Thursday, 10 October 2013

functional equations - Function with derivative-like property: f(ab)=af(b)+bf(a)



Let f be a function (0;+)R with following property:
f(ab)=af(b)+bf(a).
What can f be?



It can be seen that functions δp(x)=px ln(x) work.



Now, let f0 be a solution and f0(x0)=y0, x01. Because δ is continuous by p, there exists such p0 that δp0(x0)=y0.
It can be proven that
rQ f0(xr0)=δp0(xr0).




In other words, any solution must be a union of several δpS functions restricted to subsets QSR+, which are equivalence classes of relation ab if a=bq,qQ.
The question is, can a solution include two or more different δp, i.e. can it be non-continuous, i.e. can it be not of form δp?


Answer



Substitute f(x)=xg(lnx) (so g(y)=eyf(ey)). Then g:RR satisfies the Cauchy's equation g(a+b)=g(a)+g(b), whose solutions are described in a known way (and may well be discontinous).


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