Hermite–Hadamard inequality

In mathematics, the Hermite–Hadamard inequality, named after Charles Hermite and Jacques Hadamard and sometimes also called Hadamard's inequality, states that if a function ƒ : [ab] → R is convex, then the following chain of inequalities hold:

f ( a + b 2 ) 1 b a a b f ( x ) d x f ( a ) + f ( b ) 2 . {\displaystyle f\left({\frac {a+b}{2}}\right)\leq {\frac {1}{b-a}}\int _{a}^{b}f(x)\,dx\leq {\frac {f(a)+f(b)}{2}}.}

The inequality has been generalized to higher dimensions: if Ω R n {\displaystyle \Omega \subset \mathbb {R} ^{n}} is a bounded, convex domain and f : Ω R {\displaystyle f:\Omega \rightarrow \mathbb {R} } is a positive convex function, then

1 | Ω | Ω f ( x ) d x c n | Ω | Ω f ( y ) d σ ( y ) {\displaystyle {\frac {1}{|\Omega |}}\int _{\Omega }f(x)\,dx\leq {\frac {c_{n}}{|\partial \Omega |}}\int _{\partial \Omega }f(y)\,d\sigma (y)}

where c n {\displaystyle c_{n}} is a constant depending only on the dimension.

References

  • Jacques Hadamard, "Étude sur les propriétés des fonctions entières et en particulier d'une fonction considérée par Riemann", Journal de Mathématiques Pures et Appliquées, volume 58, 1893, pages 171–215.
  • Zoltán Retkes, "An extension of the Hermite–Hadamard Inequality", Acta Sci. Math. (Szeged), 74 (2008), pages 95–106.
  • Mihály Bessenyei, "The Hermite–Hadamard Inequality on Simplices", American Mathematical Monthly, volume 115, April 2008, pages 339–345.
  • Flavia-Corina Mitroi, Eleutherius Symeonidis, "The converse of the Hermite-Hadamard inequality on simplices", Expo. Math. 30 (2012), pp. 389–396. doi:10.1016/j.exmath.2012.08.011; ISSN 0723-0869
  • Stefan Steinerberger, The Hermite-Hadamard Inequality in Higher Dimensions, The Journal of Geometric Analysis, 2019.
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