I am trying to understand how many functions f:R→R such that
∫f(g(x))dx=f(∫g(x)dx)
for every g:R→R exist. We shall refer to a function satisfying (⋆) as an I-linear function.
It is easy to show that the identity function is I-linear. Moreover, the space of I-linear functions forms a vector space because if f1,f2 are I-linear
(αf1+βf2)(∫g(x)dx)=αf1(∫g(x)dx)+βf2(∫g(x)dx)=α∫f1(g(x))dx+β∫f2(g(x))dx=∫(αf1+βf2)(g(x))dx
As a consequence, all scalar multiples of identity are I-linear functions. This claim is essentially equivalent to stating the obvious ∫αf=α∫f.
Observe that if f is both I-linear and differentiable, by setting g(x)=ex and differentiating (⋆) one obtains
f(ex)=exf′(ex+C)=ddxf(ex+C)
which looks almost like a differential equation.
Questions:
- Under no regularity hypotheses on f, is it possible to show that if f is I-linear, then f(x)=αx for some α? To do so, it would be sufficient to show that the vector space of I-linear functions is 1-dimensional.
- If the claim is false under no regularity hypotheses, is it possible to add these to prove our claim?
No comments:
Post a Comment