MHB Proving Convexity & Estimating Function $f(x)=(1+x)^n$ for $n\in \mathbb{N}$

  • Thread starter Thread starter mathmari
  • Start date Start date
  • Tags Tags
    Convex Function
Click For Summary
The function f(x)=(1+x)^n is shown to be convex for x≥-1 and n∈ℕ by verifying that its second derivative, f''(x)=n(n-1)(1+x)^{n-2}, is non-negative. While f''(x)≥0 indicates convexity, it does not confirm strict convexity. The tangent line at x_0=0 is derived as t(x)=nx+1, which serves as a first-degree estimate of f(x). Higher-order Taylor expansions can provide more accurate estimates, affirming that f(x) is greater than or equal to the linear approximation. The discussion emphasizes the relationship between convexity and the behavior of the function's derivatives.
mathmari
Gold Member
MHB
Messages
4,984
Reaction score
7
Hey! :o

I want to show that the function $f(x)=(1+x)^n, x\geq -1$ is for $n\in \mathbb{N}$ convex.

So that the function is convex it must hold $f''(x)>0$.

The second derivative is $f''(x)=n(n-1)(1+x)^{n-2}$.
It holds that $n>0$ and $n-1\geq 0$. We also have that $x\geq -1$. Therefore, we get that $f''(x)\geq 0$ for $n\in \mathbb{N}$, or not? (Wondering)

Is there a problem if we have $\geq 0$ instead of $>0$ ? (Wondering)

Or do we have to use the bernoulli inequality or an other way? (Wondering) Then I want to determine the equation of the tangent at $x_0=0$.

The equation of the tangent at $x_0=0$ is $t(x)=f'(0)x+f(0)$.

We have that $f'(x)=n(1+x)^{n-1}$. Therefore we get $$t(x)=nx+1$$ right? (Wondering) Then I want to say what estimate we get for the function $f(x)$ from the above information. What exactly do we have to say here? What is meant by "estimate" ? (Wondering)
 
Physics news on Phys.org
mathmari said:
Hey! :o

I want to show that the function $f(x)=(1+x)^n, x\geq -1$ is for $n\in \mathbb{N}$ convex.

So that the function is convex it must hold $f''(x)>0$.

The second derivative is $f''(x)=n(n-1)(1+x)^{n-2}$.
It holds that $n>0$ and $n-1\geq 0$. We also have that $x\geq -1$. Therefore, we get that $f''(x)\geq 0$ for $n\in \mathbb{N}$, or not? (Wondering)

Is there a problem if we have $\geq 0$ instead of $>0$ ? (Wondering)

Or do we have to use the bernoulli inequality or an other way? (Wondering) Then I want to determine the equation of the tangent at $x_0=0$.

The equation of the tangent at $x_0=0$ is $t(x)=f'(0)x+f(0)$.

We have that $f'(x)=n(1+x)^{n-1}$. Therefore we get $$t(x)=nx+1$$ right? (Wondering) Then I want to say what estimate we get for the function $f(x)$ from the above information. What exactly do we have to say here? What is meant by "estimate" ? (Wondering)
Showing that $f(x)=(1+x)^n$ is convex for $x\geq -1$ is as good as showing that $g(x)=x^n$ is convex for $x\geq 0$. Now is it easier?
 
caffeinemachine said:
Showing that $f(x)=(1+x)^n$ is convex for $x\geq -1$ is as good as showing that $g(x)=x^n$ is convex for $x\geq 0$. Now is it easier?

Using the method with the second derivative we have the following:

$$f''(x)=n(n-1)(1+x)^{n-2}\geq 0 \text{ for } x\geq -1 \text{ and } n\in \mathbb{N}$$ right? (Wondering)

Having that $f''(x)\geq 0$, we get that $f$ is convex (but not strictly convex), or not? (Wondering)
 
Hey mathmari! (Smile)

mathmari said:
Is there a problem if we have $\geq 0$ instead of $>0$ ? (Wondering)

It means it's convex but not strictly convex.

mathmari said:
We have that $f'(x)=n(1+x)^{n-1}$. Therefore we get $$t(x)=nx+1$$ right? (Wondering)

Then I want to say what estimate we get for the function $f(x)$ from the above information. What exactly do we have to say here? What is meant by "estimate" ? (Wondering)

The function $t(x)=1+nx$ is already an 'estimate' for $f(x)$.
That is, it's not the real function, but it approximates it up to the first degree.
We can get higher order Taylor expansions to get better 'estimates', such as:
$$f(x) \approx 1 + nx + \frac 1{2!}f''(0)x^2 = 1 + nx + \frac 12 n(n-1)x^2$$
This one may be intended, since we already have the information to calculate $f''(0)$. (Thinking)
 
I like Serena said:
The function $t(x)=1+nx$ is already an 'estimate' for $f(x)$.
That is, it's not the real function, but it approximates it up to the first degree.
We can get higher order Taylor expansions to get better 'estimates', such as:
$$f(x) \approx 1 + nx + \frac 1{2!}f''(0)x^2 = 1 + nx + \frac 12 n(n-1)x^2$$
This one may be intended, since we already have the information to calculate $f''(0)$. (Thinking)

Ah ok. For the estimate do we use also the information that $f$ is convex? (Wondering)
 
Last edited by a moderator:
mathmari said:
Ah ok. For the estimate do we use also the information that $f$ is convex? (Wondering)

Not really.

If we want we could use the information that $f''(x)\ge 0$, which is what it means for a twice differentiable function to be convex.
To do so we can write the Taylor expansion as:
$$f(x) = 1 + nx + \frac 1{2!} f''(\xi) x^2$$
where $0\le \xi \le x$ (consequence of the mean value theorem).

Since $f''(\xi) \ge 0$ it follows that:
$$f(x) \ge 1 + nx$$
(Thinking)
 
I like Serena said:
Not really.

If we want we could use the information that $f''(x)\ge 0$, which is what it means for a twice differentiable function to be convex.
To do so we can write the Taylor expansion as:
$$f(x) = 1 + nx + \frac 1{2!} f''(\xi) x^2$$
where $0\le \xi \le x$ (consequence of the mean value theorem).

Since $f''(\xi) \ge 0$ it follows that:
$$f(x) \ge 1 + nx$$
(Thinking)

I see! Thank you very much! (Happy)
 

Similar threads

  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 9 ·
Replies
9
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 14 ·
Replies
14
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 18 ·
Replies
18
Views
3K
  • · Replies 13 ·
Replies
13
Views
3K
  • · Replies 11 ·
Replies
11
Views
2K