Friday, December 30, 2016

functional equations - Examples of functions where $f(ab)=f(a)+f(b)$



What are some examples of continuous (on a certain interval) real or complex functions where $f(ab)=f(a)+f(b)$ (like $\ln x$?)


Answer



Define $g(x)=f(e^x)$. Then
$$g(x+y)=f(e^{x+y})=f(e^xe^y)=f(e^x)+f(e^y)=g(x)+g(y).$$



If $f$ is continuous, so is $g$, and it's a well-known exercise to show that $g$ must then be of the form $g(x)=cx$ for some constant $c$ (see Cauchy's functional equation).




Thus, $\ln(x)$ and constant multiples of it are the only examples of the kind you seek.


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