Sunday, December 20, 2015

calculus - Show that $f(tx)=t^pf(x),;forall ;t>0,;&;xin Bbb{R}^n $ if and only $f'(x)(x)=pf(x),;forall ;xin Bbb{R}^n$




Let $f:\Bbb{R}^n\to \Bbb{R}$ be a differentiable function such that for some $p>1,$
\begin{align}f(tx)=t^pf(x),\;\forall \;t>0,\;\&\;x\in \Bbb{R}^n \qquad (1)\end{align}
$i.$ I want to show that \begin{align}f'(x)(x)=pf(x),\;\forall \;x\in \Bbb{R}^n \qquad (1)\end{align}
$ii.$ Is the converse also true?



I believe that we can take \begin{align}\varphi(t)=f(tx),\;\forall \;t>0\end{align} and show that \begin{align}\frac{d}{dt}\big(\frac{\varphi(t)}{t^p}\big)=0,\end{align} but I don't know how to tranform this to a proof. Any help please?


Answer



We can assume $n=1$ by restriction to an arbitrary line. Then
$$

f'(x) = \lim_{\epsilon\to 0}\frac{f((1+\epsilon)x)-f(x)}{\epsilon x} = \lim_{\epsilon\to 0}\frac{[(1+\epsilon)^p - 1]f(x)}{\epsilon x} = \frac{f(x)}{x}\frac{d}{d\epsilon}(1+\epsilon)^p|_{\epsilon=0} = p\frac{f(x)}{x}
$$
as desired. Note differentiability is guaranteed by this condition.



Similarly, if $\frac{df}{dx} = p\frac{f}{x}$ then $\frac{df}{f} = p\frac{dx}{x}$. Integrating both sides says
$$
\log f(x) - \log f(1) = p\log x = \log x^p
$$
so
$$

f(x) = C x^p,
$$
which provides the converse.


No comments:

Post a Comment

analysis - Injection, making bijection

I have injection $f \colon A \rightarrow B$ and I want to get bijection. Can I just resting codomain to $f(A)$? I know that every function i...