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Let \begin{align} G(x_1,x_2,x_3)=\int_0^{2\pi}\int_0^{2\pi}\int_0^{2\pi} \frac{d\theta_1 d\theta_2 d\theta_3}{(2\pi)^3} p(\vec{x},\vec{\theta}) \log\left( p(\vec{x}, \vec{\theta})\right) \end{align} be defined on the probability simplex $\sum_{i=1}^{3} x_i =1$ and $x_i \geq 0$, where \begin{align} p(\vec{x},\vec{\theta}) = 1 + 2 \sum_{i=1}^3 \sum_{j=1}^{i-1} \sqrt{\vphantom Xx_i x_j} \cos(\theta_i- \theta_j) \end{align} Note $p(\vec{x},\vec{\theta}) \geq 0$ (point wise i.e. for any $\vec{x}, \vec{\theta}$ in the domain) and it can be shown that $G \geq 0$.

I'd like to understand where $G$'s maximum is and if there is a simple closed-form expression for the maximum value.

It can be seen numerically that $x_1 = x_2 = x_3 = 1/3$ is the unique maximum point which yields $G_\text{max} \approx 0.329524$. My idea is to try to show $G$ is strictly concave, which I also see to be numerically true. But this seems harder than it looks…. More generally, any help/advice on any method to proceed analytically would be much appreciated, thanks.

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  • $\begingroup$ Just to double check: The case $i=j$ should really be included in the sum in the definition of $p$? $\endgroup$
    – Steve
    Commented Jul 20 at 13:52
  • $\begingroup$ @Steve ah good catch! It should not be, sorry for the typo. $\endgroup$
    – nervxxx
    Commented Jul 20 at 22:48
  • $\begingroup$ Concerning a simple closed-form expression for the maximum value, there is a weak hope that when you calculate it numerically up to a dozen of digits, you will be able to find it via Google. $\endgroup$ Commented Jul 21 at 8:44
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    $\begingroup$ @AlexRavsky thanks. At this stage I'm just happy showing the symmetric point is the maximum. It is natural but resists a proof so far... $\endgroup$
    – nervxxx
    Commented Jul 21 at 11:41
  • $\begingroup$ Showing that it is a local maximum might be doable. $\endgroup$ Commented Jul 22 at 8:12

1 Answer 1

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It's a rare situation
when the nature of equation
makes an honest computation
beat a smart consideration,
when you shouldn't contemplate,
only differentiate...

In other words that is a case when to show that the function is increasing, the best thing to do is just to compute the derivative and show that it is positive.

I prefer to write the integral as $\iiint |F|^2\log(|F|^2)$ where $F(u,v,w)=au+bv+cw$, $a,b,c>0$ and $u,v,w$ run over the unit circle independently. We will fix one variable and show that for the fixed sum of squares of the coefficients at the other two, the closer they are, the larger the integral is. Due to rotation invariance, it suffices to show that for every fixed $x>0$, $$ I(a,b,x)=\iint G\overline G\log(G\overline G) $$ where $G(u,v)=x+au+bv$, $a,b>0$ is an increasing function of $a$ in the regime $a^2+b^2=\operatorname{const}, a<b$.

Taking the derivative and using that $ada+bdb=0$, i.e., $(da,db)$ is proportional to $(b,-a)$, we get the inequality $$ \Re\iint (bu-av)(x+a\bar u+b\bar v)(2\log|x+au+bv|+1)\ge 0 $$ to prove. The product of the first parentheses equals $x(bu-av)+(b^2u\bar v-a^2v\bar u$, so $1$ in the third factor integrates to $0$ and we are left with $$ b\Re\int\left[(x+b\bar v)\int u\log|x+au+bv|\right]\ge a\Re\int\left[(x+a\bar u)\int v\log|x+au+bv|\right]\,. $$ Now we just note that for every $z\in \mathbb C$, we have $$ \int u\log|z+u|=\pi z^* $$ where $z^*=\begin{cases}z& |z|\le1\\ \frac{1}{\bar z} & |z|\ge 1\end{cases}$.

So we need to prove that $$ b\int(x+b\bar v)\left(\frac{x+bv}{a}\right)^*\ge a\int(x+a\bar u)\left(\frac{x+au}{b}\right)^*\,. $$ Now it is clear that the integrands are real positive, so $\Re$ can be dropped.

If $|x+bv|>a$ for all $v$, the first integral evaluates to $ba$ and the second does not exceed $ab$, so the inequality is trivial. Otherwise we can make a triangle with sides $a,b,x$. Let $\alpha$ and $\beta$ be the angles opposite to $a$ and $b$ respectively. Another honest computation of the integrals in question reduces the task to proving that $$ (\pi-\alpha)ab+b\frac{x^2+b^2}a\alpha-\frac{2xb^2}a\sin\alpha\ge (\pi-\beta)ba+a\frac{x^2+a^2}b\beta-\frac{2xa^2}b\sin\beta\,. $$ Taking into account that the sides of the triangle are proportional to the sines of the opposite angles, we reduce this to $$ \alpha\left[-\sin\alpha\sin\beta+\sin\beta\frac{\sin^2(\alpha+\beta)+\sin^2\beta}{\sin\alpha}\right]-2\sin^2\beta\sin(\alpha+\beta)\ge \\ \text{the same expression with $\alpha$ and $\beta$ swapped.} $$ We can rewrite the LHS as $$ \frac{\sin\beta}{\sin\alpha} \left[\alpha(\sin^2(\alpha+\beta)+\sin^2\beta-\sin^2\alpha)- 2\sin\alpha\sin\beta\sin(\alpha+\beta)\right]\,. $$ Now we use the trigonometric identity $$ \sin^2(\alpha+\beta)+\sin^2\beta-\sin^2\alpha=2\sin(\alpha+\beta)\sin\beta\cos\alpha $$ and, cancelling the common factors, obtain $$ \frac{\sin^2\beta}{\sin\alpha}[\alpha\cos\alpha-\sin\alpha] \ge \frac{\sin^2\alpha}{\sin\beta}[\beta\cos\beta-\sin\beta]\,, $$ so it suffices to prove that $\alpha\mapsto\frac{\sin\alpha-\alpha\cos\alpha}{\sin^3\alpha}$ is increasing on $(0,\frac\pi 2)$.

Taking the derivative, getting rid of the denominator, and using $\sin^2+\cos^2=1$, we reduce it to $$ \alpha+2\alpha\cos^2\alpha>3\cos\alpha\sin\alpha\,. $$ Passing to $\psi=2\alpha\in(0,\pi)$, we rewrite it as $$ 2\psi+\psi\cos\psi\ge 3\sin\psi\,. $$ At $0$ we have equality, so we take the derivative again and want $$ 2-2\cos\psi-\psi\sin\psi>0\,. $$ Again equality at $0$, so again the derivative: $$ \sin\psi-\psi\cos\psi>0\,. $$ Now one could think a bit at last, but the inertia of "computing honestly like a horse", as one of my friends puts it, is too great, so we have equality at $0$, take the derivative, and get $$ \psi\sin\psi>0. $$ Here one should stop the mindless computations and finally observe that both factors are positive on $(0,\pi)$, so the inequality is trivial.

The End.

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  • $\begingroup$ thank you! amazing method. minor question though: strictly speaking you seem to have shown the function is non-decreasing (not increasing) since the inequality is $\geq$ as opposed to $>$, would that be correct to understand? That would mean the symmetric point $x_1 = x_2 = x_3 = 1/3$ may not be the unique maximum. But I believe it should be so. Hence can all the inequalities in your proof be upgraded to strict inequalities? $\endgroup$
    – nervxxx
    Commented Aug 8 at 3:03
  • $\begingroup$ @nervxxx Yes, quite a few inequalities in the derivation (though not all) are actually strict ones (except for the endpoints), so I believe that those should be sufficient to get the uniqueness of the maximum too. $\endgroup$
    – fedja
    Commented Aug 9 at 0:14

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