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Algebra Difficulty 7.4 National Olympiad, round 2 Prove it Romania

Consider a(0,1)a \in (0,1) and CC the set of all increasing functions f:[0,1][0,)f: [0,1] \to [0, \infty), such that 01f(x)dx=1\int_0^1 f(x) dx = 1. Determine:

a. maxfC0af(x)dx\max_{f \in C} \int_0^a f(x) dx,

and

b. maxfC0a(f(x))2dx\max_{f \in C} \int_0^a (f(x))^2 dx.

Solutions — 2

Solution 1

a.

We show that
0af(x)dxa. \int_0^a f(x) dx \le a.
To this end, write
a0af(x)dx=a01f(x)dx0af(x)dx=aa1f(x)dx(1a)0af(x)dxaa1f(a)dx(1a)0af(a)dx=0. \begin{aligned} a - \int_0^a f(x) dx &= a \int_0^1 f(x) dx - \int_0^a f(x) dx \\ &= a \int_a^1 f(x) dx - (1-a) \int_0^a f(x) dx \\ &\ge a \int_a^1 f(a) dx - (1-a) \int_0^a f(a) dx \\ &= 0. \end{aligned}
Here equality holds if and only if f(x)=1f(x) = 1 for 0<x<10 < x < 1; at x=0x = 0 the function may take any non-negative value less than or equal to 11, and at x=1x = 1 it may take any value greater than or equal to 11.

Therefore,
maxfC0af(x)dx=a. \max_{f \in C} \int_0^a f(x) dx = a.

b.

The required maximum is aa if a1/2a \le 1/2, and 1/(4(1a))1/(4(1-a)) if a>1/2a > 1/2. In both cases, it is achieved at an essentially unique function. In the former case, the maximum is achieved at f1f \equiv 1 on the open interval (0,1)(0, 1); at x=0x = 0 the function may take any non-negative value less than or equal to 11, and at x=1x = 1 it may take any value greater than or equal to 11. In the latter case, the maximum is achieved at
f(x)={0if 0x<2a1,12(1a)if 2a1<x<1; f(x) = \begin{cases} 0 & \text{if } 0 \le x < 2a - 1, \\ \frac{1}{2(1-a)} & \text{if } 2a - 1 < x < 1; \end{cases}
at x=2a1x = 2a - 1 the function may take any non-negative value less than or equal to 1/(2(1a))1/(2(1-a)), and at x=1x = 1 it may take any value greater than or equal to 1/(2(1a))1/(2(1-a)).

Let ff be a function in CC. Begin by noticing that
0a(f(x))2dxf(a)0af(x)dx(11aa1f(x)dx)(0af(x)dx)=11a(10af(x)dx)(0af(x)dx). \begin{aligned} \int_0^a (f(x))^2 dx &\le f(a) \int_0^a f(x) dx \\ &\le \left( \frac{1}{1-a} \int_a^1 f(x) dx \right) \left( \int_0^a f(x) dx \right) \\ &= \frac{1}{1-a} \left( 1 - \int_0^a f(x) dx \right) \left( \int_0^a f(x) dx \right). \end{aligned}
Next, as shown above,
0af(x)dxa. \int_0^a f(x) dx \le a.
Further, notice that
max{t(1t):ta}={a(1a)if a1/2,14if a>1/2; \max \{ t(1-t) : t \le a \} = \begin{cases} a(1-a) & \text{if } a \le 1/2, \\ \frac{1}{4} & \text{if } a > 1/2; \end{cases}
in both cases, the maximum is achieved at a single point: at t=at = a in the former case, and at t=1/2t = 1/2 in the latter.

Consequently,
0a(f(x))2dx{aif a1/2,1/(4(1a))if a>1/2. \int_0^a (f(x))^2 dx \le \begin{cases} a & \text{if } a \le 1/2, \\ 1/(4(1-a)) & \text{if } a > 1/2. \end{cases}
If a1/2a \le 1/2, then
0a(f(x))2dx=a \int_0^a (f(x))^2 dx = a
forces
0af(x)dx=a, \int_0^a f(x) dx = a,
so f(x)=1f(x) = 1 for 0<x<10 < x < 1, by the third paragraph above; at x=0x = 0 the function may take any non-negative value less than or equal to 11, and at x=1x = 1 it may take any value greater than or equal to 11.

If a>1/2a > 1/2, then
0a(f(x))2dx=14(1a) \int_0^a (f(x))^2 dx = \frac{1}{4(1-a)}
forces
0af(x)dx=12(1) \int_0^a f(x) dx = \frac{1}{2} \qquad (1)
and
0a(f(x))2dx=f(a)0af(x)dx,(2) \int_0^a (f(x))^2 dx = f(a) \int_0^a f(x) dx, \qquad (2)
so
a1f(x)dx=12andf(a)=12(1a). \int_a^1 f(x) dx = \frac{1}{2} \quad \text{and} \quad f(a) = \frac{1}{2(1-a)}.
The last two conditions force in turn f(x)=1/(2(1a))f(x) = 1/(2(1-a)), ax<1a \le x < 1; at x=1x = 1 the function may take any value greater than or equal to 1/(2(1a))1/(2(1-a)).

We now show that (1) and (2) force
f(x)={0if 0<x<2a1,12(1a)if 2a1<x<a. f(x) = \begin{cases} 0 & \text{if } 0 < x < 2a - 1, \\ \frac{1}{2(1-a)} & \text{if } 2a - 1 < x < a. \end{cases}
Of course, f(0)=0f(0) = 0, and at x=2a1x = 2a - 1 the function may take any non-negative value less than or equal to 1/(2(1a))1/(2(1-a)). To prove this, consider the three sets below:
A={x:0<x<a,f(x)=0}, A = \{ x : 0 < x < a, f(x) = 0 \},
B={x:0<x<a,0<f(x)<f(a)}, B = \{ x : 0 < x < a, 0 < f(x) < f(a) \},
C={x:0<x<a,f(x)=f(a)}. C = \{ x : 0 < x < a, f(x) = f(a) \}.
Clearly, if x,y,zx, y, z are members of A,B,CA, B, C, respectively, then x<y<zx < y < z.
Notice that BB contains at most one point. Otherwise, consider two points b<bb < b' in BB to contradict (2):
0<bbf(x)(f(a)f(x))dx0af(x)(f(a)f(x))dx=0. 0 < \int_b^{b'} f(x) (f(a) - f(x)) dx \le \int_0^a f(x) (f(a) - f(x)) dx = 0.
If AA is empty, then so is BB and C=(0,a)C = (0, a) and
0af(x)dx=af(a)=a2(1a)>12, \int_0^a f(x) dx = a f(a) = \frac{a}{2(1-a)} > \frac{1}{2},
which contradicts (1).
Similarly, if CC is empty, then again so is BB and A=(0,a)A = (0, a) and
0af(x)dx=0, \int_0^a f(x) dx = 0,
which contradicts again (1).
Consequently, neither AA nor CC are empty, supA=b=infC\sup A = b = \inf C for some bb in (0,a)(0, a), and (0,b)A(0, b) \subseteq A and (b,a)C(b, a) \subseteq C.
Finally, bb is determined by (1):
12=0af(x)dx=ba12(1a)dx=ab2(1a), \frac{1}{2} = \int_0^a f(x) dx = \int_b^a \frac{1}{2(1-a)} dx = \frac{a-b}{2(1-a)},
so b=2a1b = 2a - 1. The conclusion follows.

Solution 2

Let again ff be a function in CC. If f(a)<1f(a) < 1, then
0a(f(x))2dx0a(f(a))2dx=a(f(a))2<a. \int_0^a (f(x))^2 dx \le \int_0^a (f(a))^2 dx = a(f(a))^2 < a.
If f(a)1f(a) \ge 1, consider the function
φ:[0,1][0,), \varphi: [0, 1] \to [0, \infty),
defined by
φ(t)=0tf(x)dx+(1t)f(a). \varphi(t) = \int_0^t f(x) dx + (1-t)f(a).
Clearly, φ\varphi is continuous and it is easily seen that φ\varphi is decreasing on [0,a][0, a] and increasing on [a,1][a, 1]. Since φ(1)=1\varphi(1) = 1, it follows that φ(a)1\varphi(a) \le 1 (this can also be established directly), and since
φ(0)=f(a)1, \varphi(0) = f(a) \ge 1,
there exists bb in [0,a][0, a] such that φ(b)=1\varphi(b) = 1, by continuity; that is,
0bf(x)dx=1(1b)f(a). \int_0^b f(x) dx = 1 - (1 - b)f(a).
Next, define g:[0,1][0,)g: [0, 1] \to [0, \infty) by
g(x)={f(x)if 0xb,f(a)if b<x1. g(x) = \begin{cases} f(x) & \text{if } 0 \le x \le b, \\ f(a) & \text{if } b < x \le 1. \end{cases}
It is readily checked that gg belongs to CC; moreover, if 0xa0 \le x \le a, then
g(x)f(x)0, g(x) \ge f(x) \ge 0,
so
0a(g(x))2dx0a(f(x))2dx. \int_0^a (g(x))^2 dx \ge \int_0^a (f(x))^2 dx.
On the other hand,
0a(g(x))2dxg(a)0ag(x)dx=f(a)(0bf(x)dx+(ab)f(a))=f(a)(1(1b)f(a)+(ab)f(a))=f(a)(1(1a)f(a)). \begin{aligned} \int_0^a (g(x))^2 dx &\le g(a) \int_0^a g(x) dx \\ &= f(a) \left( \int_0^b f(x) dx + (a-b)f(a) \right) \\ &= f(a) (1 - (1-b)f(a) + (a-b)f(a)) \\ &= f(a) (1 - (1-a)f(a)). \end{aligned}
Further, notice that
max{t(1(1a)t):t1}={aif a1/2,1/(4(1a))if a>1/2; \max \{ t(1 - (1 - a)t) : t \ge 1 \} = \begin{cases} a & \text{if } a \le 1/2, \\ 1/(4(1-a)) & \text{if } a > 1/2; \end{cases}
in both cases, the maximum is achieved at a single point: at t=1t = 1 in the former case, and at t=1/(2(1a))t = 1/(2(1-a)) in the latter.

Consequently,
0a(f(x))2dx0a(g(x))2dx{aif a1/2,1/(4(1a))if a>1/2. \int_0^a (f(x))^2 dx \le \int_0^a (g(x))^2 dx \le \begin{cases} a & \text{if } a \le 1/2, \\ 1/(4(1-a)) & \text{if } a > 1/2. \end{cases}
Proceed now along the lines in the corresponding part of the previous solution.

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