I don't know how to do this problem, formally. Let $f,g$ be real functions such that $f(a) = g(a)$, f'(a) = g'(a) and for every $x$, $ f\left( x \right) - g\left( x \right) \geq 0 $
Prove that f''(a) - g''(a) \geq 0.
I don't know how to do this problem, formally. Let $f,g$ be real functions such that $f(a) = g(a)$, f'(a) = g'(a) and for every $x$, $ f\left( x \right) - g\left( x \right) \geq 0 $
Prove that f''(a) - g''(a) \geq 0.
This is not true in general. Consider $a=0$ and $h(x)=f(x)-g(x)$ given for example by
$h(x)=\begin{cases}c_1x^2&x\lt0\\c_2x^2&x\ge0\end{cases}$
with $0\lt c_i\in\mathbb R$ and $c_1\ne c_2$, or by
$h(x)=\begin{cases}|x^3|(1+\sin \frac1x)&x\ne0\\0&x=0\;.\end{cases}$ Then $h(a)=0$, h'(a)=0, and $h(x)\ge0$, but $h$ is not twice differentiable at $a$.
The claim is true, however, if you add the assumption that $f-g$ is twice differentiable at $a$. In that case, let $h=f-g$. Then you have $h(a)=0$, h'(a)=0 and $h(x)\ge0$. If h''(a)\lt0, by the second derivative test $h$ would have to have a strict maximum at $a$, which would contradict the fact that $h(x)\ge0=h(a)$. Thus h''(a)\ge0, that is, f''(a)-g''(a)\ge0.
If (f-g)'' is defined locally, just apply the definition of the second derivative for a function $h$ and look at the limit at $a$ of \frac{h(x)-h(a)-h'(a)(x-a)}{(x-a)^2}. Here $h=f-g$ so $h(a)=0$ and h'(a)=0 and $h(x)\geq 0$ so the limit is positive right ?
I assume $f,g \in C^2$. You don't mention anything about this in your problem.
Define $h=f-g$. Then by your hypothesis $a$ is a minimum point for $h$. If you assume that h''(a)<0 then h' is decreasing in a neighborhood of $a$(which means that h' is negative in a right-neighborhood of $a$) and therefore $h$ is decreasing a little bit after $a$. This contradicts the minimality of $a$.
You could fill in the blanks with some $\varepsilon$s and you're done. :)
As a note, I don't think you need the fact that f'(a)=g'(a). It follows from the fact that $f-g \geq 0$ and $(f-g)(a)=0$.