Answer

问题及解答

$f$ 与 $f'$ 的积分不等式

Posted by haifeng on 2015-01-08 20:10:26 last update 2015-01-08 20:10:26 | Edit | Answers (1)

设 $f\in C^1[a,b]$, 且 $f(a)=0$, 证明

\[
\int_a^b f^2(x)dx\leqslant\frac{(b-a)^2}{2}\int_a^b[f'(x)]^2dx.
\]

1

Posted by haifeng on 2017-06-23 16:17:01

由于 $f(a)=0$, 故 $f(x)=\int_a^x f'(t)dt$. 因此

\[
\begin{split}
f^2(x)&=\biggl|\int_a^x f'(t)dt\biggr|^2=\biggl|\int_a^x 1\cdot f'(t)dt\biggr|^2\leqslant\int_a^x 1^2 dt\cdot\int_a^x [f'(t)]^2dt\\
&\leqslant (x-a)\int_a^b [f'(x)]^2dx,
\end{split}
\]

这里利用了 Hölder 不等式.

\[f^2(x)\leqslant(x-a)\int_a^b [f'(x)]^2dx\]

两边积分, 得

\[
\int_a^b f^2(x)dx\leqslant\int_a^b [f'(x)]^2dx\cdot\int_a^b(x-a)dx=\frac{(b-a)^2}{2}\int_a^b [f'(x)]^2dx.
\]