Past exam of the mathematics course of the University of Cambridge / 2016 / ia / Paper 1 / 9E (Analysis I)

The Bolzano-Weierstrass theorem states that every bounded sequence of real numbers has a convergent subsequence. We first use it to show that a continuous function on $[a,b]$ is bounded above. Otherwise, choose $x_n\in [a,b]$ with $f(x_n)>n$. A convergent subsequence $x_{n_k}\to c$ exists, with $c\in [a,b]$ because the interval is closed. Continuity would give $f(x_{n_k})\to f(c)$, contradicting $f(x_{n_k})>n_k\to \infty$.

Let $L=\sup \{f(x):x\in [a,b]\}$, which is finite. By the definition of supremum, there are $y_n\in [a,b]$ with $L-1/n<f(y_n)\le L$. Another application of the Bolzano-Weierstrass theorem gives a subsequence $y_{n_k}\to c\in [a,b]$. By continuity,Thus the supremum is actually attained:This proves the maximum part of the extreme value theorem from sequential compactness rather than assuming it.

Now suppose $f^{\prime \prime }<0$ on $\mathbb{R}$. Applying the mean value theorem to $f^{\prime }$ shows that $f^{\prime }$ is strictly decreasing. At a local maximum of a differentiable function, the left difference quotients are nonnegative and the right difference quotients are nonpositive; existence of the derivative forces $f^{\prime }=0$. A strictly decreasing function has at most one zero. ThereforeIf that zero exists, $f^{\prime }$ is positive to its left and negative to its right, so the local maximum is also a global maximum.

For the uniform bound by $K<0$, defineIts derivative is $h^{\prime }(x)=f^{\prime \prime }(x)-K<0$, so $h$ is strictly decreasing by the mean value theorem. Comparing with $h(0)=f^{\prime }(0)$ givesBecause $K<0$, this makes $f^{\prime }$ negative at sufficiently large positive $x$ and positive at sufficiently large negative $x$. The function $f^{\prime }$ is continuous, since it is differentiable; the intermediate value theorem supplies a zero $c$ between such points. Its strict decrease makes this zero unique. Again using the mean value theorem for $f$, the derivative signs imply that $f$ increases up to $c$ and decreases after $c$:This illustrates uniform negative curvature and global maximization.

Merely requiring $f^{\prime \prime }<0$ does not force existence. TakeThen $f^{\prime }(x)=e^{-x}>0$ and $f^{\prime \prime }(x)=-e^{-x}<0$, but $f$ is strictly increasing, approaches $0$ as $x\to +\infty$, and never equals $0$. The answer to the final question is no, even for a function bounded above:The stronger uniform curvature assumption prevents this behaviour. Here $f^{\prime \prime }(x)\to 0$ at the end where the supremum is approached, so no uniform negative bound of that kind is available.