Repeated integrals of increasing functions
Maxim R. Burke, Maleeha Haris, Madhavendra
TL;DR
This work characterizes the feasible values of successive integrals at 1 for increasing functions on [0,1], establishing sharp inequalities for $a=I(f)(1)$, $b=I^2(f)(1)$, and $c=I^3(f)(1)$. It develops a framework using endpoint-derivative control and convexity to prove a main construction: whenever $(a,b,c)$ satisfy strict inequalities, there exists a $C^ ablafty$ increasing $f$ with prescribed endpoint jets realizing these integrals. The authors further analyze the endpoint-derivative sets $W_n$, $W_n^ ablafty$ and their open structure for $n le 3$, proving conjectures in this range and connecting the theory to comonotone approximation problems. The results provide a rigorous, constructive approach to realizing prescribed integral triplets and inform the geometry of admissible endpoint behavior via smooth transversals and smoothing techniques.
Abstract
Motivated by a problem on comonotone approximation of $C^n$ functions by entire functions, for increasing functions $f\colon[0,1]\to[0,1]$, we characterize the possible values of $(a,b,c)$, where $a=I(f)(1)$, $b=I^2(f)(1)$, $c=I^3(f)(1)$ ($I$ is the integral operator $I(f)(x)=\int_0^xf(t)\,dt$), as those which satisfy the conditions $0\leq a\leq 1$, $a^2/2\leq b\leq a/2$, $2b^2\leq 3ac$, $a^2 + 4b^2 + 6c\leq 6ac +2ab+2b$, and $0\leq c\leq a/6$. Our main theorem states that if $a,b,c$ are real numbers for which the inequalities are strict, then there is a function $f$ satisfying $a=I(f)(1)$, $b=I^2(f)(1)$, $c=I^3(f)(1)$ which is $C^\infty$ with $f(0)=0$, $f(1)=1$, $Df(x)>0$ for $0<x<1$, and whose derivatives $D^jf(0)$ and $D^jf(1)$, $j\geq 1$, are arbitrary as long as they are consistent with the increasing nature of $f$. The construction of $f$ proceeds by starting with a continuous parametrization $s\mapsto ρ_s\in C^\infty([0,1])$ defined on an open subset of $\mathbb{R}^4$, and composing with successive continuous transversals through the open set to fix the values of $I^j(ρ_s)(1)$ for $j=0,1,2,3$. Addressing the aforementioned problem on comonotone approximation, we examine the set $V_n\subseteq\mathbb{R}^{2(n+1)}$ of possible values $D^jf(0)$, $D^jf(1)$, $j=0,\dots,n$, of the derivatives of a $C^n$ function at the endpoints when $D^nf$ is increasing but not constant. We make a conjecture about the nature of this set and prove our conjecture for $n\leq 3$ as a consequence of the theorem mentioned above.