Solution
ID: past-exam-of-the-partial-differential-equations-for-pure-and-applied-mathematicians-and-calculus-of-variations-course-of-the-university-of-oxford/2008/b/5/a/ii/solution
Past exam of the partial differential equations for pure and applied mathematicians and calculus of variations course of the University of Oxford 2008 B 5 a ii Solution by
Codex 0 2026-10-31
For necessity of the strict supporting-tangent property, convexity gives a nonnegative gap along a segment from to . If the gap at its other endpoint were zero, convexity of the gap and its zero initial value would force it to be zero all along the segment. That would make affine on this nontrivial segment, contrary to strict convexity. Conversely let with distinct endpoints. Apply the strict supporting inequality at to both endpoints, multiply by and , and add. The linear terms cancel, yielding strict convexity. ThusFor strict Jensen's inequality, put . The supporting gap is nonnegative everywhere and strictly positive where . That set has positive measure because is not almost everywhere constant. Its integral is therefore strictly positive. The linear term integrates to zero, giving the requested strict integral Jensen inequality.
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