Olympiad Algebra III: Jensen, Rearrangement, Polynomials & Sequences

Study Sheet

Olympiad Algebra III: Jensen, Rearrangement, Polynomials & Sequences

Convexity and ordering as inequality engines; polynomials and sequences at proof level

Jensen and Rearrangement

Concept
Jensen's inequality

For convex ff and weights wi≥0w_i \ge 0 summing to 11: f(∑wixi)≤∑wif(xi)f\left(\sum w_ix_i\right) \le \sum w_if(x_i); reversed for concave ff. Equality when all xix_i are equal (strictly convex). Convexity is f′′≥0f\prime\prime \ge 0.

Jensen is the master inequality behind AM–GM (f=−ln⁡f = -\ln), power means (f=xpf = x^p), and most "symmetric sum of a function of the variables" problems. The technique: identify the function being summed, check its second derivative on the relevant interval, apply Jensen at the mean. When ff changes convexity (an inflection point), use the tangent line trick — compare f(x)f(x) to its tangent at the mean — or smoothing.

Concept
Rearrangement and Chebyshev

For sequences sorted the same way, ∑aibi\sum a_ib_i is maximized when paired in the same order and minimized when paired oppositely. Chebyshev: if aa and bb are similarly sorted, 1n∑aibi≥(1n∑ai)(1n∑bi)\frac1n\sum a_ib_i \ge \left(\frac1n\sum a_i\right)\left(\frac1n\sum b_i\right).

Rearrangement is the inequality of "large with large". It proves Nesbitt, ab+c+bc+a+ca+b≥32\frac{a}{b + c} + \frac{b}{c + a} + \frac{c}{a + b} \ge \frac32, in three lines: WLOG a≥b≥ca \ge b \ge c, so 1b+c≥1c+a≥1a+b\frac{1}{b + c} \ge \frac{1}{c + a} \ge \frac{1}{a + b} — the two sequences are similarly sorted. By rearrangement the sum SS is at least each of the two cyclic pairings: S≥ac+a+ba+b+cb+cS \ge \frac{a}{c + a} + \frac{b}{a + b} + \frac{c}{b + c} and S≥aa+b+bb+c+cc+aS \ge \frac{a}{a + b} + \frac{b}{b + c} + \frac{c}{c + a}. Adding, 2S≥a+cc+a+a+ba+b+b+cb+c=32S \ge \frac{a + c}{c + a} + \frac{a + b}{a + b} + \frac{b + c}{b + c} = 3. Rearrangement needs no convexity — only ordering — which makes it the tool when the terms are not nice functions.

Example
Tangent line trick
xy−1121y = 1/(x² + 1)tangent 1 − x/2
The tangent at x = 1 stays below the curve for every x ≥ 0 (touching again at x = 0) but rises above it for x < 0.

For a,b,c>0a, b, c > 0 with a+b+c=3a + b + c = 3, show ∑1a2+1≥32\sum\frac{1}{a^2 + 1} \ge \frac32. The function f(x)=1x2+1f(x) = \frac{1}{x^2 + 1} is not convex on all of (0,∞)(0, \infty), so Jensen does not apply directly. Its tangent line at x=1x = 1 is 1−x21 - \frac x2, and f(x)≥1−x2f(x) \ge 1 - \frac x2 for all x>0x > 0: clearing denominators it reads x(x−1)2≥0x(x - 1)^2 \ge 0. Summing the three tangent-line bounds: ∑f≥3−a+b+c2=32\sum f \ge 3 - \frac{a + b + c}{2} = \frac32, with equality at a=b=c=1a = b = c = 1.

Polynomials and Sequences at Proof Level

Concept
Integer polynomials

For P∈Z[x]P \in \mathbb Z[x]: a−b∣P(a)−P(b)a - b \mid P(a) - P(b). A rational root p/qp/q in lowest terms has p∣P(0)p \mid P(0) and q∣q \mid leading coefficient. If PP takes the values ±1\pm1 at three distinct integers xix_i it has no integer root (a root rr would need r−xi∣±1r-x_i\mid\pm1, so r−xi∈{1,−1}r-x_i\in\{1,-1\} for three distinct xix_i). Gauss: a primitive polynomial that factors over Q\mathbb Q factors over Z\mathbb Z.

The divisibility a−b∣P(a)−P(b)a - b \mid P(a) - P(b) is the workhorse. It shows P(P(x))=xP(P(x)) = x has few integer solutions and that no nonconstant polynomial takes prime values at every integer. Combine with size: a polynomial of degree dd grows like xdx^d, so equations like P(x)=2xP(x) = 2^x or P(n)=P(n) = (a dd-th power) can be squeezed.

Concept
Sequences: periodicity, growth, and telescoping

For recurrences, find the invariant (a conserved quantity like an+1an−1−an2a_{n+1}a_{n-1} - a_n^2), the closed form (characteristic roots, or a trigonometric substitution when an+1=2an2−1a_{n+1} = 2a_n^2 - 1), or the monotone bounded structure. Integer sequences that are eventually periodic mod every prime are very constrained.

The USAMO sequence problem usually asks to prove all terms are integers, or to find all nn with some property. Both reduce to finding the right invariant of the recurrence: for an+1=an2+can−1a_{n+1} = \frac{a_n^2 + c}{a_{n-1}}, the quantity an+1+an−1an\frac{a_{n+1} + a_{n-1}}{a_n} is constant, turning a nonlinear recurrence into a linear one and proving integrality at once.

Side note
Where it goes wrong

Applying Jensen to a function that is convex on only part of the domain, and claiming a polynomial identity from finitely many values without a degree bound (two polynomials of degree ≤d\le d agreeing at d+1d + 1 points are equal — say so).

Try it
Try it: integer polynomial

Show there is no polynomial PP with integer coefficients and P(7)=5P(7) = 5, P(15)=9P(15) = 9.

Show the answer

15−7=815 - 7 = 8 must divide P(15)−P(7)=4P(15) - P(7) = 4. It does not.

Tangent Lines and Majorization

Theorem
The tangent line trick and Karamata

Tangent line trick. To prove ∑f(xi)≥nf(m)\sum f(x_i)\ge nf(m) under ∑xi=nm\sum x_i=nm when ff is not convex, prove the one-variable bound f(x)≥f(m)+f′(m)(x−m)f(x)\ge f(m)+f'(m)(x-m) on the domain the constraint allows, then sum: the linear terms add up to 00. (For an upper bound ∑f(xi)≤nf(m)\sum f(x_i)\le nf(m), show the tangent lies above ff.)

Karamata. For sequences sorted decreasingly, (xi)(x_i) majorizes (yi)(y_i) if x1+⋯+xk≥y1+⋯+ykx_1+\cdots+x_k\ge y_1+\cdots+y_k for every kk, with equality for k=nk=n. If ff is convex and (xi)(x_i) majorizes (yi)(y_i), then ∑f(xi)≥∑f(yi)\sum f(x_i)\ge\sum f(y_i).

The tangent line trick is Jensen's inequality with the convexity replaced by a single checkable inequality: the tangent at the equality point lies below ff on the relevant range, and that is all Jensen ever used. Checking it is a polynomial inequality with a double root at mm, so after clearing denominators it factors as (x−m)2(x-m)^2 times something whose sign you verify. Karamata is summation by parts. Put ci=f(xi)−f(yi)xi−yic_i=\tfrac{f(x_i)-f(y_i)}{x_i-y_i} (or f′(xi)f'(x_i) if they are equal); convexity makes the slopes cic_i decrease with ii. With Xk,YkX_k,Y_k the partial sums, ∑(f(xi)−f(yi))=∑ci(xi−yi)=∑k<n(ck−ck+1)(Xk−Yk)+cn(Xn−Yn)\sum(f(x_i)-f(y_i))=\sum c_i(x_i-y_i)=\sum_{k<n}(c_k-c_{k+1})(X_k-Y_k)+c_n(X_n-Y_n), and every term is ≥0\ge0. Majorization says "more spread out": for convex ff, spreading increases the sum.

Example
Worked: USAMO 2003 Problem 5
ay1212345f(a)(4a + 4)/3
On 0 < a < 3 the dashed tangent at a = 1 lies above f, touching only at a = 1.

Prove that for all positive reals a,b,ca,b,c,

(2a+b+c)22a2+(b+c)2+(2b+c+a)22b2+(c+a)2+(2c+a+b)22c2+(a+b)2 ≤ 8.\frac{(2a+b+c)^2}{2a^2+(b+c)^2}+\frac{(2b+c+a)^2}{2b^2+(c+a)^2}+\frac{(2c+a+b)^2}{2c^2+(a+b)^2}\ \le\ 8.

(USAMO 2003/5)

Step 1 — the inequality is homogeneous, so assume a+b+c=3a+b+c=3. The first term becomes a function of aa alone:

f(a)=(a+3)22a2+(3−a)2=a2+6a+93a2−6a+9,0<a<3.f(a)=\frac{(a+3)^2}{2a^2+(3-a)^2}=\frac{a^2+6a+9}{3a^2-6a+9},\qquad0<a<3.

Step 2 — equality should be at a=b=c=1a=b=c=1, where f(1)=166=83f(1)=\tfrac{16}6=\tfrac83. The tangent line there has slope f′(1)=43f'(1)=\tfrac43, so it is 83+43(a−1)=4a+43\tfrac83+\tfrac43(a-1)=\tfrac{4a+4}3.

Step 3 — check f(a)≤4a+43f(a)\le\tfrac{4a+4}{3}: after clearing the positive denominator 3(3a2−6a+9)3(3a^2-6a+9) the difference is

(4a+4)(3a2−6a+9)−3(a2+6a+9)=12a3−15a2−6a+9=3(a−1)2(4a+3) ≥ 0.(4a+4)(3a^2-6a+9)-3(a^2+6a+9)=12a^3-15a^2-6a+9=3(a-1)^2(4a+3)\ \ge\ 0.

Step 4 — summing the three bounds: ∑f≤4(a+b+c)+123=243=8\sum f\le\tfrac{4(a+b+c)+12}{3}=\tfrac{24}{3}=8, with equality at a=b=ca=b=c.

How to find it. After normalizing, each term depends on one variable, but ff is neither convex nor concave on (0,3)(0,3) — so Jensen fails and the tangent at the equality point is the natural substitute. The double root at a=1a=1 is guaranteed, so the cubic factors on sight.

Example
Worked: extremes by majorization

Nonnegative reals x,y,zx,y,z satisfy x+y+z=1x+y+z=1 and x,y,z≤12x,y,z\le\tfrac12. Find the largest and smallest possible values of x3+y3+z3x^3+y^3+z^3. (folklore)

Step 1 — sort x≥y≥zx\ge y\ge z. Then (12,12,0)\left(\tfrac12,\tfrac12,0\right) majorizes (x,y,z)(x,y,z): 12≥x\tfrac12\ge x by hypothesis, 12+12=1≥x+y\tfrac12+\tfrac12=1\ge x+y since z≥0z\ge0, and both totals are 11.

Step 2 — and (x,y,z)(x,y,z) majorizes (13,13,13)\left(\tfrac13,\tfrac13,\tfrac13\right): x≥13x\ge\tfrac13 because xx is the largest of three numbers summing to 11, and x+y≥23x+y\ge\tfrac23 because z≤13z\le\tfrac13.

Step 3 — t↦t3t\mapsto t^3 is convex on [0,∞)[0,\infty), so by Karamata

327 ≤ x3+y3+z3 ≤ 18+18+0.\tfrac{3}{27}\ \le\ x^3+y^3+z^3\ \le\ \tfrac18+\tfrac18+0.

The minimum is 19\tfrac19 at x=y=z=13x=y=z=\tfrac13 and the maximum 14\tfrac14 at (12,12,0)\left(\tfrac12,\tfrac12,0\right) and its permutations.

How to find it. A convex symmetric sum under box constraints and a fixed total is extremal at the most spread-out and the most balanced admissible points; majorization identifies both without calculus. Without the cap 12\tfrac12 the maximum would be at (1,0,0)(1,0,0).

Side note
Where it goes wrong: the tangent line off its domain

Tempting: "for real a,b,ca,b,c with a+b+c=3a+b+c=3, ∑1a2+1≥32\sum\tfrac1{a^2+1}\ge\tfrac32 by the tangent line 1−x21-\tfrac x2." Try a=b=2a=b=2, c=−1c=-1: 15+15+12=910<32\tfrac15+\tfrac15+\tfrac12=\tfrac9{10}<\tfrac32.

The bound 1x2+1≥1−x2\tfrac1{x^2+1}\ge1-\tfrac x2 is equivalent to x(x−1)2≥0x(x-1)^2\ge0, which holds for x≥0x\ge0 and fails for every x<0x<0: there the tangent rises above the curve (see the figure on the tangent line example above). With positive variables the trick works; allow one negative value and the inequality itself is false. The tangent line trick needs the one-variable inequality on the whole range the constraint permits — check the sign of the factor multiplying (x−m)2(x-m)^2 on that range.

Try it
Try it: a tangent line from above

Positive reals a,b,ca,b,c satisfy a+b+c=3a+b+c=3. Prove that

1a2+b+c+1b2+c+a+1c2+a+b ≤ 1.\frac1{a^2+b+c}+\frac1{b^2+c+a}+\frac1{c^2+a+b}\ \le\ 1.
Show the answer

With b+c=3−ab+c=3-a the first term is f(a)=1a2−a+3f(a)=\tfrac1{a^2-a+3}, and 0<a<30<a<3. At a=1a=1: f(1)=13f(1)=\tfrac13 and f′(1)=−2a−1(a2−a+3)2∣a=1=−19f'(1)=-\tfrac{2a-1}{(a^2-a+3)^2}\Big|_{a=1}=-\tfrac19, so the tangent is 4−a9\tfrac{4-a}{9}. Claim f(a)≤4−a9f(a)\le\tfrac{4-a}9 on (0,3)(0,3): it is equivalent to (4−a)(a2−a+3)≥9(4-a)(a^2-a+3)\ge9, and (4−a)(a2−a+3)−9=−a3+5a2−7a+3=(a−1)2(3−a)≥0(4-a)(a^2-a+3)-9=-a^3+5a^2-7a+3=(a-1)^2(3-a)\ge0 for a<3a<3. Summing, the left side is at most 12−(a+b+c)9=1\tfrac{12-(a+b+c)}{9}=1, with equality at a=b=c=1a=b=c=1. The range matters: at a=4a=4 the factor 3−a3-a is negative, but a<3a<3 is guaranteed by b,c>0b,c>0.

Integer-Valued Recurrences

Tip
Find the linear recurrence hiding inside

If an+1an−1=an2+ca_{n+1}a_{n-1}=a_n^2+c with all an≠0a_n\ne0, then an+1+an−1an\dfrac{a_{n+1}+a_{n-1}}{a_n} is the same for every nn; calling it kk,

an+1=k an−an−1.a_{n+1}=k\,a_n-a_{n-1}.

If kk and the first two terms are integers, every term is an integer. More generally: to prove a nonlinear recurrence produces integers, find an invariant that converts it into a linear recurrence with integer coefficients.

Write the relation at two consecutive indices, an+1an−1−an2=c=anan−2−an−12a_{n+1}a_{n-1}-a_n^2=c=a_na_{n-2}-a_{n-1}^2, and move terms: an−1(an+1+an−1)=an(an+an−2)a_{n-1}(a_{n+1}+a_{n-1})=a_n(a_n+a_{n-2}). Dividing by an−1ana_{n-1}a_n gives an+1+an−1an=an+an−2an−1\tfrac{a_{n+1}+a_{n-1}}{a_n}=\tfrac{a_n+a_{n-2}}{a_{n-1}}, so the ratio does not change with nn and equals its first value a2+a0a1\tfrac{a_2+a_0}{a_1}. The division in the original recurrence is what threatens integrality; the linear form has no division at all. The same subtraction trick works for other "product equals polynomial" recurrences, sometimes giving a ratio that is periodic rather than constant.

Example
Worked: a cobweb to the golden ratio
xy11y = 1 + 1/xy = xφ
Up to y = 1 + 1/x, across to y = x, repeat: the path spirals in to the crossing point (φ, φ).

Let a1=1a_1=1 and an+1=1+1ana_{n+1}=1+\dfrac1{a_n}. Prove that ana_n converges and find the limit. (folklore)

Step 1 — the terms are 1,2,32,53,85,…1,2,\tfrac32,\tfrac53,\tfrac85,\dots, ratios of consecutive Fibonacci numbers. By induction an≥1a_n\ge1: true for n=1n=1, and an+1=1+1an>1a_{n+1}=1+\tfrac1{a_n}>1.

Step 2 — a limit LL would satisfy L=1+1LL=1+\tfrac1L, so L=φ=1+52L=\varphi=\tfrac{1+\sqrt5}2 (the positive root).

Step 3 — contraction: using φ=1+1φ\varphi=1+\tfrac1\varphi,

∣an+1−φ∣=∣1an−1φ∣=∣an−φ∣anφ≤∣an−φ∣φ.|a_{n+1}-\varphi|=\left|\frac1{a_n}-\frac1\varphi\right|=\frac{|a_n-\varphi|}{a_n\varphi}\le\frac{|a_n-\varphi|}{\varphi}.

So the distance to φ\varphi shrinks by a factor at least φ>1\varphi>1 at each step, and an→φa_n\to\varphi.

Step 4 — the terms alternate around φ\varphi, because x↦1+1xx\mapsto1+\tfrac1x is decreasing: the cobweb spirals in.

How to find it. For an+1=g(an)a_{n+1}=g(a_n), find the fixed point, then bound ∣g(x)−g(L)∣|g(x)-g(L)| by a constant times ∣x−L∣|x-L| on the region the sequence lives in. The cobweb (up to the curve, across to the diagonal) shows at once whether the iteration converges and whether it overshoots.

Example
Worked: integers from a division

Let a0=a1=1a_0=a_1=1 and an+1=an2+3an−1a_{n+1}=\dfrac{a_n^2+3}{a_{n-1}} for n≥1n\ge1. Prove that every ana_n is an integer. (folklore)

Step 1 — first terms: a2=4a_2=4, a3=16+31=19a_3=\tfrac{16+3}1=19, a4=361+34=91a_4=\tfrac{361+3}{4}=91.

Step 2 — all terms are positive (induction: a positive numerator over a positive denominator), so the lemma applies with c=3c=3: an+1+an−1an\tfrac{a_{n+1}+a_{n-1}}{a_n} is constant, equal to a2+a0a1=5\tfrac{a_2+a_0}{a_1}=5.

Step 3 — hence an+1=5an−an−1a_{n+1}=5a_n-a_{n-1} for all n≥1n\ge1, and since a0,a1a_0,a_1 are integers, induction makes every term an integer: 1,1,4,19,91,436,…1,1,4,19,91,436,\dots (and indeed 912+319=436\tfrac{91^2+3}{19}=436).

How to find it. Compute a few terms, notice they are integers against the odds, and look for a linear relation among consecutive terms (91=5⋅19−491=5\cdot19-4). Then prove the relation from the recurrence by the subtraction trick.

Example
Worked: a Somos-type sequence

Let a1=a2=a3=1a_1=a_2=a_3=1 and an+1=1+anan−1an−2a_{n+1}=\dfrac{1+a_na_{n-1}}{a_{n-2}} for n≥3n\ge3. Prove that every term is an integer. (folklore)

Step 1 — first terms: 1,1,1,2,3,7,11,26,41,…1,1,1,2,3,7,11,26,41,\dots, all positive by induction.

Step 2 — the recurrence says an+1an−2−anan−1=1a_{n+1}a_{n-2}-a_na_{n-1}=1 for n≥3n\ge3. Subtract the same identity one index earlier, anan−3−an−1an−2=1a_na_{n-3}-a_{n-1}a_{n-2}=1 (valid for n≥4n\ge4): an−2(an+1+an−1)=an(an−1+an−3)a_{n-2}(a_{n+1}+a_{n-1})=a_n(a_{n-1}+a_{n-3}).

Step 3 — so rn=an+1+an−1anr_n=\tfrac{a_{n+1}+a_{n-1}}{a_n} satisfies rn=rn−2r_n=r_{n-2}: it is periodic with period 22, not constant. Its starting values are r2=a3+a1a2=2r_2=\tfrac{a_3+a_1}{a_2}=2 and r3=a4+a2a3=3r_3=\tfrac{a_4+a_2}{a_3}=3.

Step 4 — hence an+1=2an−an−1a_{n+1}=2a_n-a_{n-1} for even nn and an+1=3an−an−1a_{n+1}=3a_n-a_{n-1} for odd nn, both with integer coefficients, and induction gives integrality. Check: a8=3⋅11−7=26a_8=3\cdot11-7=26 and a9=2⋅26−11=41a_9=2\cdot26-11=41.

How to find it. The same subtraction trick as for an+1an−1=an2+ca_{n+1}a_{n-1}=a_n^2+c, but here the identity links indices two apart, so the invariant alternates. Computing rnr_n for the first few nn shows the period before you prove it.

Side note
Where it goes wrong: integers for a while

Göbel's sequence: x0=1x_0=1 and xn=1+x02+x12+⋯+xn−12nx_n=\dfrac{1+x_0^2+x_1^2+\cdots+x_{n-1}^2}{n}. The terms x1,…,x42x_1,\dots,x_{42} are all integers (2,3,5,10,28,…2,3,5,10,28,\dots). Tempting: "so every term is an integer."

x43x_{43} is not an integer. No amount of computed evidence proves integrality; forty-two confirmations are as consistent with failure at step forty-three as with success forever. The recurrences in this section are proved integral by an identity that removes the division; Göbel's sequence has no such identity, and its denominators nn eventually fail to divide. Treat a computed pattern as a conjecture to prove, and look for the linear relation that would prove it.

Try it
Try it: find the linear relation

Let a0=1a_0=1, a1=2a_1=2 and an+1=an2+1an−1a_{n+1}=\dfrac{a_n^2+1}{a_{n-1}}. Prove that every ana_n is an integer, and find a linear recurrence for the sequence.

Show the answer

All terms are positive by induction, and an+1an−1=an2+1a_{n+1}a_{n-1}=a_n^2+1, so by the lemma an+1+an−1an\tfrac{a_{n+1}+a_{n-1}}{a_n} is constant. The first terms are 1,2,5,13,341,2,5,13,34 (a2=4+11=5a_2=\tfrac{4+1}{1}=5, a3=262=13a_3=\tfrac{26}{2}=13, a4=1705=34a_4=\tfrac{170}{5}=34), and the constant is a2+a0a1=5+12=3\tfrac{a_2+a_0}{a_1}=\tfrac{5+1}{2}=3. So an+1=3an−an−1a_{n+1}=3a_n-a_{n-1}, which has integer coefficients and integer starting values, hence integer terms. (They are the odd-indexed Fibonacci numbers.)