Classical Analysis – How to Prove ?f(ak)?nf(b/n) for Large n?

ca.classical-analysis-and-odesconvexity

Let $ 0<a<b $, $ f\in C^1\left([0,b]\right)$. Assume that $ f $ is concave on $ [0,a] $ and convex on $ [a,b] $ with $ f'(0)>f'(b) $. Please prove that there exist $ n_0\in\mathbb{N} $ which is sufficiently large, such that for any $ n\geq n_0 $ and $ a_1+a_2+…+a_n=b $ with $ a_i\geq 0 $ ($ i=1,2,…,n $), we have $ \sum_{i=1}^nf(a_i)\leq nf\left(\frac{b}{n}\right) $.

Simple observation shows that if $ a_i\in [0,a] $ for all $ i $, the result is easy to prove. However, I cannot deal with the situation that there exists some $ i_0 $ such that $ a_{i_0}\in(0,b] $. I guess that such case is related with the statement that $ f'(0)>f'(b) $, but I do not know how to continue the proof. Could you give me some references or hints?

Best Answer

Denote $b/n=s$. We want a pointwise bound $$f(x)\leqslant f(s)+(x-s)f'(s),\label{1}\tag{$\heartsuit$}$$ then summing \eqref{1} up for $x=a_1,\ldots,a_n$ we get the desired inequality. Note that if $s<a$ (that holds for $n>b/a$) we get \eqref{1} on $[0,a]$ by concavity. For proving \eqref{1} on $[a,b]$, by convexity it suffices to verify \eqref{1} for $x=a$ and $x=b$. For $x=a$ this is already done, for $x=b$ it reads as $$ f(b)\leqslant f(s)+(b-s)f'(s). $$ When $n$ is large, RHS converges to $f(0)+bf'(0)$. Thus it suffices to check that $$ f(b)<f(0)+bf'(0). $$ Assume the contrary: $$ f(b)\geqslant f(0)+bf'(0). $$ We have $f(x)\leqslant f(0)+f'(0)x$ for all $x\in [0,a]$ by concavity. Denote by $c$ the endpoint of the maximal segment $[0,c]$ on which we have $f(x)\leqslant f(0)+f'(0)x$. Then $c\in [a,b]$ and we have $f(c)=f(0)+f'(0)c$ (otherwise $c$ is not maximal). This yields $$ f'(c)=\lim_{x\to c-0}\frac{f(c)-f(x)}{c-x}\geqslant f'(0). $$ Since $f'$ increases on $[a,b]$ by convexity we get $f'(b)\geqslant f'(c)\geqslant f'(0)$, a contradiction.