Problems

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Prove that if the function \(f (x)\) is convex upwards on the line \([a, b]\), then for any distinct points \(x_1, x_2\) in \([a; b]\) and for any positive \(\alpha_{1}, \alpha_{2}\) such that \(\alpha_{1} + \alpha_ {2} = 1\) the following inequality holds: \(f(\alpha_1 x_1 + \alpha_2 x_2 ) > \alpha_1 f (x_1) + \alpha_2 f(x_2)\).

Inequality of Jensen. Prove that if the function \(f (x)\) is convex upward on \([a, b]\), then for any distinct points \(x_1, x_2, \dots , x_n\) (\(n \geq 2\)) from \([a; b]\) and any positive \(\alpha_{1}, \alpha_{2}, \dots , \alpha_{n}\) such that \(\alpha_ {1} + \alpha_{2} + \dots + \alpha_{n} = 1\), the following inequality holds: \(f (\alpha_{1} x_1 + \dots + \alpha_{n} x_n) > \alpha_{1} f (x_1) + \dots + \alpha_{n} f (x_n)\).

Let \(p\) and \(q\) be positive numbers where \(1 / p + 1 / q = 1\). Prove that \[a_1b_1 + a_2b_2 + \dots + a_nb_n \leq (a_1^p + \dots a_n^p)^{1/p}(b_1^q +\dots + b_n^q)^{1/q}\] The values of the variables are considered positive.

Let the sequences of numbers \(\{a_n\}\) and \(\{b_n\}\), that are associated with the relation \(\Delta b_n = a_n\) (\(n = 1, 2, \dots\)), be given. How are the partial sums \(S_n\) of the sequence \(\{a_n\}\) \(S_n = a_1 + a_2 + \dots + a_n\) linked to the sequence \(\{b_n\}\)?

Definition. Let the function \(f (x, y)\) be valid at all points of a plane with integer coordinates. We call a function \(f (x, y)\) harmonic if its value at each point is equal to the arithmetic mean of the values of the function at four neighbouring points, that is: \[f (x, y) = 1/4 (f (x + 1, y) + f (x-1, y) + f(x, y + 1) + f (x, y-1)).\] Let \(f(x, y)\) and \(g (x, y)\) be harmonic functions. Prove that for any \(a\) and \(b\) the function \(af (x, y) + bg (x, y)\) is also harmonic.

Let \(f (x, y)\) be a harmonic function. Prove that the functions \(\Delta_{x} f (x, y) = f (x + 1, y) - f (x, y)\) and \(\Delta_{y}f(x , y) = f(x, y + 1) - f(x, y)\) will also be harmonic.

Liouville’s discrete theorem. Let \(f (x, y)\) be a bounded harmonic function (see the definition in problem number 11.28), that is, there exists a positive constant \(M\) such that \(\forall (x, y) \in \mathbb {Z}^2\) \(| f (x, y) | \leq M\). Prove that the function \(f (x, y)\) is equal to a constant.

Definition. The sequence of numbers \(a_0, a_1, \dots , a_n, \dots\), which, with the given \(p\) and \(q\), satisfies the relation \(a_{n + 2} = pa_{n + 1} + qa_n\) (\(n = 0,1,2, \dots\)) is called a linear recurrent sequence of the second order.

The equation \[x^2-px-q = 0\] is called a characteristic equation of the sequence \(\{a_n\}\).

Prove that, if the numbers \(a_0\), \(a_1\) are fixed, then all of the other terms of the sequence \(\{a_n\}\) are uniquely determined.