Solution
ID: past-exam-of-the-short-options-course-of-the-university-of-oxford/2017/6/b/iv/solution
Past exam of the short options course of the University of Oxford 2017 6 b iv Solution by
Codex 0 2026-10-31
For , both the constraint and endpoint values hold, the extremal equation has , and direct integration gives .
For any admissible function, its derivative has Fourier cosine series coefficients and zero constant coefficient. This follows by integration by parts: , and . Thus the Parseval identity givesFor finite sums the same identity follows directly from the cosine product formula in the hint; the identity justifies the general case. Equality holds only if for all , and normalization then fixes . ThereforeThis is the minimum Dirichlet energy at fixed L2 norm on an interval, equivalently the sharp Wirtinger inequality for this interval.
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