Tuesday, 8 October 2013

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
-g''(\frac{kx}{2}+g(x))(\frac{k}{2}+g'(x))^2 -g'(\frac{kx}{2}+g(x))(g''(x))+\frac{kg''(x)}{2} =0

g''(0)(\frac{k}{2}-g'(0))^2+g'(0)(-g''(0))-\frac{kg''(0)}{2} =0
-g''(0)(\frac{k}{2}+g'(0))^2 -g'(0)(g''(0))+\frac{kg''(0)}{2} =0

g'(0)g''(0)( k + 1) =0 \implies g''(0)=0 \enspace \lor \enspace k=-1
-g''(0)(\frac{k^2}{4}+(k+1)g'(0)+g'(0)^2 -\frac{k}{2}) =0 \implies \text{(with $k=-1$ and $g'(0)^2=\frac{k^2}{4}-1$ )} \implies -g''(0)(\frac{1}{4} +\frac{1}{4}-1 -\frac{1}{2}) =0 \implies g''(0)=0




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








So for k^2 \neq 4 we have : g(x)=\pm \sqrt{\frac{k^2}{4}-1} \cdot x. Or : f(x)=( \frac{k}{2} \pm \sqrt{\frac{k^2}{4}-1} ) \cdot x




Fill this in in the original equations to check :



g(x)= \sqrt{\frac{k^2}{4}-1} \cdot x
\sqrt{\frac{k^2}{4}-1} (\frac{k}{2}-\sqrt{\frac{k^2}{4}-1} )x-\frac{k}{2}\sqrt{\frac{k^2}{4}-1} x =(1-\frac{k^2}{4})x
-\sqrt{\frac{k^2}{4}-1} (\frac{k}{2}+\sqrt{\frac{k^2}{4}-1} )x+\frac{k}{2}\sqrt{\frac{k^2}{4}-1} x =(1-\frac{k^2}{4})x




g(x)= -\sqrt{\frac{k^2}{4}-1} \cdot x
-\sqrt{\frac{k^2}{4}-1}(\frac{k}{2}+\sqrt{\frac{k^2}{4}-1} )x+\frac{k}{2}\sqrt{\frac{k^2}{4}-1} x =(1-\frac{k^2}{4})x
+\sqrt{\frac{k^2}{4}-1} (\frac{k}{2}-\sqrt{\frac{k^2}{4}-1} )x-\frac{k}{2}\sqrt{\frac{k^2}{4}-1} x =(1-\frac{k^2}{4})x

\square



Case 2 when k^2 = 4 :



g(\frac{kx}{2}-g(x))-\frac{kg(x)}{2} =0 \tag{1b}
-g(\frac{kx}{2}+g(x))+\frac{kg(x)}{2} =0 \tag{2b}



We see that g(x) must be constant (see here for example : Functions f satisfying f\circ f(x)=2f(x)-x,\forall x\in\mathbb{R}.) 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 .




\square




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(kx-f(x))=kf(x)-f(f(x)) \tag{3}




f(x)=0 and f(x)=kx and f(x)=\frac{kx}{2} are all solutions to (3) .





f(x)=0 is trivial.
Let: f(x)=kx \implies \\ f(kx-f(x))=kf(x)-f(f(x)) \implies f(kx-kx)=k^2x-f(kx) \implies 0=0

Let: f(x)=\frac{kx}{2} \implies f(kx-\frac{kx}{2})=k\frac{kx}{2}-f(\frac{kx}{2}) \implies \frac{k^2x}{2}= \frac{k^2x}{2} \enspace \square




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 '=\frac{k^2x}{4}=' in between :



f(kx-f(x))=\frac{k^2x}{4} \tag{4}
kf(x)-f(f(x)) =\frac{k^2x}{4} \tag{5}





f(x)=\frac{kx}{2} is a solution to (4) and (5).





Let: f(x)=\frac{kx}{2} \implies f(kx-\frac{kx}{2})=\frac{k^2x}{4} \implies \frac{k^2x}{4}=\frac{k^2x}{4} and :
k\frac{kx}{2}-f(\frac{kx}{2}) =\frac{k^2x}{4} \implies \frac{k^2x}{2}- \frac{k^2x}{4} =\frac{k^2x}{4}
\enspace \square


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