Arithmetic-geometric mean iteration Created 2026-10-07 Updated 2026-10-14
Starting from , replace the lower endpoint by the geometric mean and the upper endpoint by the arithmetic mean. The arithmetic-geometric mean inequality gives . The bounded monotone sequence theorem gives limits, and the arithmetic recurrence forces them to coincide. The limiting value is the arithmetic-geometric mean of the initial pair.
For in a rectangular box with zero Dirichlet boundary conditions, separation of variables gives spatial eigenfunctions and temporal rates . The largest rate is the displayed one. Every nonzero nonnegative initial density has positive projection onto this first eigenfunction, so its sign determines eventual exponential growth or decay; equality leaves a stationary first mode. At fixed volume, write : their product is fixed, and the arithmetic-geometric mean inequality minimizes their sum when all three are equal. Thus the cube maximizes the growth rate among rectangular boxes of fixed volume; making a box sufficiently thin suppresses growth.
For equal masses of the same liquid with constant specific heat , adiabatic constant-pressure mixing gives final temperature by enthalpy conservation. The entropy change is . The arithmetic-geometric mean inequality proves nonnegativity, with equality only for equal initial temperatures. There is no separate compositional mixing entropy for identical fluids.
Equilateral bispectrum configuration 2026-10-06
An equilateral primordial bispectrum configuration has equal external wavenumbers. For a cubic time-derivative curvature bispectrum, is maximized here at fixed perimeter by the arithmetic-geometric mean inequality.
Feasible point 2026-10-13
A feasible point satisfies every optimization constraint of an optimization problem. For the budget constraint example, the feasible set is exactlyIt is the line segment from to , a compact set and a convex set. The point is feasible, with product ; has a larger product but violates the budget constraint. Feasibility answers whether a decision is allowed; optimality asks whether any allowed decision is better. The extreme value theorem guarantees that this continuous objective function attains its maximum on this nonempty compact set.
Eliminating gives a one-variable objective function:By completing the square, , with equality exactly at . Alternatively its derivative is , which vanishes at ; the endpoint values are both zero. Completing the square proves global optimality directly, whereas the first-order optimality condition only identifies a candidate. It also quantifies the cost of imbalance: moving to with loses exactly units of product. The arithmetic-geometric mean inequality gives another short certificate: , with equality exactly when .
For a transportation problem with capacity inequalities, feasibility requires nonnegative shipments, row totals no greater than factory capacities and column totals equal to shop demands. Feasibility alone does not prove minimal cost: a matching transportation dual certificate with capacity inequalities provides an optimality proof. The feasible set can be empty, and a finite infimum need not be attained even when the set is nonempty.
Geometric mean Created 2026-10-07 Updated 2026-10-13
The geometric mean replaces a list of nonnegative real numbers by one repeated value that preserves their product of numbers. For inputs,For two positive inputs, is their positive square root. The geometric mean of and is three: replacing by retains the same product. In contrast, their arithmetic mean five retains the sum . The geometric mean is zero if any input is zero; the logarithm formula below requires every input to be positive. [ref]
https://dlmf.nist.gov/1.2.iv. NIST Digital Library of Mathematical Functions, §1.2(iv), equation 1.2.18: geometric mean
.Its usefulness becomes immediate for successive growth factors. Suppose a hypothetical positive quantity starts at , is multiplied by , then by . It goes , so the geometric mean factor is : a constant factor of one for both steps gives the same endpoint. The arithmetic mean factor is ; repeating it would give , a different endpoint. A mean of factors summarizes multiplicative change; subtracting one afterwards gives the equivalent change per step. Equal-duration steps are necessary to interpret this as change per common time interval.
For positive inputs, logarithms turn multiplication into addition, soThus the geometric mean is an arithmetic mean in logarithmic coordinates, followed by the exponential function. For positive measurements with a common unit, one can use dimensionless ratios to a fixed reference : . Changing the common unit rescales by the same factor as the inputs. As a check, doubling one input and halving another retains while usually changing the arithmetic mean.
The geometric mean preserves multiplicative endpoints and sits between the harmonic mean and arithmetic mean
. Left: the original toy factors and return a quantity to its starting value; repeating their arithmetic mean would produce a larger endpoint. Right: the dimensionless inputs and keep product one while , , and separate as the inputs become less equal. Lines joining time steps are guides, not a continuous growth model. Details.The arithmetic-geometric mean inequality gives . Apply that same inequality to the multiplicative inverses to obtain , where is the harmonic mean. Consequentlyfor positive inputs, with equality throughout exactly when all inputs agree. For and , the three values are , , and . They preserve, respectively, the sum of inverses, the product, and the sum. No one of these summaries preserves all three for unequal inputs.
Harmonic mean Created 2026-10-06 Updated 2026-10-14
The harmonic mean of a nonempty finite list of positive real numbers is the multiplicative inverse of the arithmetic mean of their inverses:For two inputs, . Replacing each input by preserves the sum of inverses, making it useful when a fixed amount divided by a rate determines a cost or duration. This positive-input definition avoids division by zero; negative inputs need not retain the usual averaging or ordering properties. [ref]
https://dlmf.nist.gov/1.2.iv. NIST Digital Library of Mathematical Functions, §1.2(iv), equation 1.2.19: harmonic mean
.Travel two legs of equal length at positive speeds , with no stops. Their travel times are and , so the average speed isFor two legs at and , the times are two hours and one hour. The average speed is . The same speeds maintained for one hour each instead cover in two hours, giving the arithmetic mean . A slower equal-distance leg occupies more time, so the data being averaged must include what is held equal. This is total distance traveled divided by elapsed time; a return journey can have zero average velocity while keeping a positive average speed. [ref]
https://undergroundmathematics.org/introducing-calculus/average-speed/averages. University of Cambridge, Underground Mathematics: equal-distance and equal-time speed averages
.The arithmetic-geometric mean inequality applied to the inverses gives ; together with it yields the comparison in geometric mean. For two inputs the arithmetic–harmonic gap has the exact formFor and the gap is five. With one positive input held fixed and another approaching zero, the harmonic mean approaches zero too: a very slow fixed-distance leg dominates the travel time. Unequal leg lengths instead require a weighted harmonic mean.
Heisenberg uncertainty relation Created 2026-10-06 Updated 2026-10-14
The Heisenberg uncertainty relation constrains the standard deviations of position and momentum in one preparation:On the real line, the position operator acts by multiplication, and the momentum operator is , with the reduced Planck constant. Their canonical commutation relation and the Robertson uncertainty principle give the bound on normalized quantum states satisfying the moment and product-domain assumptions above; Schwartz functions are a convenient sufficient class. Thus making a preparation more sharply localized in position forces a wider momentum distribution, even for ideal measurement in quantum mechanics.
An explicit saturating example is the normalized Gaussian wave packet, for ,The wavefunction is a probability amplitude; its squared magnitude is the probability density function, by the Born rule. That density is a normal distribution of mean zero and standard deviation , rather than a density whose width is read directly from the amplitude's exponent. With the unitary, negative-exponent convention for the Fourier transform, its momentum amplitude isThe Gaussian integral evaluates this Fourier transform. Consequently is another normal distribution, with mean zero and standard deviationFor example, in dimensionless units with , give . The Gaussian wave packets all saturate the same bound: narrowing one density broadens the other. More precisely, choose a reference length and set , ; then , and the plotted widths are and .
Position and momentum probability densities for three minimum-uncertainty Gaussian preparations: dimensionless widths 0.5, 1, and 2 in position give reciprocal momentum widths 1, 0.5, and 0.25
. Details. The Heisenberg uncertainty relation connects localization to the cost in kinetic energy. In a quantum harmonic oscillator with mass and angular frequency , the variance contribution to the expectation value of the energy is bounded using the arithmetic-geometric mean inequality:The mean-dependent contributions are nonnegative. The Gaussian eigenstate for a quadratic potential with and zero means reaches this ground state energy. This is why the tradeoff is more than a limitation on preparation: it predicts an unavoidable positive minimum energy.
Heisenberg's original article appeared in March 1927 as "Über den anschaulichen Inhalt der quantentheoretischen Kinematik und Mechanik", Zeitschrift für Physik 43, pp. 172–198. Its abstract discusses simultaneous imprecision of canonically conjugate quantities and explanatory thought experiments. The precise standard deviation formulation here distinguishes preparation spreads from a slogan about measurement disturbance. [ref].
Jensen's inequality 2026-10-14
Jensen's inequality says that applying a convex function to a weighted mean cannot exceed the same weighted mean of its outputs. For nonnegative weights with and inputs in a convex set,Nonnegative weights are essential: this is a convex combination, rather than an arbitrary affine combination. For two inputs it is precisely the defining inequality for a convex function; repeatedly grouping inputs gives the finite weighted version.
Take , weights and , and inputs and . Their weighted mean is , so the two sides areThe Jensen gap is . The inequality measures the effect of replacing distinct inputs by one representative input before applying a nonlinear function.
The probabilistic form uses an integrable random variable taking values in an interval where is a convex function. If is also an integrable random variable and belongs to that interval, thenThe direction reverses for a concave function. For a strictly convex function, equality in the finite weighted form requires all inputs having positive weight to be equal; in the probabilistic form it requires to be constant almost surely. An affine function gives equality for any admissible distribution. [ref]
https://stanford.edu/~boyd/cvxbook/bv_cvxslides.pdf. Boyd and Vandenberghe's slides, section 3.14, state the expectation form
.For the quadratic function and a random variable with a finite second moment, the difference between the two sides is exactly its variance:Consider two equally likely values and . Their expected value stays at as increases, but their variance is . Thus the expected value of the square grows from to . For the exponential function, the same two-point distribution gives , while . Both are examples of Jensen's inequality, but their Jensen gaps depend differently on the spread of the inputs.
Another useful choice is the concave function on positive inputs. Its version of Jensen's inequality gives . Applying the increasing exponential function shows that the weighted geometric mean cannot exceed the weighted arithmetic mean. For the equally weighted inputs and , these are and . This recovers the arithmetic-geometric mean inequality and illustrates how choosing one function can generate an entire family of bounds.
A short proof idea explains the probabilistic form. If has a subgradient at , the supporting affine function gives . Taking the expected value cancels the linear term because . This argument applies, for example, to finite convex functions on ; more general domains of a function need attention to endpoints and the existence of a subgradient.
Johan Jensen's 1906 paper “Sur les fonctions convexes et les inégalités entre les valeurs moyennes” is an early source for the connection between convex functions and inequalities for means. [ref]
https://zenodo.org/records/2371297. Jensen's original article and publication record, DOI 10.1007/BF02418571
. Mathematical optimization Created 2026-09-24 Updated 2026-10-13
Mathematical optimization turns a preference into a precise question: among the allowed decisions, which gives the best outcome? A model separates the objective function, which measures quality, from the optimization constraints, which determine the feasible set. This language unifies finding a cheap plan for a transportation problem, efficient scheduling, or an accurate model in linear regression. The separation is useful because changing a preference and changing what is possible are different modeling decisions. See Boyd and Vandenberghe, introductory optimization models.
For an objective function , a maximization problem asks for a feasible point satisfying for every ; a minimization problem reverses the inequality. This is a global extremum. A local maximum or local minimum compares only nearby feasible points, so finding one does not settle the global question.
Consider allocating ten units between two complementary inputs:The budget constraint forces a tradeoff: an extra unit of costs a unit of . The best allocation is , with objective function value . Without the budget constraint, gives : there is no global maximum. Constrained optimization can therefore have a finite answer even when the corresponding problem with fewer optimization constraints does not. Its beauty is that geometry, calculus, and an arithmetic-geometric mean inequality can certify the same answer.
Maximum-depth bound for a brachistochrone 2026-10-20
Consider a frictionless track from rest between equal-height endpoints separated horizontally by . Let depth be positive downward and let the maximum depth be . Conservation of energy gives speed . The Cauchy-Schwarz inequality, applied to the tangent displacement, givesThe squared norm of the coefficient vector is . The track goes from depth zero to and returns to zero, so the second term integrates to at least . Integrating the first term gives , even if the track backtracks horizontally. Division by proves the first bound. The arithmetic-geometric mean inequality proves the second.
Equality requires and tangent slope , on the descending and ascending halves respectively. Substitution integrates to the cycloid , . It attains the bound, proving global minimality of the single-arch brachistochrone problem between these endpoints. Endpoint singularities are handled as limits of the integrals; the cycloid has finite travel time.
Maximum-volume cuboid in a hemisphere 2026-10-18
For a closed hemisphere of radius , take a rectangular parallelepiped with a face on the flat base, base half-widths and height . Its curved-boundary constraint is and its volume is . A Lagrange multiplier gives , yielding the displayed maximum. The full edge lengths are .
This bound remains valid when arbitrary orientations are allowed. Write a cuboid's half-edge lengths as , its center components in its orthonormal edge basis as , and the vertical unit-vector components as . Containment above the base plane requires . Hence for at least one : otherwise every contributing term would be strictly smaller than its required bound. Its farthest vertex has squared distanceContainment in the sphere bounds the right side by . The arithmetic-geometric mean inequality then gives , so the full volume cannot exceed the displayed value. The constructed cuboid attains it. With strict containment and no boundary contact, the same value is a supremum.
Maximum-volume open rectangular box at fixed surface area Created 2026-10-18 Updated 2026-10-20
For a lidless rectangular parallelepiped with positive dimensions and prescribed external surface area , the largest volume is attained at . The arithmetic-geometric mean inequality applied to giveswith equality exactly when these three face-area terms are equal. This proves both the claimed global bound and its attainable equality case. Lagrange multipliers produce the same dimensions from the interior stationarity equations. The weighted open-box minimization is the corresponding fixed-volume formulation with general positive face weights.
Past exam of the algebraic number theory course of the University of Oxford 2023 3 a Solution 2026-10-25
Let denote the field discriminant, and put . Let be the number of real field embeddings and the number of conjugate pairs of nonreal field embeddings, so . The Minkowski bound for ideal classes provides a nonzero integral ideal satisfyingRearranging gives the Minkowski lower bound for a number-field discriminantBecause and , this is at leastApply the arithmetic-geometric mean inequality to :It follows thatwhere for was used. ThusThe source writes . If denotes the embedding determinant, its square is ; if it denotes the field discriminant, the displayed result also implies the stated inequality. The conclusion therefore does not depend on that notational convention.
Let be the eigenvalues of the positive-definite matrix . Its trace satisfiesThe arithmetic-geometric mean inequality givesSince , taking the logarithm provesThe determinant is largest, for a fixed trace, when the eigenvalues are equal; this is the geometric content of the estimate.
Past exam of the mathematics course of the University of Cambridge 2002 ib Paper 4 2A Solution Created 2026-09-24 Updated 2026-10-14
Take as the semiaxis lengths. For a centered axis-aligned box with positive half-edge lengths , the volume is . Maximize under . The Lagrange multiplier equations areMultiplying by , respectively, shows that . The constraint makes each value . All boundary boxes with a zero edge have zero volume, while the positive stationary box exists. Compactness therefore gives the maximum box volume in an ellipsoidAllowing a displaced or differently oriented rectangular box cannot improve this result. Let , let be its center, and let be its perpendicular half-edge vectors. Averaging over the eight signs gives . The determinant bound , followed by the arithmetic-geometric mean inequality, makes its volume at most . The box found above attains the bound.
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 8 5 i Solution Created 2026-10-03 Updated 2026-10-14
For , the fundamental theorem of calculus along the th coordinate line givesTake and in the introductory result. It follows thatThe last step is the arithmetic-geometric mean inequality. This bounds the target norm by the first-order Sobolev space norm. Approximate any by compactly supported smooth functions, using cutoffs and mollification as in Question 4. The estimate applied to differences gives convergence in , and subsequences of the simultaneous and target-norm convergence identify the two limits almost everywhere. Thus embeds continuously into . The coordinate-derivative product bound also passes to the limit. For , the line argument instead gives and the embedding into .
Past exam of the mathematics course of the University of Cambridge 2003 ib Paper 1 18A Solution Created 2026-09-24 Updated 2026-10-14
The expectation value of an observable is the mean outcome of repeated measurements on identically prepared systems in the normalized state. For a self-adjoint it is real and equals . Assume the state belongs to the domains needed for the second moments and the commutator below, so all these quantities exist.
For real , positivity of the squared norm givesThe commutator expectation is purely imaginary, so this is a real quadratic in . If , its minimum is nonnegative exactly when its discriminant is nonpositive. If , nonnegativity for all real forces the linear coefficient to vanish, yielding the same conclusion. ThusReplace the observables by their centred versions , . Their commutator is unchanged, and their second moments are the variances . Taking square roots gives the Robertson uncertainty principleFor the quantum harmonic oscillator, gives . The uncentred inequality above consequently gives . The arithmetic-geometric mean inequality now yieldsThis is a bound for every normalized state of finite oscillator energy, not just an eigenstate. It is attained by the centred Gaussian ground state, for which and the uncertainty product equals .
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 5 1 Solution Created 2026-10-03 Updated 2026-10-14
For conjugate exponents , , Hölder's inequality states that . If in the requested product estimate, every and multiplication of essential bounds proves it directly. Suppose . Factors with can again be bounded pointwise by their essential suprema.
Here is an explicit finite-exponent proof of the remaining Generalized Holder inequality. Put , so , and normalize . If one norm is zero the product vanishes almost everywhere. Otherwise . The weighted arithmetic-geometric mean inequality, applied to with weights , givesIntegrating gives . If only one finite exponent remains, its weight is one and the same argument is an equality. Restoring the normalization and taking the th root provesIn particular the product belongs to .
For the projection estimate, use the three-dimensional functional Loomis-Whitney inequalityThis permitted three-dimensional result also follows directly by Cauchy-Schwarz inequality: integrate the square root of in , obtaining the square root of the product of their marginal integrals, and then apply Cauchy-Schwarz inequality in against .
Let be any nonnegative integrable function of the three coordinates excluding . For , define by integrating in . First Hölder's inequality with three equal exponents yieldsThe fourth factor is independent of . A further Hölder's inequality with exponents and , followed by the three-dimensional estimate, therefore givesThe marginal-integral identifications use Tonelli's theorem. Now take . The projections are compact and hence measurable with finite measure. Every has all its projected coordinates in the corresponding , so . ConsequentlyThis includes zero-measure projections and is sharp for axis-parallel rectangular boxes.
Past exam of the mathematics course of the University of Cambridge 2007 ia Paper 1 3F Solution Created 2026-09-24 Updated 2026-10-14
The two-variable arithmetic-geometric mean inequality follows from a square:Hence , with equality exactly when .
For the series, apply that same inequality with and to obtainThe comparison series converges: its first summand has finite sum by hypothesis, and the inverse-square series converges, for example by the telescoping estimate for . Thus the comparison test for series provesEquivalently, its positive partial sums are increasing and bounded above by , so the bounded monotone sequence theorem proves convergence directly. This is the case of weighted square roots of a summable sequence.



