Here is the problem: Find all continuous $f:\mathbb{R}\rightarrow\mathbb{R}$ which satisfy $$f(x+y)+f(x-y)=2[f(x)+f(y)]\;\;\;(1).$$
Here is my attempt:
Fix $\delta>0$ and let $C=\int_{0}^{\delta}2f(y)dy.$
Then $$\begin{align*} 2\delta f(x)+C&=\int_{0}^{\delta}2[f(x)+f(y)]dy\\ &=\int_{0}^{\delta}f(x+y)+f(x-y)dy\\ &=\int_{x}^{x+\delta}f(y)dy+\int_{x-\delta}^{x}f(y)dy\\ &=\int_{x-\delta}^{x+\delta}f(y)dy. \end{align*}$$
Now since $f$ is continuous, the last expression is a differentiable function of x and thus the first expression must also be differentiable; hence $f$ is differentiable. By induction, f is infinitely differentiable.
Differentiating (1) first with respect to y, we arrive at: $$f'(x+y)-f'(x-y)=2f'(y)\;\;\;(2).$$
Differentiating once more with respect to x, we have: $f''(x+y)=f''(x-y),$ so $f''$ is constant. It follows that $f(x)= ax^2+bx+c$ are the only potential solutions.
Substituting $x=y=0$ in (1) and (2) implies $f(0)=f'(0)=0$; hence $f(x)=ax^2\;\;\;(a\in\mathbb{R})$.
It is easy to check that all such $f$ are indeed solutions. $\square$
Is my proof correct?