Let f : R+ -> R such that f is differentiable and has the property f(xy) = f(x)+f(y).
-
Are you sure you meant $f : \mathbb{R}^+ \mapsto \mathbb{R}$? Or did you just mean $f : \mathbb{R} \mapsto \mathbb{R}$? – The Pointer Nov 24 '20 at 13:41
-
I think it is indeed from $]0,+\infty[$ to $\mathbb{R}$: if you could take $x=0$, then with $y=0$ you get $f(0)=0$, and then for any $y$ (and still $x=0$), you get $0=f(y)$ – charmd Nov 24 '20 at 13:43
-
@ThePointer There is no non-trivial such function with domain $\Bbb R$ – Hagen von Eitzen Nov 24 '20 at 13:43
-
I did my best to clean up the original question. Feel free to edit further if I got something wrong. – The Pointer Nov 24 '20 at 13:45
2 Answers
Denote $g(x) = f(\exp(x))$ for $x \in \mathbb{R}$. Plugging $\exp(x)$ and $\exp(y)$ in the functional equation gives you $f(e^{x+y})=f(e^x)+f(e^y)$, so:
$$\forall x,y\in\mathbb{R},\ g(x+y)=g(x)+g(y)$$
You also know that $g$ is differentiable, so looking at standard results on the Cauchy functional equation, you find that $g(x) = a x$ for some constant $a$.
That gives you $f(x) = g(\ln(x)) = a \ln(x)$, so $f'(x) = \frac{a}{x}$.
Alternative answer using that $f$ is differentiable (and not only continuous).
First note that $f(1\cdot 1)=f(1)+f(1)$, so $f(1)=0$. Then take $x>0$, and $h$ close to $0$. Then using the equation with $y = 1+\frac{h}{x}$ yields $f(x+h) = f(x) + f\big(1 + \frac{h}{x}\big)$, so subtracting $f(1)=0$ and dividing by $h$, we get: $$\frac{f(x+h)-f(x)}{h} = \frac{1}{x} \cdot \frac{f\big(1 + \frac{h}{x}\big) - f(1)}{\frac{h}{x}}$$
When $h$ goes to zero, the RHS goes to $\frac{1}{x}\cdot f'(1)$, and the LHS goes to $f'(x)$, so $f'(x)=\frac{f'(1)}{x}$. Your constant $a$ is $f'(1)$.

- 6,050
Define $g\colon \Bbb R\to\Bbb R$ as $g(x)=f(e^ x)$. Then we arrive at the Cauchy functional equation$$g(x+y)=f(e^{x+y})=f(e^xe^y)=f(e^x)+f(e^y)=g(x)+g(y).$$ Recall that the only continuous $g$ with ths property are of the form $g(x)=ax$. Then $$ a=g'(x)=e^xf'(e^x)$$ for all $x\in\Bbb R$.

- 374,180