原始Young不等式

原始Young不等式

设函数$f(x)$是严格单增的连续函数$(x\ge 0)$
$f(0)=0$
对于$\forall a\ge 0,b\ge 0$
有$ab\le {\int }_0^{a}f(x)\mathrm{d}x+{\int }_0^b{f}^{-1}(x)\mathrm{d}x$,当且仅当$f(a)=b$取等
证明：

先证明当$b=f(a)$时，${\int }_0^{a}f(x)\mathrm{d}x+{\int }_0^b{f}^{-1}(y)\mathrm{d}y=af(a)$
因为$f(x)$在$[0,a]$上是严格单增的函数
所以$f^{-1}(x)$在$[0,f(a)]$上是严格单增的函数
将$[0,a]n$等分
$0=x_0\le x_1<x_2<\cdots <x_n=a$
设$y=f(x_i)$,则构成$[0,f(a)]$的一个划分
$0=y_0\le y_1<y_2<\cdots <y_n=f(a)$
因为$f(x)\in C[a,b]$
所以$f(x)$在$[0,a]$上一致连续
当$n\to \infty$
$\underset{1\le i\le n}{\max }\Delta y_i=\underset{1\le i\le n}{\max }(y_i-y_{i-1})=\underset{1\le i\le n}{\max }(f(x_i)-f(x_{i-1})\to 0$
$$\begin{array}{rl}& {\int }_0^{a}f(x)\mathrm{d}x+{\int }_0^b{f}^{-1}(y)\mathrm{d}y\\ & =\underset{n\to \infty }{\lim }(\sum _{i=1}^{n}f(x_i)\Delta x_i+\sum _{i=1}^{n}f(y_{i-1})\Delta y_i\\ & =\underset{n\to \infty }{\lim }\sum _{i=1}^n\left(f(x_i)(x_i-x_{i-1})+f(y_{i-1})(f(x_i)-f(x_{i-1})\right)\\ & =\underset{n\to \infty }{\lim }\sum _{i=1}^n(f(x_i)x_i-x_{i-1}f(x_{i-1}))\\ & =\underset{n\to \infty }{\lim }(f(x_n)x_n-x_{0}f(x_0))\\ & =af(a)-0f(0)\\ & =af(a)\end{array}$$
当$0<b<f(a)$时，由$f(x)$的连续性可知
至少存在一点$x_0\in (0,a)$，使得$f(x_0)=b$
$$\begin{array}{rl}& {\int }_0^{a}f(x)\mathrm{d}x+{\int }_0^b{f}^{-1}(y)\mathrm{d}y\\ & ={\int }_0^{x_0}f(x)\mathrm{d}x+{\int }_{x_0}^{a}f(x)\mathrm{d}x+{\int }_0^{f(x_0)}{f}^{-1}(y)\mathrm{d}y\\ & =x_{0}f(x_0)+(a-x_0)f(\xi )(\xi \in (x_0,a))\\ & \ge x_{0}f(x_0)+(a-x_0)f(x_0)\\ & =af(x_0)\\ & =ab\end{array}$$
当$b>f(a)$时
$$\begin{array}{rl}& {\int }_0^{a}f(x)\mathrm{d}x+{\int }_0^b{f}^{-1}(y)\mathrm{d}y\\ & ={\int }_0^{a}f(x)\mathrm{d}x+{\int }_0^{f(a)}{f}^{-1}(y)\mathrm{d}y+{\int }_{f(a)}^b{f}^{-1}(y)\mathrm{d}y\\ & =af(a)+(b-f(a))f^{-1}(\xi )(\xi \in (f(a),b))\\ & \ge af(a)+(b-f(a))f^{-1}(f(a))\\ & =af(a)+(b-f(a))a\\ & =ab\end{array}$$