Tuesday, 11 July 2017

integration - I-linear functions

I am trying to understand how many functions f:RR such that
f(g(x))dx=f(g(x)dx)
for every g:RR 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)=αf1(g(x))dx+βf2(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=αf.



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:





  1. 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.

  2. If the claim is false under no regularity hypotheses, is it possible to add these to prove our claim?

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