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

  • Context: MHB 
  • Thread starter Thread starter mathmari
  • Start date Start date
  • Tags Tags
    Convex Function
Click For Summary

Discussion Overview

The discussion centers on proving the convexity of the function $f(x)=(1+x)^n$ for $n\in \mathbb{N}$ and $x\geq -1$. Participants explore the implications of the second derivative being non-negative and consider the use of Taylor expansions for estimating the function.

Discussion Character

  • Exploratory, Technical explanation, Conceptual clarification, Debate/contested, Mathematical reasoning

Main Points Raised

  • Some participants propose that for convexity, it is sufficient for the second derivative $f''(x)$ to be greater than or equal to zero, questioning the implications of having $f''(x) \geq 0$ instead of $f''(x) > 0$.
  • Others argue that having $f''(x) \geq 0$ indicates that the function is convex but not strictly convex.
  • A later reply suggests that the tangent line $t(x)=nx+1$ serves as a first-degree estimate of the function $f(x)$.
  • Participants discuss the possibility of using higher-order Taylor expansions to improve the estimate of $f(x)$, specifically mentioning the expansion that includes $f''(0)$.
  • Some participants question whether the convexity of $f$ should be factored into the estimation process, with responses indicating that the non-negativity of the second derivative is relevant for establishing bounds on $f(x)$.

Areas of Agreement / Disagreement

Participants generally agree on the convexity of the function based on the second derivative but express uncertainty about the implications of $f''(x) \geq 0$ versus $f''(x) > 0$. The discussion includes multiple viewpoints on the estimation of the function and the role of convexity in that process.

Contextual Notes

There are unresolved questions regarding the necessity of strict convexity and the conditions under which the estimates are valid. The discussion also reflects varying interpretations of the implications of the second derivative's sign.

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 6 ·
Replies
6
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 9 ·
Replies
9
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 14 ·
Replies
14
Views
2K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 18 ·
Replies
18
Views
3K