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IMC / 2005 / Problems / Day 2, P11

IMC 2005 · Day 2 · P11

killer

Find all r>0r > 0 such that whenever f:R2→Rf : \mathbb{R}^2 \to \mathbb{R} is a differentiable function such that ∣grad⁡f(0,0)∣=1|\operatorname{grad} f(0,0)| = 1 and ∣grad⁡f(u)−grad⁡f(v)∣≤∣u−v∣|\operatorname{grad} f(u) - \operatorname{grad} f(v)| \le |u - v| for all u,v∈R2u, v \in \mathbb{R}^2, then the maximum of ff on the disk {u∈R2:∣u∣≤r}\{ u \in \mathbb{R}^2 : |u| \le r \} is attained at exactly one point. (grad⁡f(u)=(∂1f(u),∂2f(u))\operatorname{grad} f(u) = (\partial_1 f(u), \partial_2 f(u)) is the gradient vector of ff at the point uu. For a vector u=(a,b)u = (a, b), ∣u∣=a2+b2|u| = \sqrt{a^2 + b^2}.)

Solution (official)

To get an upper bound for rr, set f(x,y)=x−x22+y22f(x, y) = x - \dfrac{x^2}{2} + \dfrac{y^2}{2}. This function satisfies the conditions, since grad⁡f(x,y)=(1−x,y)\operatorname{grad} f(x, y) = (1 - x, y), grad⁡f(0,0)=(1,0)\operatorname{grad} f(0, 0) = (1, 0) and ∣grad⁡f(x1,y1)−grad⁡f(x2,y2)∣=∣(x2−x1,y1−y2)∣=∣(x1,y1)−(x2,y2)∣|\operatorname{grad} f(x_1, y_1) - \operatorname{grad} f(x_2, y_2)| = |(x_2 - x_1, y_1 - y_2)| = |(x_1, y_1) - (x_2, y_2)|.

In the disk Dr={(x,y):x2+y2≤r2}D_r = \{ (x, y) : x^2 + y^2 \le r^2 \} f(x,y)=x2+y22−(x−12)2+14≤r22+14.f(x, y) = \frac{x^2 + y^2}{2} - \left( x - \frac{1}{2} \right)^2 + \frac{1}{4} \le \frac{r^2}{2} + \frac{1}{4}. If r>12r > \frac{1}{2} then the absolute maximum is r22+14\frac{r^2}{2} + \frac{1}{4}, attained at the points (12,±r2−14)\left( \frac{1}{2}, \pm\sqrt{r^2 - \frac{1}{4}} \right). Therefore, it is necessary that r≤12r \le \frac{1}{2} because if r>12r > \frac{1}{2} then the maximum is attained twice.

Suppose now that r≤1/2r \le 1/2 and that ff attains its maximum on DrD_r at u,vu, v, u≠vu \ne v. Since ∣grad⁡f(z)−grad⁡f(0)∣≤r|\operatorname{grad} f(z) - \operatorname{grad} f(0)| \le r, ∣grad⁡f(z)∣≥1−r>0|\operatorname{grad} f(z)| \ge 1 - r > 0 for all z∈Drz \in D_r. Hence ff may attain its maximum only at the boundary of DrD_r, so we must have ∣u∣=∣v∣=r|u| = |v| = r and grad⁡f(u)=au\operatorname{grad} f(u) = au and grad⁡f(v)=bv\operatorname{grad} f(v) = bv, where a,b≥0a, b \ge 0. Since au=grad⁡f(u)au = \operatorname{grad} f(u) and bv=grad⁡f(v)bv = \operatorname{grad} f(v) belong to the disk DD with centre grad⁡f(0)\operatorname{grad} f(0) and radius rr, they do not belong to the interior of DrD_r. Hence ∣grad⁡f(u)−grad⁡f(v)∣=∣au−bv∣≥∣u−v∣|\operatorname{grad} f(u) - \operatorname{grad} f(v)| = |au - bv| \ge |u - v| and this inequality is strict since D∩DrD \cap D_r contains no more than one point. But this contradicts the assumption that ∣grad⁡f(u)−grad⁡f(v)∣≤∣u−v∣|\operatorname{grad} f(u) - \operatorname{grad} f(v)| \le |u - v|. So all r≤12r \le \frac{1}{2} satisfies the condition.

How the field did

contestants scored
226
average (of 20)
1.11
solved (≥ 80%)
1.8%
near-0 (≤ 10%)
91.6%
discrimination
0.30

Score distribution (field cohort)

Computed on contestants with a meaningful total (field cohort); discrimination is the corrected item–total correlation.

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