Tuesday, May 21, 2019

real analysis - Variant of Cauchy Functional Equation



Consider the equation f(kxf(x))=x=kf(x)f(f(x)) for montonic f.


What can we say about the solutions to this equation. Comparing with Cauchy equation f(x+y)=f(x)+f(y), I think the solution must be somewhat close to being linear. Any hints. Thanks beforehand.


Answer



f(kxf(x))=x
kf(x)f(f(x))=x



From (1) f(x) is surjective.




(2) Let f(a)=f(b)a=kf(a)f(f(a))=kf(b)f(f(b))=b



f(x) is injective.




This means f(x) is bijective. So f1(x) exists.



(1)f(kf1(x)f(f1(x)))=f1(x)f1(f(kf1(x)x))=f1(f1(x))x=kf1(x)f1(f1(x))
(2)kxf1(x)=f(x)f1(kxf1(x))=x



If f(x) is a solution to (1) and (2) then so is f1(x)=kxf(x)



Let : g(x)=f(x).
(1)f(kxf(x))=xg(kx+f(x))=xg(kxg(x))=x
(2)kf(x)+f(f(x))=xkg(x)+f(g(x))=xkg(x)g(g(x))=x



If f(x) is a solution to (1) and (2) then so is g(x):=f(x).





Fixed points :
From (2) we see that if there exists an a for which f(a)=a then: kf(a)f(f(a))=aka=2aa=0k=2
f(kaf(a))=akaf(a)=aka=2aa=0k=2

Also we see that if there exists an a for which f(a)=a then: kf(a)f(f(a))=aka=2aa=0k=2
f(kaf(a))=akaa=aka=2aa=0k=2



From the above we see that when k=2 , then f(x)=x is a solution. And when k=2 , then f(x)=x is a solution.



General solution :


(Note: I screwed up a couple of times before here. Apologies to everyone who read it, if anyone did..I do think this must be the correct argument.)

We transform f(x) into a new function g(x) like this : g(x)+kx2=f(x)
Which gives :
g(kx2g(x))kg(x)2=(1k24)x
g(kx2+g(x))+kg(x)2=(1k24)x
There are two cases to consider :


Case 1 when k24 :

Let g(a)=0(1a)g(ka2)=(1k24)a
(2a)g(ka2)=(1k24)a



a=0g(0)=f(0)=0(k24)




From bijectivity and monotonicity I think we can conclude that f(x) and g(x) must be continuous, (and maybe even differentiable).
Here I'll assume g(x) can be written as a Taylor series around x=0 :
We calculate the first and second derivative :


g(kx2g(x))(k2g(x))kg(x)2=(1k24)
g(kx2+g(x))(k2+g(x))+kg(x)2=(1k24)


g(0)(k2g(0))kg(0)2=(1k24)
g(0)(k2+g(0))+kg(0)2=(1k24)



g(0)=±k241




g(kx2g(x))(k2g(x))2+g(kx2g(x))(g(x))kg(x)2=0
g(kx2+g(x))(k2+g(x))2g(kx2+g(x))(g(x))+kg(x)2=0

g(0)(k2g(0))2+g(0)(g(0))kg(0)2=0
g(0)(k2+g(0))2g(0)(g(0))+kg(0)2=0

g(0)g(0)(k+1)=0g(0)=0k=1
g(0)(k24+(k+1)g(0)+g(0)2k2)=0(with k=1 and g(0)2=k241 )g(0)(14+14112)=0g(0)=0



g(0)=0 . Also the higher derivatives in x=0 are 0 (I think).






So for k24 we have : g(x)=±k241x. Or : f(x)=(k2±k241)x



Fill this in in the original equations to check :


g(x)=k241x
k241(k2k241)xk2k241x=(1k24)x
k241(k2+k241)x+k2k241x=(1k24)x


g(x)=k241x
k241(k2+k241)x+k2k241x=(1k24)x
+k241(k2k241)xk2k241x=(1k24)x


Case 2 when k2=4 :


g(kx2g(x))kg(x)2=0
g(kx2+g(x))+kg(x)2=0


We see that g(x) must be constant (see here for example : Functions f satisfying ff(x)=2f(x)x,xR.) and fill in as a general solution :




For k=2 we have : g(x)=c. Or : f(x)=c+x.





For k=2 we have : g(x)=0. Or : f(x)=x.




Below some solutions to modified versions :

Below some things that can be proved about the more general version of (1) and (2) : equation (3) :

More general case without '=x=' in between :

f(kxf(x))=kf(x)f(f(x))




f(x)=0 and f(x)=kx and f(x)=kx2 are all solutions to (3) .



f(x)=0 is trivial.
Let: f(x)=kxf(kxf(x))=kf(x)f(f(x))f(kxkx)=k2xf(kx)0=0
Let: f(x)=kx2f(kxkx2)=kkx2f(kx2)k2x2=k2x2



There are many more solutions, including the ones above for (1) and (2).


Below a solution to a modified version of (1) and (2) : equation (4) and (5):

Modified case with '=k2x4=' in between :


f(kxf(x))=k2x4
kf(x)f(f(x))=k2x4



f(x)=kx2 is a solution to (4) and (5).




Let: f(x)=kx2f(kxkx2)=k2x4k2x4=k2x4 and :
kkx2f(kx2)=k2x4k2x2k2x4=k2x4



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