Maths Olympiad Prep

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Problem 2393

IMO Shortlist mid-range; USAMO P2/P5
Algebra Difficulty 8.1 Prove it China Girls' Mathematical Olympiad · China

Let x1,x2,…,xnx_1, x_2, \dots, x_n (where n≥2n \ge 2) be real numbers with
x12+x22+⋯+xn2=1.x_1^2 + x_2^2 + \dots + x_n^2 = 1.
Prove that
∑k=1n(1−k∑i=1nixi2)2⋅xk2k≤(n−1n+1)2∑k=1nxk2k. \sum_{k=1}^{n} \left( 1 - \frac{k}{\sum_{i=1}^{n} ix_i^2} \right)^2 \cdot \frac{x_k^2}{k} \le \left( \frac{n-1}{n+1} \right)^2 \sum_{k=1}^{n} \frac{x_k^2}{k}.
Determine when the equality holds.

This one wants a proof. Work it on paper, then read the official solution and mark yourself. Be honest about it: the record is only any use to you if it is.

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Official solution

Comment: Expanding the left-hand side of the desired inequality gives
∑k=1n(1−k∑i=1nixi2)2⋅xk2k=∑k=1nxk2k−∑k=1n2xk2∑i=1nixi2+∑k=1nkxk2(∑i=1nixi2)2=∑k=1nxk2k−1∑i=1nixi2∑k=1n12xk2+1(∑i=1nixi2)2∑k=1nkxk2=∑k=1nxk2k−2∑i=1nixi2+1∑i=1nixi2=∑k=1nxk2k−1∑i=1nixi2. \begin{align*} & \sum_{k=1}^{n} \left( 1 - \frac{k}{\sum_{i=1}^{n} ix_i^2} \right)^2 \cdot \frac{x_k^2}{k} \\ &= \sum_{k=1}^{n} \frac{x_k^2}{k} - \sum_{k=1}^{n} \frac{2x_k^2}{\sum_{i=1}^{n} ix_i^2} + \sum_{k=1}^{n} \frac{kx_k^2}{\left(\sum_{i=1}^{n} ix_i^2\right)^2} \\ &= \sum_{k=1}^{n} \frac{x_k^2}{k} - \frac{1}{\sum_{i=1}^{n} ix_i^2} \sum_{k=1}^{n} \frac{1}{2x_k^2} + \frac{1}{\left(\sum_{i=1}^{n} ix_i^2\right)^2} \sum_{k=1}^{n} kx_k^2 \\ &= \sum_{k=1}^{n} \frac{x_k^2}{k} - \frac{2}{\sum_{i=1}^{n} ix_i^2} + \frac{1}{\sum_{i=1}^{n} ix_i^2} \\ &= \sum_{k=1}^{n} \frac{x_k^2}{k} - \frac{1}{\sum_{i=1}^{n} ix_i^2}. \end{align*}
We want to show that
∑k=1nxk2k−1∑i=1nixi2≤(n−1n+2)2∑k=1nxk2k=∑k=1nxk2k−4n(n+1)2∑k=1nxk2k \sum_{k=1}^{n} \frac{x_k^2}{k} - \frac{1}{\sum_{i=1}^{n} ix_i^2} \le \left(\frac{n-1}{n+2}\right)^2 \sum_{k=1}^{n} \frac{x_k^2}{k} = \sum_{k=1}^{n} \frac{x_k^2}{k} - \frac{4n}{(n+1)^2} \sum_{k=1}^{n} \frac{x_k^2}{k}
or
4n(n+1)2∑k=1nxk2k≤1∑i=1nixi2, \frac{4n}{(n+1)^2} \sum_{k=1}^{n} \frac{x_k^2}{k} \le \frac{1}{\sum_{i=1}^{n} i x_i^2},
that is,
(∑k=1nxk2k)(∑k=1nkxk2)≤(n+1)24n.1◯ \left( \sum_{k=1}^{n} \frac{x_k^2}{k} \right) \left( \sum_{k=1}^{n} kx_k^2 \right) \le \frac{(n+1)^2}{4n}. \qquad \textcircled{1}
We present two proofs of the above inequality.

Solution 1. We rewrite 1 as
4n(∑k=1nxk2k)(∑k=1nkxk2)≤(n+1)2. 4n \left( \sum_{k=1}^{n} \frac{x_k^2}{k} \right) \left( \sum_{k=1}^{n} kx_k^2 \right) \le (n+1)^2.
By the AM-GM inequality, we have
4n(∑k=1nxk2k)(∑k=1nkxk2)=4(∑k=1nnxk2k)(∑k=1nkxk2)≤(∑k=1nnxk2k+∑k=1nkxk2)2=(∑k=1n(nk+k)xk2)2. \begin{aligned} 4n \left( \sum_{k=1}^{n} \frac{x_k^2}{k} \right) \left( \sum_{k=1}^{n} kx_k^2 \right) &= 4 \left( \sum_{k=1}^{n} \frac{nx_k^2}{k} \right) \left( \sum_{k=1}^{n} kx_k^2 \right) \\ &\le \left( \sum_{k=1}^{n} \frac{nx_k^2}{k} + \sum_{k=1}^{n} kx_k^2 \right)^2 \\ &= \left( \sum_{k=1}^{n} \left( \frac{n}{k} + k \right) x_k^2 \right)^2. \end{aligned}
It suffices to show that
nk+k≤n+1 \frac{n}{k} + k \le n + 1
or
0≤nk+k−k2−n=(n−k)(k−1), 0 \le nk + k - k^2 - n = (n-k)(k-1),
which is evident.
Now, we consider the equality case. Note that the last inequality is strict for 1<k<n1 < k < n. Hence, we must have x2=⋯=xn−1=0x_2 = \cdots = x_{n-1} = 0. For the AM-GM inequality to hold, we must have
∑k=1nnxk2k=∑k=1nkxk2 or nx12+xn2=x12+nxn2 \sum_{k=1}^{n} \frac{nx_k^2}{k} = \sum_{k=1}^{n} kx_k^2 \text{ or } nx_1^2 + x_n^2 = x_1^2 + nx_n^2
with x12+xn2=1x_1^2 + x_n^2 = 1. We must have x12=xn2=12x_1^2 = x_n^2 = \frac{1}{2} and x2=⋯=xn−1=0x_2 = \cdots = x_{n-1} = 0.

Solution 2. (By Lynnelle Ye) We write ④ as
(n+1)2−4n(∑k=1nxk2k)(∑k=1nkxk2)≥0. (n + 1)^2 - 4n \left( \sum_{k=1}^{n} \frac{x_k^2}{k} \right) \left( \sum_{k=1}^{n} kx_k^2 \right) \ge 0.
Note that the left-hand side of the above inequality is the discriminant of the quadratic (in tt):
f(t)=n(x12+2x22+⋯+nxn2)t2−(n+1)t+(x12+x222+⋯+xn2n). f(t) = n(x_1^2 + 2x_2^2 + \cdots + nx_n^2)t^2 - (n+1)t + \left(x_1^2 + \frac{x_2^2}{2} + \cdots + \frac{x_n^2}{n}\right).
It suffices to show that f(t)f(t) has a real root. Because the leading coefficient of f(x)f(x) is n(x12+2x22+⋯+nxn2)n(x_1^2 + 2x_2^2 + \cdots + nx_n^2), which is positive, it remains to be shown that f(t)≤0f(t) \le 0 for some tt. Because x12+⋯+xn2=1x_1^2 + \cdots + x_n^2 = 1, we have
f(t)=n(x12+2x22+⋯+nxn2)t2−(n+1)(x12+x22+⋯+xn2)t+(x12+x222+⋯+xn2n)t=∑k=1n(nkxk2t2−(n+1)xk2t+xk2k)=∑k=1nxk2(nkt−1)(t−1k). \begin{aligned} f(t) &= n(x_1^2 + 2x_2^2 + \cdots + nx_n^2)t^2 - (n+1)(x_1^2 + x_2^2 + \cdots + x_n^2)t + \left(x_1^2 + \frac{x_2^2}{2} + \cdots + \frac{x_n^2}{n}\right)t \\ &= \sum_{k=1}^{n} \left( nkx_k^2t^2 - (n+1)x_k^2t + \frac{x_k^2}{k} \right) \\ &= \sum_{k=1}^{n} x_k^2(nkt - 1)\left(t - \frac{1}{k}\right). \end{aligned}
It is easy to see that f(1n)≤0f(\frac{1}{n}) \le 0 because for t=1nt = \frac{1}{n}, each summand
xk2(nkt−1)(t−1k)=xk2(k−1)(k−n)nk≤0, x_k^2(nkt - 1)\left(t - \frac{1}{k}\right) = \frac{x_k^2(k-1)(k-n)}{nk} \le 0,
completing our proof. For the equality case of the given inequality, we must have equality case for the above inequality for every kk; that is, xk=0x_k = 0 for 2≤k≤n−12 \le k \le n - 1. It is then not difficult to obtain that

x_1^2 = x_2^2 = 12.□\frac{1}{2}. \quad \square

Source: MathNet, licensed CC-BY-4.0. Statement reproduced verbatim; metadata (topic, difficulty, ordering) added by this project.