Paper 3, Section II, A

Variational Principles
Part IB, 2015

(a) Define what it means for a function f:RnRf: \mathbb{R}^{n} \rightarrow \mathbb{R} to be convex.

(b) Define the Legendre transform f(p)f^{*}(p) of a convex function f(x)f(x), where xRx \in \mathbb{R}. Show that f(p)f^{*}(p) is a convex function.

(c) Find the Legendre transform f(p)f^{*}(p) of the function f(x)=exf(x)=e^{x}, and the domain of ff^{*}.