Minimizing a linear functional on a sphere 2026-10-07
For a nonzero Euclidean vector , the Cauchy-Schwarz inequality gives when . Equality is attained uniquely at . On a sphere of radius the minimizer is , and the minimum is . This turns many constrained vector problems into a normalization of one fixed vector. If , every point minimizes the functional.
Minimum-variance importance distribution 2026-10-06
For and , the proposal minimizes the variance of the ordinary unbiased importance sampling estimator. The Cauchy-Schwarz inequality gives , so the minimum variance for independent samples is . The proposal need only cover the nonzero integrand.
Multiplicative energy 2026-10-06
For finite sets of nonzero real numbers, the multiplicative energy is the number of quadruples satisfying . Swapping shows that it also counts quadruples with . Thus , where counts product representations. The Cauchy-Schwarz inequality yields .
On a bounded smooth domain, the Sobolev trace theorem can be strengthened toFor smooth , extend the outward unit normal to a smooth vector field near the closure of with on its boundary. The divergence theorem gives , and the Cauchy-Schwarz inequality gives the estimate. Density extends it to . A bound containing only the product is false for nonzero constant functions. Equivalently, for every , the Young inequality gives .
For bounded self-adjoint , put with . Unit vectors with satisfy by positive-form Cauchy-Schwarz inequality. Thus is an approximate eigenvalue. Applying the same argument to proves the result at .
For estimating by the unbiased importance estimator , the proposal minimizing variance isThis follows from the Cauchy-Schwarz inequality. Its normalizing constant and dependence on the particular integrand often make it impractical.
For bounded smooth positive bounded away from zero, differentiation and Gaussian integration by parts give the displayed identity. The Ornstein-Uhlenbeck gradient commutation identity and weighted Cauchy-Schwarz inequality bound its right side by . Integrating and setting proves the Gaussian logarithmic Sobolev inequality. Positive clipped approximation extends it to functions of finite Gaussian Dirichlet energy.
Differentiating the Mehler formula for the Ornstein-Uhlenbeck semigroup proves the identity for continuously differentiable functions with bounded derivative. Density extends it to the Gaussian Sobolev form domain. Together with a weighted Cauchy-Schwarz inequality, it yields the Ornstein-Uhlenbeck entropy dissipation identity proof of the Gaussian logarithmic Sobolev inequality.
Let be open. Regard as functions on by zero extension of H01, and let consist of the weakly harmonic Sobolev functions on belonging to . For , the Dirichlet inner product vanishes for each test function supported in . Approximate any by those test functions in the gradient norm and use the Cauchy-Schwarz inequality. This gives . The proof also works with the inhomogeneous zero-boundary Sobolev space convention, and with a homogeneous completion realized as weak functions.
Past exam of the mathematics course of the University of Cambridge 2001 ib Paper 1 10A Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2001 ib Paper 3 11A Solution Created 2026-09-24 Updated 2026-09-24