Suppose that f : [0,∞) → R is differentiable and 0 ≤ f′(x) ≤ f(x) ∀x ∈ [0, ∞).
Let g(x) := ln(f(x)).
Prove that f(x) ≤ f(0)*exp(x) ∀x ∈ [0,∞).
Update:According to the mean value theorem:
M(x,y):[g(x)-g(y)]/(x-y)=f'(a)/f(a)≤1
M(x,0):g(x)-g(0)≤x
g(x)≤x+g(0) transofrming P->exp(P)
f(x) ≤ exp(x+g(0))= exp(x) exp(g(0))
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Verified answer
For all x we have
f‵(x) ≤ f(x)
⇒ f‵(x) / f(x) ≤ 1
⇒ ∫_[0,x] (f‵(t) / f(t)) dt ≤ ∫_[0,x] dt
⇒ ln(f(x)) - ln(f(0)) ≤ x
⇒ exp(ln(f(x))) ≤ exp(ln(f(0)) + x)
⇒ f(x) ≤ f(0).exp(x).
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Hmm, I seem to have disregarded the possibility f(0) = 0.
I'll figure it out later. (In this case f must be the zero function,
assuming the conclusion holds).
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Let f(0) = 0.
Suppose that f(x) = 0 for all x ∈ [0,n], where n ∈ ℕ.
Now take 0 < b ≤ 1.
By the mean value theorem there exists c ∈ (n,n+b) such that
f‵(c) = (f(n + b) - f(n)) / (n + b - n) = f(n + b) / b.
Applying the inequality f‵ ≤ f we get
f(n + b) = b.f‵(c) ≤ b.f(c) ≤ f(c).
But c < n + b and f is increasing, so we must then have that f is constant on (c,n+b].
This holds for any b ∈ (0,1], so f is constant on (n,n+1].
Since f(x) = 0 for x ∈ [0,n] and f is continuous, f(x) = 0 for x ∈ [0,n+1].
By assumption f is 0 on the interval [0,0], so by induction f = 0.
f then trivially satisfies the inequality f(x) ≤ f(0).exp(x) for all x ∈ [0,∞).