = 4> (t,u,j f(t,s,V(s))dS), we get Theorem 1 in 15.


of Chapter XI.

21. We say that the operator 4>( t, u, Vt) satisfies the conditon (J.L) if the problem

W'(t) = 4>(t, Wet), Wt ) + c, W(O) = Uo + c


has a solution in CT (or in ST) for all C E [0, J.L j.
Using Theorem 1 of 20., we can prove the following theorem:
THEOREM 1. Let the operator 4>(t, u, Vt) be continuous in all variables, nonde-
creasing in the third argument, and satisfy condition (J.L) for some small J.L. H
v( t) E CT (or in ST) and

(21.1) V'(t) ~ 4>(t,v(t),Vt) on (O,Tj, v(O) ~ Uo,

then

(21.1') vet) ~ u(t) on [O,Tj

where u(t) is the upper solution of (20.3).


THEOREM 2. Let the operator 4>(t, u, Vt) be continuous in all variables and non-
decreasing in the third argument. H the function vet) E ST satisfies (21.1), then
(21.1') holds where u(t) is the upper solution of (20.3) defined on [0, Tj.
PROOF: Define the sequence of functions u(n)(t) by the following scheme. Let
U(l)(t) be the solution of the problem

(21.2) u'(t) = 4> (t, u(t), h h), u(O) = Uo,


452 CHAPTER XIV

and recursively u(n+1)(t) is defined as the solution of the problem

(21.3) u'(t) = r/> (t,u(t),u~n»), u(o) = uo.

We shall prove that the sequence {u(n)(t)} is nonincreasing. From (21.3) we


find that du(2)/dt(t) < r/>(t,u(2)(t),b}t), with u(2)(0) = Uo. By the comparison
theorem for differential inequalities of first order (see Theorem 2 from 2. in
Chapter XI) using (21.2) we get U(2)(t) ~ u(l)(t) on [0, T]. Suppose now that
u(n)(t) ~ u(n-l)(t) on [0, T]. Then from (21.3) we have

Again using the comparison theorem we get u(n+l)(t) ~ u(n)(t) on [0, T] and the
sequence in non decreasing.
Next we prove that

(21.4) v(t)::;u(n)(t) on[O,T], n=1,2, ....

From (21.1) we get

v'(t) ::; r/> (t, vet), Vt) ::; r/> (t, vet), b h)' v(O)::; Uo·

From the comparison theorem we get vet) ::; u(l)(t) on [0, T]. Again by way
of induction we assume that (21.4) holds for a certain n. Then from v'(t) ~
r/> (t, vet), u~n»), v(O) ::; uo, and (21.3) and the comparison theorem we get vet) ::;
u(n+1)(t) on [0, T], proving (21.4) for all n.
Since the sequence u(n)(t) is monotonic and bounded below by vet), the lim u(n)( t)
n
exists on [0, T], call it u(t). From the integral equation

J (s,u(n>(s),u~n-l»)
t

u(n)(t) = Uo + r/> ds,

°
we get

J
t

u(t) = Uo + r/>(s,u(s),us)ds,
°
so that fi(t) is a solution of (20.3). In fact, fi(t) is the upper solution of (20.3) so
that it is u(t). Clearly (21.1') follows from (21.4) and the theorem is proven.
GRONWALL INEQUALITIES ON OTHER SPACES 453

THEOREM 3. Let the operator ¢(t, u, vd be continuous in all variables and non-
decreasing in the third argument. Let the function v( t) E CT (or ST) and satisfy
D_v(t) < ¢(t,v(t),Vt) on (O,T], v(O) < uo
and in the case v(O) = uo, then D+v(O) < ¢(O,uo,{u}o). Then vet) < u(t) on
(0, T] where u(t) is the lower solution of the problem (20.3) defined on [0, T].
THEOREM 4. Let the operator ¢(t, u, vd be continuous in all variables, nonde-
creasing in the third argument, and satisfy the condition (p) for some smallp.
Let the function v( t) E CT (or ST) satisfy the inequality

D_v(t)::; ¢(t,v(t),Vt) on (O,T], v(O)::; uo,

or

D+ v( t) ::; ¢ (t, v( t), Vt) on (0, T], v(O)::; uo.


Then vet) ::; u(t) on [0, T] where u(t) is the upper solution of (20.3) on [0, T].
THEOREM 5. Let the operator ¢(t, u, Vt) be continuous in all variables and non-
decreasing in the third argument. Suppose that vet) E ST and satisfies

or

Then
vet) ::; u(t) on [0, T],
where u(t) is the upper solution of (20.3) on [0, T].

22. Generalizations of differential and integral inequalities for abstract operators


were considered for example in:
Walter [32], Bertolino [33], Mamedov, Asirov, and Atdaev [30], and Kurpel
and Shuvar [34],(see also the references given there).
Here we shall first give generalizations of the linear Gronwall inequality (see
Hille [35, pp. 18-20], and [36, pp. 364-376]).
Let X be a complete metric space with metric d. A mapping T: X --+ X is
called a contraction ifthere is a constant q E (0,1) such that d(Tx, Ty) ::; qd(x, y)
for all x,y in X. Banach's fixed point theorem (see Hille [35, pp. 12]) asserts
that if X is complete and if for some m > 1, Tm is a contraction, then T has a
unique fixed point x. Moreover, for every x E X, x = lim Tn x .
n
If X is partially ordered by a relation ::;, then T: X --+ X is said to be order
preserving (or monotonic) if T x ::; Ty whenever x ::; y.
454 CHAPTER XIV

THEOREM 1. Let X be a complete metric space which is partially ordered in


such a way that if Xn < Xn+J for n ~ 1 and lim Xn = Xo, exists then Xn :S Xo for
n
all n. Let T be order preserving and suppose that T is a contraction for some
m ~ 1. If x is the unique fixed point of T then

(22.1) x :S Tx implies that x :S Xo.


Moreover, (22.1) remains valid for :S is replaced by < or ~ or> in both places.
PROOF: We prove the result for <. Since T preserves order, we have

(22.2)
Now Tnm x :S x by hypotheses (22.1) and limTnmx = Xo. This implies that
n
Tnm x :S xo, and by (22.2) this can be extended to Tn x :S x. Thus x < Tx :S Xo.
When :S is a partial order relation in a linear space X we always will assume
that :S is compatible with the algebraic operations in X. That is, we assume
that
x :S y implies that x + z :S y +z
(22.3)
and ax :S ay if a > O.
Note that this also means that
x ~0, y ~ 0 imply that x + y ~ 0, and
(22.4)
x :S y is equivalent to y - x ~ 0 or is equivalent to - y :S -x.
If X is a partially ordered Banach space with partial order:S, then X+ = {x E
X I x ~ O} is called the positive cone of X. An operator S: X -+ X is called
positive if S( X+) eX. If S is linear it is clear that S is positive if and only if
it is order preserving.
For our next theorem we require the following lemma (see Hille [351,[361) called
Volterra's fixed point theorem:
LEMMA 1. Let S: X -+ X be a bounded linear operator on a Banach space X
such that
00

(22.5)

For each z EX, the operator Tz: X -+ X defined by Tzx = z + Sx has a unique
fixed point x z E X given by

(22.6)
GRONWALL INEQUALITIES ON OTHER SPACES 455

PROOF: For each z E X it follows from (22.5) that

n n
II L skzll ~ Ilzll L IIsk ll,
k=m k=m

and the completeness of X that the series in (22.6) converges. It is easy to see
that the sum defines a fixed point of T. On the other hand, if x E X is a fixed
point of Tz , then

n-l
X = Z + S(z + Sx) = ... = L Sk z + snx.
k=O

Since IIsnxll ~ IIsnllllxll and lim IISnll = 0, it follows that x = X z•


n
We note that the series in (22.6) is after called the Neumann series for the
solution of x = z + Sx.
THEOREM 2. Let X be a partially ordered Banach space with positive cone X+
that is closed. Let S: X -+ X be a positive bounded linear operator satisfying
(22.5). Let z E X and X z be the unique solution of x = z + Sx. Then

(22.7) Y ~ z + Sy implies that y ~ X z•

Moreover, (22.7) is valid if ~ is replaced by < or ~ or > in both places. Finally,


ifz E X+, then X z E X+.
PROOF: Since S is order preserving,
n-l

(22.8) y~ L Sk Z + sny = Yn, n ~ 1,


k=O

follows from y ~ z + Sy as in the proof of the previous theorem. Hence Yn - Y E


X+ and since X+ is closed

X z - Y = lim(Yn - y) E X+.
n

That is X z - Y ~ O. Now if Y < z + Sy then (22.8) becomes y < z + Sy < Yn for


n ~ 1 and in turn Y ~ X z •
n
If z E X+ then Skx E X+ for all k ~ 0 and so by (22.4) L: Sk z E X+, for
k=O
n ~ O. Since X+ is closed it follows from (22.6) that x z E X+.
456 CHAPTER XIV

Theorem 2 is the abstract version of the generalized Gronwall inequality. In-


deed (see for example Beesack [5, pp. 109-110)), let J = [a,,8] and X = C(J)
(the space of continuous functions with sup norm) and for x, y E G( J) define x S
y by x(t) S yet) for all t E J. Then X+ = G+(J) = {x E G(J) I x(t) ;::: 0 on J}
is clearly closed. If b,k E G+(J), define S: C(J) -- G(J) by

f
t

(Sx)(t) = bet) k(s)x(s)ds, t E J.


a

It is easy to verify that

l(snx)(t)1 S Ilxll (1lbllllkllt (t - a)n In!, t E J, n;::: 1.

Hence if M = IIbllllkll(,8 - a), then IIsnxll S IIxllMnln! for all x E G(J) whence
IISnll < M nIn!, n ;::: 1. Thus (22.5) is satisfied so it follows from Theorem 2 that
if x, a E G (J) and

f
t

x(t) S aCt) + bet) k(s)x(s)ds, t E J.


a

then x(t) S xa(t), for t E J, where y = Xa is the unique solution of the equation

f
t

yet) = aCt) + bet) k(s)y(s)ds.


a

t
Setting U( t) = J ky ds this equation is equivalent to the initial value problem
a

U' - kbU = ka, U(a) = 0,

with solution U(t) = I k(s)a(s)exp (! kbdr) ds. Hence


x(t) ,; x.(t) ~ a(t) + b(t) i k(,)a(s) exp (i kbdr) <Is, t E J.

23. We observe that Theorem 2 in 22. also includes Theorem 1 from 7. of


Chapter XII and Theorem 1 from 6.
GRONWALL INEQUALITIES ON OTHER SPACES 457

For another corollary of Theorem 2 in 22. we take X = MnG(J), the space of


all n X n matrices x = (Xij) with each element Xij E G(J), and norm defined by
n

IIxll = sup sup 2.)xij(t)l,


tEJ l~i~n j=l

and with the partial order relation x ~ Y if and only if Xij(t) ~ Yij(t) for all i,j
and t E J. The positive cone X+ = MnG+(J) consists of all matrices all of
whose entries are nonnegative functions and thus is clearly closed. For k E X+

I I
define S: X ---t X by

(Sx)(t) ~k xds ~ (t. k;, X';(S)dS) , t E J, x E MnG(J).

S is clearly a positive operator and for each i, j and t E J


n
I(SX)ij(t)1 ~ L Ikir(t)l(t - a) sup
r=l sEJ
IXrj(s)1
n
~ L Ikir(t)l(t - a)lIxll ~ IlkllllxlI(t - a).
r=l
By induction we get for each i, j and t E J

so that

and

Therefore S satisfies condition (22.5), and we have proved:


COROLLARY 1. Let a = (aij) and k = (kij ) be constant matrices with k ~ O. If
x = (Xij) E MnG(J) and

J
t

x(t) ~ a+k x(s)ds, t E J,


ex

then x(t) ~ (exp [k(t - a))) a, t E J.

24. Generalizations of Theorem 2 of 22. involving nonlinear operators have been


given, for example, in Chandra and Fleishman [31],[38], and Losonczi [39].
458 CHAPTER XIV

THEOREM 1. (Losonczi [39, Th. 1]) Let X be a Banach space with a partial
order :::; such that the positive cone X+ is closed. Let A, B: X --t X be two
operators such that
(i) x, y E X, and x:::; y imply that Ax :::; By; and
(ii) the equations x = g + Ax, y = h + By have unique solutions Xg , Yh for
arbitrary g, hEX, and these solutions can be obtained as the limits of the
sequence of successive approximations beginning with Xl = g and YI = h.
Then

(24.1) u - Au:::; v - Bv implies that u :::; v.

PROOF: Set g = u - Au and h = v - Bv and define the sequences of successive


approximations {un} and {v n } to u and v by

By hypotheses UI :::; VI. Moreover if Un :::; Vn then by (i) we have

By induction (v n - un) E X+ for all n 2:: 1. Since X is closed, v - u = lime Vn -


n
un) E X+ and the proof is complete.
REMARK 1: Taking Bx = Ax = z + Sx where S is a positive bounded linear op-
erator on X satisfying (22.5), we see that the conditions (i) and (ii) are satisfied.
Now (24.1) gives

u :::; z + Su implies that u :::; Xz (xz = z + SX z ),

so that Theorem 1 includes Theorem 2 of 22.


REMARK 2: Condition (i) is satisfied if Ax:::; Bx for all x E X and either A or
B is order preserving.
REMARK 3: Condition (ii) is satisfied if both A and B are contractions (not
necessarily linear) or if A and B are both linear operators such that Anand B m
are contractions for some integers n and m.

25. More generally, according to a theorem of D. Boyd and J.S.W. Wong [40],
condition (ii) is satisfied (say for A) if there is a continuous function won R such
that w(r) < r for r > 0 and

(25.1) ilAx - AYiI :::; w Clix - yiJ) for x, Y E X.


GRONWALL INEQUALITIES ON OTHER SPACES 459

For other conditions which assure condition (ii) see Geraghty [41] and Kannan
[42].
If A is an order preserving operator and satisfies (25.1) then
(25.2) u :::; q + Au implies that u :::; Xq (x q = q + Ax q ).

26. The condition that w(r) < r for every r > 0 in (25.1) is weakened in Chandra
and Fleishman [37, Th. 3]:
THEOREM 1. Let the partially ordered Banach space X have a closed positive
cone X+, and let the operator A: X --t X be an order preserving compact
(completely continuous) operator which satisfies conditon (25.1) where w is a
nonnegative non decreasing function on R and there is an r* such that
(26.1) w(r) + IIqll + IIA611 < r ifr > r*.
Suppose that
(26.2) u:::; q+Au.
Then the equation v = q + Av has a solution given by v = lim v n , where
n
(26.3) VI = u, Vn+l = q + Av n , n ~ 1.
Moreover, u :::; v. In particular if v = q + Av has a maximal solution l/J, then
u :::; l/J.

27. P.R. Beesack [5, p. 115] noted that the conditions involving w can be
replaced by the following:
There exist numbers r* and R* such that 0 < r* < R* and a nonnegative
nondecreasing function w on [0, R*] such that
(27.1) IIAxl1 :::; w (lIxl!) for IIxll :::; R*. (See (25.1))
(27.2) w(r)+llqll:::;r ifr*:::;r:::;R*. (See (26.1))
Then the conclusion remains valid for u E X with lIuli :::; R*.
REMARK 1: In Theorem 1 of 26. we understand that it was implicitly assumed
that the equation v = q + Av has a maximal solution.

28. Finally we shall give one result from Chandra and Fleishman [37, ThA].
Let X = SnG(J) be the class of all real n x n symmetric matrices x = (xii)
with Xii E G(J), J a compact interval. X is a Banach space with the sup
norm as before and with the positive cone S+ given by the nonnegative semi-
definite symmetric matrices. This cone is closed since the quadratic form is a
continuous function. Let Sn denote the constant matrices in SnG( J) and note
n
that IIxll = Ixl = sup E Ixl if x E Sn.
i i=l
460 CHAPTER XIV

THEOREM 1. Let a = (aij) E SnC(J) and let G: Sn -t Sn be order preserving


and satisfy a Lipscbitz condition

IG(x) - G(y)1 ::; klx - yl for x, y E Sn.

If x E SnC( J) and

J
t

x(t)::; aCt) + G(x(s))ds, t E J,


a

tben x(t) ::; yet), t E J, wbere yet) is tbe unique solution of tbe corresponding
equation on J.

29. The natural conception for integral inequalities of interval functions is theory
of interval analysis, initiated by R. E. Moore in 1979. Formally, we have substi-
tution of sign ::; by ~,i.e. connection between intervals and classical inequalities
are given by:
[a, b) ~ [e, d) if and only if e ::; a ::; b ::; d.
A short exposition of theory of integral inequalities by using interval functions
is given in the book [43) by A.A. Martynyuk, V. Lakshmikanthan and S. Leela.
This is a new theory in mathematical literature, and it started by the papers of
R.E. Moore [44)-[46), O. Caprani, K. Madsen and L.L. Ran [47), and G. Alefeld
and J. Herzberger [48).

30. Further references for this Chapter may be found in [49)-[118).

REFERENCES

1. RABCZUK, R., "Elemnty nierownosci vozniczkowych," Warszawa, 1976.


2. GRACE, S.R., B.S. LALLI and C.C. YEH, Comparison theorems for dif-
ference inequalities, J. Math. Anal. Appl. 113 (1986), 468-472.
3. PACHPATTE, B.G. and V.M. SINGARE, Comparison theorems on dif-
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CHAPTER XV

INTEGRAL INEQUALITIES INVOLVING FUNCTIONS


WITH BOUNDED DERIVATIVES

L Ostrowski's inequality. A. Ostrowski [1] has proved the following result (see
also 11., 17., and 52. from Chapter I):
THEOREM 1. Let f be a differentiable function on (a, b) and let, on (a, b),
1J'(x)1 ::; M. Then, for every x E (a, b),

(1.1 ) f(x) - - -
b-a
1 Jb f(x)dx::;
(1- -
4
(x _
(b-a)2
a+b)2) (b -
2 a)M.
a

G. V. Milovanovic [2] has generalized the Theorem 1 when f is a function of


several varibles:
2. Let f: R m R be a differentiable function defined on D =
Ilt-I : ;
THEOREM -t

{(x1, ... ,x m )l ai ::; Xi::; bi (i = 1, ... ,m)}, and let Mi (Mi > 0;
i = 1, ... , m) in D. Furthermore, let function x I---t p( x) be defined integrable
and let p(x) > 0 for every xED. Then for every xED,

m
I p(y)f(y) dy 2: Mi I p(y)IXi - Yildy
< i=l D
(1.2) f(x) - D I p(y)dy I p(y)dy
D D

Several related results are given in [3].


G. V. Milovanovic and J. E. Pecaric [4] proved:
THEOREM 3. Let f(x) ben (> 1) times differentiable function such that If(n)(x)1 ::;
M for x E (a, b). Then, for every x E [a, b]

468
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 469

1 (
;;: f(x)
n-l) -
+ t;Fk 1
b-a
Jb f(y)dy
(1.3) a

< M (x_a)n+l +(b-xt+ 1


- n(n+1)! b-a
where Fk is defined by

Fk = Fk(fjnjx,a,b)
(1.4) n - k f(k-l)(a)(x - a)k - f(k-l)(b)(x - b)k
k! b- a
PROOF: Integrating by use of Taylor's formula

(1.5)

where e= y + 8(x - y) (0 < () < 1), we obtain


n-l
f(x)(b - a) - J
a
b
f(y)dy - .L ~! Jf(k)(y)(x -
k=l a
b
y)k dy
(1.6)

J
b

= -\ f(n)(e)(x - yt dy.
n.
a

b b
Putting 1k = -b J f(k)(y)(x - y)k dy (k 2:: 1) and 10 = J f(y)dy, by means
a a
of partial integration on 1k, we have

I.e.
(n - k)(1k - 1k-l) = -(b - a)Fk (1::::; k ::::; n - 1),
where Fk is defined by (1.4).
Since
n-l n-l

.L(n - k)(h - 1k-l) = -(b - a).L Fk,


k=l k=l
470 CHAPTER XV

I.e.
n-I n-l

10 + L1k = n10 - (b- a) LFk,


k=I k=I

it follows, from (1.6),

J
n-I b

f(x)(b - a) + (b - a) L Fk - n10 = ~! j<n)(e)(x - ytdy


k=l a

Thus the proof is finished.


For n = 2, the Theorem 3 reduces to the following corollary:
COROLLARY 1. Let f(x)be twice differentiable function such that 1f"(x)1 :5 M
for x E (a, b»). Then

! (f(X) + (x -
2
a)f(a) + (b - X)(b») __1_
b-a b-a
J b
f(x)dy
a

<M(b-a)2(-.!.. (X_~)2)
- 4 12 + (b - a)2

for every x E [a, b].


The condition If(n)(x)1 :5 M can be substituted by the weaker condition that
f(n-l) is continuous and that (see [5])

If(n-l)(X) - f(n-l)(y)1 ~ Mix - yl for x, y E (a, b).

In [5] is also given a generalization in which f(n-l) satisfy the Lipschitz's condi-
tion of order a (0 < a ~ 1). Generalizations for positive linear functionals are
given in [6]. Applications of previous results to quadrature formulas are given in
the same papers.

2. A. M. Fink [7] has generalized the above to prove the following result.
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 471

THEOREM 1. Let f(n-I)(t) be absolutely continuous on [a, b] with f(n) E Y(a, b)


then (see (1.3))

1 ( 1 J6
(2.1) ;; f(x) + n-l
(; Fk(X) ) - b _ a a f(y)dy ~ K(n,p, x)lIJ<n) lip

where
(2.2)
n+ 1 ~ n+ 1 ] 1/ p'
1 [(x - a) PI" + (b - x) PI" I I 1/ p'
K(n,p,x) = n! b_ a B«n -l)p + 1,p + 1)

if 1 < p ~ 00 and

(2.3) K( n,l,x ) -_ (n - 1),n-I _m_ax----'{'-'-x_--:-a--,-)_n


(
b- a
(,--b_-_x-,-)n.. :. }
nnn.

where B(x, y) is the beta function.


For p > 1 these are best possible in the sense that for each x in [a, b] there is
an f for which equality holds at x. For p = 1, (2.3) gives the best possible but
equality holds in (2.1) for no function.
In particular we note that (1.1) and (1.3) are best possible results. The proof
x
of this theorem writes the remainder in (1.5) as (n~I)! J(x - t)n-l f(n)(t)dt and
y
uses Holder's inequality.

3. Iyengar's inequality. K. S. K. Iyengar [8], by means of geometrical consider-


ation, has proved the following theorem:
THEOREM 1. Let f be a differentiable function on [a, b] and 1f'(x)1 ~ M. Then

J
6
1 M(b - a)2 1 2
(3.1) f(x)dx - 2(b - a) (f(a) + f(b)) ~ 4 - 4M (f(b) - f(a)) .
a

In [9] the following generalization of Theorem 1 is proved analytically:


THEOREM 2. Let f(x) be a differentiable function defined on [a,b] and 1f'(x)1 ~
M for every x E (a, b). If p( x) is an integrable function on (a, b) such that

O<c~p(x)~>'c (>'~1, xE[a,b]),


472 CHAPTER XV

the following inequality holds

(3.2) iA(f') _ ~ (f(a) + f(b»i < M(b - a) . (A + q)(l - q2) + 2(A - l)q
,p 2 - 2 2A(1+q)-(A-1)(1+q2)'
where A and q are defined by
6
J p(x)f(x )dx
A(f;p) = _a- 6 - - -
and If(b) - f(a)1
q= M(b-a) .
J p(x)dx
a

The following result from [10] is a special case of a more general result in which
fen-I) satisfy the Lipschitz's condition of order 0:.
THEOREM 3. Let function f: [a, b] --+ R have a continuous derivative of order
n -1 and bounded derivation of the order n, i.e. If(n)(x)l:::; M for x E (a,b). If
f(k)(a) = f(k)(b) = 0 (k = 1, ... ,n -1), then the inequality
(3.3)

1
b-a
J b
1
f(x)dx- 2 (f(a)+f(b»:::;
M(b-a)n{
(n+1)!
q }
(n-2(1+n(2(-1» ,
a

holds, where ( is the real root of the equation

The special case of the main results from [10] is also:


THEOREM 4. Let the function f( x) fulfill the conditions
10 If'(x) - f'(Y)1 :::; Mix - YI for x, y E [a, b];
20 f'(a) = f'(b) = O.
Then

-1b
-a
J b
f(x)dx - ~ (f(a) + f(b» <
2 -
M(b - a)2
24
1 (f(b) - f(a»2
-2' M(b-a)2
a

This results is more rigorous than a similar results from [9].

4. The inequalities (3.1) and (3.3) were considered in [7]. Fink proves the fol-
lowing result.
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 473

THEOREM 1. Let f have f(n) E LP(a, b) with f(j)(a) = f(j)(b) = 0 for j =


1, ... , n - 1 (for n = 1 there is no condition). Then for 1 ~ p ~ 00

(4.1) _1_" jf(x)dx _ f(a) + f(b) ~ R(n;p) IIf(n) lip


b- a 2 n.
a

are best possible inequalities where

Rn,p
() = . lI(b - t)n - (a - t)n - q(t)\\p'
(4.2) Illln
qE,.. .. -2 2(b-a)

and 11"m is the polynomials of degree ~ m.


The proof is based on the representation of the left side of (4.1) as

j f(n)(t) [(b - t)n + (a - ttl dt


6

1
2n!(b - a)"
a

and the following lemma together with Holder's inequality.


LEMMA. Let f(j)(a) = f(j}(b) = 0, j = 1, ... , n - 1. Then 9 = f(n) satisfies
6 6
J gq = 0 for all q E 1I"n-2. Conversly if J gq = 0 for all q E 1I"n-2, then there is
a a
an f such that f(n) = 9 and f(j}(a) = f(j)(b) = 0 for j = 1, ... , n - 1.
By either solving the minimum problem (4.2) explicitly or choosing an appro-
priate q the following results are obtained in [7].

(b - a)1-t 1
(4.3) R(I,p) = 2(1 + p,)1/p" R(I, 1) = "2;
R(2, 00) = 6-;::)2, R(2, 1) = 6~a, R(2,2) = (6;);/2
(4.4) { 2_l.
R(2 ) < (6-a)
, P - 4(2p'+1)1/p';
P

R(3 ,00 ) -_ (6-a)3


32 .
(4.5) {
1/
3_l.21 / p ,
R(3,p) ~ (6-a) B (~ + ~,p' + 1)1/ P , p> 1;
474 CHAPTER XV

(4.6)
(b- t-.l ( IIp'
2l~P' B (i- 1)p'+2,P'+1
1 )
R(n,p)~ p , n ~ 4, p> 1;

(4.7)

2) -2-,
n-2

R(n, 1) ~ (b _ a)n-l ~ (n: n ~ 3.

5. Mahajani's inequalities. Using some geometrical arguments, G. S. Mahajani


[11] (see also [4, pp. 297-298]) proved the following results:
1° If f has a bounded derivative on [a, b], i.e. if If'(x)1 ~ M (M > 0) and if
b
J f(x)dx = 0, then for x E [a,b]
a

(5.1) J x
f(t)dt ~ M(b; a)2 ;
a

2° If, besides the conditions given in 1°, f(a) = f(b) = 0, then

(5.2) J x
f(t)dt ~ M(b1~ a)
2
.
a

Analytic proofs of these results were given by P. R. Beesack [12].


We shall give generalizations of these results.
Let us define the -two-parameter class of polynomials p~m,k) (0 ~ m ~ k <
n; m, k, n E N) by means of

p(m,k)(X)
n
=
-
p(m,k)(x· a b)
n "
(_l)n-k(n _ m)! k-m (b _ a)m-n+i
= m!(k-m)!(n-k-1)! ~ n-m-i
X (k ~ m) (x _ a)m(x _ bt-m- i

where a and b are real parameters.


INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 475

If the values of derivatives of function F at x = a and x = b are known,


using polynomials p~m,k), Hermite's interpolation polynomial Sn,k( x) can be
represented in the following form ([13]):
k-l
Sn,k(X) == 2: p~~ik-l)(x; a, b)F(m)(a)
m=O
n-k-l
+ 2: p~~t-k-l)(x;b,a)F(m)(b),
m=O

and if IF(n)(x)1 ~ M for x E (a,b), then


M
(5.3) IF(x) - Sn,k(x)1 ~ ,I(x - a)k(x - b)n-kl.
n.
REMARK: For k = 0 (k = n) the first (second sum does not exist, i.e. we have
Taylor's formula.
Now, we shall give the following generalization of 10 ([14]):
THEOREM 1. Let f(x) be a n-times differentiable function such that If(n)(x)1 ~
b
M for x E (a,b) and J f(t)dt = 0, then
a
z

(5.4) j f(t)dt - Sn,k(X) < M (x - a)k(b _ xt+ 1 - k


- (n+1)!
a
kk(n - k + 1)n-k+l
< M(b _ a)n+l
- (n + 1)n+l(n + 1)!
where
k-l
Sn,k(X) = 2: p~m,k-l)(x; a, b)J<m-l)(a)
m=l
n-k
+ 2: p~m,n-k)(x; b, a)f(m-l)(b)
m=l
(for k = 1, (k = n) the first (second) sum does not exist.
z
PROOF: Using the substitutions n --+ n + 1, F(x) = J f(t)dt, we get the first in-
a
equality in (5.4) from (5.3). For the second inequality we should only observe that
the function (x_a)k(b_x)n-k+ 1 has maximum for x = (kb + (n + 1 - k)a) j(n+
1).
476 CHAPTER XV

CORLLARY 1. If, besides the conditions given in Theorem 1, f(;}(a) = 0 (i =


0,1, ... , k - 2), f(;}(b) = 0 (i = 0,1, ... , n - k - 1) (for k = 1 (k = n) the first
(second) condition does not exist), then

J
z

(5.5) f(t)dt < M (x - a)k(b - xt- k+1


- (n+l)!
a

In a special case, if the conditions from 1° are fulfilled, then

(5.6)
a

which is a refinement of (5.1).


Now, we shall prove the following generalization of 2°:
THEOREM 2. Let f(x) ben-times differentiable function such that If(n}(x)1 ~ M
b
for x E (a, b), J f(t)dt = 0 and f(i}(a) = f(;}(b) = 0 (i = 0,1, ... , n - 1). Then
a

(5.7)
a

PROOF: In the proof we use the following result from [13] which is also a conse-
quence of (5.3):
Let f ( x) be n- times differentiable function such that If( n} ( X ) I ~ M for x E
(a, b), f(;}(a) = 0 (i = 0,1, ... , k - 1) and f(;}(b) = 0 (i = 0,1, ... , n - k - 1).
Then

(5.8)
a

For a proof of Theorem 2 we may assume that f(c) = 0 for some c E (a, b).
Moreover, by symmetry we may assume that a < c ~ (a + b)/2. We may also
assume that c is the largest zero of f on (a,(a - b)/2]. For a ~ x ~ c, (5.8) for
b = c, k = n - 1, implies that

J
a
z
f(t)dt ~
-Jc
a
M(b-a)n+l
If(t)ldt ~ 2n+ln(n + I)! (= T).
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 477

:I:

If f(x) i= 0 for C < x < b, then IG(x)1 = II f(t)dtl would be decreasing on [c,b],
a
so that IG(x)1 ::; IG(c)1 ::; T would follow. We may thus assume that f(cd = 0
for some Cl E (c, b), hence for some Cl E [(a + b) /2, b). Now we may assume that
Cl is the least zero of f on this interval, and with no loss of generality suppose
f (x) > 0 for c < x < Cl. Then

J J
b b

IG(x)1 = f(t)dt ::; If(t)ldt ::; T


:I: Cl

if Cl ::; C ::; b by (5.8) in the case a = Cl, k = 1. So it only remains to consider


the case C < x < Cl. On this interval G'(x) = f(x) > 0 so G(x) increases on
(c, Cl). It follows that

completing the proof of (5.7).

6. A. M. Fink [7] has given some variants of Mahajani's inequalities. He proved


the following results.
THEOREM 1. Let f(n-l) be absolutely continuous and f(n) E £P(a, b) witb
f(j)(a) = f(j)(b) = 0, j = 0 ... , n -1. Tben

(6.1) !:. f( x) -
n
_1_
b- a
J b
f(y)dy ::; M( n, p, x) IIf(n) lip
n!
a

wbere

(6.2) M( n,p,x ) = . II(x - t)n-lk(t,x) - q(t)lIp'


mIn
qE7rn -l
b- a '

and
t- a a::; t ::; x ::; b;
(6.3) k(t,x) = {
t - b a::; x <t ::; b.

b
If in addition I f(y)dy = 0, tben
a

(6.4)
478 CHAPTER XV

where
C( n,p,x ) = . lI(x-t)n-1k(t,x)-q(t)lIp'
(6.5) Ill1n b .
qE1rn - a
All of these inequalities are best possible if 1 < p < 00. If p = 00 (6.1) is always
best possible.

J f = °and f(j)(a) = f(j}(b) = 0, j = 0, ... , n -


b
COROLLARY 1. If 1 then for
a
1 5, p 5, 00,

If(x)1 5, Ilf(n) lip , min{(x - a)n-l/p, (b - X t - 1/ P}.


(n - I)! [en -l)p' + l]l/P

COROLLARY 2. If1 ~ p ~ 00,


b
Jf =
a
° and f(j)(a) = f(j}(b) = 0, j = 0, ... , n-1,
then

J
a
x
f(y)dy 5,
"
Ilf(n)lIpmin{(x - a)n+1/p , (b - xt+ 1/ P }
/ '
(n -I)! [en -l)p' + 1]1 P (n + lip')
.

Explicit estimates for M(n,p,x) (see (6.1» are given in Theorems 2 and 2'.
THEOREM 2. For 1 5, p ~ 00 and f(a) = feb) = 0, we have the best possible

J
inequality
b
1 (b - a)l/ P'
f( x) - b _ a f(y)dy 5, 2(1 + p')l/p' 1If'lIp
a
. (b_a)l/P' l!!±! .
that lS, M(l,p,x) = 2(Hp')1/pl, and M(l, 1,x) = 2". For x 2:: 2 an extremalls
given by (1 < p)
(x- ~/ - (x-t- b;a/, a < t -< x
-
_ b-a.
2 ,
{
p'f(t) = (x - ~)P' - (t - x + b;a/ , x - b-a
2 -
<t <
-
x·,
, ,
(x-~)P _(x_t+b;a)P, x 5, t 5, b.
A similar formula holds when x < ~. Any other extremal is a multiple of this
one.
THEOREM 2'. For n 2:: 4 and f(j)(a) = f(j)(b) = 0, j = 0, ... , n-1
1 1
;;f(x)-b_a J b

f(y)dy

(n _3)n-3
a

2
5, (b - a)3__ -- max{(x - at- 3,(b - xt- 3 }llf(n)lh.
n-2 n-2
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 479

Moreover for n =3
J
6

~ f(x) - _1_ f(y)dy ::; 2(b - a) max(x - a, b - x)IIf"'IIt


3 b-a
a

and for n = 2 we have the best possible bound

1
2f(x)- b-a
1 J 6
(b - a)
f(y)dy::; -S-max{(x-a)2,(b-x)2}1If"lh.
a
Hn ~ 3, then for p >1
M(n,p,x) ::; 2(b - a)"'" (H}) B (1 + p'(n - 3),1 + p,)l/ P'
l/p'
x [(x-a)P'(n-2)+! + (b-x)P'(n-2+1]
For C(n,p,x) (see (6.4)) the following are given in [7]:

J f = °then we have the best possible inequal-


6
THEOREM 3. H f(a) = f(b) and
a
ities

If(x)1 ::; ~1If'111! and


If(x)1 ::; (b - a)g(x) 1If' 1100' where
a <x < ~a + lb·

_ { x(.~=,
- - 4 4'

(.-"i' )') 1/2 1


g(x) - .2+ (6 a)r - 2'
6-x
6-a'
For 1 < p < 00 we have
x < (x-a)l/ p'(b-x)l/ P' '.
If( )1 - [(x _ a)P-1 + (b _ x)P-1]1/P IIf lip

That is C(I, 1, x) = t, C(I, oo,x) = (b - a)g(x) and


C(1 ) < (x_a)l/p' (IT-x)l/p'
,p, x _ [(x-a)p-l+(6-x)p-lp/p.
6
THEOREM 3'. H fW(a) = f(j)(b) = 0, j = 0, ... , n - 1 and J f = 0, then
a
480 CHAPTER XV

where
(j -
_ rmn
. (x-b-
- a, -b
b- x)
-
-a -a
and
If(x)1 ::; (x - a)(b - x)IIi"1I1.
Two other results are also given that are related to Mahajani type inequalities.
b
THEOREM 4. Suppose ff = 0. Then the best possible inequalities are
a

[(x - a)P •+1 + (b - x)P•+1 ] lip'


If(x)I::;IIf'lIp (b-z)(I+p')1/p' ,1<p::;oo,

and
If(x)::;IIf'lltmin {
x-a
b-a'b-a
b-X} .
Moreover, we also have best possible inequalities

Jf( )
x

t
d
t::;
(b-x)(x-a)
(b _ a)l/p
1If'lIp
(1 + p,)l/p" 1 < p ::; 00,

and

J
x

f(t)dt ::; b - ~)~xa- a) 11f'11t.


a

b
THEOREM 5. Let f f = 0, f(a) = f(b) = 0, and p = 1, or 00. Then
a

J
x

f(t)dt ::; hp(x)IIf'lIp


a

are best possible inequalities where


(x_a)2
-2- a <
-
x < ;!a
- 4
+ lb
4

.l.. _l(x-~r
16 2 (b-a)2 , ~a + ~b ::; x ::; ~a + ~b,
(b_x)2
-2- la
4
+;!b
4
<
-
x <
-
b
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 481

and h1(x) = !x(1 - x).


For 1 < P < 00

J
x

f(t)dt ~ (1 + ;')l/P' min{(x - a)Hl/P',(b_ x)Hl/P'}IIf'lIp·


a
We note that in Theorem 4 we get

J x
f(t)dt ~ (b - x);x - a) 1If'1I<Xl
a

which is superior to (5.1) except when x = ~.

7. Note that inequality (5.8) is a generalization of results from [15),[16). The


following more general result obtained in [13) is a simple consequence of (5.3):
THEOREM 1. Let f(x) be a n-times differentiable function such that If(n)(x)1 ~
M for x E (a, b). If p( x) is an integrable function on (a, b) such that 0 < c ~
p(x) ~ >.c (>. 2:: 1, x E [a,b)), the following inequality
(7.1)
M[rl (I I' ) < MC(b - a)n ( >'B (rk + 1, r(n - k) + 1) ) l/r
g,p - n! cr+(>.-1)B(rk+1,r(n-k)+1)
(r > 0)
holds, where B is beta function, C = kk(n - k)n-kjnn, g(x) = f(x) - Sn,k(X),
Sn,k is Hermite's interpolation polynomial of function f and M[rl(fjp) is the
integral mean of order r of function f with weighted function p.
With the same conditions as for (5.8) we get the inequality
(7.2)

(b ~ a! If(x)I' dx )'" " M(bn~ a)" B (rk+ 1, r(n - k) + 1)'" (r > 0).
From Theorem 1 can be obtained the following inequality

J
b n

f(x )dx - "" (2m - k)! (m) (b - a)k (f(k-l)( a) _ (_1)k f(k-l)(b»)
D (2m)! k
(7.3) a k=l
< M(m!)2(b _ a)2m+1
- (2m)!(2m + 1)!
where If(2m)(x)1 ~ M for x E (a, b).
The foilowing generalization of (4.3) is also given in [13):
482 CHAPTER XV

THEOREM 2. Let In = {O, 1, ... , n} and let {PkhEln be a barmonic sequence


of polynomials on [0, 1] (P~(x) = Pn-I(x». If f(x) is n- times differentiable
function sucb tbat If(n)(x)1 ::S M for x E (a, b), tben

Po J
a
b
f(x)dx -
n

~)-I)k(b - a)k (Pk(O)j<k-I)(a) - Pk(I)f(k-I)(b»)


k=I
(7.4)

J
I

::S M(b - a)n+I IPn(t)ldt.


o
b I
PROOF: If h(t) = f (a + t(b - a» we have J f(x)dx = (b - a) J h(t)dt, from
a 0
which, applying integration by parts on the last integral, we get

J J
I I

(7.5) h(t)dt = h(I) - h(O) - th'(t)dt.


o 0

Since PI(t) = Pot + PI(O) (Po(t) = Po), equality (7.5) may be represented in
the form

J JP~(t)h'(t)dt.
I I

Po h(t)dt = PI(I)h(I) - PI(O)h(O) -


o 0

I
By successive integration by parts of J PHt)h'(t)dt (n-I)-times, we obtain
o

Po J
o
I n

h(t)dt = :L(-I)k (Pk(O)h(k-I)(O) - Pk(I)h(k-I)(I»)


k=I

J
I

+ (_l)n Pn(t)h(n)(t)dt,
o
from which (7.4) follows.
COROLLARY 1. Let function f(x) satisfy tbe conditions as in Theorem 2 and let
f(k)(b) = (_l)k-I f(k)(a) (k = 0,1, ... , n - 1). Tben

J
b
M(b - a)n+l
(7.6) f(x)dx ::S 2n(n+1)! .
a
INEQUALITIES INVOLVING FUNCTIONS WITH BOUNDED DERIVATIVES 483

To prove this, take Pn(t) = ~ (t - !r, in Theorem 2.


REMARK: Inequality (7.6) is obtained in [10] with somewhat stricter conditions
for f.

8. Several various results can be obtained by applications of well-known quadra-


ture formulas. Here we shall give only the following results from [1]:
If F( -1) + F(l) = 0, 1F(4)(x)1 ~ 1, then

va
(8.1) J F( x )dx ~ 115 v'3.
-va
This is a simple consequence of the well-known two-point Gauss-Legendre
quadrature formula

va
J F(x)dx = (F( -1) + F(l))· v'3 + 115 v'3. F(4)(~), I~I < v'3.
-va

REFERENCES

1. OSTROWSKI, A., tiber die Absolutabweichung einer differentiiebaren Funk-


tion von ihrem Integralmittelwert, Comment. Math. Helv. 10(1938),
226-227.
2. MILOVANOVIC, G.V., On some integral inequalities, Univ Beograd. Pub!.
Elektrotehn. Fak. Ser. Mat. Fiz. No. 498-541 (1975), 119-124.
3. , 0 nekim funkcionalnim nejednakostima, Univ. Beograd.
Pub!. Elektrotehn. Fak. Ser. Mat. Fiz. No. 599 (1977), 1-59.
4. MILOVANOVIC, G.V. and J.E. PECARIC, On generalization of the in-
equality of A. Ostrowski and some related applications, Univ. Beograd.
Pub!. Elektrotehn. Fak. Ser. Mat. Fiz. No. 544-576 (1976), 155-158.
5. PECARIC, J. and B. SAVle, 0 novom postupku razvijanja Junkcije u red i
nekim primjenama, Zbornik radova VA KoV (Beograd) 9(1983), 171-202.
6. , 0 generalizacijama nekih rezultata J. Karamate i nekim prim-
jenama, Zbornik radova VA KoV (Beograd) 10(1984), 245-268.
7. FINK, A.M., Bounds on the deviation of a function from its averages,
submitted manuscript.
8. IYENGAR, K.S.K., Note on an inequality, Math. Student 6(1938), 75-76.
484 CHAPTER XV

9. VASIC, P.M. and G.V. MILOVANOVIC, On an inequality of Iyengar,


Univ. Beograd. Pub!. Elektrotehn. Fak. Ser. Mat. Fiz. No. 544-576
(1976), 18-24.
10. MILOVANOVIC, G.V. and J.E. PECARIC, Some conaiderationa on Iyen-
gar's inequality and some related applications, Univ. Beograd. Pub!.
Elektrotehn. Fak. Ser. Mat. Fiz. No. 544-576 (1976), 166-170.
11. MAHAJANI, G.S., A note on an inequality, Math. Student 6(1938), 125-
128.
12. BEESACK, P.R., Private communications.
13. MILOVANOVIC, G.V. and J.E. PECARIC, On an application of Her-
mite's interpolation polynomial and some related results, Symposium Num.
Meth. Appr. Th. Nis. (1984), 93-98.
14. MITRINOVIC, D.S. and J.E. PECARIC, On some applications of Her-
mite's interpolation polynomial, C. R. Math. Rep. Acad. Sci. Canada
9(1987), 55-58.
15. ANON., Problem E2155, Amer. Math. Monthly 76(1969), 188, 1142-
1143.
16. ZAIDMAN, S., Problem E2622, Amer. Math. Monthly 83(1976), 740-
741.
CHAPTER XVI

INEQUALITIES OF BERNSTEIN-MORDELL TYPE

1. If a real polynomial fn(x) = ao + a1x + ... + anx n reaches the value of 1


anywhere on the segment [-1,1], then

(n:
+1
(1.1) J
-1
(ao + a1 x + ... + anx n )2dx ~ 1)2'

Except for an obvious error, this relation has been obtained by S. N. Bernstein
[1].
A related result is obtained by O. Bottema in [2]:
b
Let J(ao + a1x + '" + a n x n )2dx = J, where a, b, n and J are fixed numbers.
a
The maximum value of an appears to be

(2n)! ((2n + 1)J)1/2


mn = (n!)2 (b _ a)n+l/2 '
and
for /b - a/ > 4,
lim mn
n-+oo
= { 0VfI
2.r for /b - a/ = 4,
00 for /b - a/ < 4.
F. Bowman (see [3]) proved that if fn(O) = 1, then

J
1

(1.2) (ao + alx + ... + anxn?dx ~ (n ~ 1)2'


o
The following inequality was posed as a problem in the book [4] by F. Bowman
and F. A. Gerard. A simple proof was given by L. J. Mordell in [3].
If al, ... ,an are real numbers, then

(1.3) J
o
00

e- x (1 + alX + ... + anxn)2dx ~ n: l'

485
486 CHAPTER XVI

F. Smithies [5] has proved the same result using the orthogonality properties of
the Laguerre polynomials. At the same time he has derived the explicit expression
for minimizing polynomial. In [6] L. J. Mordell has solved, in some cases, the
problem of finding the minimum value of integrals of the form

J J
b b

(1.4) p(x)(ao + alX + ... + anxn)2dx == p(x)fn(x?dx


a a

b
where p(x) ~ 0 is such that the integrals J p(x)xrdx (r > 0) exist and the
a
coefficient ak of the term xk in the bracket is given as 1.
L. Mirsky [7] proved

J
b

min w(t) (tkO + Alt k1 + ... + Antkn)2 dt


(1.5) a

b
where M(p) = J w(t)tPdt, and where the minimum on the left-hand side is taken
a
with respect to all real numbers AI, . .. ,An-

2. In [8]-[10] the minimum values of (1.4) were found by using a different kind
of normalization of fn(x) which is especially appropriate in solving the approxi-
mation problem in synthesis of filtering networks in communication engineering.
We shall give results from [9] due to Rakovich and Vasic.
Let w(x) be a nonnegative function on the interval [a, b] such that all the
b
moments J w(x)xrdx are finite for r ~ o.
a
Consider the integral of the form

J
b

(2.1) In = w(x) Un(X»2 dx.


a

The problem to be solved is to determine the polynomial fn(x) of order n


which minimizes the integral (2.1) under the constraint that fn(P) = 1 for any
given real number p. Since the integrand is nonnegative for any value of x E [a, b]
such a minimum value does exist.
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 487

If Qo, Q1, Q2, ... is a set of orthogonal polynomials associated with the weight
function w( x) on [a, b], the polynomial f n can be expanded into a finite series of
the Q;(x) so that

(2.2) In = J b
w(x)
(
~ a;Q;(x)
n )2 dx.
a

Using standard minimization techniques [8] one considers

(2.3) ,,(a., a" ... ,an, ,1) ~ j w{x) (~a;Q;{x»)' dx + ,1 (~a;Q;(p) -1)
a

where (3 is the Lagrangian multiplier. The necessary conditions are

8c.p == 2
8a; J b

w(x)a;Q;(x)2dx + (3Q;(p) = 0,
(2.4) a
n

L a;Qi(p) = l.
;=0

Let

J
b

(2.5) b; = w(x)Q;(x)2dx.
a

Then-

Qi(p) 1
(2.6) a;= - - n
bi " Q j (p)2
L..J b-
j=O J

so that the minimum value M of the integral (2.1) under the constraint is

M= 1
(2.7)
f: Qi(p)2
;=0 bi
488 CHAPTER XVI

3.
THEOREM 1. If c is finite and c ~ a or c ~ b, the integral

J
b

(3.1) In = w(x)ln(x)2dx,
11

where In is any real polynomial of degree n such that In (c) = 1, reaches its
minimum value if and only if 1o, 11, h, . .. form a set of orthogonal polynomials
on [a,b] with respect to the weight function (x - c)w(x) for c ~ a, and with
respect to the weight function (c - x )w( x) for c ~ b.
PROOF: Suppose c(~ a) is finite. From (2.2) and (2.6) the polynomial In that
minimizes the definite integral (2.1), subject to the condition In(c) = 1, is

(3.2) fn(X} = (t. Qt}2) -1 t, Qt}2 Q,(x}.

But, from the Christoffel-Darboux theorem [24, p. 42], it follows that

(3.3)

where k n is the coefficient of xn in Qn(x), so that the minimizing polynomial


takes the form

(3.4)

The Christoffel formula [27, p. 28] states that if Qo, Ql, Q2, ... form a set of
orthogonal polynomials associated with the weight function w on [a, b], then the
polynomials Ro, R 1 , R 2 , ••• , where

(3.5)

are orthogonal on the same segment [a, b] with respect to the weight function
(x - c)w(x). This evidently completes the proof of Theorem 1 for c ~ a. A
similar results holds if c(~ b) is finite.
An immediate consequence of Theorem 1 is the following, more general result:
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 489

THEOREM 2. Let 9 be an increasing function on [a, b] and w a nonnegative weight


function on the same interval such that the integral

J
b

w(x)g(xrdx (r ~ 0)
a

exists. Then the sequence of functions fo (g(x», h (g(x», h (g(x», ... that
minimizes the integrals

J
b

(3.6) In = w(x)fn (g(x»2 dx (n = 0,1,2, ... ),


a

where fn is a real polynomial of degree n, forms an orthogonal system on [a, c]


with the weight function (g(x) - c) w(x) for c ::; g( a), or with (c - g(x» w(x) for
c ~ g(b).
PROOF: Substituting g(x) =t in (3.6) we have

J
g(b)

(3.7) In= p(t)fn(t)2dt (n=0,1,2, ... ),


g(a)

where

w (g-l(t»)
(3.8) pet) = g' (g-l(t»
According to Theorem 1, the functions that minimize (3.6) form an orthogonal
sysem on [g(a),g(b)] with respect to (t - c)p(t) for c::; g(a), that is

J
g(b)

(3.9) (t - c)p(t)!i(t)fk(t)dt = 0 (j, k = 0,1,2, ... ; j =I k).


g(a)

This is the same as

J
b

(3.10) (g(x) - c) w(x)fj (g(x»!k (g(x» dx = 0 (j, k = 0,1,2, ... ; j =I k).


a
490 CHAPTER XVI

4. If the polynomials Qi (i = 0,1,2, ... ) are othogonal on [a, b] with respect to


w, then from Theorem 1, we have for C ~ b,

(4.1) min In J t; Qi~)M


= bw(x) (
a
a
Qi(X)
)2 dx

J (
b 2
Rn(X»)
= w(x) Rn(C) dx,
a

where R o, R 1 , R 2 , ••• are the polynomials orthogonal with respect to (c - x )w( x)


on [a, b]. Since for any given nonnegative weight function wand any prescribed
segment [a, b] there is only one set of orthogonal polynomials which are deter-
mined to within a constant multiplier, it follows that

(4.2) t
.
1=1
Q;(c)M Qi(X)
bi
= Rn(x),
Rn(c)

and by comparing the coefficients of x n , we find

(4.3)

where k~ and k?; are the coefficients of xn in Qn and Rn respectively. Hence


from (4.2) and (4.3)

(4.4)

5. Now, we shall give some special cases:


n
10 ([8]) If L ai = 1, v > -1, then
i=1

]'cl - (t,
x')" aox ) , dx

> 7rn!r(2v + 3) .
- (2v + 2)n r (v + ~)2 (v + n + 1) 22+2v
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 491

For v = -1/2 we get

20 ([9] If In(1) = 1, u,v> -1, then

min ],(1 - %)"(1+ %)" (t, a;%;), d%

2u+vHn!r(u + l)r(u + 2)r(n + v + 1)


r( n + u + 2)r( n + u + v + 2)

The last result is obtained for In(l) = 1 but it still holds if the polynomial In
reaches the value of 1 at any point in the interval [-1, + 1].
30 In [9] was proved that (1.2) can be obtained from (1.1), i.e. the following
results are obtained from (1.1):

and

J
c
n 2 l+c
(ao+a1 x +· .. + a n x ) dx~ (n+1)2'
-1

where -1 :::; c:::; 1 and In(c) = 1.


4 0 In the design of electric filters the polynomial In is constrained to be
an even function of frequency and if, in addition a monotonic magnitude
response is required, the error integral has the form

1= J
1

o
(1 - x 2 )P-q x 2q - 1
(
?= )2 dx
n

.=0
ai x2i (p - q > -1, c> 0).
492 CHAPTER XVI

The following results are valid ([9]):


If f n (1) =, . I d 'f f(O) 1 h
1 ten:
h mln = 2r(n+p+l)r(n+p-q+2) ,an 1 =,
n!r(n+q)r(p-q+l)r(p-q+2)
ten:
. 1- n!r(n+p-q+l)r(q)r(q+l)
mm - 2r(n+p+1)r(n+q+1)
50 Theorems 1 and 2 still hold if one of the integration limits is infinite. For
example with w(x) = x"e- x , a = 0, b = +00 we have from (4.3)

. JOO x" e- x (1
mm + alx + ... + anxn) 2 dx = rev + 1)/ (n + nv+ 1) .
o

60 Let nand k be integers with 0 ~ k ~ n. W. Janous [11] determined the


minimum value Mn,k of

where Pn,k runs through the set of all polynomials with real coefficients
and degree at most n such that the coefficient of xk is 1. Janous proved
that

This is a generalization of (1.2). This appears as a problem in the American


Mathematical Monthly [11]. See the answer [12] for one solution.
As an application of this result he proved the following result:
Let m,n be nonnegative integers. Furthermore let f(x) be n-times continu-
1
ously differentiable and f(k)(O) = f(k)(I), k = 0, ... ,n - 1 and J xi f( x )dx = 0,
o
j = 1, ... ,m. Then ([12])

6. Finally, we shall give some related results which were obtained as applications
of quadrature formulae. The following text was communicated to us by D. Acu,
[13]-[16]:
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 493

If [a,b] is a finite interval we shall <;all L[a,b] the class of functions f(x)
Lebesgue-integrable (summable) in [a, b] and ACk[a, b] the class offunctions f(x)
whose k-th derivative f{k}(x) is absolutely continuous in [a, b] (k = 0,1,2, ... ).
We shall call quadrature formula relative to the function f E L[a, b] and to the
nodes Xl, X2,"" x n , any formula of the type

(6.1) J
a
b n

f(x)dx = LA;J(Xi) + Rn(f).


i=l

The constants Ai are the coefficients and Rn(f) is the remainder of the quadra-
ture formula (6.1).
The number 'Y E N with the property that Rn(f) = 0 for all f E Pr and
there exists agE PrH so that R(g) ~ 0 is named the degree of exactness of the
quadrature formula.
The problem which arises regarding to a quadrature formula is to determine
the parameters Ai, i = 1, ... , m, and Xi, i = 1, ... , k, in some given conditions
and to study the remainder term R(f) fo the obtained values of Ai and Xi.
For a broader information on quadrature formulae the works [17]-[22] can be
consulted.
FUrther on we shall present two procedures for using the quadrature formulae
in obtaining inequalities.
1. If in a quadrature formula (6.1) all coefficients are nonnegative, then for
f E L[a, b], removing the quadrature sums, we obtain inequalities of the
type

J
b

(6.2) f(x)dx ~ Rn(f) if f(x) ~ 0 for an X E [a, b];


a

J
b

(6.3) f(x)dx ~ Rn(f) if f(x) ~ 0 for any X E [a, b].


a

Equality holds for functions of the form


n
f(x) = hex) II(x - Xi?k, kEN, hE L[a,b] with hex) ~ 0
i=l

for X E [a,b] in the case of the inequalities (6.2) and hex) ~ 0 for X E [a,b] in the
case of the inequalities (6.3).
494 CHAPTER XVI

This method has been used by F. Locher [23] to obtain certain inequalities
with polynomials, inequalities used in solving some extremal problems for the
quadrature formulae.
Consider Gauss-Jacobi's quadrature formula [20]:
1 m

(6.4) j(l- x)il(1 + x)p f(x)dx = ?=A~;'P) f (x~)~t») + R 2m - 1 (J),


-1 .=1

a> -1, f3 > -1, in which the nodes x~iP), i = 1, ... ,m, are the zeros of Jacobi's
. 1 p(a,p)()
po1ynonua m X , an C1ent s A(a,p).
d the coeffi' mi ,Z = 1, ... , mare POS1't'1ve.
For a function f E AC - [_1, 1] the remainder is written in the form
2m 1

2a+P+2m+1mlr(1 + m + l)r(f3 + m + l)r(a + f3 + m + 1) f(2m)(~)


R 2m- 1 (J) = 2 '
(a+f3+2m+1)(r(a+f3+2m+1)) (2m)l
where ~ E (-1,1). For a = f3 = 0 we obtain Gauss quadrature formula.
If in (6.4) we take as f and arbitrary polynomial P2m(X) of the degree 2m,
P2m(X) 2: 0 on [-1,1] and with leading coefficient equal to 1, then the inequality

j(1- x)a(l + x)ilP2m(x)dx 2:


1

R2m - 1 (P2m).
-1

Thus we have obtained the inequality given by F. Locher in [23].


PROPOSITION 1. For any polynomial P2m(X) 2: 0, x E [-1,1], with leading
coefficient equal to 1, the inequality

J
1

(1 - x )a(l + X)PP2m(X )dx


-1

> 2a+p+2m+1mlr(a + m + l)r(f3 + m + l)r(a + f3 + m + 1)


- (a+f3+2m+1)(r(a+f3+2m+1))2
is true, in which the equality is attained only if

P (x) = (2 mmlr(a + f3 + m + 1))2 ( (a,p)(x))2.


2m r(a+f3+2m+1) Pm
For a = f3 = 0 we obtain the inequality
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 495

with the equality for


2m(m!)2)2 2
P2m(X) = ( (2m)! (Pm(X)).
F. Locher [23] also demonstrates that:
PROPOSITION 2. For any polynomial P2m+1(X) ~ 0, x E [-1,1] of the degree
2m + 1 and with the leading coeffient equal to 1, the inequality

/(1-
1

x)"'(l + X)PP2m+1(X)dx
-1

2",+P+2m+2 m!r(a + m + l)r(;3 + m + 2)r(a +;3 + m + 2)


> ----------~------~~----~~--~----~
- (a+;3+2m+2)((r(a+;3+2m+2))2
id valid, with the equality for

( ) _ (2mm!r(a+;3+m+2))2( 1)( ("'P+1)( ))2


P2m+1 X - r(a +;3 + 2m + 2) x+ Pm X .
PROPOSITION 3. For any polynomial P2m+1(X) ~ 0, x E [-1,1]' of the degree
2m + 1 and with the leading coefficient equal to 1, the inequality

/(1-
1

x)"'(l + X)PP2m+1(X)dx
-1

< 2",+p+2m+2 m!r( a + m + 2)r(;3 + m + 1)r( a + ;3 + m + 2)


- (a+;3+2m+2)(r(a+;3+2m+2))2
is true, with the equality for
m
( ) _ (2 m!r(a +;3 + m + 2))2 ( _ ) ( ("'+1,P)( ))
P2m+1 X - r(a+;3+2m+2) x 1 Pm X.
PROPOSITION 4. For any polynomial P2m(X) ~ 0, x E [-1,1], of the degree 2m
and with the leading coefficient equal to 1, we have the equality

/(1 -
1

x)"'(l + X)pP2m(x)dx
-1

2",+p+2m+1(m - l)!r(a + m + l)r(;3 + m + l)r(a +;3 + m + 2)


<---------~--~~------~~----~~~------~
- (a + ;3 + 2m + 1) (r( a + ;3 + 2m + 1))2 ,
with equality only if

( x) = (2 - (m -l)!r(a +;3 + m + 2))2 (x2 _ 1) ( ("'+1,P+1)(X)) 2 .


m 1
P2m r(a +;3 + 2m + 1) Pm -1
In [15] it is demonstrated that:
496 CHAPTER XVI

PROPOSITION 5. For each polynomial P2m(X) 2::


leading coefficient equal to 1, the inequality
°of degree 2m and with the

J
00

x cx e- X P2m(x)dx 2:: m!r(a + m + 1), a> -1,


o

is valid, with equality only if

where p~)(x) is the Laguerre polynomial.


PROPOSITON 6. Foreachpolynomialp2m+1(x) 2:: 0, x E (0,00), with the leading
coefficient equal to 1, the inequality

J
00

Xcx e-xP2m+1(X)dx 2:: m!r(a + m + 1),


o

is valid, with equality only if

where p~+l)(X) is the polynomial of degree m out of the system of orthogonal


polynomials on the interval (0,00) refering to the weight xcxHe- x .
The proof of Proposition 5 is obtained from the Gauss-Laguerre quadrature
formula [8]

J
00

o
xcxe- x f(x)dx = ?: A;J(xj) + R 2m - 1(J)
m

.=1

in which the coefficients Aj, i = 1, ... ,m, are positive and the remainder is given
by
R 2m-1 (f) =m!r(a+m+l)f(2m)(t) t ( )
(2m)! .", ." E 0,00.

The proof of Proposition 6 is based on the Gauss-Radau quadrature formula [24]

J
o
00

xcxe- x f(x)dx = Bf(O)


m
+L
.=1
A;J(xj) + R 2m (J)
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 497

where
Ai > 0, i = 1, ... , m, B >0
and
R (f) = mIre a + m + 2) f(2m+I)(C).
2m (2m+1)! \,
The generalizations for the results from the Propositions 1-6 were presented in
[16].

7. Examples given in the previous text of D. Acu are special cases of general
results which follow from Gauss quadrature formula (see [25, pp. 86-91]):

(7.1) J a
b

w(x)f(x)dx =
i=l
n

L Ad(xi) + Rn,
where w( x) 2: °is an integable function and

(7.2)
f(2m)(o
Rn = (2m)!
J b

w(x) (1l'n(x)) dx
2
(a < ~ < b),
a

(7.3) 1l'n(x) = (x - xd ... (x - x n ),


and Xl, ... , X n are such that

J
b

(7.4) w(x)1l'n(x)x k dx=O (k=O,1, ... ,n-1).


a

In this case we have Ai 2: 0 (i = 1, ... ,n), so for a positive function f(x) we get

(7.5) J
b

w(x)f(x)dx 2:
f(2n)(~)
(2n)!
J b

w(x) (1l'n(x))2 dx.


a a

For an arbitrary polynomial P2n of the degree 2n, P2n(X) 2: 0 and with the
dominant coefficient equal to 1, we get from (7.5):

J J
b b

(7.6) w(x)P2n(x)dx 2: w(x)(1l'n(x))2 dx,


a a

with equality for P2n(X) = (1l'n(x))2.


For various classes of orthogonal polynomials we can obtain results like Propo-
sition 1,2,5,6 from Section 6. Of course for negative functions we have opposite
results.
498 CHAPTER XVI

REFERENCES

1. BERNSTEIN, S.N., "Le~ons sur les proprietes extremales et la meilleure


approximation des fonctions analytiques d 'une variable reelle," Paris, 1926.
2. BOTTEMA, 0., Problem 170, Wisk Opgaven 14 (1929) 342-344.
3. MORDELL, L. J., The minimum value of a definite integral, Math. Gaz.
52 (1968), 135-136.
4. BOWMAN, F. and F. A. GERARD, "Higher Calculus," Cambridge 1967
p.327.
5. SMITHIES, F., Two remark on note by Mordell, Math. Gaz. 54 (1970),
260-261.
6. MORDELL, L.J., The minimum value of a definite integral, II, Aequa-
tiones Math. 2 (1969), 327-331.
7. MIRSKY, L., A footnote to a minimum problem of Mordell, Math. Gaz.
57 (1973), 51-56.
8. VASIC, P.M. and B.D. RAKOVICH, A note on the minimum value of a
definite integral, Univ. Beograd. Publ. Elektrotehn. Fak. Ser. Mat. Fiz.
No. 544-576 (1976), 13-17.
9. RAKOVICH, B.D. and P.M. VASIC, Some extremal properties of orthog-
onal polynomials, Ibid. No. 634-677 (1979), 25-32.
10. JANOUS, W., A Minimum Problem for a Class of Polynomials, to appear.
11. American Mathematical Monthly 97 (1989), 655-656.
12. Aufgabe 933, Elem Math. 40 (1985).
13. ACU, D., Extremal problems in the numerical integration of the functions,
doctor's thesis, Cluj-Napoca, 1980 (Romania).
14. , The Use of Quadrature Formulae in Obtaining Inequalitis,
The Scientific Paper Session "Mathematical Inequalities", 13-15 Novem-
ber, 1981, Sibiu, Romania.
15. _ _ _ _ _ , V-Optimal formulas of quadrature with weight function of
the Laguerre type, Proceedings of the second symposium of Mathematics
and Its Applications, 30-31 October, 1987, Timi§Oara, Romania (1988),
51-54.
16. _ _ _ _ _ , Extremal problems with polynomials, Symposium on "Nu-
merical Methods with Applications to Sciences and Technique", 13-14
November, 1987.
17. BAHVALOR, S.V., Methodes numeriques. Moscou, 1976.
18. BEREZIN, 1.S. and N.r. ZHIDKOV, Computational Methods (in Russian),
V. 1, "Nauka", Moskow, 1966.
19. DAVIS, r. and B. RABINOWITZ, "Numerical Integraltion," London, 1967.
20. GHIZZETTI, A. and A. OSSICINI, "Quadrature Formulae," Berlin 1970.
21. IONESCU, D.V., "Numerical Quadratures" (in Romain), 1957 Romania.
INEQUALITIES OF BERNSTEIN-MORDELL TYPE 499

22. NIKOL'SKII, S. M., "Quadrature Formulas" (in Russian), Moskow, 1974.


23. LOCHER, P., Pozitivitat bei Quadratur formulas; Habilitationnchrift, im
Fachbereich Mathematik der Eberhard-Karls Universitiit zu Tiibingen,
1972.
24. STANCU, D.D. and H.A. STROUD, Quadrature formulas with simple
Gaussian nodes and multiple fixed nodes, Math. Comput. 17, Nr. 84
(1983), 384-394.
25. TOSIC, D., "Uvod u numericku analizu," Beograd, 1987.
26. MITRINOVIC, D.S., "Analytic Inequalities," Berlin-Heidelberg-
New York, 1970.
27. SZEGO, G., Orthogonal Polynomials, Amer. Math. Soc. Colloquium
Pub!. 23, New York, 1939.
CHAPTER XVII

METHODS OF PROOFS FOR INTEGRAL INEQUALITIES

1. In this Chapter we give a number of different methods for proofs of various


integra-differential inequalities, with emphasis on the more elementary methods.
The simpler inequalities of the Chapter are of the form

J
b

(1.1) F(x, u, u')dx ~ 0, u E U,


a

where U is an apropriate class of functions. We illustrate most of the methods


to be used in the Chapter by applying them to inequality (2.1) from Chapter II,
I.e.
,.. ,..
(1.2) J
o
u 2dx ~ J
0
u,2 dx for u(O) = u(rr) = 0,

provided u E AC[O, rr] with u' E L 2 [0, rr]. Moreover, equality holds in (1.2)
precisely for u( x) == C sin x, for some constant C.
The first six methods we discuss are from the unpublished manuscript [1], with
few editorial changes.

2. Use of calculus of variations. The inequality (1.2) is the special case of (1.1)
with F(x, y, y') = y,2 - y2. The Euler equation in this case is

~ Fy'(x, y, y') - Fy(x, y, y') == 2y" + 2y = 0.


From the general theory, a necessary condition that u( x) be a solution to the
problem of minimizing the integral in (1.1), subject to fixed end-point conditions
such as u(a) = u(b) = 0, is that u = y, where y is a solution of the corresponding
Euler equation which satisfies the boundary conditions. (See, for example, [2, p.
34] or [3, pp. 5,21].) Hence the extremal., for (1.2) are the solutions y = csinx
of y" + y = 0, yeO) = y(rr) = 0.

500
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 501

The problem of showing that a given extremal function Yo does provide a


minimum value of the integral

J
b

J(U) = F(x,u,u')dx (u(a) = A, u(b) = B),


a

is, of course, the main problem of the calculus of variations. Sufficient conditions
depend on the existence of an appropriate field (or flow) of solutions of the Euler
equation

d
(2.1) dXFyl - Fy = O.

If Yo is an extremal of J( u), then by a field :F containing Yo we mean a one-


parameter family {4>( x, a)} of solutions of equation (2.1) defined on a rectangle
[a, b] X (aI, (2), having the property that Yo(x) == ~(x, ao) for some ao E (al> (2),
and which simply covers the domain

S = {(x,y): a::; x::; b, ~(x,a)::; y::; ~(x,a') for some a,a' E (al,a2))'

That is we assume that through each point of S there passes a unique curve
y = ~(x,a). In addition it is assumed that the equation y - ~(x,a) = 0 defines
a = a( x, y) uniquely for (x, y) E S as a twice-continuously differentiable function.
The slope-function p: S --+ R of the field :F is defined by p( x, y) == ~x [x, a( x, y)].
The Weierstrass E-function (E for excess) for J is defined by

(2.2) E(x,y,p,q) == F(x,y,q) - F(x,y,p) - (q - p)Fp(x,y,p).

Under appropriate smoothness conditions on F (cf. [2, pp. 55-59], [3, pp. 26-27,
30]) a sufficient condition for J(yo) to be a minimum value of J is that Yo be an
extremal (so y = Yo is a solution of (2.1) and yo(a) = A, yo(b) = B) embedded
in a field :F as above, such that

(2.3) E{x,u(x),p(x,u(x)),u'(x)} ~ 0, a::; x::; b,

holds for all admissible functions u (so u(a) = A, u(b) = B in particular) whose
graphs lie in S. In this case the conclusion is only that J(yo) ::; J(u) for all such
u. If strict inequality holds in (2.3) provided u' (x) :j. p (x, u( x)), the conclusion
is that J(yo) < J( u) for all such u.
We will not be more precise concerning the class of admissible functions for
J(u) except to note that in the classical theory it is usually assumed that u
is piecewise smooth on [a, b]. (In [2, Ch. 9] the theory is extended to include
502 CHAPTER XVII

Lebesgue integrals and absolutely continuous functions.) The point we wish to


make just now is that the above theory does not apply to the simple minimum
problem (1.2) even if one restricts the admissible function to those u E C l [a, b].
For, no field :F can exist in this case. To see this consider anyone extremal
function Yo = c sin x. The two-parameter family of all solutions of the Euler
°
equation is y = I1sint + ,cost, ~ t ~ 7r, (11" E R). If, -=I- 0, then y has
opposite signs at t = 0, t = 7r so the graph of y necessarily intersects the graph
of Yo. Hence the only possible members of a field containing Yo are the solutions
y = I1sint, and all of these intersect at the points (t,y) = (0,0), (7r,0).
On the other hand, the derivation of the sufficient condition (2.3) in the general
theory essentially depends on a certain integral identity involving the so-called
Hilbert invariant integral
X2
(2.4) J;l,X2(U) = j {F (t, u,p(t, u)) - [u' - pet, u)] Fp (t, u,p(t, u))} dt
Xl

which can be written as a line integral, and is independent of the path in 5. That
is, if a ~ Xl < X2 ~ band Ul, U2 are two piecewise smooth functions satisfying
Ul(Xl) = U2(Xl), Ul(X2) = U2(X2) and whose graphs lie in 5, then

J;l,x2(Ul) = J;l,X2(U2).
The integral identity in question now is
X2 X2

(2.5) j IF(t,u,u') - F(t,yo,y~)ldt = j E[t,u(t),p[t,u(t)],u'(t)]dt,

valid for all piecewise smooth functions u whose graphs lie in 5 and which satisfy
u(x;) = Yo(x;) for i = 1,2. The proof of (2.5) depends on the fact that the left
side of (2.5) is equal to J;1,X2(U) - J;1,X2(YO), using the invariance of J*.
By taking Xl = a, X2 = b the proof of the sufficiency of the Weirstrass condition
(2.3) follows directly from (2.5) - when the embedding field :F exists. However,
for a < Xl < X2 < b, the identity (2.5) remains valid provided only the one-
parameter family y = cp(x, a) of solutions of (2.1) simply covers the subset 51 of
5 for which Xl ~ X ~ X2. In our example, with
F( X,y,y ') = Y,2 -
Y2, E( X,y,p,q ) = ( q - p)2 , Yo = csinx,
cp(x, a) = asinx, a(x,y) = y/sinx, p(x,y) = ycotx,
and °< Xl < X2 < 7r, u(x;) = csinx;, the identity (2.5) becomes
X2 X2 X2

(2.6) j(u,2 - u2)dt = j(u' - ucott?dt + c 2 j cos2tdt,


METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 503

valid for piecewise smooth functions u on [Xl, X2] for which U(Xi) = csin Xi (i =
1,2). Letting Xl --+ 0+ and X2 --+ 7r-, this suggests, but does not prove, that
the inequality (1.2) is valid for all piecewise smooth functions U on [0,7r] having
u(O) = u(7r) = O.
Instead of trying to justify this procedure, we return to the identity (2.6), let
Xl --+ 0+, X2 --+ 7r- to "obtain" the conjectured identity

,.. ,..
(2.7) l(u,2 - u2)dt = I(u' - ucott)2dt.
o 0

We now show directly that (2.7) is valid for all u E AC[O,7r] with u' E L 2 [0,7r]
and u(O) = u(7r) = O. In fact, if 0 < a < f3 < 7r, then

p p p p

I(u'-ucott?dt= I u,2 dt - l(cott)(u 2)'dt+ I u2 cot 2tdt


ex a a a
(2.8) p

t ,..
Now u(t) = J u'ds = - J u'ds, so that
o t

t ,..
0$ u2(t) $ t I u,2ds , 0$ u 2(t) $ (7r - t) I u,2 ds
o t

follows from the Cauchy-Schwarz inequality. It now follows that u 2 (f3) cot f3 --+ 0
as f3 --+ 7r-, and u 2 ( a) cot a --+ 0 as a --+ 0+, so that (2.7) follows. This proves
(1.2), and by (2.7) we see that equality holds in (1.2) precisely when u' = u cot t
a.e. on [0,7r], that is precisely when u = csint for some constant c.
We have dealt with this example in some detail to show that although the
classical calculus of variations may not, by itself, completely handle an integral
inequality such as (1.1), nevertheless an appropriate use of the Euler equation
(2.1) and the Hilbert identity (2.5) may lead to a direct solution. For further
discussion and examples of this approach, see also Hardy, Littlewood, and P6lya
[4, Ch. 7].
Before leaving this subsection, we note that the Hilbert identity (2.6) can be
used to obtain other integral inequalities to which the standard theory of the
504 CHAPTER XVII

calculus of variations does apply. For example, taking 0 < Xl < 7r /2 < X2 =
7r - Xl < 7r, and U(XI) = u(7r - xI) = Uo, where Uo = csinxI, (2.6) becomes

so that

J J
11'-201 11'- 20 1

u 2dt:5 2u~ cot Xl + u,2 dt

holds for all such u, with equality if and only if U = Uo sin t / sin Xl. A simple
change of variable gives: if a < b with b - a < 7r, and v(a) = v(b) = Uo, then

(2.9)
a a

holds for all piecewise smooth functions v on [a, b], with equality if and only if
v = Uo sec (b;a ) cos (~ - t) . Although this result requires only the classical
theory of the calculus of variations, a direct proof which shows that (2.9) is valid
for all v E AC [a, bj with v' E L 2[a, bj and v(a) = v(b) = Uo, can also be given by
expanding the integral

3. Use of a differential identity. The integral identity (2.8) is actually equivalent


to the differential identity

(3.1) (v' - v cot t)2 = v,2 - v 2 - (v 2 cott)" 0 < t < 7r,


as one readily verifies. However, (3.1) is valid for all v E AC(O,7r) provided
equality is interpreted as being almost everywhere (a.e.). [Note that here, and
later, when I is an open interval and we write v E AC(l) we mean that v is
absolutely continuous on each compact subinterval of l.j Suppose in addition
that v' E L2[O,7rj. Then v' E L I [O,7rj and as in the analysis following (2.8) if
0< c < X < 7r,

J
x

Iv(x) - v(e)1 :5 Iv'ldt:5 K~.


e
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 505

This proves that lim v{ x) = A exists, and similarly lim v{ x) = B exists. Since
x .....o+ x ..... ,..-
x
vex) - vee:) = J v'dt and v' ELI, on letting e: -+ 0+ we obtain
e

J
x

vex) = A + v'dt, 0 < x < 1T".


o
,..
Similarly, vex) = B- J v'dt, 0 < x < 1T". Thus if we redefine v{O) = A, v(1l') = B if
x
necessary, it follows that v E AC[O,1l']. We have proved the following elementary
lemma.
LEMMA 1. Let -00 < a < b < 00 and suppose that v E AC(a, b) and v' E
L2 [a, b]. Then lim v( x) = A, lim v( x) = B both exist and redefining v( a) = A,
x ..... a+ x-+6-
v(b) = B if necessary, we have v E AC[a,b].
We remark that the conclusion is false if one only assumes that v E AC(a, b),
even if one assumes that lim v( x) and lim v( x) both exist. On the other hand,
x~a x-+b
one may clearly replace the hypothesis v' E L 2 [a,b] by the weaker hypothesis
that v' E LIla, b].
This lemma shows that in dealing with bounded intervals such as in (3.1), we
may as well assume that v E AC[O,1l']. Now integrate (3.1) over [a,,B] where
o < a < ,B < 1l', to obtain the integral identity (2.8) with u = v. Note that
the only P088ible boundary values for v( 0), v( 1l') which can lead to an integral
inequality are v(O) = v{ 1l') = o. The rest of the proof of the inequality (1.2) under
these hypotheses has already been given (after (2.8)), including the conditions
for equality.
The identity (3.1) is a special case of an identity used by B. Florkiewicz and
A. Rybarski [5].

4. Integral identities and Riccati equations. The preceding method is essentially


the same as one used by Beesack [6] somewhat earlier. The function Yo = csinx
(c -:f:. 0) is a solution of the (Euler) differential equation y~ + Yo = O. If we set

h = y~/yo,
then h is a solution of the associated Riccati equation

h' = _h2 -1, 0 < x < 1l'.


506 CHAPTER XVII

Hence for all v E AC(O, 11"),

(v' - hv? = V,2 -


h(v 2)' + h2v 2 = V,2 _ V2 _ {h'v 2 + h(v 2)'}
=V'2_V 2 _(v 2h)', forxE(O,1I").

This is the identity (3.1) and leads to the integral identity

p p p p

I(v' - hV)2 = I V,2 dt - I v 2dt - v 2(t)h(t)


cr (}' a ex

obtained before.

5. Integral identities and Jacobi multipliers. Let Yo = sin t and for v E AC(O, 11")
define z by

(5.1) v = ZYo = zsint.

Then v' = z' sin t + z cos t,


(V')2 = Z,2 sin2 t + 2zz' sin t cos t + z2 cos2 t,
so
p p p p

I v,2 dt =I z,2 sin2 t dt + I z2 cos2 t dt + z2 sin t cos t


a a a a
p
- I z2( cos 2 t - sin2 t)dt,
a

or using (5.1),

(5.2)
a a a a

valid for °< a < f3 < 11". Thus


p p p

I v,2 dt ~ I v 2dt+v 2(t)cott


a a a
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 507

and equality holds if and only if z' = °


or v = c sin t (a.e) for some constant
c. The proof of (1.2) now follows by the same argument used following (2.8),
including the conditions for equality.
We note that this method-which can be regarded as replacing the constant c
in the family Y = c sin t of extremals by the multiplier function z-was used as
long ago as 1837 by C. G. Jacobi. (cf. the discussion given in [7, pp. 709].) It is
clearly related to Lagrange's method of "variation of parameters" but we shall
call it the method of Jacobi multipliers.

6. Spectral theory. Consider the eigenvalue problem

(6.1) Y" + AY = 0, yeO) = y(-l!') = 0.

This problem has the simple eigenvalues An = n 2 (n = 1,2, ... ) and the corre-
sponding eigenfunctions Yn = sin nx. By known results from the spectral theory
of linear differential equations ([8, p. 268] or [9, p. 273]) we have

(6.2)

where VI = {u E AC[O,1l']: u(O) = u(1l') = 0, u' E L 2[0,1l'j}. Moreover we also


have for n ~ 2,

(6.3)

where Vn = {u E VI: l UYk dt = 0, 1$ k$ n -I}. The quotient appearing in


(6.2), (6.3) is usually called the Rayleigh quotient, and the infimum is attained
in (6.3) precisely for u = CYn. The equality (1.2), together with the conditions
for equality, therefore follows from (6.2). Similarly from (6.3) we obtain

J :2 J
". ".

(6.4) u 2dt < u,2 dt unless u = csin n t,


o 0

J u(t) sin k t dt = °
".

for all u E AC[O,1l'], with u' E L2[0,1l'], u(O) = u(1l') = 0, and


o
for 1 $ k $ n - 1.
It is clear that this method is not so elementary as the last three methods ,
depending as it does on spectral theory for differential equations. See [14] or
508 CHAPTER XVII

[15] for proofs of the minimum properties of the eigenvalues of Sturm-Liouville


boundary value problems, including a justification of (6.2), (6.3).

7. Use of Fourier series. If u E AC[0,1I"] with u(O) = u( 11") = 0 and u' E L2 [0,11"]
then we have the Fourier series expansions (for the odd periodic extension of u
to [-11",11"])
00 00

(7.1) u(x) '" Lbksinkx, u'(x) '" Lkbkcoskx,


1 1

11"
where bk = 211"-1 J u(t)sinktdt, as well as the Parseval relations
o

(7.2) j 1l"
U
2
dt
11"~2
= '2 L...Jbk ,
o 1

From this it follows at once that

and that equality holds precisely when bk = 0 for k ~ 2, that is for u = b1 sin x
for some constant b1 • Similary, if u satisfies the above conditions and, in addition
11"

J u(t) sin k t dt = 0 for 1 ::; k ::; n - 1, it follows that


o

j u2dx ::; j u,2 dx


11" 11"

(7.3) n2
o 0

with equality precisely for u = bn sin n x. This is just the inequality (6.4) obtained
in the last subsection.
The same technique leads to the following inequality, usually referred to as
Wirtinger's inequality: if u E AC[0,211"] with u' E L 2[0,211"] and u(O) = u(211"),
211"

J udt = 0, then
o

(7.4)
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 509

with equality if and only if u = A cos x + B sin x. Indeed, if


1 00

u(x) rv 2"ao+ ~ (ak coskx + bk sinkx)

f
(7.5)
u'(x) rv !Ao + (Ak cos kx + Bk sin kx),
2 1

2,..
then ao = 11"-1 J udt = 0, and
o

J
2,..

Ak = ~ u'(t) cos kt dt
o

~ ~ { u(t) oosktl~' +k l.(t) ,;uk! dt}


= kb k for k ~ 0,
and similarly, Bk = -kAk for k ~ 1. Hence (7.5) becomes
00

u( x) rv + :L)ak cos k x + bk sin k x) ,


1
(7.6) 00

u'(x) rv + Lk(bkcoskx -aksinkx),


1

and the corresponding Parseval relations become

J
2,.. 00

u 2 dx = 11" ~)ai + bi),


o 1
(7.7)

J an·
2,.. 00

u,2 dt = 11" L k2 (bi +


o 1

The inequality (7.4) follows at once, together with the conditions for equality.
For further details of Wirtinger's inequality and related results, see Chapter II.
As in (7.3) if to the hypotheses for (7.4) we add the orthogonality conditions

J J
2,.. 2,..

u(x) coskx dx = u(x)sinkxdx = 0, 1~ k ~ n -1,


o 0
510 CHAPTER XVII

then

(7.8)

with equality precisely for u = A cos nx + B sin nx. This extension of Wirtinger's
inequality was given by Everitt [10].
There are other extensions of (7.4) which follow by the arguments used above.
211'
For example, we may delete the condition J u dt =0 and obtain the following:
o
if u E AC[0,27r] with u(O) = u(27r) and u' E L2[0, 27r], then

(7.9)

with equality precisely for u = C + Acosx + B sinx. This follows from the (full)
Parseval relation

Similarly, if u' E AC[0,27r] with utI E L2[0, 27r] and u(O) = u(27r), u'(O) = u'(27r),
then

(7.10)

with equality precisely for u = C + A cos x + B sin x. The inequlaity (7.10) was
proved as long ago as 1915 by N. M. Krylov [11], who proved a number of
inequalities of this kind using the Fourier series method. We note that this same
method can be applied to any complete orthonormal sequence of functions using
the corresponding Parseval relations.

8. Minimum properties of eigenvalues of Sturm-Louiville problems. P. R. Bee-


sack [12] considered the Sturm-Louiville eigenvalue problem

(8.1) (ry')' + (Ap - q)y = 0,


(8.1") f3ay(a) - O!ar(a)y'(a) = 0, f3bY(b) + O!br(b)y'(b) = 0,
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 511

where we assume that p, q, r, E C[a, b] with r > 0, p 2: 0 (but p =1= 0 on any


subinterval of [a, bD, and f3~ + a~ > 0, f3l + f3l > o. Under these it is known that
there exists a real sequence Pn} of eigenvalues of (8.1) such that for A = An
(and only for such values), (8.1) has nontrivial solutions Y = Yn (n = 0,1,2, ... ).
Moreover, if Ao < Al < ... , then An ~ +00 and Yn has exactly n zeros on (a, b)
(see [9, p. 251],[13, p. 337], [14, p. 212], [8, p. 277D. We note that solutions
of (8.1) are functions Y E C 2[a,b] such that (ry') E CI[a,b], which satisfy (1') on
[a, b].
The next Theorem 1 was proved in [12] (proof is also given in [ID.
We shall use the following notations:

0, if aa = 0, { 0 if ab = 0,
(8.2) A(y) = { ~y2(a), if aa -:f. 0, , B(y) = ~y2(b), if ab -:f. o.

THEOREM 1. Under tbe preceding bypotbeses on (8.1), set

'Do = {u E AC[a,b]: u(a) = 0 ifa a = 0, u(b) = 0 ifab = 0;

J J
b b

ru,2 dx < 00, pu 2dx -:f. O}.


a a

(If aa -:f. 0, 'Do includes no boundary condition at a, and similarly for b; only
"essential" boundary condition of (8.1') remain.)
For n 2: 1, set

Tben for all n 2: 0,

(8.3) .In ~ ~,r" (i (ru" + qU') dx + A( u) + B( U)) / ! pu' dx,

wbere A, B are defined by (8.2). Tbe minimum in (8.3) is attained if and only if
u = CYn for some constant c -:f. O.
We shall give some applications of this theorem given in [1].
First, we note that the above theorem remains valid, with only minor mod-
ifications to the proof, if it is only supposed that the nth eigenfunction Yn has
kn ::; n zeros on (a, b). Moreove, corresponding results hold for certain singular
512 CHAPTER XVII

systems, that is cases where a or b or both are infinite, or where one or more of
the coefficients p, q, r are singular at the end-points, or r( x) = 0 for x = a or b.
See [12] for a general theorem of this type. Examples of singular cases given in
[12] are listed below:

1 1

(8.4) n(n+l)! u 2 dx'5:. !(1-X 2 )U l2 dx n=0,1,2, ... )


-1 -1

1 1
for all u E AC[-I, 1) 8uch that J (1 - X2)U l2 dx < 00, and J Pj(x)u(x)dx = 0
-1 -1
for 0 '5:. j '5:. n -1 there P k i8 the Legendre polynomial of degree k. Equality hold8
in (8.4) if and only if u = CPn for 80me con8tant c.

-00 -00

for all u E AC(R)) 8uch that u(x) = 0 (Ixlk) a8 Ixl -+ 00 for 80me k > 0, the
right 8ide of (8.5) i8 finite, and J e- x2 Hj(x)u(x)dx = 0 for 0 '5:. j '5:. n -1 where
R
Hk i8 the Hermite polynomial of degree k. Equality hold8 in (8.5) if and only if
u = cHn for 80me con8tant c.

!
1 1 1

(8.6) k~! u 2 dx '5:. u l2 dx+ (m2 -~)! x- 2u 2 dx (n = 1,2, ... )


o 0 0

for m ~ ~, and all u E AC[O,I] 8uch that u(O) = 0, both integra18 on the right
1
8ide of (8.6) are finite, and J
x 1 / 2 J m (k j x)u(x)dx = 0 for 1'5:. j '5:. n -1, where
o
k n i8 the nth p08itive zero of the Be88el function Jm(x). Equality hold8 in (8.6)
if and only if u = cx 1 / 2 Jm(knx) for 80me con8tant c.
For further examples of singular eigenvalue problems, see [15, pp. 324-331,
400,415]. In the proof of Theorem 1 the following lemma is used:
LEMMA. Let n ~ 1, so that the n-th eigenfunction Yn has consecutive zeros at
Xk E (a, b), 1'5:. k '5:. n, where

Xo = a < Xl < X2 < ... < Xn < b = Xn+l.


METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 513

Ifu E Do satisfies the conditions U(Xk) = 0 (1 ~ k ~ nY, then

J J
b b

(8.7) An pu 2 dx ~ (ru/ 2 + qu 2 ) dx + A(u) + B(u).


a a

Moreover, equality holds in (8.7) if and only if u(x) = CkYn(X) on [Xk-l,Xk]


(1 ~ k ~ nl), for some constants Ck.
We can use the Lemma and Theorem 1 to obtain certain maximum-minimum
characterizations of the eigenvalues of the Sturm-Liouville problem (8.1) under
the hypotheses given there.
THEOREM 2. For each n = 0,1, ... , let
'Hn = {u: U(Xk) = 0 for at most n distinct points Xk E (a,b)},
'Hn(u) = {v E Do: v = 0 ifu = O}, u E 'Hn,
dn(u) = inf{R(v): v E 'Hn(u)},
where R is the Rayleigh quotient

(8.8) R( v) '" [i('V" + qv')dx + A(v) + B(v) 1/i pv'dx.

Then

(8.9)

PROOF: Since Yn has n zeros on (a, b), it follows from Lemma 2 that

To prove the opposite inequality, take any u E 'Hn and suppose the zeros of u on
( a, b) are Xl, ... , X k where k ~ n. We now construct a function v E 'Hn (u) such
that R(v) ~ An- This will prove dn(u) ~ An for all u E 'Hn whence (8.9) will
n
follow. In fact it suffices to take v = I: CiYi. We have v E 'Hn( u) if the Ci (not
o
all 0) can be chosen so that
n
L CiYi(Xj) = 0, 1 ~ j ~ k (~ n).
i=l
514 CHAPTER XVII

Such a nontrivial solution always exists for this homogeneous system. But then,
as in the proof of Theorem 1 (see [12]), we have:
b n b

j(rv l2 + qv 2 )dx + A(v) + B(v) = I>rAi j PY; dx,


a 0 a

t
b b

An j pv 2 dx = An cr j Pyr dx.
a 0 a

b b
Thus, An J pv 2 dx 2:: J(rv l2 + qv 2 )dx + A( v) + B( v) is clear so that R( v) ::; An
a a
holds, completing the proof of (8.9).
The above result is given in Courant-Hilbert [15, p. 463] and attributed there
to K. Hohenemser. A second maximum-minimum characterization of An is due
to R. Courant [15, p. 406] and can be formulated as follows.
THEOREM 3. Let C n be the class of all n-tuples (vo, . .. , Vn-l) of functions such
b
that 0 < J pv;dx < 00 for 0 ::; i ::; n - 1, and set

i
a

Cn(V" ... ,vn-,) ~ {u CD" pvv;dx ~ 0, 0" i "n -I} ,


dn(vo, ... , vn-d = inf {R(u): u E Cn(vo, ... , vn-d.
Then
(8.10)
PROOF: By Theorem 1 we have dn(yo, ... , Yn-l) = An so that
An ::;sup{dn(vo, ... ,Vn-l): (vo, ... ,Vn-l) E Cn}.
Now for any (vo, ... , Vn-l) E C n define the function
n

u(x) = L CiYi(X)
°
where the Ci are any nontrivial solution of the n homogeneous equations (in n + 1
unknowns)

J
b b

pUVj dx = LPVjYi dx = 0 (0::; j ::; n - 1).


a a
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 515

Then u E Cn(vo, ... ,vn-d and, as in the proof of Theorem 2, An > R(u) ~
dn(vo, ... , vn-t}, completing the proof of (8.10).

9. Benson's Method. D. C. Benson [16) has given an elementary method for


proving inequalities and using its deduced large number of known classical in-
equalities. This method is contained in the following:
1° Start from a suitable chosen algebraic inequality and use it to show that
an expression which contains a function together with its derivatives is
nonnegative.
2° To both sides of the inequality add something which is, for example, an
exact derivative.
3° Integrate both sides of the inequality to obtain the wanted inequality.
Benson started from the following algebraic inequality

(9.1) X2n _ 2nx + 2n - 1 ~ 0,

which is true for every real x and n = 1,2, ... , equality holds if and only if x = 1,
and he got the following:
THEOREM 1. Let u( x), P( u, x), G( u, x) be continuously differentiable functions
and let P( u, x)> O. Then, the following inequality holds
b
j (pu,2n + (2n - l)p-l/(2n-1)G~n/(2n-l) + 2nG x ) dx
(9.2)
a
~ 2n(G(u(b),b) - G(u(a),a)),

where Gu = ;uG(u,x), G x = ;xG(u,x).


Equality holds if and only if u' = (Gul p)1/(2n-l).
Benson also proved:
THEOREM 2. Let u be twice continuously differentiable, P( u', u, x), G( u', u, x)
continuously differentiable functions and P( u', u, x) > O. Then the following
inequality holds

j(pu ll2 + G~,p-l + 2u'G u + 2G x )dx


(9.3)
a
~ 2G (u'(b), u(b), b) - 2G (u'(a), u(a), a),

where the same abbreviations are used as in Theorem 1.


516 CHAPTER XVII

Equality holds if and only if U" = GulP-I.


Inequalities (9.2) and (9.3) contain a number of known inequalities. We shall
show how Wirtinger's inequality can be obtained from (9.2).
Let u be a continuously differentiable periodic function of period 2?r and let
m = infu(x), M = supu(x). Further, let m = UI(Xt}, M = U2(X2), (0 ~
Xl - x2 ~ 2?r). Putting in (9.2) P( u, x) = 1, n = 1 and assuming that X2 < Xl,

J
u

G(u,x) = - ((M - u)(u - m))I/2 du


M

J
u

= ((M - u)(u - m)//2 du


M

we get the following two inequalities:

I
X2
(u/ 2 + (M - u)(u - m)) dx 2: -2
M
j ((M - u)(u _ m))1/2 du = ?r(M ~ m/

and

J J
X2+211" m

(u/ 2 + (M - u)(u - m)) dx 2: -2 ((M - u)(u - m))1/2 du


Xl M
?r(M - m)2
= ---'-------'--
4
From those inequalities we obtain

211"
If additionally we assume J u dx = 0" then we have
o

J(u/
211"
2 - u2) dx 2: ?r(M; m)2
o
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 517

Since the right-hand side of this inequality is always positive, as a special case
we obtain Wirtinger's inequality (see Chapter II; for a generalization of the above
result see especially 12. from Chapter II).
Let us now state a useful special case of (9.2) which can be applied to prove
Weyl's inequality ((6.8) from Chapter I.).
Let u and 9 be continuously differentiable. Then

J
b

(9.4) (U,2 + (g'(x) + g(x)2) u2) dx ~ u(b)2g(b) - u(a)2g(a).


a

Equality holds if and only if u' = ug(x).


Inequality (9.4) can be directly obtained from (9.2) by putting n = 1, P = 1
and G(u,x) = ~u2g(x).
Weyl's inequality can be proved in the following way. Replace g(x) in (9.4) by
Ag(x). Then (9.4) becomes

Since this inequality holds for every real A, the discriminant of the above

(i i i
quadratic polynomial in A must be nonpositive, i.e.

g'u'd. + u(a)'g(a) - U(6)'9(6») , ,,; 4 g'u'o.. u" d•.

Putting in the last inequality g(x) = x, a = 0 and letting b tend to infinity, we


get Weyl's inequality

provided that the above integrals exist.


D. C. Benson [16] has cited a number of inequalities which are special cases
of Theorems 1 and 2. Some of them are listed below:
10 Let u be a differentiable periodic function of period L and let m = inf u( x),
M = supu(x). Then

J
L

(u,2 + (M - m)2b(m - u)2a) dx ~ 4(M _ m)a+b+l r(;(~ ;~~~) 1),


o
518 CHAPTER XVII

where a > -1/2 and b > -1/2.


2 0 Let u be a differentiable periodic function of period L. Let m and M be
as in 10. Then

J(
L
,2n + ( 2n - rrn(2n )!- ( M - m )2n ,
1)( u - m )n(M - u )n) d x ~ (n!)22
U 2n 2
o

where n is a natural number.


Benson's method is given in monograph [17] with the following generalization:
THEOREM 3. Let u be an n-times continuously differentiable function, let
p (u(n-l), . .. ,u, x) and G (u(n-l), .. . ,u, x) be continuously differentiable func-
tions and let P > O. Then

J b
(p(u(n»)2m + (2m - l)p-l/(2m-l)G!~~(;)m-l) + 2mu(m-l)G u (n_2) + ... +
a

+ 2mG x )dx ~ 2 ( G( u(n-l)(b), . .. , u(b), b) - G( u(n-l)( a), ... , u(a), a))

with equality if and only if u(n) = (p-1G u(n-l») 1/(2m-l).

The following sentence is from [17]:


"It would be desirable if the elegant Benson method were further developed,
since the very first applications indicate its fruitfulness and give nice results."
Indeed, D. T. T. Shum has written his doctoral disertation [18] in which he
developes and applies Benson's method.
Shum unifies Benson's method and Beesack's method from his papers [6], [12],
[19] [20].
Instead of (9.1), Shum used the following elementary algebraic inequalities [21]
and [4, Th. 41]:

(9.5) sp + (p - 1)tP - pst p- 1 ~ 0 (p> 1 or p < 0);


(9.6) sP + (p - 1)tP - pst p- 1 :::; 0 (0 < p < 1).

Here, sand t are nonnegative (positive if p < 0), and in both cases strict in-
equality holds unless s = t. (Note also that when p = 0 or p = 1, the left sides
of both (9.5) and (9.6) become identically zero for all s and t.)
THEOREM 4. Let vex) be absolutely continuous on [a,p] with v'(x) ~ 0 a.e.
Also, suppose that Q(x) is nonnegative a.e. and measurable on [a, P], and G(v, x)
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 519

is continuously differentiable for x E [a,,8] and v in the range of the function v( x),
with Gv(v,x);::: 0 (or Gv(v,x) > 0 in case P < 1). Then if the integrals exist

J
(3

(9.7) {Qv'P + (p - l)(G vY/(P-I)Q-I/(P-I) + pG x } dx

;::: p{G(v(,8),,8) - G(v(a)a)} (p> 1 or p < 0),

(9.8) J f3
{Qv'P + (p -l)(G v Y/(P-l)Q-I/(P-I) + pG x } dx

'"
:::; p{G(v(,8),,8) - G(v(a),a)} (O<p<l),
with the same abbreviations as in Theorem 1. Equality in both (9.7) and (9.8)
holds if and only if the differential equation

(9.9) v' = (Gv/Q)l/(P-I)

is satisfied almost everywhere.


PROOF: (The following proof illustrates how Benson's method works.) By taking
s = v'QI/p, t = (Gv)I/(p-I)Q-I/(p(p-I» in (9.5) we have, almost everywhere

Qv'P + (p - l)(G vY/(P-I)Q-I/(p-l) ;::: pv'G v •

That is,

proving (9.7) by integrating both sides of the above inequality from a to ,8.
The proof of (9.8) follows from the above argument, but using (9.6) instead of
(9.5).
Using these results, Shum obtained various generalizations of Opial's inequal-
ities (for some of his generalizations see Chapter III. and generalizations of
Bomieri's inequality (27.2) from Chapter IV.
D. C. Benson [22] extended a method of his own to comparison theory. So, he
proved:
THEOREM 5. Let p(x), PI(X), q(x) and ql(X) be continuous on [c,d] with p > 0,
PI > o. On [c,d], let y(x) and YI(X) be solutions of
520 CHAPTER XVII

respectively, with y~ > 0 on (c,d). Taking C to be a positive constant, let XI(t)


be the inverse function of

F(x) = CexpJ PI(X) dx


YHx)

and let a and b satisfy Xl (a) = c, Xl (b) = d, with a, b > o. Then the following
inequality holds:

~ j ((-:;;' )' (PI (") - p(x,)) +.-' (O(x,) - 0, (X,))) <It


II

YI(d) - y(d) YI(C) - y(c)


~ b - a .

Equality holds here only if P = PI and q = ql.

REFERENCES

1. BEESACK, P.R., D.S. MITRINOVIC and P.M. VASIC, Integral inequal-


ities, (the manuscript not achieved and not published).
2. EWING, G.M., "Calculus of Variations with Applications," New York,
1969.
3. YOUNG, L.C., "Calculus of Variations and Optimal Control Theory,"
Philadelphia-London-Toronto, 1969.
4. HARDY, G.H., J.E. LITTLEWOOD, and G. POLYA, "Inequalities,"
Cambridge, 1934, 1952.
5. FLORKIEWICZ, B. and A. RYBARSKI, Some integral inequalities of
Sturm-Liouville type, Colloq. Math. 36 (1976), 127-141.
6. BEESACK, P.R., Integral inequalities of Wirtinger type, Duke Math. J.
25 (1958), 477-498.
7. , Integral inequalities involving a function and its derivative,
Amer. Math. Monthly 78 (1971), 705-741.
8. KAMKE, E., "Differentialgleichungen, Losungsmethoden und Losungen,"
3rd ed., Berlin, 1944.
9. REID, W.T., "Ordinary Differential Equations," New York, 1971.
10. EVERITT, W.N., Spectral theory of the Wirtinger inequality, in Lecture
Notes in Mathematics 564, Berlin, 1976, pp. 93-105.
METHODS OF PROOFS FOR INTEGRAL INEQUALITIES 521

11. KRYLOV, N.M., On some inequalities which will be established in the


exposition of the Schwartz-Poincare-Steklov method and are also encoun-
tered in solving many minimization problems, Zapiski Gomago Institute
2 6 (1915), 10-14 (Russian).
12. BEESACK, P.R., Elementary proofs of the extremal properties of the
eigenvalues of the Sturm-Liouville equation, Canad. Math. Bull. 3 (1960),
59-77.
13. HARTMAN, P., "Ordinary Differential Equations," Baltimore, 1973.
14. CODDINGTON, P. and N. LEVINSON, "Theory of Ordinary Differential
Equations," New York, 1955.
15. COURANT, R. and D. HILBERT, "Methods of Mathematical Physics,"
Vol. 1, New York, 1953.
16. BENSON, D. C., Inequalities involving integrals of functions and their
derivatives, J. Math. Anal. Appl. 17 (1967), 292-308.
17. MITRINOVIC, D.S., "Analytic Inequalities," Berlin-Heidelberg-New York,
1970.
18. SHUM, D.T.T., Integral inequalities using Benson's method, Doctoral dis-
sertation, Carleton University, Ottawa, 1971, 212 pages.
19. BEESACK, P.R., Extensions of Wirtinger's inequality, Trans. Roy. Soc.
Canada 533 (1959), 21-30.
20. , Hardy's inequality and its extensions, Pacific J. Math. 11
(1961), 39-61.
21. BECKENBACH, E.F. and R. BELLMAN, "Inequalities," Berlin, 1965.
22. BENSON, D.C., Comparison theory for y,2 - 2p(x)y = -p(x)q(x), SIAM
J. Math. 21 (1971), 279-286.
CHAPTER XVIII

PARTICULAR INEQUALITIES

1. This Chapter is devoted to various unconnected results which do not easily


relate to the types we have presented in the previous chapters. A derivative or
integral of a function of one or two variables appear in each inequality of this
Chapter.

2. If f( x) E L( -00, +00) and for a positive b the inequality

-00

holds on the real x-axis, then for all positive integers k the inequality

-00

holds on the whole real axis. This is a result of Tunin [1).

3. Let f( x) be a real-valued integral function on [O,7r) which is subject to con-


ditions:
1° 0 -:; f(x) -:; 1,
7!"

2° I f(x)cosxdx = 0 and
°
3° there exists a number>., with 0 -:; >. -:; 27r /3, such that
7r
f(x) = 0 for>. -:; x -:; >. + 3.

Then we have

J
7!"

f ( x ) sin x dx -:; 1,

equality holding if and only if


°
522
PARTICULAR INEQUALITIES 523

11"
f(x)=o for ). :s: x :s: ). + 3"'
f(x) = ° for I). + ~6 - x I -> ~2'
f(x) = 1 otherwise

(or any function that differs from it on a set of measure zero.)


REMARK: The above statement is due to H. Rademacher, [2], and two different
proofs of this statement were given by M. Kraft and G. Szego.

4. Let f(t) be a real-valued integrable and 211"- periodic function. Consider the
n- th
Fourier sum

fn(t)=.!..
11"
J f(t+2z)sin(2~+1)zdz.
n:/2

SIn z
-n:/2

Let, further, M[g] denote upper bound of Igl and A, B, C, AI, BI absolute
constants.
Then we have the following Lebesgue inequality [3]:

(4.1) M[jn] :s: A· M[j] +Blogn· M [f (t +~) - f(t)] .


Assume now that the functions P and QI, defined by

P(x) = Jv'f=U2 x

p(u) du with p(u) ;:::: 0,


-1

=J
x
QI(X) dQ(u) with dQ(u) ;:::: 0,
v'f=U2
-1

satisfy the following equalities

mk-
-J 1

u k p(u) d -
~ u-
v1-u 2
J1

u k dQ(u)
~,
v1-u 2
-1 -1

where k = 0,1, ... , 2n - 1.


524 CHAPTER XVIII

Put f( t) = p( cos t). Then, for k = 0,1, ... ,2n - 1,


1 1

(4.2) j ukP(U)dU-fn(t)du+M[Jn]dU =M[Jn]juk du ,


~ v'1-u 2
-1 -1
1 1

(4.3) j ukdQ(u)-fn(t)du+M(Jn]du=M[fn]juk du .
~ ~
-1 -1

x:::;

l
From (4.2) and (4.3) we obtain, for -1 :::; 1,

X p(u)du - fn(t)du < C M[fn]


(4.4) j
~ 2 n'

l
1

I dQ(u) - fn(t)du < C Mn[fn].


(4.5) j 2
~
1

l
Inequalities (4.4) and (4.5) yield

X dQ(u) _ jX p(u)du
j
~ v'1-u 2

1) ]
1 -1

Al
< CM[Jn] = -;-M[P(x)] + B1log
n nM [p ( x +~ - p(x) .

REMARK: The Lebesgue inequality (4.1) can be found in [3]' pp. 19-23. The
above results are due to M. Krawtchouk [4].

5. Another inequality involving sin tit is given by P. Masani, 1. Schoenberg and


F. Steutel [5].
2 jXP(Sint)2 1.
:; -t- dt:::; 1 - p If x ~ 0, p> l.
x

6. Let f(t) be a real-valued differentiable function on u :::; t :::; v. Suppose P(t)


is monotonic and that If'(t)1 > A> ° for u :::; t :::; v. Then

j exp[if(t)]dt <~.
v

u
PARTICULAR INEQUALITIES 525

This lemma of Van der Corput is used in [6] in the proof of the following result:
Let al < a2 < ... < an be fixed nonnegative real numbers and let bl , ... , bn
+00
be real numbers. Then f exp{i(bdx]a 1 + ... + bn[x]a n }
-00
d:
~ K(al,"" an),

where K does not depend on bl, ... , bn , and [x] is the integer part of x.

7. A result of A. M. Fink [7]:


x
If f(x) = f(x - t)ndp,(t) for some non-negative measure p" then
o

J J
U n -2 Un-l

Y(Un-l) y(un)y(n)(un)dp,n ... dp,l


o 0

8. Some inequalities are ofthe Tauberian type, for example a result ofV. Avaku-
movie and J. Karamata [8].
Let f(t) be a nonnegative nondecreasing function for t 2:: O. Further let the
integral

J«()) = J
+00

o
e- 9t f(t)dt be convergent for () > O.

Then the inequalities

where k, m, M are positive constants, imply

exp (2Vt - a3Vtv'logt) < f(t) < Mt(k-l)/2 exp (2Vt)

for a > 2 and t > t(a).


These inequalities are best possible.

9. Let Pn(t) be the normalized Legendre polynomial of order n. Then


526 CHAPTER XVIII

This inequality is due to L. Fejer [9]. A generalization of this inequality was


given by S. Z. Rafal'son [10].

10. Inequalities for the incomplete gamma function are given by H. R. van der
Vaart [11, pp. 442-443].
x
Consider the incomplete gamma function ,(a, x) = J e-tta-1dt. As e-aa a >
o
a+l
J e-ttadt, we obtain
a

a J
a

e-tta-1dt = e-aa a + J a

e-ttadt >
o 0

whence
a,( a, a) > ,(a + 1, a + 1).

Therefore, for a > 0 we have


,(a,a) ,(a + l,a + 1)
r( a) > r( a + 1) ,
where r is the gamma function.
The following inequality

is valid for a > O.

11. Consider f(x) = e- x2 P(x), where P is a real polynomial of degree n. If

If(x)1 :::; L (L is a positive constant) for -00 < x < +00, then

1f'(x)1 < (1 + c:(x)) . 4elxlL for - 00 < x < +00,

where lim c:( x) = o.


Ixl .... +oo
This statement is due to S. Bernstein [12]. W. E. Milne [13] proved the
following result:

(11.1) 1i'(x)1 < (1 +c:(n)) ·1.095101L,


PARTICULAR INEQUALITIES 527

with lim e( n) = 0 and L defined above.


n--++oo
The proof of (11.1) is based upon certain properties of solutions of Weber's
differential equation

u"(x) + ( m + 2"1 - 4x2) u(x) = o.

12. Here is a probem posed in the SIAM Review, April 1973. The proof is by
the proposer, Robert Shafer.
If a, b, c, m, n denote real numbers with a, b > 0, 12: min > 0, show that

J
00

zC-l exp{ -az - bz-m/n}dz


o

2: 2p C { m }q/2 e(c-q)n/m . K {a-em


p
+ n)Jn(2n - m) } ,
2n - m q n2

where

and K q denotes a modified Bessel function.

PROOF: Let a = min. Note that for z > 0 and 0 < a ~ 1, the maximum of
exp{ -az - bz-a} occurs at z = p where p satisfies bp-a = aPia. We shall show
that for z > 0 and 0 < a ~ 1,

z-a ~ p-a {(I _ ( 2 ) _ a(1 - ( 2 ) log(z/p)


(12.1) 1 1
+ 2"a 2 (1 - a)z/p + 2"a 2 (1 + a)p/z},

from which the stated result will readily follow. Letting u = log(z/p), we trans-
form inequality (12.1) to the equivalent inequality

(12.2) exp( -au) ~ (1- ( 2) - a(l- ( 2 )u + a 2 cosh(u) - a 3 sinh(u).


528 CHAPTER XVIII

For -00 <u ::; 0, (12.2) can be verified by expanding both sides in powers of u
and using the fact that 0 < a ::; 1. For 0 < u < 00, the inequality is somewhat
more difficult to prove. First, we note that for all real s,

exp( -as) ::; cosh( s) - a sinh( s),

or equivalently,

I-a) exp(s) + (l+a)


exp( -as)::; ( -2- -2- exp( -s),

which follows because the exponential function is convex. It then follows that

JJ JJ
.. t .. t

dt ds exp( -ax) ::; dt ds (cosh(s) - a sinh(s)),


o 0 0 0

from which we obtain (12.2).


I From (12.1) we obtain the inequality
J
00

zC-l exp{ -az - bz-a}dz


o

J
(12.3) 00

~pc-qexp{(c-q)/a} zq-1exp{-Az-B/z}dz,
o
where A = a(2 - a)(1 + a)/2, B = ap2a(1 + a)/2, and q = c + ap(1 - ( 2). From
an integral representation of the modified Bessel function /{q, [14], we obtain

J
00

(12.4) zq-l exp{ -Az - B/z}dz = 2(B/A)q/2/{q (2v'AB) .


o
Combining (12.3) and (12.4) with A = a(2-m/n)(I+m/n)/2 and B = ap2(m/2)(I+
m/n)/2, we obtain the stated result.

13. If p is a positive integer and if we put

J
1
-x xp-1(x - I)P
Sp= e (p-l)! dx,
o
PARTICULAR INEQUALITIES 529

then

(13.1)

(13.2)

1
REMARK: In order to prove (13.2), consider J xm(1- x )ndx, where m and n are
o
natural numbers. See Ostrowski [15, p. 96].

14. If a > 0 and b > 0, then with t > 0

n;j
o < -.,fi - V. bt
a

exp (-btx 2 ) dx <


exp (-a 2 bt)
..,fbi .
2 U
o

See [15, p. 303].

15. If f is a nonnegative and nondecreasing function in I = (a, b) where -00 ::;

a < b::; +00, and if 9 and k have integrable derivatives in I with

(15.1) g(u) ~ 0, g'(u) ~ 0, y~ k(u) = 0, k'(u)::; 0,

then
b b

j f(u)g'(u)k(u)du ::; - j ( u~q<b


min f(q)9(q)) k'(u)du.
a a

PROOF: For each pair of numbers q, u E I such that q ~ u, we have

q q u

f(q)g(q) ~ f(q) j g'(t)dt ~ j f(t)g'(t)dt ~ j f(t)g'(t)dt,


a a a

and u

min f(q)g(q)
u~q<b
~ jf(t)y'(t)dt.
a
530 CHAPTER XVIII

Hence,

b b u

- / C~~J(q)g(q») k'(u)du ~ - / k'(u)du / f(t)g'(t)dt


a a a
b b b

= - / f(t)g'(t)dt / k'(u)du = / f(t)g'(t)k(t)dt.


a t a

REMARK: If f is a nonnegative and nonincreasing function in I, and if condition


lim k(u) = 0 in (15.1) is replaced by lim k(u) = 0, then
u-+b u-+a

b b

-/ (max f(q)9(q») k'(u)du ~ /f(u)g'(u)k(u)dU.


a<q~u
a a

The above results are due to J. G. van der Corput [16]. Paper [16] contains
also a number of similar inequalities.

16. Suppose 9 is continuously differentiable positive function defined in some


interval [to, +00]. Let a, b, c, x, y, z and w be numbers with

o < a ~ b, to ~ x ~ y ~z ~w

such that
z w
dt dt< b
/ get) = a, / -
get) - ,
y x

and
Ig'(t) I ~ c for t E [to,+oo).

If h is defined by
PARTICULAR INEQUALITIES 531

then we have

J J
w z

g(t)dt:S h(a,b,c) g(t)dt.


x y

See J. Walter [17].

17. We give an inequality that is often used. A proof can be found in K.


Tatarkiewicz [18].
If Al and A2 are two disjoint measurable sets with A = Al U A 2, if h, 12 and
9 are functions such that h, 12, gh and gh are integrable on A, the inequalities
iI(pd:S h(PI), h(P2):S JI(P2), g(PI):S g(P2) hold for all PI E Al and P2 E A2
and J12 = JiI, then
A A

J J
A
hg:S
A
iIg·

18. Let functions Ji( x) (i = 1,2) have integral representations

J
00

Ji(X) = Ki(x, t)di7(t),


o

where Ki(X,t) ~ 0, i7(t) is an arbitrary non decreasing function, x E R+, t E R+.


Then for nondecreasing functions 9 and h

J J
00 00

h(x)dg(x) :S h(x)dh(x)
o 0

iff for every t E (0, 00) we have

J J
00 00

KI(X,t)dg(x):S K2(X"t)dh(x).
o 0

See V. N. Volkov [19].


532 CHAPTER XVIII

19.

1. If a twice differentiable real function f satisfies the inequalitity f( x)1" (x) <
o for x E (0,1), then f satisfies at least one of the following inequalities

If(x)1 > px or If(x)1 > p(l - x)

where p = If(l-) - f(O+)I.


2. If f is a differentiable real nonzero function in (0,1), and if at least one of
the following inequalities 1J'(x)1 > px r or 1J'(x)1 > p(l-xY, with p, r > 0
is satisfied in (0,1), then at least one of the following inequalities

If(x)l> _P_xr+I
r+1
or If(x)l> -P-(l -
r+1
xr+ l

also holds on (0,1).


3. If f is an n-times differentiable function in (a, b), if lim f(x) = lim f(x) =
x--+a x--+b

0, and if

If(n)(x)1 ~ mlf(x)1 > 0 (m is a positive constant),

then
b- a < Am-lin,

where A does not depend on n.

See 1. G. Mikusinski [20j.

20. Let a function f(x) be defined on [a,bj. We shall say that f belongs to the
class Lip(a,p) if

( !
b ) lip
If(x + h) - f(x)IPdx ~ MhCX,

where h > 0 is an arbitrary number, M, p, a are fixed numbed independent of

h, such that p ~ 1, 0 < a ~ 1. (In R \ [a, bj we suppose f( x) == 0).


PARTICULAR INEQUALITIES 533

The following results are obtained by G. H. Hardy and J. E. Littlewood [21]:


If f(x) is from Lip(a,p) then:
1) for ap > 1, f(x) is equivalent to a function which belongs to the class of
Lipschitz functions of order a - lip;
2) for ap ~ 1, f(x) E Lip (a -
~ + ~; q), where qis an arbitrary number
such that p ~ q < pl(1 - ap).

A new proof of this result is given by V. P. Il'in [22].

21. A result of A. M. Ostrowski [23]:


The inequality

JJI =~(y) I J
1 1 ~ 1

f(x; dxdy ~ (log 4) 1f'(x)l~dx (A ~ 1),


o 0 0

is valid if the righthand integral exists as a Lebesgue integral, and the constant
log 4 cannot be improved for A = 1.

22. A. F. Timan [24] determines explicitly the best bound for the difference
between a continuous function of period 271" and its Poisson integral

1
f(r, h) = 271"
J".

1- r2
f(x+t)I_2rcost+r2dt,
-".

when
If(x + h) - f(x)1 ~ Mlhl

or when f( x) has a pth derivative with a prescribed bound. In the first case the
result is, for 0 ~ r < 1,

2M
If(x)-f(r,h)I~-
71"
(
1
(l-r)log-+
l-r
J
l-r

o
1 2-t )
( - l o g - t +1)dt .
I-t t

Some related results are given by 1. P. Natanson [25].


534 CHAPTER XVIII

23. Let S( k, n) denote the class of functions f which are continuous on [0,1]
such that:

10 f is k - 1 times differentiable (continuous for k = 1);


20 there is a subdivisIon of [0,1] into at most n intervals I j (j = 1, ... , m;
m
m =I n); U Ij = [0,1], so that the restriction of f to I j is a polynomial
j=1
of degree at most k.

For k = 0, f E S(O, n) is a step function taking a constant value at each


interval I j (j = 1, ... ,m; m :S n).
For an arbitrary continuous function g, let

e~k)(g) = min
/ES(k,n)
IIf - gllC[a,bj'

Starting from these assumptions the following results was proved by G. Freud
and V. Popov [26].
Let f E C[O, 1] be absolutely continuous, and for a function Fn E S(k,n) let

J
1

I!'(x) - Fn(x)ldx < "In;


o
then there exists an integer r( k) depending neither on n nor on f so that

24. Let h ,12,'" be an infinite sequence of real measurable functions on [0,1],


such that
(x E [0,1]; n = 1,2, ... ).
1
Let a be an accumulation point of the numbers J f n ( X )dx (n = 1, 2, ... ). Then
o
for any e > 0, there exists two indices p and q (p =I q) such that

J
1

Ifp(x) - fq(x)ldx < 2a(l- a) + e.


o
PARTICULAR INEQUALITIES 535

Let it, fz ... be an infinite sequence of real measurable functions on [0,1] with
the properties

(x E [0,1]; n=1,,2, ... ),

and

J
1

fn(x)dx ~a (n=1,2, ... ).


o
Then given c: > °and a natural number m, there exists an infinite subsequence
f nl' f n2' ... , with the property that for any r = 1,2, ... m

J
1

fnkl(X) ... fnkr(x)dx>ar-c:


o
for arbitrary indices k1 , . . . , kr no two of which are equal.
These two results appear in C. Visser [27].

25. Let f(x) and f'(x) be continuous functions on [a,b] and let t' exist and be
absolutely bounded, i.e. It' (x) I :S m. Then, for any x E [a, b] we have

feb) - f(a) = J'ex) + m() (b - a) with I()I :S 1,


b- a 2

and therefore, in particular,

min J'(x) + b- a ~ feb) - f(a)


a:O:;x:O:;b 2 b- a
b-a
~ max J'(x) - - - m .
a:O:;x::;b 2

See Ostrowski [28].

26. Let f(x) be a differentiable function on [a, b]. Let a denote the oscillation
of f on [a, b], and let, for a positive constant m,

- f'(y) I
Ifl(x)x-y :S m if x,y E [a,b], x i= y.
536 CHAPTER XVIII

Then, for x E [a, b],


u b-a
1f'(x)1 ~ b-a +m-2 -·
Under the same assumption we have

b-a
max (f(x) - fey)) ~ (b - a) max f(x) - m -2- ,
z~y a~z~b

when a ~ y ~ x ~ b.
If b - a ~ V2u/m, then
1f'(x)1 ~ V2mu.
See A. M. Ostrowski [29].

27. Here is a result of J. G. van der Corput [30].


If the first and second derivatives of the function f exist on [a, b], with f' (x) i= °
in that interval, and if f" (x) / f' (x) is a nonincreasing function, then

If(x) - f(b)1 ~ la - bIVfl(a)fl(b).

28. Let f(x) be a real 271"-periodic function, absolutely continuous in [0,271"] and
let f' E L2(0,271"). Then for all x and y,

J J
2,.. 2,..

(28.1) If(x)2 - f(y)21 ~ 271" f(t)2dt f'(t)2dt.


o 0

This inequality is due to S. E. Warschawski [31], p. 18, and is used and proved
also in [32], pp. 68-69.

PROOF: We may take x,y E [0,271"] and y < x. Since f(x)2 is also absolutely
continuous, we have

J J
z y+2,..

f(x)2 - f(y)2 =2 f(t)f'(t)dt = -2 f(t)f'(t)dt.


y z
PARTICULAR INEQUALITIES 537

This implies that

J
x

(28.2) If(x)2 - f(y)21 ~2 If(t)IIJ'(t)ldt


y

and

J
y+2,..

(28.3) If(x)2 - f(y?1 ~2 If(t)IIf'(t)ldt.

By using the Schwarz inequality, we obtain from (28.2) and (28.3)

If(x)2 - J(y)21 ~~ (
2! X

IJ(t)IIJ'(t)ldt + 2! y+2,..
IJ(t)IIJ'(t)ldt
)

J
2,..

= If(t)IIf'(t)ldt
o

s; (1 (1)'dl),,' (7f'(t)'dl),,'
1

This finishes the proof of (28.1).

Using the Cauchy-Schwarz inequality directly to (28.2) one gets

J J
2,.. 2,..

If(x)2 - f(y)212 ~4 f(t?dt J'(t)2dt, [15, p. 118].


o 0

REMARK: Let f be a real-valued function 211"-periodic, absolutely continuous


on [0,211"] and J' E LQ[0,211"], with q > 1. Suppose that fey) = ° for a value
y E [0,211"]. Let further l/p + 1/q = 1 and let a > 1 be arbitrary. Then as above

i JIJ(t)la-11f'(t)ldt
2,..

If(xW::;
o
538 CHAPTER XVIII

For a = p = q = 2 we have

J J
271" 271"

(28.4) IJ(xW ~ 2'1r IJ(t)1 2 dt 1J'(t)1 2 dt.


o 0

The constant 2'1r in (28.4) is best possible. In order to prove this fact consider

J(x) = e- c1xl - ~ (1- e-7I"C) (e is a real constant)


'Ire

and let e -7 +00.

29. If J, a non-negative Lebesgue measurable function on [0,(0), and p ~ 0 are


T
such that frp J(t)dt = 00 for all T > 0 then for each q > p there is a sequence
o
tn > 0 converging to zero with

J
tn

tnJ(tn) ~q J(t)dt.
o

See D. Bindschadler [33].

30. (a) Let \II be positive and monotone increasing and let w be positive on (0, A)
where 0 <A ~ +00 with w( x) ~ hx for 0 < x < A and some constant h > o. If
0< q < p < 00, then there exists an absolute constant M = M(h,p, q) > 0 such
that for all positive, measurable" subadditive functions cp on (0, A) we have

(30.1) (! (!),: )'I, (! (!)·: )'I. $ M

(b) Moreover, if \II is positive and monotone decreasing on (0, A) and there are
constants e, k such that 0 < e < 1/2, k > 0, and \II(ex) ~ k\Il(x) for 0 < x < A,
then the inequality (30.1) is still valid for some M = M(c, k, h,p, q) > o.
A special case of these results is:
PARTICULAR INEQUALITIES 539

Let w be positive on (O,A), where 0 < A < 00 and satisfy w(x) $ hx b for
some constants h > 0, b > 1. Let 0 < q < p < 00 and \II, cP satisfy the previous
hypotheses. Then the inequality (30.1) holds with

M = (2 QhAb- 1/log2)1/q-l/P in case (a),

M = ((2k)QhA b - 1 /log(2(1- c)))l/Q-l/P in case (b).

These results are generalizations of some results of R. P. Gosselin and F. C.


Hsiang, [34]-[38], and they are given by P. R. Beesack in [39], [40].

31. Let M be a real continuously differentiable function of [a, b] with M' > O.
If z is an absolutely continuous real function on [a,b] with z(a) = z(b) = 0 and
z' E L2( a, b), then
b b b

j M'z 2dx $ 2 j IMllzz'ldx $ 4 j Mi;,')2 dx.


a a a

This result was obtained by D. B. Hinton and R. T. Lewis [41].

32. If a < b are real numbers and f is a continuous complex valued function on
[a,b], with continuous first derivative in (a, b), then, for any u in [a,b],
b b u

feu) = b _1 a j f(x)dx + jx-b


b _ af'(x)dx + jx-a
b _ a f'(x)dx;
a u a

hence
b b

If(u)1 $ b ~ a j If(x)ldx +j If'(x)ldx.


a a
See H. Davenport,[42].

33. If f(n)(x) ~ A > 0 on an interval I of length 2h (h > 0), and if M =


max If(x)l, then
xEI
540 CHAPTER XVIII

See Boas, [43].

34. Let J be a 27r-periodic function which is continuous and absolutely continu-


ous over a period with J' E LP[O, 27r], where 1 < p ~ 2. If there exists an integer
m > 1 such that the Fourier coefficients ak and bk of J satisfy

ak = 0 for k = 0,1, ... ,m - 1 and bk = 0 for k = 1, ... ,m - 1,

then

(34.1)

This result is due to W. A. J. Luxemburg [44].

REMARK: Inequality (34.1) was improved by A. A. Jagers. Namely he proved


that

(34.2)

with the condition that the assumptions made above for (34.1) remain valid for
(34.2).

35. Let J(t) = eitj(e it - a)" with t real and a complex (lal-=ll). Then J is
infinitely differentiable in t and we have

IJ(n)(t)1 ~ 2nn!le it - al- n for le it - al < 1,


IJ(n)(t)1 ~ 2nn! for le it - al ~ 1,

where n = 0,1,2, .... See K. Yabuta, [45, p. 93].

36. Let J( x) and g( x) be real-valued functions which have derivatives of n-th


order for x > a. Let g(x) -=I 0 for x > a, and let If(n)(x)1 ~ Ig(n)(x)1 for x > a.
PARTICULAR INEQUALITIES 541

Suppose that there is a sequence (Yn) with Yn --+ +00 as n --+ +00, and also an
integer m < n such that the following limits

exist.
Consider further the expressions

Then the following inequality

holds for any numbers Xo, Xl, ••. , Xm greater than a. These results appear in N.
Obrechkoff, [46].

37.

J
x+1

sin t 2 dt < l/x for X > O.


x

The bound l/x is the best possible, see M. Landau, J. Gillis and M. Shimshoni,
[47]. For generalizations of this result see E. K. Godunova and V. I. Levin, [48].

38. Let f(x) be a function admitting continuous derivatives up to the order n


in the closed interval [a, b], a < b, which may be finite or infinite with a = 0 and
b = 00, and lim f (x) = f (00 ). Let (<I>n (x)) be a normalized orthogonal system
x-+oo

offunctions on [a, b] and let us suppose that <l>n(x) can be expressed in the form
<l>n(X) = w(x)d~nnFn(x), where Fn(x) and w(x) satisfy the following conditions:
(i) F~p) (x) = 0, p = 0,1,2" ... ,n - 1, (for x = a and x = b),
(ii) Fn(x) does not change sign in [a,b],
(iii) f(x)/w(x) is continuous in [a,b].
542 CHAPTER XVIII

If An denote the lower bound of IJ(n)(x)1 in [a, b], then

A. ~ ( ! ;\:j:dX / I! F.(x)dxl
b ) 1/2 b

For example, using Cebysev polynomials we get

An ~
(2n)!
2n+ 1 / 2 r(n+l/2)
(
f1

(I-x)
2 -1/2 2
J(x) dx
) 1/2

using Legendre's polynomial we get the following inequality of J. Soula

A < (2n)! ((2n + 1)/2)1/2 (


n - 2nn! f 1
J(x?dx
) 1/2

while using Laguerre polynomial we get

These results were obtained by H. Sircar, [49].

39. Let 0 ~ ,\ ~ 1 and 0 ~ y ~ x. Suppose that J(t) is integrable for 0 ~ t ~ y.

Then, as M. Riesz [50] has shown,


y u

j (x-t)>'-lJ(t)dt ~ max j(u-t)>'-lJ(t)dt


o::;u::;y
o 0

L. S. Bosanquet [51] has replaced integrals by sums and has proved the fol-
lowing:
Let A~ = (0" + v)!/(O"!v!). If 0 ~ ,\ ~ 1 and 0 ~ m ~ n (m and n are integers),
then
PARTICULAR INEQUALITIES 543

for each real or complex sequence al, ... , am.


Bosanquet [51] has shown by examples that the last estimate can fail in the
case when ,\ > 1 or when ,\ < O.

40. Let f(x) be a real nonnegative function defined in R such that

J J J
00 00 00

f(t)dt = 1, tf(t)dt = 0, and t 2 f(t)dt = a 2 < 00.


0 0 0

If 0 < p ~ q we have

J
q 2

(40.1) f(t)dt 2: 2 P 2 for p(q - p) 2: 2a 2


a +p
-p

and

J
q

(40.2) f(t)dt 2: 4~:q+~):) for p(q - p) ~ 2a 2•

-p

When p = q, inequality (40.2) reduces to the following Cebysev inequality

Jf
-p
P

(t )dt 2: 1 - ;2'
2

For the above results, see [52]. In [53] the following is proved.
If there exists xo such that the function f, given above, is nondecreasing for
x < xo and nonincreasing for x > xo, then

J
p
a2 3 a2
f( t)dt >
-
1 - 0- > 1 - - -
p2 5p2'
-p

where 0 is a zero between 0 and 1 of the equation 03 - 90 2 + 30 + 1 = 0, i.e.

0.56 < 0 < 0.57.


544 CHAPTER XVIII

41. We give a solution by O. P. Lossers, of a problem of D. J. Newman, see [54).


If IE C 2 , then
00

/{I/(x)1 + If"(x)l}dx 2: hl/(O)1


o

and V2 is the best possible constant.


PROOF: First one argues that if the integrals are finite then lim
x-oo
1'( x) = 0 =
lim I(x). If 1(0)
x-oo
= 0 there is nothing to prove, so one may assume 1(0) = 1.
Then g(x) = f(x2- 1 has a negative minimum -a at~. It follows that I(x) 2:
1 - ax and f'«(}~) = -a for some 0 < () < 1, by the mean value theorem.
00 1/01 00 00

Then J I/(x)ldx 2: J I/(x)ldx 2: 2~ and J 1f"(x)ldx 2: I J f"(x)dxl = a. So


o 0 0 8{
00

J{1/(x)1 + If"(x)l}dx 2: 2~ +a 2: ,,;2. But I(x) = 1- xf on [0, 2h), I(x) =0


o
else, gives equality. This function can be approximated by a C 2 function.

42. Let I, g be two integrable functions on [0,1) such that 0 :s: g( x) :s: 1 for all
1
x E [0,1) and J I(x)dx = O. Then
o

! 1
l(x)2dx 2: 4
(
!
1
g(x)/(x)dx
) 2

This improvement of the Cauchy-Schwarz estimate is due to H. Hadwiger and E.


Hei! [55).

43. If positive continuous functions Q( x) and R( x) have in (a, b) continuous


derivatives Q'(x), R'(x) and R"(X) and if

(a) R'(xo) > 0, Xo E (a, b);


(b) (Q(x)/R(x))' < 0;
(c) (R'(x)/R(x))' - (R'(x)/R(x))2 2: 0,
PARTICULAR INEQUALITIES 545

then

J
z
R(t)Q(t)dt ~ R(;;'~~O(~O) (R(x) - R(xo)) (a ~ xo < x ~ b).
zo

See [56].
00
44. A moment inequality is given by G. Aumann [57]. Let>. > 0, J W(t)dt = 1
o
00

and J W(t)2dt = 1. Then


o

(2)' + 2)A
(2)' + l)A+1 ~
J00

A
t W(t)dt
o

with equality holding if

(2)' + 1)A+1 (2>' + 2)A A) 2>' + 2


W(x) = 2>.(2). + 2)A (2)' + l)A - X for 0 < x ~ 2>' + 1 '

or if
2>' + 2
W( x) =0 for x > 2>' + 1 .
As a corollary we get

J
00

for W(t)dt = 1.
o

45. Let the function f be defined and integrable on each compact subinterval of
[0,+00), with f(x) -+ 0 as x -+ +00. Let 9 be a continuous function for x ~ 0
z 00

and hex) = J g(t)dt ~ 0 with h bounded. Then J 1 = J f(x)f(x)dx exists and


o 0
546 CHAPTER XVIII

More generally, let J(Xl, ... , xn) be defined and integrable on each compact
subset of the domain {(xl, ... ,xn)lxl ~ O""xn ~ O} and let J -t 0 as any
Xi - t +00 (i = l, ... ,n). Let (-1)n{rJ/8xl ... fJx n ~ O. Let gl(X), ... ,gn(x)
x x
be continuous on x ~ 0 and let h1(x) = J gl(t)dt, ... , hn(x) = J gn(t)dt be
o 0
bounded and nonnegative. Then the repeated integral

f··· JJ(Xl,""
00 00

I n= Xn)g(Xl)'" g(Xn)dXl ... dXn


o 0

exists and I n ~ O. See 1. J. Mordell [58].

46. Let J(x) and g(x) be complex-valued functions of the real variable x. Con-
sider the following two conditions.

A. IJ(x)1 S Ig(x)l;
B. For any real number t the function arg (eitg(x) . J(x») is nondecreasing in
some neighbourhood of x.

To N. Melman [59] are due the following results:


1. If J and 9 satisfy A and B on [a, b], then

B(x) = arg g(x)

is strictly increasing in any subinterval of (a, b), where J(x)/g(x) is not constant,
and if

then
Ih(X2) - h(Xl)1 S 2 sin ~ (B(X2) - B(Xl»'

where h(x) = J(x)/lg(x)l;


2. If J and 9 satisfy A and B, and if l' and g' exist at x, then

1f'(x)1 S 19'(x)l;
PARTICULAR INEQUALITIES 547

3. If f and 9 satisfy A and B at x, if f' and g' exist at x and if f'(x)Jf(x) is


real, then

If'(x)1 ~ 19'(x)lcos(,8 - a) or
(46.1)
1f'(x)1 ~ -1g'(x)1 cos(,8 + a),

according as f'(x)Jf(x) is positive or negative at x.


In (46.1) a (0 ~ a ~ 7rJ2) and ,8 (0 ~ ,8 ~ 7r) are defined by

If(x)1 Ig(x)I'
cos a = Ig(x)1 and cos,8 = Ig'(x)l;
4. If f is a real-valued function on [a, b], where the conditions A and B are
satisfied, then

REMARK: The above interesting results of N. Meiman [59] extend Bernstein's

theorem on the derivative of an entire function of exponential type.

47. We give a problem of D. Boyd [60].


Let f be a real-valued continuously differentiable function on [0,1] for which
f(O) = f(l) = O. Then

J
1

(47.1) o~~llf(xW ~ (~tanh~) (If(xW + 1f'(xW) dx


o

and the constant ~ tanh ~ is the best possible.

PROOF: (W. Nuij). Since f(O) = f(l) = 0, we have

J J
1 1

(If(x)12 + If'(xW) dx = If(x) - f'(x)1 2dx.


o 0
548 CHAPTER XVIII

Applying Schwarz' inequality to the right-hand side of the equality

e- f(x)
Z = 1
o
Z

(f'(t) - f(t» e-tdt,

we get

(47.2)

and similarly

(47.3) e~-Zlf(xW
smh(l- x)
$; 1
1

(If'(t) - f(t)12) dt.

If we add (47.2) and (47.3) we obtain

(47.4) If(xW $; sinhx~in~(I- x)


sm 1
11

If(t) - f'(t)1 2dt.


o

The function sinh x sinh(1 - x)/ sinh 1 takes its maximal value ! tanh! at
x = !. This proves (47.1).

W. Nuij proved, by an interesting procedure, that inequality (47.1) is sharp.

48. Let the function f( x, y) vanish on the boundary of the square S = {(x, y) 10 $;
x$;1 and 0 $; y $; I} and let 104 f(x, y)/8x 28y21 $; A (A is a positive constant).
Then

11
B
f(x,y)dxdy $; 1!4 A .

REMARK: H. Flanders has signed himself in this problem as "Anon, Erewhon-

upon-Wabash" [61]. The authors ofthis book have learned this pseudonym from
Flanders himself.
PARTICULAR INEQUALITIES 549

49. If an = - E(-ll(~)kr for 0 < r < 1 and n 1,2, ... , then an > 0
(n = 1,2, ... ) and n--++oo
lim an = O.

PROOF: From

J(1-
00

h = e- yk ) y-r-1dy = krII
o
follows that

J(1 -
00

anII = - 2:) _l)k (~)h = e-yr y-r-1dy.


o
Hence

J J
00 M
0< anII < yn-r-1dy + (1- e-M)n y-r-1dy
o 1

J
00

+ y -r-Id y,
M

with M > 1.
The right side of the above inequality becomes smaller than any c; > 0 if we
take first M and then n large enough. It therefore follows that an > 0 and
lim an = o.
n--++oo

J tne-te-atk dt,
00

50. Let Un = n = 0,1,2, ... , and k is a fixed natural number,


o
and let Zn = Un/Un+l.
For k = 2 we have
1 2a
n + 1 + (n + l)(l/(n + 2) + 2a(n + 3)/(n + 2))
1 2a(n+2)
< Zn < - - + , n = 0,1, ...
n+1 n+1
and for k = 3:

1 1 3a(n+2)(n+3)
n + 1 < Zn < n + 1 + n +1 , n = 0,1,2, ....
550 CHAPTER XVIII

See R. Bellman [62].

51. Let J(t) be a nonnegative summable function on [0, a] such that it is either
nondecreasing or twice differentiable with f'2(t) - J(t)f"(t) ~ 0 for every t E
(0, a). Then the sequence

jtkJ(t)dt}
{ .!:.
k I
0

t k- 1 J(t)dt
(k=1,2,3,)

is nonincreasing.
This result is due to W. Sciamplicotti [63]. Some generalizations are obtained
by D. S. Mitrinovic and J. E. Pecaric [64].

52. A necessary and sufficient condition for the existence of three linearly inde-
pendent periodic solutions of
, ,
XIII - !!....x"
p
+ (1 + p2)X' - !!....x
p
= 0, pet + w) == pet), pet) =fo 0,

is that

J'" V1+p
o
2 dt>27r.

See H. Guggenheimer [65].

53. For all real n ~ 1 and [x] the integer part of x,

See M. Schultz and G. A. Heuer, [66].

54. Azencott [67] has given the following revised proof.


PARTICULAR INEQUALITIES 551

Let u and v be positive increasing functions defined for t E [1, +00), such that

u"(t) V"(t)
(54.1) -->--
u(t) - v(t)·

Then

(54.2)
u'(t)
--> ---c
u(t) - vet) ,
v'(t) .h
WIt c-
-lu'(l) _ v'(l)
u(l) v(l)·
I
PROOF: Put Vet) = v'(t)fv(t), U(t) = u'(t)fu(t), wet) = Vet) - U(t). Then
U(t) > 0 and Vet) > 0, and in view of (54.1) also

(54.3) w'(t) ~ -wet) (U(t) + V(t)).

From (54.3) follows that w is a decreasing function in all its points of positivity.
IO Let w(l) > O. Then wet) ~ w(l) for all t 2: 1 such that wet) > O. If
wet) ~ 0, then a fortiori wet) < w(I).
2 0 Let w(l) ~ o. Then wet) ~ 0 for all t 2: 1, and therefore wet) ~ Iw(l)1
for all t E [1,+00). Namely, in the opposite case for some b > 1 we would have
w(b) > 0, and the zeros of w on [1, b] would form a nonempty set. Let a be
the supremum of that set. Since the function w is nonnegative on [a, b], it is
nonincreasing on that interval. Hence web) ~ w(a), and thus web) ~ 0, which
contradicts the assumption.

55. If L: akeikx and L: Ake ikx are trigonometric polynomials and lak I ~ Ak for
all k, then for all even integers p

JII: JII:
2tt 2tt

akeikxlPdx ~ AkeikxlPdx.
o 0

A reference is G. H. Hardy and J. E. Littlewood [68].


The result is generalized in papers of A. Garsia and Ch. A. Greenhall [69].
552 CHAPTER XVIII

56. A lemma of G. van der Corput:


Let J(t) be a real-valued differentiable function on [u, v]. Suppose f' is mono-
tone and that
1f'(t)1 > c > 0 for u ~ t $ v.

Then

J
v

exp (iJ(t)) dt < ~.


u

For the proof of this lemma see [70, p. 197].

57. Rahman [71] proved:


Let J(z) be a rational function which is the quotient of two real-valued poly-
nomials of degrees m and n, respectively. If J has neither zeros nor poles inside
the unit circle and if IJ(x)1 $ 1 for -1 $ x $ 1, then for 0 < c < 1 and
-1 + c $ x $ 1 - c, we have

IJ'(x)1 < _1 m+n h


wenm+n>1.
c vim + n-1
If m + n = 1, then, under the above conditions,
1f'(x)1 $ max (~, L) .

58. We give another result of Ostrowski [15].


Consider

where p is a positive integer.


For k = 1 and k = 2 we have

J
±v'2
e- z Jk(x)dx
o
PARTICULAR INEQUALITIES 553

59. Let y(x) be a solution of the initial value problem

y"(X) - p(x)y(x) = 0, yeO) = 0, y'(O) = a:f: 0,


where p is a continuous nonnegative real function for 0 ~ x < +00. Then
X2 y(x) x2
(59.1)
R(x) + x < y'(x) < R(x) + x _ j frR(t)2dt
o
.:
where R(x) = Jt 2p(t)dt.
o
The lower bound in (59.1) is valid for all x ~ 0, and the upper bound is valid
only for 0 ~ x < Xl, where Xl is the first zero (different from the origin) of the
.:
function R(x) + x - J frR(t)2dt.
o
For example, if p(x) == 1, inequalities (59.1) become

3x 3x
3+x
--2 < tanh x < - ---.
3 + x2 _ .:4 ,
15

where the upper bound is valid for 0 ~ x a(15 + V405)) 1/2. This is a result of
A. Ronveaux [72J.

60. Let x(t) = (Xl(t), ... , xn(t» be a vector, whose components Xl, ... , xn are
real-valued and continuous functions on [a, bJ. Let A(t) = (aij(t» be a square
n X n matrix whose entries are also real-valued and continuous functions on [a, b].
Let further

(p> 1) and IA(t)1 = max IAI xII,


1.:1>0 X

n
where Ax = (AI' ... ' An) with Ai = L: aijXj.
j=l
Then, any solution x(t) of the system of linear differential equations

dx;(t) ~
---;u- = L..Ja;j(t)xj(t) (i = 1, ... ,n)
j=l
554 CHAPTER XVIII

satisfies the following inequalities

exp (- i IA(')ld') s I:!!~ Is cxp (i IA( t)ldt) ,

where equalities hold if and only if

x(.) ~ x(a)cxp (± i IA(t)ldt) .

A very short and elegant proof of the above result [73], due to H. Toyama,
was given by E. Kamke [74].

61. We give a result of G. W. Veldkamp and J. Brands [75].


Let f( x) and g( x) be independent real solutions of the differential equation

(61.1) dx dY )
d ( p(x) dx + q(x)y = 0,

where p and q are real continuous functions for x > 0 such that

d
p(x) > 0 and dx (p(x)q(x)) = 0,

Then, if f(xd = f(X2) = 0 for X2 > Xl > 0, we have

(61.2)

PROOF: By Abel's formula, we obtain

p(x) (f(x)g'(x) - f'(x)g(x)) = C (constant =f. 0).

Thus it follows that the neither g(x) and g'(x) can vanish at Xl or X2' Whence

(61.3)
PARTICULAR INEQUALITIES 555

Multiplying (61.1) (we take y := f) by p(x)f(x) and integrating between Xl

and X2, we get

J
X2

(p(x2)f'(X2»2 - (p(xI)f'(xI)2 = f(x)2 d~ (p(x)q(x»dx > O.


Xl

Hence,

(61.4)

Inequality (61.2) immediately follows from (61.3) and (61.4).

62. Let (In) be a sequence of continuous orthonormal functions in a bounded


interval (a, b) and let c be any number such that a ~ c ~ b. Then

L JJfn(t)dt
+00 b X 2

dx ~ ~ (a - C)2 + (b - C)2) ,
n=l a c

with equality if and only if (In) is closed in L 2 (a, b).


This inequality is due to R. E. Graves who in the papers [76], [77] proved a
more general result.

63. Let ao, al , ... , an be nonnegative real numbers and let f (t) be an increasing
function for t ~ 0 such that f(O) = O. If

L ai ~ f-l(al-
n
r) (k=O,l, ... ,n)
i=k

for some r, 0 < r < 1, then

n
where b = L: ai.
y

See Yu. G. Ol'hovskii [78].


i=O
556 CHAPTER XVIII

64. Let P(x) be a homogeneous polynomial of degree d in variables {Xij} with


nonnegative coefficients. Further, let x = {Xij} be any point of the domain D,
defined by

{ x;; I x;; '" 0, L Xij = 1 with i = 1, ... ,Pi j = 1, ... , qi


qi }
.
i=1

For x = {xii} E D let J(x) = J{xii} denote the point of D, whose (i,j)-
coordinate is
ap
xii ""liXii I(x)
J(X)ii =
qi ap
2: Xij ax"
j=1 OJ
(x)

Then the following inequality is valid

P(J(X» > P(x)

unless J(x) == x. This is proved in L. E. Baum and J. A. Eagon [79].

65. Let f(x, y, z) be a real-valued continuous function on {(x, y, z) I 0 :S x, y, z :S


7r} and let f have the following expansion
+00
f(x,y,z) '" L almnsinRxsinmysinnz.
l,m,n=l

Then

max al mn exp{ _(R2 + m 2 + n 2)t} sinRx sin my sin nz


X,Y,Z
o=:;t<+oo l,m,n=l

:S maxlf(x,y,z)l·
X,y,Z

This result is connected with the problem of determining the majorants for
solutions of the equation

U xx + U yy + U zz - Ut = o.
PARTICULAR INEQUALITIES 557

66. For every trigonometric polynomial


1 n
Sn(x) = 2ao + :2)ak cos kx + bk sin kx)
k=l

we have

with p;::: 1.
When p ---+ +00, the last inequality reduces to

See A. Zygmund [80] and R. P. Boas [81].

67. A function f is called cyclically monotone on (a, b), if f and its derivatives
are each of constant sign on (a, b) and

J<kl(x)f(k+ 2 )(x) :::; 0 for a:::; x:::; b and for every k;::: O.

For a cyclically monotone function the following inequality, for any r = 0,1, ... ,

is valid.
This result, due to Bernstein [82], is dated from 1928.

68. Let f be defined and bounded on the rectangle D = [a, b] x [c, dJ. Then the
lower and upper iterated and double Riemann integrals of f over D satisfy the
inequalities

J- -J f(x, y)dA:::; J- -J
f(x, y)dx dy:::; {JJ
J J- f(x, y)dx dy
-=-
}
(68.1) f(x,y)dxdy

: :; JJ f(x, y)dx dy :::; JJ f(x, y)dA.


558 CHAPTER XVIII

The same inequalities hold with the opposite order of integration for the iterated
integrals. A proof of this is given in T. Apostol [83, p. 260] together with
examples where strict inequality holds. See also the examples (and partial proof)
given in Hobson [84, pp. 514-518]. As noted in Hobson, the existence of both
b d
the Riemann integrals J I(x,y)dx for all y E [c,d) and J I(x,y)dy for all x E
A C
[a, b) implies the existence and equality of the two iterated integrals. However,
examples [84, Ex. 4, p. 518], [83, Ex. 10-9, p. 299] show that this does not
imply the existence of the double Riemann integral.
If I is not bounded on D, W. H. Young [85] has shown that the inequalities
(68.1) may not remain valid. In this case the integrals are improper lower and
upper integrals in the sense of de la Vallee Poussin, defined as follows. For
unbounded functions I on an interval I, one sets

I(x), il - N < I(x) < M,


{
IN,M(X) = -N, ill(x) ::; -N,
M, il I(x) ~ M.

Then by definition,

i l dx = N,M-co
lim iIN,M dx, i l dx = N,M-+co
lim iIN,M dx,
- -
provided these limits exist. The function I is said to be imporperly integrable
precisely when its lower and upper integrals exist and are equal. In this case,
it is clear that the common value is just the Lebesgue integral of I. Similar
definitions apply to unbounded functions I defined on the rectangle D.
For such improper integrals, Young [85, Th. 3] proves that the first inequality
of (68.1) remains valid if I is bounded below on D, while the last inequality of
(68.1) remains valid if I is bounded above on D. Moreover, in the first case
equality holds if I is lower semi continuous on D, and in the second case if I is
upper semi continuous on D. An explicit example is given of a function I which
PARTICULAR INEQUALITIES 559

is positive but unbounded on D (although continuous in the extended sense that


limf(x,y) = +00 at points where f is infinite) for which

1(1 f(x, Y)dX) dy = 11 f(x, y)dA < 1(1 f(x, Y)dX) dy.

Here, the inner integrals and the double integral are imporperly integrable.
Young also gives two examples of bounded functions f, g for which

11 f(x,y)dxdy < 11 f(x,y)dxdy,

11 g(x, y)dx dy < 11 g(x, y)dx dy,

which shows that no general inequality can hold for these repeated integrals.

69. Here is a problem posed by Richard Kellner and solved by O. P. Lossers


[54].
If

1 1
~ ~

4>(1) = 20 f( ())2 sin ()d() + 2 f' (())2 sin ()d()


o 0

then 4>(1) 2:: 0 with equality if and only if

f = A + B cos () for A, B constants.

PROOF: For f given, define g = f - A - B cos () with A and B selected so that


J g( ()) sin ()d() = J g( ()) sin 2()d() =
~ ~

O. Then
o 0

1 1
~ ~

4>(1) = 4>(g) = 20 g( ())2 sin ()d() + 2 g' (())2 sin 2()dfJ


o 0
560 CHAPTER XVIII

from which all the results follow.

70. If f and 9 are such that all the integrals exist, then

Js~p J
00 00

Ig(x - t)f(t)ldx ;?: s~p g(x, t)f(t)dt.


-00 -00

PROOF:

Js~p J
00 00

[g(x - t)f(t») dx ;?: s~p g(x - t)f(t)dx


-00 -00

J [S~Pf(X)]
J
00 00

= (S~Pf(X») g(t)dt = g(t)dt


-(X) -ex:>

J [S~Pf(x-t)]9(t)dt= Js~p[J(x-t)g(t))dt
00 00

=
-00 -00

s~p J s~p J
00 00

;?: f(x - t)g(t)dt = g(x - t)f(t)dt.


-00 -00

This was proposed by R. P. Boas and solved by O. P. Lossers [54).

71. Let Ck, k = 0, ... , n, be a prescribed sequence of signs +1 or -1. Let f be


infinitely differentiable on [a, b). Define
f(r+k)(x)
f(r+kH)(x)

If Gr(O) > 0 for k = 0, ... , nand r = 0,1,2 ... , then

Gr(x) > 0 on [a, b) for k = O, ... ,n and r = 0,1,2 ....


PARTICULAR INEQUALITIES 561

See S. Karlin and C. Loewner [86, p. 179].

72. Tagamlicki gave related results in three papers [87], [88], and [89]. We shall
give only the following two results from [87] and [89] respectively.

(i) Let f(x) have derivatives of all order for x < a and let

If(k)(x)I~AeX (k=O,1,2, ... ).

Then
f(x)=Be x ,

where B is constant such that IBI ~ A.


(ii) If f(x) satisfies

for a < x ~ Xo + k, k = 0,1, ... , then

f(x) = C(xo - x)e- X

where C is a constant such that ICI ~ 1.

73. Let f(x) be continuous, g(x) differentiable on [= [a,b], g(a) = 0, and), 1= 0


a constant. If
Ig(x)f(x) + ).g'(x)1 ~ Ig(x)1 on [

then g(x) == 0 on [.
This is a Gronwall type lemma. It implies the usual Gronwall lemma since if
g(a) = 0 and Ig'(x)1 ~ Ig(x}1 on [ then 9 == 0 (the case f == 0 and), = 1). See
[90].

74. We consider a vector field y( x), continuously differentiable on the closure


R +B of a bounded domain R with boundary B in two or three dimensions.
562 CHAPTER XVIII

Let Xj be coordinates in a given rectangular Cartesian coordinate system, and


denote by Uj the components of U in this system. Define the functionals D and
S by

(74.1) D(1J) = J Uj,juj,jdV,

J
R

(74.2) - = 4~
S(u) (u'',). + U·),'.) (u'.,). + U·),'.) dV,
R

where Latin subscripts have the range 1 to n, and n is the number of dimensions.
Summation over repeated subscripts is implied, and subscripts preceded by a
comma indicate differentiation with respect to the corresponding coordinate.
A. Korn [91]' [92] proved the existence of a number ]{l > 0, depending only
on the domain R, such that

(74.3)

for all vector fields 1J satisfying certain side conditions. Since equality holds in
(74.3) for any ]{l if 1J is a constant vector, we will agree henceforth to identify
vector fields differing only by a constant.
The necessity for imposing some side conditions on 1J In order that (74.3)
should hold can be seen from the fact that if 1J is a pure rotation, then S( u) == 0,
D(u) > 0.
Let

- = ~J(u
R(u) 4 .. -u'),'·)(u··
I,) ',) -u'
),'·)dV.

R
Then
D(1J) = S(1J) + R(1J),

so that ]{l cannot be less than unity, and the inequality (74.3) is equivalent to
either of the following inequalities:

(74.4) R(1J) :S (]{l - 1)S(1J).


PARTICULAR INEQUALITIES 563

K. O. Friedrichs [93] proved Korn's inequality in the form of the second of


(74.4) under each of the following three side conditions on 1J:

First Case: 1J = 0 on boudnary B,


Second Case: j(Uj,j - uj,j)dV = 0,
R

J( Ui,j - uj,i)dV = 0,
Main Case: { R
C 2 (R), Uj,jj + Uj,ij = 0 in R.
1J E
Either of the conditions in First and Second cases serves to eliminate pure rota-
tions. The class of admissible domains R is specified in detail in [93] (see also
[94]).
Extension of Main case is considered in [94] and [95]. For other references
about this and related problems see [94], [95].

75. In 1965, D. Z. Djokovic [96] formulated the following interesting proposition


which has intrigued mathematicians:
Let Xo < Xl < ... < Xn be real numbers and

(75.1) !(XjXo,XI, ... ,Xn) = (x -xo)(x - XI)"'(X - xn), (= f(x)),


(75.2)
Xn

<fi(XO,XI,""Xn) = ~j !(XjXo,xl, ... ,xn)dx,


Xo
prove (or disprove) the inequality:

(75.3)

In 1966, the editor of the Amer. Math. Monthly pointed out [97]: From a
reexamination of the original proposal there is reason to think that the inequality
has been stated as

(75.4)
564 CHAPTER XVIII

For n = 1 (k = 0,1), D. A. Hejhol showed that the inequality (75.3) is untrue,


but (75.4) is true.
In [AI] (75.4) was called DjokoviC's conjecture. H. Guanchu and T. Jiankang
[98] disproved this conjecture. Namely, the following results are obtained:

THEOREM 1. Let Xo < Xl < X2 be real numbers, f, M, 0, defined above. Let


the numbers al and a2 be defined by

al = (8 + (-109 + V109.2 + 512)1/3 - (109 + V109 2 + 512)1/3) /18


~ 0.1824879,

a2 = 1 - al ~ 0.8175121,

and n = 2. Then the inequality (75.4) is true for al (X2 - xo) < Xl - Xo < a2 (X2 -
xo), and it is untrue for Xl - Xo < al (X2 - xo) or Xl - Xo > a2( X2 - xo). Similarly,
for n > 2, the validity of the inequality (75.4) depends on the distribution of
Xo < Xl < ... < Xn ·
THEOREM 2. Let Xo < Xl < ... < Xn be n + 1 uniformly spaced points of the
closed interval [xo, xn], then for n ~ 6, form (75.4) is true, and for large n (75.4)
is untrue.

THEOREM 3. Let a < Xo < Xl < ... < Xn < b be the roots of the (n + l)-th
orthogonal polynomial P n+ 1 (X), associated with the weight function p( x) in the
interval [a, b], where

J
b

¢(xo,xt, ... ,xn) = ~ p(x)f(x)dx,


a

then (75.4) is true.

76. Montgomery [99] discusses certain results of Gallagher [100] and improves
upon them.
PARTICULAR INEQUALITIES 565

LEMMA 1. Let f be a continuous (complex valued) function on [a, b] with a


continuous first derivative in (a, b). Then

k I
b b

(76.1) (a; b) :5 (b - a)-l j If(t)ldt + ~ j 1f'(t)ldt


a a

and for any x E [a, b],

b b

(76.2) If(x)1 :5 (b - a)-l j If(t)ldt +j 1f'(t)ldt.


a a

The result (76.1) is in [100] while the second is a special case of a general
Sobolev inequality.

PROOF: (Montgomery) By an integration by parts

b b x
t-b jt-a
f(x) = (b - a)-l j f(x) + j b _ af'(t)dt + b _ af'(t)dt.
a x a

The fractions :=! and :=: are at most 1 so (76.2) follows. If x = ~, these
fractions are at most 1/2 so (76.1) is obtained.
The inequality (76.2) may be iterated.

LEMMA 2. (Montgomery) Let To, T 2: 8 > 0, and let P be a partition of


[To +!, To + T - !] and define

N.,(x) = L 1.
tEP
It-xl<.,

H f E C1(To, To + 1) then
566 CHAPTER XVIII

PROOF: By Lemma 1
x+! x+!
If(x)1 ::; 8- 1 J If(t)dt + ~ J If'(t)ldt.
x-! x-!
Thus

J J
~+T ~+T

(76.4) I: N6(X)-1If(x)1 ::; 8- 1 If(t)lw(t)dt + ~ If'(t)lw(t)dt


xEP To To

where w(t) = E N 6(s)-1. Now N6(X) is the number of t E P such that


sEP
Is-tl<6/2
Ix - tl < 8. Consequently, if Ix - tl < 8/2, then N6(X) ~ N 6/ 2(S) if Ix - sl < 8/2.
Thus w(t) ::; N 6/ 2(t)-1 E 1 = 1. Using w(t) ::; 1 in (76.4) yields (76.3).
sEP
Is-tl<6/2
Two results of Gallagher [100] follow from this.

LEMMA 3. With the hypotheses of Lemma 2, let IX1 - x21 ~ 8 for any two points
X1,X2EP. Then

J J
To+T To+T

L If(x)1 ::; 8- 1 If(t)ldt +~ If'(t)ldt.


xEP To To

LEMMA 4. With the hypotheses of Lemma 2,

L
xEP
N6(x)-1If(x)1 2 ::; 8- 1 J
To+T

To
If(t)12+ J
( To+T

To
If(tWdt
) 1/2 (TO+T
J
To
IS'(t)1 2dt
) 1/2

PROOFS: Lemma 3 follows from Lemma 2 by observing that N6(X) == 1 for each
x E P. To get Lemma 4 we apply Lemma 3 to P and use the Cauchy-Schwarz
inequality.

77. G. Freud and G. P. Nevai [101, pp. 68-69] proved the following lemma. If
= 0,1,2, ... , then
x > 0, a ::; 0, (3 ~

Ij(x)=
1 and for j

J00

(y-x)ye -y" dy::;


j a J.
., '+lx a e -x" .
«(3x fJ - 1)1
x
PARTICULAR INEQUALITIES 567

The proof is by induction.

Io(x) = j
x
ya e - yP dy ::; /3::-1 j /3yP-1
x
e - YP dy

1 a -xP
= /3xP-1X e

so that for j 2:: 1,


00

Ij(x) = j f(y - x)i- 1Io(y)dy


x

78. W. N. Everitt and A. P. Guinand [102] gave a classical proof of a result of


M. K. Kwong and A. Zettl [103]: if w > 0 and increasing with lim w(x) > 0,
x ...... -oo

(1 41 1
then

W(X)f'(X)'dx) ' S; w(x)f(x)'dx w(x)f"(x)'dx.

The constant 4 is best possible. They also show that

(j o
Xf'(X)2 dX) ' S; k J J
0
xf(x)'dx
0
x!,,(x)'dx.

where 2.35070 < k < 2.35075.


568 CHAPTER XVIII

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PARTICULAR INEQUALITIES 569

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PARTICULAR INEQUALITIES 571

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69. GARSIA, A. M. and Ch. A. GREENHALL, Positive orthogonal systems,
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71. RAHMAN, Q. I., On extremal properties of the derivatives of polynomials
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73. TOYAMA, H., Some inequalities in the theory of linear differential equa-
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76. GRAVES, R.E., A closure criterion for orthogonal functions, Proc. Int.
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77. , A closure criterion for orthogonal functions, Canadian J.
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572 CHAPTER XVIII

78. OL'HOVSKII, Yu. G., On applications of Loyasevic's inequality to the


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79. BAUM, L. E. and J. A. EAGON, An inequality with applications to sta-
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82. BERNSTEIN, S. N., "Sobranie socinenii," vol. 1, Akad. Nauk. SSSR,
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83. APOSTOL, T., "Mathematical Analysis," Reading Mass., 1957.
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86. KARLIN, S. and C. LOEWNER, On some classes of functions associated
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87. TAGAMLICKI, Ja., Funkcii, koito udovletvorjavat izvestni neravenstva
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88. , Recherches sur une classes de fonctions, Ibid. 44 (1947-
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89. , 0 funkcijah, proizvodnye kotoryh udovletvrjajut nekotorym
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92. , Uber eininge Ungleichungen, welche in der Theorie der elastis-
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471.
94. HORGAN, C.O. and J.K. KNOWLES, Eigenvalue problems associated
with Korn's inequalities, Arc. Ration. Mech. Anal. 40 (1971), 384-402.
PARTICULAR INEQUALITIES 573

95. HORGAN, C.O., Inequalities of Korn and Friedrichs in elasticity and


potential theory, Zeits. angew. Math. Phys. (J. App. Math. Phys.) 26
(1975), 155-164.
96. DJOKOVIC, D.Z., Problem 5911, Amer. Math. Monthly 72 (1965), 794.
97. , Amer. Math. Monthly 73 (1966), 788.
98. GUANCHU, H. and T. JIANKANG, The Djokovic's conjecture on an
integral inequality, J. Math. Research and Exposition 10 (1990), 271-
278.
99. MONTGOMERY, H.L., Topics in multiplicative number theory, Lecture
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100. GALLAGHER, P.X., The large sieve, Mathematika 14 (1967), 14-20.
101. FREUD, G. and G. P NEVAI, fiber einseitage Approximation durch Poly-
nome III, Acta. Sci. Math. 35 (1973), 65-79.
102. EVERITT, W. N. and A. P. GUINAND, On a Hardy-Littlewood type
integral inequality with a monotonic weight function, in "General Inequal-
ities," 5, ed. W. Walter, Basel, 1987, pp. 29-63.
103. KWONG, M. 1<. and A. ZETTL, Norm inequalities of product form in
weighted LP spaces, Proc. Roy. Soc. Edinburgh A 89 (1981), 293-307.
INDEX
ASIROV, S.: 318, 319, 320, 332, 336,
ABBASOV, R. Z.: 460, 464. 337, 338, 339, 341, 346, 376, 377, 378,
ABRAMOVICH, J.: 345. 391, 395, 396, 406, 407, 409, 410, 413,
ABRAMOVICH, S.: 293,294,296,311, 416, 417, 425, 427, 450, 453, 460, 462,
348. 463.
ACU, D.: 492,497,498. ATDAEV, S.: 318, 319, 320, 332, 336,
ADAMOV, V. G.: 320,346. 337, 338, 339, 341, 346, 376, 377, 378,
ADAMOVIC, D. D.: 15. 391, 395, 396, 406, 407, 409, 410, 413,
ADAMS, R. A.: 93, 94, 110. 416, 41~ 425, 42~ 450, 453, 460, 462,
AGARWAL, R. P.: 132, 141, 233, 239, 463.
391, 395, 425, 427, 432, 446, 460, 461, ATKINSON, F. V.: 275,276,283,335,
462,463. 347.
AHIEZER, H. 1.: 177, 186. AUBIN, T.: 91, 109.
AHMEDOV, K: 364, 366, 394, 425,
AUMANN, G.: 545,570.
427.
AVAKUMOVIC, V. G.: 9, 55, 525,
AITZANOV, M.: 545, 570.
568.
AKERBERG, B.: 153, 180.
AZBELEV, N. V.: 345,348,349,425,
AKINYELE, 0.: 425, 427.
427,460,463.
ALEFELD, G.: 460,463.
ALEKSEEV, V. M.: 425,427. AZENCOTT, R.: 550,57l.
ALlEV, R. M.: 391, 395. BABENKO, K I.: 304,305, 31l.
ALJANCIC, S.: 9,55. BABKIN, B. N.: 332, 334, 345, 347,
ALMANSI, E.: 66, 102. 349, 374, 394.
ALONSO, I. P.: 304, 312. BACHELIS, G. A.: 308, 313.
ALVINO, A.: 91, 109. BAHVALOR, S. V.: 493,498.
ALY, I. A.: 391, 400. BAIADA, E.: 345, 349.
AMOS, R. J.: 33,61,91,109,175,184. BAILEY, P.: 223,236.
ANDERSEN, K F.: 161, 181, 306, BAINOV, D. D.: 345, 348, 391, 396,
312. 397,399,425,428,429,430,431,432.
ANDERSON, N.: 89,108. BALUEV, A. N.: 345,349.
APARCIN, A. S.: 345,348.
BANAS, J.: 391,396.
APOSTOL, T.: 558,572.
BANG, T.: 8,54.
ARAMA, 0.: 86, 107, 124, 139, 221,
BANKS, D.O.: 124, 139, 229, 230,
222,235.
237.
ARESTOV, V. V.: 13, 16,30, 56, 57,
BARNES, D. C.: 230, 238.
60.
ARTHURS, A. M.: 89, 108. BATUEV, E. N.: 176,185.
BAUM, L. E.: 556,572.
BEATRIZ, M.: 391, 396.
574
INDEX 575

BECK, E.: 291,292,293,310. BLOCK, H. D.: 84, 87, 106, 107.


BECKENBACH, E. F.: 66, 102, 263, BOAS, R. P.: 72, 104, 150, 154, 155,
274,353, 392, 401, 425, 518, 521. 156, 179, 180, 288, 310, 540, 557, 560,
BECKNER, W.: 287, 310. 570,572.
BEESACK, P. R.: 3, 8, 17, 29, 60, 64, BOBROWSKI, D.: 222, 236, 425,428.
75, 76, 77, 88, 89, 93, 104, 105, 107, BOCEK, L.: 94, 111.
114, 116, 118, 124, 127, 129, 131, 132, BOGAR, A.: 233, 239.
138, 139, 140, 165, 166, 167, 169, 170, BOHR, H.: 71, 104.
171, 173, 175, 179, 181, 182, 184, 185, BOJARSKI, B.: 95, 11l.
215, 231, 23~ 234, 238, 239, 276, 277, BOLLOBAs, B.: 27, 51, 59, 64.
278, 281, 283, 284, 288, 28~ 310, 315, BOLZA,: 68.
316, 345, 356, 359, 370, 373, 378, 381, BOMBIERI, E.: 165, 181.
382; 393, 411, 415, 416, 41~ 422, 425, BONDGE, B. K.: 406, 409, 425, 426,
426, 427, 428, 436, 456, 459, 460, 463, 428.
464, 474, 484, 500, 505, 507, 510, 511, BONSALL, F. F.: 196, 198, 199, 200,
512, 514, 518, 520, 521, 539, 570. 213.
BELLMAN, R.: 66, 74, 75, 102, 104, BORELL, G.: 293, 310.
263, 274, 353, 355, 392, 393, 401, 425,
BORG, G.: 231, 232, 239.
518, 521, 550, 571.
BORWEIN, D.: 174,183.
BENNEWITZ, C.: 29, 38, 60, 63.
BOSANQUET, L. S.: 543, 570.
BENNETT, C.: 155, 161, 180, 181,
BOTTEMA, 0.: 485, 498.
306,312.
BOWMAN, F.: 485, 498.
BENNETT, G.: 175, 185.
BOYADZIEV, K. N.: 34,62.
BENSON, D. C.: 12, 56, 74, 104, 175,
184, 515, 517, 519, 521. BOYADZHIEV, K. N.: 39, 63.
BERDYSEV, V. I.: 13,56. BOYD, D. W.: 86, 107, 121, 122, 124,
BEREZIN, I. S.: 321,325,346,493,498. 139, 154, 180, 458, 462, 547, 571.
BERNSTEIN, S. N.: 72, 79, 105,485, BRADLEY, J. S.: 22,23,58, 91, 109,
498, 526, 557, 568,572. 165, 166, 168, 175, 181, 184.
BERTOLINO, M.: 316, 331, 346, 453, BRANDS, J. J. M.: 554, 57~.
462. BRAS CAMP, H. J.: 287,298,310.
BESOV, O. V.: 15,57. BRAUER, F.: 345,349.
BESSMERTNYH, G. A.: 80, 105, 218, BRESQUAR, A. M.: 98,112.
235. - BRINK, J.: 80, 105,223,237.
BEURLING, A.: 200, 263, 273. BROADBENT, T. A. A.: 143, 177.
BHISE, V. M.: 132, 141. BRODLIE, R. W.: 22, 58.
BIHARI, I.: 353, 363, 392. BROWN, R. C.: 39, 51, 63, 65, 94,
BINDERSCHADLER, D.: 538,569. 111, 176, 185.
BITTNER, L.: 345,349. BULLEN, P. S.: 242, 257.
BLASCHKE, W.: 66,102. BURENKOV, V. I.: 30,61.
BLISS, G. A.: 71, 104, 147, 150, 178. BURKILL, H.: 297, 298, 303, 311.
576 INDEX

BURLACENKO, V. P.: 391, 396, 425, CHONG, K. M.: 308, 313.


428. CHORSHANBAEV, I.: 460, 465.
BURTON, A. P.: 101, 113. CHOSHAL, S. K.: 425, 428.
BUSLEAV, P.: 49, 64. CHOW, Y. C.: 150, 179, 195,203,213.
BUSTOZ, J.: 391,396. CHU, S.: 359,393.
BUTLER, G.: 369, 394. CHUI, Ch. K.: 24, 34, 49, 58.
BUTZER, P. L.: 172, 175, 182. CIMMINO, G.: 68, 69, 70, 103.
BYKOV, Ja. V.: 383,390,395,391, CINQUINI, S.: 391, 396.
396,405,425,460,464. CLARK, D.: 391, 396.
CLARKE, F. H.: 93,94.
CAFFARELLI, L.: 39, 63, 304, 312.
COCHRAN, J. A.: 174, 183.
CAFIERO, F.: 345, 349.
CODDINGTON, P.: 507,511, 52l.
CALDERON, A. P.: 267,304,312.
COHEN, H. J.: 232,239.
CALJUK, Z. B.: 345, 348, 349, 460,
COLES, W. J.: 77, 93, 105.
463,464.
CONLAN, J.: 345,349.
CALVERT, J.: 86, 106, 118, 119, 139.
CONSTANTIN, A.: 425,428.
CANDIROV, G. I.: 345,349,355,393.
COPPEL, W. A.: 165, 18l.
CAPLYGIN, S. A.: 316,321,328,345,
COPSON, E. T.: 28, 33, 60, 61, 145,
345, 346, 349.
146, 161, 162, 173, 174, 178, 181.
CAPRANI,O.: 460,463.
CORDES, H. 0.: 232, 239.
CARLEMAN, T.: 143,178.
CORDUNEANU, A.: 425,428,429.
CARLSON, F.: 259, 273.
CORLAN, J.: 425, 428.
CARLSON, L.: 177,186.
CORSEY, E. H.: 196, 202, 213.
CARTAN, H.: 7, 54.
COURANT, R.: 96,98, 112,508,512,
CASADEI, G.: 223,237.
514,52l.
CATON, W. B.: 263,273.
CROOKE, P. S.: 93, 110.
CAVARETTA, A. S.: 13, 23, 25, 28,
CRSTICI, B.: 35, 62, 256, 258.
56, 58, 59, 60.
CERTAIN, M. W.: 27,59. DALJUK, Z. B.: 425, 427.
CHAN, L. Y.: 168, 169, 175, 182. DANNAN, F. M.: 391, 396, 425, 429.
CHANDIROV, G. A.: 391, 396. DAROCZY, Z.: 294, 31l.
CHANDRA, F.: 457, 459, 460, 462, DAS, K. M.: 118, 122, 132, 139, 415,
464. 420,426.
CHANDRA, J.: 418, 427. DAS, P.: 345, 349, 425, 429, 446, 460,
CHANDRA, P.: 173, 182. 462,464.
CHEN, L. S.: 425,428. DAVENPORT, H.: 202,214,539,570.
CHEN, W. Z.: 132,14l. DAVIES, G. S.: 158, 173, 180.
CHEN, Y. M.: 303,304,305,311,312. DAVIS, B.: 305, 312.
CHENG, S. S.: 234, 239. DAVIS, I.: 493.
CHERNE!, N. I.: 257,258. DAVIS, P. W.: 418, 427, 498.
CHERNOFf, P.: 51, 64. DAY, P. W.: 291,308,309,310.
CHEUNG, W. S.: 138, 142. DE BRUIJN, N. G.: 152,179,201,213.
INDEX 577

DE FRANCO, R.: 425, 429. EVERITT, W. N.: 16,17,18,22,23,


DE LA VALLEE POUSSIN, Ch.: 218, 24, 29, 33, 35, 38, 51, 58, 60, 61, 62,
223, 228, 235. 63, 64, 91, 92, 101, 109, 110, 113, 175,
DEMIDOVIC, B.: 354, 393, 460, 464. 184, 510, 520, 567, 573.
DENKOWSKI, Z.: 88, 108. EWING, G.-M.: 500,501,520.
DEO, S.: 370, 373, 391, 394, 396, 425,
FAGBOHUN, A. B.: 134, 141, 391,
430.
396.
DERMAN, C.: 291,310.
FAIRTHORNE, R. A.: 202, 214.
DHONGADE, U.: 373,391,394,396.
FAN, K.: 87,93, 107.
DIAZ, J. B.: 83,84, 106,345,349.
FARWIG, R.: 35, 52, 62, 256, 258.
DIEUDONNE, J.: 11, 55.
FAVARD, J.: 72.
DIGHE, M.: 132, 14l.
FEDERER, H.: 82, 105.
DING, Y.: 172,177,182,186.
FEFFERMAN, C.: 304,312.
DINGAS, A. (Dinghas): 72, 104.
FEHER, F.: 172, 175, 182, 202, 214.
DINOVRUZOV, G.: 391, 395, 462.
FEINBERG, J. M.: 92, 110, 175, 185.
DITZIAN, Z.: 23, 28, 35, 39, 58, 60,
FEJER, L.: 188, 212, 526, 568.
62, 63, 94, l1l.
FENG, G. J.: 14l.
DJOKOVIC, D. Z.: 563, 573.
FILATOV, A.: 354,355,357,358,370,
DJORDJEVIC, R. Z.: 16, 45, 46, 57,
383, 392, 393, 437, 46l.
241, 244, 246, 257, 258.
FINK, A. M.: 28, 33, 38, 40, 60, 62,
DONAR, Y.: 12,56.
81, 87, 105, 107, 223, 229, 230, 234,
DRAGOMIR, S. S.: 35, 62, 368, 369,
237, 238, 260, 273, 411, 426, 470, 472,
394, 406, 425, 429, 460, 464.
473, 477, 479, 483, 525, 568.
DU, D.: 132, 140.
FITZGERALD, C. H.: 137, 142.
DUBOVIK, V. A.: 24, 58.
FLANDERS, H.: 175, 185, 548, 571.
DUFF, G. F. D.: 298, 299, 300, 301,
FLEISHMAN, B.: 457,459,462.
302, 304, 311, 312.
FLEMING, W.: 82, 105.
DUFFIN, R. J.: 296,31l.
FLETT, T. M.: 150, 161, 179, 181,
DZABAROV, S.: 391,396,425,429.
318,346.
DZJADYK, V. K.: 24, 58.
FLORKIEWICZ, B.: 89, 94, 96, 108,
EAGON, J. A.: 556,572. 110, 111, 112, 160, 175, 181, 185, 505,
EASWARAN, S.: 89, 108. 520.
ELBERT, A..: 230,232,233,238,239. FONTES, F. G.: 101,113.
ELIASON, S. B.: 231,232,238,239. FRANCIS, E. C.: 188, 212.
ELLIOTT, E. B.: 143, 146, 177. FRAZER, H.: 192, 196, 202, 212, 213.
ERDELYI, A.: 202, 214, 257, 258. FREUD, G.: 534, 566, 569, 573.
ESMATOV, H.: 405,425. FRIDLENDER, V. R.: 12, 56.
ESSEEN, C. G.: 71, 104. FRIEDBERG, R.: 298, 31l.
EVANS, W. D.: 32,33,35,38,61,62, FRIEDRICHS, K. 0.: 563, 572.
63. FUJITA, H.: 88, 108.
578 INDEX

GABRlEL, R. M.: 262, 273, 295, 311. GREENE, D. E.: 416, 426.
GABUSIN, V. N.: 12, 13,33,56. GREENHALL, Ch. A.: 551, 571.
GAIER, D.: 536, 569. GRONWALL, T.: 345, 349, 353, 392.
GALANIS, E.: 51, 64. GROSS, L.: 93, 110.
GALBRAITH, A.: 230,238. GRUDO, E. I.: 391, 397.
GALJAUTDINOV, I. G.: 12,56. GUANCHU, H.: 564, 573.
GALLAGHER, P. X.: 564, 565, 566, GUGGENHEIMER, H.: 550, 571.
573. GUILLIANO, L.: 391, 397.
GAMIDOV, S. T.: 357, 361, 393. GUINAND, A. P.: 567, 573.
GANELIUS, T.: 88, 107. GUSTAFSON, G.: 233,239.
GARSIA, A.: 551, 571. GUTOVSKI, R.: 345, 350, 354.
GAUSS, C. F.: 260, 273. GUTOWSKI, R.: 345, 349, 350, 425,
GEISBERG, S. P.: 11, 12, 55, 56. 429.
GEL'FAND, A. V.: 336,.347. GYORI, I.: 353, 363, 369, 391, 392,
GERAGHTY, M.: 459, 462. 397.
GERARD, F. A.: 485, 498. HADAMARD, J.: 2,53,68,102.
GHIZZETTI, A.: 493, 494, 498. HADWIGER, H.: 544, 570.
GIERTZ, M.: 16, 17, 22, 58, 91, 109, HAJNOSZ, A.: 391, 396.
175,184. HALBERSTAM, H.: 202, 214.
GILLIS, J.: 541, 570. HALL, R. R.: 89, 108.
GILLMAN, D.: 51, 65. HALPERlN, I.: 8, 54, 84, 106.
GINDLER, H. A.: 32, 33, 61. HAMAD, G.: 391, 399.
GLUK, L.: 161, 181. HARDY, G. H.: 2, 3, 5, 6, 19, 53, 54,
GODLEVSKII, V. S.: 391, 399. 66, 70, 72, 79, 102, 103, 143, 144, 145,
GODUNOVA, E. K: 120, 139, 152, 146, 147, 148, 150, 153, 158, 177, 178,
153, 154, 180, 202, 214, 267, 274, 541, 179, 180, 187, 188, 189, 190, 192, 194,
570. 200, 203, 205, 207, 212, 213, 240, 247,
GOLAB,: 231. 257, 259, 262, 273, 285, 290, 295, 296,
GOLDBERG, S.: 12,56. 297, 298, 300, 302, 303, 307, 308, 310,
GOLDSTEIN, J. A.: 24,25,32,33,37, 311, 312, 313, 503, 518, 520, 533, 551,
59,61, 62. 569,571.
GOLLWITZER, H.: 370, 382, 394. HARLAMOV, P.: 356, 393.
GOODMAN, T. N. T.: 28,60. HARRIS, B. J.: 233,239.
GORNY, A.: 7, 54. HARTMAN, P. H.: 217, 218, 226, 228,
GOSHAL, A.: 425, 429. 235, 237, 511, 521.
GOSSELIN, R. P.: 539,569. HE, T. X.: 131, 140.
GRACE, S. R.: 334,347,434,435,460. HEADLEY, V.: 415,426.
GRAMMATIKOPOULIS, M. K: 345, HEDBERG, L. I.: 307, 312.
349. HElL, E.: 544, 570.
GRANDJOT, K: 143, 177.
GRAVES, R. E.: 555, 571.
INDEX 579

HEINIG, H. P.: 163, 164, 165, 166, IL'IN, V. P.: 201, 202, 213, 214, 533,
167, 168, 175, 177, 181, 186,304,312. 569.
HEJHOL, D. A.: 564. IMORU, C. 0.: 134, 141, 165, 173,
HELTON, B.: 360, 394. 181, 183, 288, 304, 310, 312, 391, 396.
HELTON, J. C.: 391, 397, 425, 429. INGHAM, A. E.: 192,213.
HEROD, J.: 360, 393. IONESCU, D. V.: 250, 253, 258, 493,
HEROLD, H.: 125, 140. 498.
HERZBERGER, J.: 460,463. IONESCU, N. M.: 406,425,429.
HEUER, G. A.: 550, 571. ISIHARA, A.: 257, 258.
HILBERT, D.: 96, 98, 112, 508, 512, IYENGAR, K. S. K.: 471,483.
514,521. IZUMI, M.: 158, 159, 180.
HILLE, E.: 14, 15, 28, 57, 315, 345, IZUMI, S. I.: 158, 159, 180.
353,354,392,418,427,453,454,462. JACKSON, D.: 523,524,568.
HINTON, D. B.: 39, 51, 63, 65, 175, JACKSON, L.: 345,350.
176, 183, 184, 186, 539, 570. JACOBI, C. G.: 68,507.
HO, T. K.: 361, 394. JAGERS, A. A.: 540.
HOA, N. T. T.: 53,65. JAKIMOVSKI, A.: 174,183.
HOBSON, E. W.: 558, 572. JAKUBOV, A.: 364,366,394.
HOCHSTADT, H.: 229,237. JAN, Tan Men: 345, 348.
HOHENEMSER, K.: 514. JANCUK, L. F.: 391, 397.
HOHRJAKOV, A. Ja.: 345,349. JANET, M.: 69, 70, 88, 98, 103, 107,
HOLBROOK, J. A. R.: 15,57. 175, 185.
HOLT, J. M.: 118, 132, 138. JANOUS, W.: 486, 492, 498.
HONG, Y.: 132,140. JENSEN, J. L. W. V.: 208.
HORGAN, C. 0.: 98, 112, 563, 572, JIANKANG, T.: 564,573.
573. JODEIT, Jr., Max: 260, 273.
HORMANDER, L.: 71, 104. JOHNSON, P. D.: 177,186.
HORST, H.: 96, 112. JONES, G. S.: 360, 393, 436, 445, 460.
HOU, M. S.: 129, 140. JONES, P. S.: 101, 113.
HRISTOVA, S. G.: 391,397,399,425, JU-DA, L.: 136, 141.
429,430. JURKAT, W. B.: 291, 292, 310.
HRYPTUN, V. G.: 89, 108. KADLEC, J.: 152,174,180.
HSIANG, F. C.: 201, 213, 539, 569. KAHANE, J. P.: 308,313.
HUA, L. K.: 118,138. KALF, H.: 68 .
. HUANG, D.: 52,65. KALLIO NIEMI, H.: 24, 59.
HUGHES, 1. M.: 275, 283. KALLMAN, R. R.: 13,57.
HUKUHARA, M.: 80, 105. KALUZA, Th.: 143,177.
HULL, T.: 437, 461. KAMKE, E.: 354,392,507,511,520,
HUNT, R. A.: 175,184,267,274. 554, 57l.
HURODZE, T. A.: 345,351. KAMZOLOV, A. 1.: 94,111.
580 INDEX

KANNAN, R.: 459,463. KRALJEVIC, H.: 14, 40, 45, 53, 57,
KAPER, H.: 51, 65. 64,65.
KARAMATA, J.: 525, 568. KRASNOSEL'SKIf, M. A.: 345,350.
KARLIN, S. J.: 252, 253, 258, 332, KRAWTCHOUK, M.: 524,568.
347, 561, 572. KRECMETOV, G. S.: 391, 397.
KARTSATOS, A. G.: 335, 347. KREIN, M. G.: 233,239.
KASCEEV, N. A.: 331,346. KREITH, K.: 93, 101, 110, 113.
KASATKINA, N. V.: 425, 430. KRILOFF (KRYLOV), N. M.: 68, 103,
KASATURE, D.: 425,430. 510,521.
KASTURE, D. Y.: 345, 348, 425, 43l. KRZYWICKI, A.: 85, 106, 175, 183.
KATO, T.: 15, 51, 57, 64. KUDRJAVCEV, L. D.: 53, 65.
KAUFFMAN, R. M.: 175, 184. KUFNER, A.: 94, 110, 152, 168, 172,
KECKIC, J. D.: 242, 257. 174, 175, 176, 180, 181, 182, 184, 186,
KELLNER, Richard: 559. 202,214.
KENNEBECK, D.: 360,393. KUPCOV, N. P.: 22,58.
KEOGH, F. R.: 308, 313. KUREPA, S.: 14, 57.
KERIMOV, Dz. S.: 425, 430. KURPEL', N. S.: 345, 350, 453, 462.
KHRISTOVA, S. G.: 425,428. KURTZ, D. S.: 304, 312.
KIGURADZE,1. T.: 334,347. KURTZ, T. G.: 27, 59.
KIM, W. J.: 75, 104, 175, 183, 227, KVAPIS, M.: 460, 464.
237. KWONG, M. K.: 30, 33, 37, 51, 61,
KINGMAN, J. F. C.: 276, 283, 284. 62,65, 233, 239, 567,573.
KIRSANOVA, G. V.: 24, 58. LACKOVIC, 1. B.: 15, 16, 57.
KJELLBERG, B.: 266, 274. LAHARIEV, A. J.: 391,396.
KLASI, M.: 360,393. LAKSHMIKANTHAM, V.: 315,345,
KLEFSJO, B.: 269, 274. 350, 353, 378, 381,391, 392, 397,460,
KLOOSTERMAN, H. D.: 9,55. 463,464.
KNESER, A.: 67, 102. LALLI, B. S.: 334,347,434,435,460.
KNOBLOCH, H. W.: 345, 350. LANDAU, E.: 1, 2, 3, 47, 53, 54, 143,
KNOPP, K.: 143, 145, 148, 178. 177.
KOHN, R.: 39,63. LANDAU, M.: 541,570.
KOKIASVILI, V. M.: 172, 175, 182. LANDBERG, L.: 88, 107.
KOLMOGOROV, A.: 7, 54, 305. LANGENHOP, C. E.: 365, 394.
KNOWLES, J. K.: 563, 572. LAPTINSKII, V. N.: 391, 397.
KOMAROFF, N.: 309, 313. LASALLE, J. P.: 363,394.
KONOVALOV, V. N.: 29, 33, 60, 61. LASOTA, A.: 223, 236.
KONSTANTINOV, M.: 391,397. LAVRENT'EV, M. A.: 240.
KONYUSKOV, A. A.: 150,179. LEE, Cheng-Ming: 123, 139.
KORN, A.: 562, 572. LEE, C. S.: 130, 140, 174, 183.
KOVACEC, A.: 294,311. LEE, Kin-Chun: 177, 186.
KRAFT, M.: 523. LEE, S. L.: 28, 60.
INDEX 581

LEELA, S.: 315, 345, 350, 353, 392, LIVINGSTON, A. E.: 201, 213.
460,463. LOCHER, P.: 494, 495, 499.
LEES, M.: 353, 392, 441, 461. LOEWNER, C.: 561, 572.
LEHMAN, A. L.: 296,311. LONDON, D.: 293,310.
LEHMER, D. H.: 308, 313. LORENTZ, G. G.: 291, 297, 308, 310,
LEIGHTON, W.: 93, 110, 229, 237, 313.
239. LOSONCZI, L.: 457, 458, 462.
LEINDLER, L.: 159, 160, 180, 181. LOSSERS, O. P.: 544,559,560,570.
LEPIN, A. Ya.: 34,62. LOVE, E. R.: 172, 174, 175, 182, 183,
LETTENMEYER, F.: 223, 236. 185.
LEVI, E. E.: 66,67,68,98, 102, 103. LU, W.: 345,348.
LUPA~, A.: 27, 59, 88, 107, 124, 139,
LEVIN, A. Ju.: 80,105,345,350.
LEVIN, A. Yu: 79, 105} 218, 223, 229, 222,247,258.
235, 236, 237. LUTTINGER, J. M.: 287, 298, 310,
LEVIN, V. 1.: 72, 86, 104, 106, 120, 31l.
139, 148, 149, 151, 153, 179, 192, 210, LUXEMBURG, W. A. J.: 90,308,312,
213, 231, 238, 263, 266, 267, 273, 274, 437, 461, 540, 570.
541,470. LUZIN, N. N.: 325,345,346,350.
LEVINE, H. A.: 93, 110. LYAPUNOV, A. M.: 216,235.
LEVINSON, N.: 114, 138, 150, 151, MADSEN, K.: 460,463.
179,507,511,521. MAGARIL-IL'JAEV, G. G.: 25, 33,
LEWIS, R. T.: 175,183,539,570. 59,6l.
LIANG, Z. J.: 131, 140. MAHAJANI, G. S.: 474, 484.
LIEB, E. H.: 203,214,287,298,310. MAHMUDOV, A. N.: 425,430.
LIEBERMAN, G. J.: 291,310. MAKAI, E.: 98, 113, 227, 237.
LIGUN, A. A.: 25, 36, 53, 59, 62, 65. MAKHMUDOV, A. P.: 460, 464.
LIN, C. S.: 39, 63. MALLOWS, C. L.: 114, 138.
LIN, C. T.: 133, 134, 135, 138, 141, MAMEDOV, Ja. D.: 318, 319, 320,
142, 391, 397, 425, 430. 332, 336, 337, 338, 339, 341, 345, 346,
LINENKO, V.: 460, 464. 350, 376, 377, 378, 395, 406, 407, 409,
LIU, W. B.: 391, 397. 410,413,416,417,426,450,453,460,
LIZORKIN, P. I.: 176, 186. 462, 463, 464, 465.
LJUBIC, Ju.: 10, 11, 15, 55. MAMEDOV, G. K.: 425,429.
LITTLEWOOD, J. E.: 2,3,5,6,19, MAMIKONYAN, F. U.: 391, 397.
53, 54, 66, 70, 72, 79, 102, 103, 143, MAMMANA, G.: 332, 346.
144, 147, 148, 150, 153, 178, 179, 188, MANDEL, S. P. H.: 275, 283.
189, 190, 192, 194, 200, 203, 212, 213, MANDELBROJT, S.: 89, 108.
240, 247, 257, 259, 285, 290, 295, 296, MANGERON, D.: 86,98,106,112.
297, 298, 300, 302, 303, 307, 308, 310, MANOUGIAN, M. N.: 391, 397.
311, 312, 313, 503, 518, 520, 533, 551, MAO, X. R.: 425, 430.
569,571. MARCINKIEWICZ,: 303.
582 INDEX

MARGOLIS, B.: 345,348. 475, 484, 499, 500, 511, 518, 520, 521,
MARONI, P. M.: 121, 139, 363, 394. 550,57l.
MARTELLI, M.: 227,237. MLAK, W.: 345,350.
MARTIN-REYES, F. J.: 175, 177, 185. MOHAPATRA, R N.: 172,173,175,
MARTYNJUK, A.: 354, 393. 177,182, 185, 186.
MARTYNYUK, A. A.: 345, 350, 460, MOORE, R A.: 175, 183.
463. MOORE, R E.: 460, 463.
MASANI, P.: 524, 568. MONTGOMERY, H. L.: 308,313,564,
MASOOD, M. S.: 425, 428. 565, 573.
MATTHEWS, K. R: 202, 214. MORAN, P. A. P.: 275,276,283.
MATORIN, A. P.: 10, 12, 55. MORDELL, L. J.: 2,53,485,486,498,
MAUKEEV, B. L: 545, 570. 546,570.
MAZ'YA, V. G.: 175, 184,218. MOROZOV, S. F.: 86, 106.
McKEE, S.: 460, 465. MORREY, Jr., C. B.: 96, 97, 112.
MElMAN, N.: 546,547, 57l. MOVLJANKULOV, H.: 358, 393.
MELENCOVA, Ju. A.: 92, 110. MUCKENHOUPT, B.: 157, 158, 180,
METCALF, F. T.: 83, 84, 106, 295, 304,312.
311, 359, 393. MULDOWNEY, J. S.: 91, 109, 335,
MEYERS, N. C.: 91, 109. 345, 347, 351, 391, 397.
MULHOLLAND, H. P.: 148, 178, 179,
MICHAEL, J. H.: 96,112.
188, 190, 191, 192, 212, 277, 284.
MIKHLIN, S. G.: 98, 112.
MULLER, W.: 11, 55, 84, 106.
MIKUSINSKI, L G.: 532,569.
MURDESHWAR, M.: 370, 373, 391,
MILLER, J. C. P.: 202,214.
394,396.
MILNE, W. E.: 526, 568.
MUSAEV, V. M.: 425, 430.
MILOVANOVIC, G. V.: 16,27,30,45, MUSIELAK, H.: 165, 181.
46, 57, 59, 60, 87, 107, 131, 133, 140, MYSKIS, A. D.: 345, 351.
141, 233, 239, 241, 244, 246, 247, 257,
258, 468, 472, 474, 475, 476, 481, 483, NADENIK, Z.: 94, 111.
484. NARSIMHA REDDY, K.: 391, 397.
MILOVANOVIC, L Z.: 30,60,87,107, NATANSON, L P.: 533,569.
131, 133, 140, 14l. NECAEV, L D.: 98, 101, 113, 126, 140.
MINC, H.: 292, 310. NEDER, L.: 2, 53.
MINGARELLI, A. B.: 446, 462. NEHARI, Z.: 75, 104, 175, 183, 185,
MIRANDA, M.: 83, 105. 226, 232, 239.
MIRSKY, L.: 486, 498. NEMETH, J.: 160, 173, 180.
MITRINOVIC, D. S.: 3,8, 17, 39,40, NERSESYAN, A. B.: 391,397.
45, 52, 63, 64, 88, 95, 107, 111, 136, NETA, B.: 30, 60.
137, 142, 170, 171, 177, 185, 186, 203, NEUMAN, E.: 52, 65, 257, 258.
207, 208, 214, 215, 243, 257, 269, 274, NEUMANN, E.: 257,258.
283, 284, 299, 311, 324, 332, 353, 392, NEVAI, G. P.: 566,573.
INDEX 583

NEWMAN, D. J.: 544. 393, 391, 395, 398, 406, 409, 417, 421,
NIKOL'SKIi, S. M.: 53, 65, 493, 499. 425, 426, 427, 428, 431, 435, 441, 442,
NIRENBERG, L.: 10, 39, 55, 63, 84, 444,446,460,461,462,465,466.
88, 106, 107. PAGANI, C. D.: 52.
NORMURADOV, H.: 425,430. PAK, S. A.: 345,35l.
NORTHCOTT, D. G.: 72, 104. PALEY, R. E. A. C.: 308,313.
NOVOTNA., J.: 87, 107,446,462. PARTINGTON, J. R.: 51,64.
NOVRUZOV, G. M.: 450. PEANO, G.: 316, 346, 354, 392.
NUIJ, W.: 547,548. PEASLEE, D. C.: 165, 18l.
NUMIROW, T.: 460, 465. PECARI<\ J. E.: 27, 35, 36, 38, 39,
NURIMOV, T.: 402, 403, 405, 406, 40, 45, 52, 53, 59, 62, 63, 64, 65, 95,
425, 426, 427, 430. lll, 136, 137, 142,173, 177, 182, 186,
202, 203, 207, 214, 215, 244, 246, 252,
OBRECHKOFF, N.: 541, 570.
256, 257, 258, 261, 269, 273, 274, 277,
OHRONCUK, V. I.: 345, 350, 35L 278, 281, 283, 284, 288, 289, 291, 299,
OLECH, C.: ll4, 138, 425, 430. 310, 311, 332, 347, 369, 394, 468, 470,
OL'HOVSKIi, Yu. G.: 555,572. 472, 474, 475, 476, 481, 483, 484, 550,
OLOVYANISNIKOV, V. M.: ll, 12, 57l.
35,55. PECH, Pavel: 425, 432.
O'NEIL, R.: 267, 274, 306, 308, 312, PEDERSEN, R. N.: 138.
313. PEETRE, J.: 89,108.
ONESTI, N. B.: 425,430. PELCZAR, A.: 460,466.
OPREA, A.: 86, 106. PENG, G.: 425, 43l.
OPIAL, Z.: ll4, 138, 221, 223, 228, PERESTYUK, N. A.: 391, 399.
235, 236, 416, 426. PEROV, A. I.: 320,337,338,346,347,
OPIC, B.: 176, 186. 360, 394,460,464, 466.
OPOfCEV, V. I.: 345,35L PETERSEN, G. M.: 158, 159, 173,
OPPENHEIM, A.: 294,31L 180.
ORNELAS, A.: 425, 430. PETROV, B. N.: 345,35l.
OSSICINI, A.: 493, 494, 498. PETROVITCH, M.: 316, 346.
OSTASZEWSKI, K.: 391,397. PFEFFER, A. M.: 12, 55, 84, 87, 106.
OSTROGORSKI, T.: 175, 185. PH6NG, V. Q.: 33, 6l.
OSTROWSKI, A. M.: 8, 54, 143, 178, PICARD, E.: 67,102.
468, 483, 529, 533, 535, 536, 537, 552,
PICHORIDES, S. K.: 305, 312.
568,569.
PICONE, M.: 68, 103.
OWEN, P. M.: 188,212.
PIGOLKIN, G. M.: 267,274.
OZEKI, N.: 95, lll.
PINTER, L.: 391,397.
PACHPATTE, B. G.: 38, 63, 95, 96, PITT, H. R.: 8,54,84, 106, 194, 213.
101, lll, ll2, 134, 136, 137, 138, 141, PITTENGER, A. P.: 175, 185.
142, 174, 175, 177, 183, 185, 186, 342, PLEIJEL, A.: 69, 103.
344, 345, 347, 348, 357, 383, 386, 387, PLOTNIKOV, V. I.: 86, 106.
584 INDEX

POINCARE, H.: 67, 96, 98, 102, 112. RIESZ, F.: 188,212.
POLYA, G.: 3,5,6, 19,54,66,70,98, RIESZ, M.: 187, 305, 542, 570.
102, 113, 126, 140, 143, 144, 148, 177, RINOTT, Y.: 291, 292, 293, 310.
178, 188, 189, 190, 192, 200, 203, 212, RIPIANU, D.: 86,221,235.
240, 247, 257, 259, 273, 285, 290, 295, RISHEL, R.: 82, 105.
296, 297, 298, 300, 302, 310, 311, 332, RODOV, A. M.: 9, 24, 55.
346, 503, 518, 520. ROGERS, T.: 369, 391, 394, 399.
POPENDA, J.: 425, 428, 444, 461, RONVEAUX, A.: 553, 571.
466. ROSEN, G.: 88,91,94, 108, 109, 110.
POPOV, V.: 534, 569. ROSS, S. M.: 291, 310.
PORTNOY, V. R.: 175, 184. ROTA, G. C.: 13, 57.
PROTTER, M.: 51, 64. ROZANOVA, G. 1.: 125, 129, 140.
PUTNAM, C. R.: 175,184. RUDERMAN, H. D.: 290, 294, 310.
RUDNICK, K.: 155, 161, 180.
QI, Z.: 134, 14l. RUSSELL, A.: 24,58.
QUADE, W.: 325, 346. RUSSELL, A. M.: 95,111.
RAB, M.: 345, 348. RUSSELL, D. C.: 173, 175, 182, 185.
RABCZUK, R.: 321, 325, 327, 332, RYBARSKI, A.: 85, 89, 94, 96, 106,
346, 433, 435, 460. 108, 110, 160, 175, 181, 183, 184, 505,
RABINOWITZ, B.: 493, 498. 520.
RADEMACHER, H.: 523, 568. RYFF, J. V.: 121,298,311.
RADISIN, Z.: 331. RYSER, H. J.: 291,292,310.
RADZISZEWSKI, B.: 345, 350. SABIROV, T.: 320,346.
RAFAL'SON, S. Z.: 36,62,526,568. SADIKOVA, R. H.: 87,107.
RAGHAVENDRA,: 391,399. SADOVSKII, B. N.: 345,351.
RAHMAN, Q. 1.: 552,571. SADRIN, G. A.: 89, 108.
RAHMATULLINA, L. F.: 345, 351. ST. MARY, D. F.: 229, 231, 237, 238,
RAKOVICH, B. D.: 486,487,490,491, 239.
492, 496, 498. SAITAH, S.: 95, 113.
RALL, L. L.: 460, 463. SAITHOH, S.: 309, 313.
RASMUSSEN, D.: 425, 431. SALPAGAROV, H. M.: 383, 390,391,
RASSIAS, Th. M.: 96,97,112. 395, 405, 425.
REDHEFFER, R. M.: 11, 29, 51, 55, SANSONE, G.: 218, 228, 231, 237.
60, 65, 84, 85, 88, 106, 107, 121, 124, SARDAR'LY,S. M.: 359, 393, 460,
139, 175, 184, 202, 203, 214, 425, 431, 465.
435,460. SAROVA, L.: 354,355,357,370,383,
REID, W.: 315, 345, 353, 354, 392, 392, 437, 46l.
507, 511, 520. SATAKE, 1.: 51, 64..
RHOADES, B. E.: 174, 183. SATO, M.: 34, 62.
RICHARD, U.: 88, 107, 223, 236. SATO, R.: 34,62.
RICE, N. M.: 308, 313.
INDEX 585

SATO, T.: 231,238,391,399. SINNAMON, G.: 175,176,185.


SAVIC, B.: 36, 62, 256, 258, 470, 483. SIRCAR, H.: 542, 570.
SAWYER, E.: 175, 177, 185. SLUGIN, S. N.: 345,351.
SAWYER, W. W.: 196,201,202,213. SMITH, C. A. B.: 277, 284.
SCHAEFFER, A. G.: 296,31I. SMITH, K. T.: 52, 65.
SCHEEFFER, L.: 67, 102. SMITH, P.: 101, 113.
SCHMAEDEKE, W.: 360, 393. SMITH, P. W.: 24, 34, 49, 58.
SCHMIDT, E.: 74,79, 104. SMITHIES, F.: 486, 498.
SCHOENBERG, I. J.: 13, 23, 25, 26, SNOW, D.: 411,425,426,432.
28, 29, 33, 35, 56, 58, 59, 60, 61, 62, SOBEIH, M.: 391, 399.
88, 89, 108, 524, 568. SOBOLEV, S. 1.: 73, 83, 104, 106,
SCHRADER, K.: 345, 350, 35I. 307,312.
SCHULTZ, M.: 550, 57I. SOBOLEVSKII, P. E.: 345, 350.
SCHUR, I.: 187, 188, 200, 203, 21I. SOHACKI, J.: 391,397.
SCHWARZ, B.: 231, 238. SOLONNIKOV, V. A.: 15, 57.
SCHWARZ, H. A.: 67, 102. SOULA, J.: 542.
SCIAMPLICOTTI, W.: 550,57I. SREE HARI RAO, V.: 460, 466.
SELBERG, H. L.: 543, 570. STACHURSKA, B.: 362,394.
SELL, G.: 360,393. STANKOVIC, M. S.: 15, 16, 57.
SERRIN, J.: 95, llI. STANCU, D. D.: 488,496,499.
SHAFER, Robert: 527. STECKIN, S. B.: 11,12,16,55,56,64,
SHARMA, A.: 24, 26, 29, 59, 60. 86, 106, 151, 179, 196, 213, 266, 274.
SHARMA, R.: 345, 349, 425, 429, 446, STEIN, E. M.: 10, 55, 304, 307, 312,
460, 462, 464. 525,568.
SHASTRI, R. P.: 345, 348, 425, 43I. STEKLOFF, W.: 67, 102.
SHIEH, L. M.: 138, 142. STEPANOV, V. D.: 176, 177, 185,
SHIH, M. H.: 409, 426, 432. 186.
SHIMOGAKI, T.: 308, 313. STEPANOV, V. V.: 15I.
SHIMSHONI, M.: 541, 570. STEUTEL, E.: 524, 568.
SHINDE, B. B.: 417,426. STOLARSKY, K. B.: 172,182.
SHISHA, 0.: 89, 108. STORCHI, E.: 391, 399.
SHUM, D. T.: 94, 110, 127, 140, 160, STROUD, H. A.: 487, 488, 496, 499.
165, 170, 181, 518, 52l. STUDDEN, W. J.: 252,253,258,332,
SHUVAR, B. A.: 425,431,453,462. 347.
SIDENKO, N. I.: 391,396,425,428. SUBBOTIN, Ju. N.: 13,56.
SIGILLITO, V. G.: 99, 100, 113. SUBRAHMANYAM, M. B.: 288,310.
SILOV, G. E.: 6,54. SUGUJAMA, Shohei: 345, 35I.
SIMEONOV, P. S.: 345, 348, 425, 43I. SUNOUCHI, G.: 147,178.
SIMON, L. M.: 96,112. SWANSON, C. A.: 93,101,110,113.
SING ARE, V. M.: 345, 348, 425, 431, SYSOEVA, F. A.: 152,172,179,182,
435, 441, 442, 446, 460, 461, 466. 202,214.
586 INDEX

SZ-NAGY, B.: 8,54,74,104,263,273. UPTON, C. J. F.: 16, 57, 95, 111.


SZARSKI, J.: 315,345.
VAJRAVELU, K.: 175,185.
SZEGO, G.: 98, 113, 143, 188, 192, VALIRON, G.: 143, 178.
212, 259, 273, 488, 499, 523.
VAN DER CORPUT, J. G.: 148,149,
SZMANDA, B.: 221, 223, 235, 236. 153,179,525,530,536,552,568,569.
TAGAMLICKI, Ja.: 561, 572. VAN DER VAART, H. R.: 526,568.
TAIKOV, L. V.: 13,56. VASIC, P. M.: 3, 8, 17, 64, 88, 107,
TAKAGI, N.: 147,178. 170, 171, 173, 182, 185, 202, 214, 215,
TALENTI, G.: 24, 50, 58, 64, 90, 91, 242, 257, 283, 284, 472, 484, 486, 487,
109, 157, 180. 490, 491, 492, 496, 498, 500, 511, 520.
TAMARKINE, Ja. D.: 68, 103. VED', Ju. A.: 345,351.
TATARKIEWICZ, K.: 531, 568. VEISOV, A.: 364, 366, 394.
TAUSSKY,O.: 87,93, 107, 196, 202, VELDKAMP, G. W.: 554, 571.
213. VENCKOVA, M.: 345,352.
TCHENG, T. Tchou-Yun: 6, 54, 70, VERLAN', A. F.: 391,399.
103. VIDYASAGAR, M.: 460.
TEUFEL, M.: 335,347. VISSER, C.: 535, 569.
THANDAPANI, E.: 132,141,391,395, VISWANATHAM, B.: 353, 392.
399,425,432,446,460,461,462,466. VISZUS, E.: 101, 113.
THIEME, H. R.: 460, 466. VOLKMANN, P.: 203,214.
TIHOMIROV, V.: 33, 40, 63. VOLKOV, V. N.: 269, 271, 274, 521,
TIMAN, A. F.: 533, 569. 568.
TIMOFEEV, V. G.: 37, 38, 63. VOLTERRA, V.: 391, 399.
TODD, J.: 87,93. VRANCEANU, G. G.: 127, 140.
TOMASELLI, G.: 94, 110, 157, 180. WAINGER, S.: 525, 568.
TONELLI, L.: 66, 102. WALKER, P. L.: 202,214.
TOSIC, D.: 497, 499. WALTER, J.: 531,568.
TOYAMA, H.: 554, 571. WALTER, W.: 29,51,60,65,353,392,
TRAPLE, J.: 95, 111. 406,411,425,426,435,453,460,462.
TREBELS, W.: 15,57. WALTMAN, P.: 223, 236.
TRIEBEL, H.: 94, 110, 168, 172, 181, WANG, C. L.: 391, 399, 425, 428.
182. WANG, J.: 52,65.
TRIFUNOVIC, D.: 316, 346. WANG, S. C.: 131, 140.
TROESCH, B. A.: 83, 106, 175, 185. WANG, S. L.: 131, 140.
TSATSANIS,: 90. WANG, X. H.: 141.
TUDOR, G. H.: 256, 258. WANNEBO, A.: 176,186.
TUMURA, M.: 80, 105, 231, 238. WARSCHAWSKI, S. E.: 536,569.
TUBAN, P.: 522, 568. WATSON, G. N.: 528,568.
TZIMBALARIO, J.: 24,26,29,59,60, WATTAMWAR, M. J.: 391,399.
174, 183. WATTERSON, G. A.: 275, 276, 283.
INDEX 587

WAZEWSKI, T.: 337,347,425,432. YANG, Y. S.: 425,432.


WEIDMANN, J.: 175, 184. YEH, C. C.: 409, 413, 425, 426, 428,
WEINSTEIN, A.: 98,112. 432, 434, 435, 443, 460, 461.
WEISS, G.: 175, 184, 274, 306, 312. YOUNG, E. C.: 391, 400, 410, 411,
WEISS, W.: 267. 425, 426, 432.
WEISSLER, F. B.: 91, 109. YOUNG, L. C.: 500, 520.
WERBOWSKI, J.: 425,428,460,466. YOUNG, W. H.: 285, 309, 310, 558,
WESTPHAL, H.: 345, 352. 572.
WESTPHAL, U.: 15, 57. YUE-SHENG, L.: 345,352.
WEYL, H.: 187, 210, 21l.
ZADIRAKA, K V.: 355, 393.
WHEEDEN, R. L.: 304,312.
ZAGHROUT, A. A. S.: 391,400.
WIDDER, D. V.: 189, 203, 212.
ZAHARIEV, A. 1.: 425, 432.
WIENER, F.: 188, 212.
ZAICEVA, G. S.: 226, 237.
WILF, H. S.: 152, 175, 179, 185, 20l.
ZAIDMAN, S.: 481,484.
WILLETT, D.: 122, 139, 220, 223,
ZETTL, A.: 30,32,33,37,51,61,62,
227, 235, 236, 237, 335, 34~ 356, 357,
64, 567, 573.
360, 361, 370, 393, 394, 438, 46l.
ZHANG, B. G.: 391, 400.
WINTER, M. J.: 89, 108.
ZHIDKOV, N. 1.: 493,498.
WINTNER, A.: 228, 237.
ZHONG, L. C.: 391, 399.
WIRTH, T.: 460, 467.
ZIEBUR, A.: 353, 392,
WRIGHT, D.: 391,396.
ZITKOV, N. P.: 321,325,346,
WRIGHT, F.: 360,393.
ZMOROVIC (ZMOROVICH), V. A.:
WONG, J.: 361, 370, 391, 394, 397,
240, 257, 258.
438,46l.
ZUK, V. V.: 29, 53, 60, 65.
WONG, J. S. W.: 118,121, 122, 139,
ZVYAGINSTEV, A. 1.: 34,39,51,62,
458,462.
63,65.
WONG, M. W.: 203, 214.
ZWICK, D.: 35, 52, 62, 256, 258.
WONG, P. K: 89, 108.
ZWYAGINEV, A. 1.: 53,65.
WU, C. M.: 391,397.
ZYGMUND, A.: 303, 305, 552, 557,
WU, J.: 460,467.
571, 572.
WU, Y.: 345,348.
YABUTA, K: 540, 570.
YAHYA, Q. A. M. M.: 201,213.
YANG, C. C.: 391, 399.
YANG, E. H.: 385, 387, 391, 395, 399,
425, 432, 446, 460, 461, 467.
YANG, Gou-sheng: 177, 186.
YANG, G. S.: 116, 118, 132, 133, 134,
136, 138, 141, 391, 399, 421, 427, 460,
467.
YANG, H.: 132, 140.

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