I have the following problem to solve :
Let $x,y>0$ and $n>1$ a natural number then we have : $$\Big(\frac{x^n+y^n+(\frac{x+y}{2})^n}{x^{n-1}+y^{n-1}+(\frac{x+y}{2})^{n-1}}\Big)^n+\Big(\frac{x+y}{2}\Big)^n\leq x^n+y^n$$
The problem is equivalent to : $$\Big(\frac{x^n+1+(\frac{x+1}{2})^n}{x^{n-1}+1+(\frac{x+1}{2})^{n-1}}\Big)^n+\Big(\frac{x+1}{2}\Big)^n\leq x^n+1$$ Or ($y^2=x$): $$\Big(\frac{y^{2n}+1+(\frac{y^2+1}{2})^n}{y^{2(n-1)}+1+(\frac{y^2+1}{2})^{n-1}}\Big)^n+\Big(\frac{y^2+1}{2}\Big)^n\leq y^{2n}+1$$ I try the following identity : $$ch^2(x)-sh^2(x)=1$$
So we put $y=sh(x)$ we get : $$\Big(\frac{sh^{2n}(x)+1+(\frac{ch^2(x)}{2})^n}{sh^{2(n-1)}(x)+1+(\frac{ch^2(x)}{2})^{n-1}}\Big)^n+\Big(\frac{ch^2(x)}{2}\Big)^n\leq sh^{2n}(x)+1$$
And after I'm stuck...
Update case $n=3$ :
Due to homogeneity we can assume : $$x^{2}+y^{2}+\Big(\frac{x+y}{2}\Big)^{2}=1$$
Remains to show :
$$\Big(x^3+y^3+\Big(\frac{x+y}{2}\Big)^3\Big)^3+\Big(\frac{x+y}{2}\Big)^{3}-x^3-y^3\leq 0$$
Or :
$$\frac{1}{512} (x + y) (729 x^8 + 972 x^6 y^2 + 1728 x^5 y^3 + 54 x^4 y^4 + 1728 x^3 y^5 + 972 x^2 y^6 - 448 x^2 + 640 x y + 729 y^8 - 448 y^2)\quad(1)$$
Or :
$$\frac{1}{512} (x + y)(27 (x + y)^2 (3 x^2 - 2 x y + 3 y^2)^3-448y^2-448z^2+640xy)$$
Or :
$$\frac{1}{512} (x + y)(27 (x + y)^2 (3 x^2 - 2 x y + 3 y^2)^3-64 (7 x^2 - 10 x y + 7 y^2))$$
But with the constraint :
$$\frac{5x^2}{4}+\frac{xy}{2}+\frac{5y^2}{4}=1$$
Or :
$$x^2+y^2=\Big(1-\frac{xy}{2}\Big)\frac{4}{5}$$
It gives :
$$\frac{1}{512} (x + y)\Big(27 (x + y)^2 \Big(\Big(1-\frac{xy}{2}\Big)\frac{12}{5}-2xy\Big)^3-64 \Big(\Big(1-\frac{xy}{2}\Big)\frac{28}{5}-10xy\Big)\Big )$$
Or :
$$\frac{1}{512} (x + y)\Big(27 \Big(\Big(1-\frac{xy}{2}\Big)\Big)\frac{4}{5}+2xy) \Big(\Big(1-\frac{xy}{2}\Big)\frac{12}{5}-2xy\Big)^3-64 \Big(\Big(1-\frac{xy}{2}\Big)\frac{28}{5}-10xy\Big)\Big)$$
We put the substitution $a=xy$ .There is a root at $a=\frac{1}{3}$ it gives :
$$\frac{1}{512} (x + y)\Big(-\frac{512}{625} (3 a - 1) (576 a^3 - 816 a^2 + 52 a - 73)\Big)$$
Now with the constraint it's not hard to see that $a\leq \frac{1}{3}$
And $$f(a)=(576 a^3 - 816 a^2 + 52 a - 73)\leq 0$$ on $[0,\frac{1}{3}]$
So the quantity $(1)$ is negative . We are done for this case .
If you have a hint it would be cool .
Thanks a lot !
Let's begin with your 2nd inequality with $x$ only.
Let $x = (1+p)/(1-p)$ and we have $x>0\iff p\in(-1,1)$, then your inequality becomes
$$\left(\frac{(1+p)^n+(1-p)^n+1}{(1+p)^{n-1}+(1-p)^{n-1}+1}\right)^n+1\le\!\!\!?\;(1+p)^n+(1-p)^n.$$
Let $a_n = (1+p)^n+(1-p)^n$, by symmetry we can assume $p\in(0,1)$ (the case $p=0$ is trivial), then we have
$$\left(\frac{a_n+1}{a_{n-1}+1}\right)^n+1\le\!\!\!?\;a_n.$$
Note that $\left(\frac{a_n+1}{a_{n-1}+1}\right)$ is increasing [1], we have
$$\left(\frac{a_n+1}{a_{n-1}+1}\right)^n\le\left(\frac{a_n+1}{a_{n-1}+1}\right)\cdot\left(\frac{a_{n+1}+1}{a_{n}+1}\right)\cdots\left(\frac{a_{2n-1}+1}{a_{2n-2}+1}\right)=\left(\frac{a_{2n-1}+1}{a_{n-1}+1}\right).$$
Thus, your inequality can be proved if we have
$$\frac{a_{2n-1}+1}{a_{n-1}+1}\le\!\!\!?\;a_n-1,$$
Note that $(a_n-1)(a_{n-1}+1)=a_{2n-1}+2(1-p^2)^{n-1}+a_n-a_{n-1}-1$, so the inequality above becomes
$$(1-p^2)^{n}+\frac12(a_{n+1}-a_n)\ge\!\!\!?\;1.$$
Let $(u_n)$ be the LHS, we have $u_0=u_1=1$, and we can prove that $(u_n)$ is increasing [2], which finishes the proof.
PS. In fact, a stronger inequality has been proved. The following equalities can be useful: $$a_{n+1}=a_n+pb_n,\quad b_{n+1}=b_n+pa_n,$$ with $b_n=(1+p)^n-(1-p)^n$.
Update.
[1] \begin{align} \frac{a_{n+1}+1}{a_n+1}\ge\frac{a_{n}+1}{a_{n-1}+1} & \iff(a_{n+1}+1)(a_{n-1}+1)\ge(a_n+1)^2\\ &\impliedby a_{2n}+a_2(1-p^2)^{n-1}+1\ge a_{2n}+2(1-p^2)^n+1\tag{*}\\ &\iff (1+p)^2+(1-p)^2 \ge 2(1+p)(1-p)\\ &\iff (2p)^2\ge0. \end{align}
(*): we have $a_{n+1}+a_{n-1}\ge2a_n$ since
$$a_{n+1}+a_{n-1}\ge2a_n\iff b_{n}\ge b_{n-1}\iff a_{n-1}\ge 0.$$
[2] \begin{align} u_{n+1}\ge u_{n} & \iff \frac p2 b_{n+1}+(1-p^2)^{n+1}\ge\frac p2 b_{n}+(1-p^2)^{n}\\ & \iff\frac {p^2}2a_{n}\ge p^2(1-p^2)^{n}\\ & \iff \frac1{(1-p)^n}+\frac1{(1+p)^n}\ge2.\\ \end{align}
As mentioned by @Andreas, the last inequality is true since $$\frac1{(1-p)^n}+\frac1{(1+p)^n}\ge \frac2{(1-p^2)^{n/2}}\ge2.$$