Cauchy's functional equation

Cauchy's functional equationis thefunctional equation: $$f(x+y)=f(x)+f(y).\$$

A function$f$that solves this equation is called anadditive function.Over therational numbers,it can be shown usingelementary algebrathat there is a single family of solutions, namely$f\colon x\mapsto cx$for any rational constant$c.$Over thereal numbers,the family oflinear maps$f:x\mapsto cx,$now with$c$an arbitrary real constant, is likewise a family of solutions; however there can exist other solutions not of this form that are extremely complicated. However, any of a number of regularity conditions, some of them quite weak, will preclude the existence of thesepathologicalsolutions. For example, an additive function$f\colon \mathbb {R} \to \mathbb {R}$islinearif:

• $f$iscontinuous(Cauchy,1821). In fact, it suffices for$f$to be continuous at one point (Darboux,1875).
• $f(x)\geq 0$or$f(x)\leq 0$for all$x\geq 0$.
• $f$ismonotonicon anyinterval.
• $f$isboundedon any interval.
• $f$isLebesgue measurable.
• $f\left(x^{n+1}\right)=x^{n}f(x)$for all real$x$and some positive integer$n$.

On the other hand, if no further conditions are imposed on$f,$then (assuming theaxiom of choice) there are infinitely many other functions that satisfy the equation. This was proved in 1905 byGeorg HamelusingHamel bases.Such functions are sometimes calledHamel functions.

Thefifth problemonHilbert's listis a generalisation of this equation. Functions where there exists a real number$c$such that$f(cx)\neq cf(x)$are known as Cauchy-Hamel functions and are used in Dehn-Hadwiger invariants which are used in the extension ofHilbert's third problemfrom 3D to higher dimensions.

This equation is sometimes referred to asCauchy's additive functional equationto distinguish it fromCauchy's exponential functional equation$f(x+y)=f(x)f(y),$Cauchy's logarithmic functional equation$f(xy)=f(x)+f(y),$andCauchy's multiplicative functional equation$f(xy)=f(x)f(y).$

Solutions over the rational numbers

A simple argument, involving only elementary algebra, demonstrates that the set of additive maps$f\colon V\to W$,where$V,W$are vector spaces over an extension field of$\mathbb {Q}$,is identical to the set of$\mathbb {Q}$-linear maps from$V$to$W$.

Theorem:Let$f\colon V\to W$be an additive function. Then$f$is$\mathbb {Q}$-linear.

Proof:We want to prove that any solution$f\colon V\to W$to Cauchy’s functional equation,$f(x+y)=f(x)+f(y)$,satisfies$f(qv)=qf(v)$for any$q\in \mathbb {Q}$and$v\in V$.Let$v\in V$.

First note$f(0)=f(0+0)=f(0)+f(0)$,hence$f(0)=0$,and therewith$0=f(0)=f(v+(-v))=f(v)+f(-v)$from which follows$f(-v)=-f(v)$.

Via induction,$f(mv)=mf(v)$is proved for any$m\in \mathbb {N} \cup \{0\}$.

For any negative integer$m\in \mathbb {Z}$we know$-m\in \mathbb {N}$,therefore$f(mv)=f((-m)(-v))=(-m)f(-v)=(-m)(-f(v))=mf(v)$.Thus far we have proved

$f(mv)=mf(v)$for any$m\in \mathbb {Z}$.

Let$n\in \mathbb {N}$,then$f(v)=f(nn^{-1}v)=nf(n^{-1}v)$and hence$f(n^{-1}v)=n^{-1}f(v)$.

Finally, any$q\in \mathbb {Q}$has a representation$q={\frac {m}{n}}$with$m\in \mathbb {Z}$and$n\in \mathbb {N}$,so, putting things together,

$f(qv)=f\left({\frac {m}{n}}\,v\right)=f\left({\frac {1}{n}}\,(mv)\right)={\frac {1}{n}}\,f(mv)={\frac {1}{n}}\,m\,f(v)=qf(v)$,q.e.d.

Properties of nonlinear solutions over the real numbers

We prove below that any other solutions must be highlypathologicalfunctions. In particular, it is shown that any other solution must have the property that itsgraph$\{(x,f(x))\vert x\in \mathbb {R} \}$isdensein$\mathbb {R} ^{2},$that is, that any disk in the plane (however small) contains a point from the graph. From this it is easy to prove the various conditions given in the introductory paragraph.

Lemma—Let$t>0$.If$f$satisfies the Cauchy functional equation on the interval$[0,t]$,but is not linear, then its graph is dense on the strip$[0,t]\times \mathbb {R}$.

Proof

WLOG, scale$f$on the x-axis and y-axis, so that$f$satisfies the Cauchy functional equation on$[0,1]$,and$f(1)=1$. It suffices to show that the graph of$f$is dense in$(0,1)\times \mathbb {R}$,which is dense in$[0,1]\times \mathbb {R}$.

Since$f$is not linear, we have$f(a)\neq a$for some$a\in (0,1)$.

Claim: The lattice defined by$L:=\{(r_{1}+r_{2}a,r_{1}+r_{2}f(a)):r_{1},r_{2}\in \mathbb {Q} \}$is dense in$\mathbb {R} ^{2}$.

Consider the linear transformation$A:\mathbb {R} ^{2}\to \mathbb {R} ^{2}$defined by

$$A(x,y)={\begin{bmatrix}1&a\\1&f(a)\end{bmatrix}}{\begin{bmatrix}x\\y\end{bmatrix}}$$

With this transformation, we have$L=A(\mathbb {Q} ^{2})$.

Since$\det A=f(a)-a\neq 0$,the transformation is invertible, thus it is bicontinuous. Since$\mathbb {Q} ^{2}$is dense in$\mathbb {R} ^{2}$,so is$L$.$\square$

Claim: if$r_{1},r_{2}\in \mathbb {Q}$,and$r_{1}+r_{2}a\in (0,1)$,then$f(r_{1}+r_{2}a)=r_{1}+r_{2}f(a)$.

If$r_{1},r_{2}\geq 0$,then it is true by additivity. If$r_{1},r_{2}<0$,then$r_{1}+r_{2}a<0$,contradiction.

If$r_{1}\geq 0,r_{2}<0$,then since$r_{1}+r_{2}a>0$,we have$r_{1}>0$.Let$k$be a positive integer large enough such that${\frac {r_{1}}{k}},{\frac {-r_{2}a}{k}}\in (0,1)$.Then we have by additivity:

$$f\left({\frac {r_{1}}{k}}+{\frac {r_{2}a}{k}}\right)+f\left({\frac {-r_{2}a}{k}}\right)=f\left({\frac {r_{1}}{k}}\right)$$

That is,

$${\frac {1}{k}}f\left(r_{1}+r_{2}a\right)+{\frac {-r_{2}}{k}}f\left(a\right)={\frac {r_{1}}{k}}$$$\square$

Thus, the graph of$f$contains$L\cap ((0,1)\times \mathbb {R} )$,which is dense in$(0,1)\times \mathbb {R}$.

Existence of nonlinear solutions over the real numbers

The linearity proof given above also applies to$f\colon \alpha \mathbb {Q} \to \mathbb {R},$where$\alpha \mathbb {Q}$is a scaled copy of the rationals. This shows that only linear solutions are permitted when thedomainof$f$is restricted to such sets. Thus, in general, we have$f(\alpha q)=f(\alpha )q$for all$\alpha \in \mathbb {R}$and$q\in \mathbb {Q}.$However, as we will demonstrate below, highly pathological solutions can be found for functions$f\colon \mathbb {R} \to \mathbb {R}$based on these linear solutions, by viewing the reals as avector spaceover thefieldof rational numbers. Note, however, that this method is nonconstructive, relying as it does on the existence of a(Hamel) basisfor any vector space, a statement proved usingZorn's lemma.(In fact, the existence of a basis for every vector space is logically equivalent to theaxiom of choice.) There exist modelswhere all sets of reals are measurable which are consistent with ZF +DC,and therein all solutions are linear.

To show that solutions other than the ones defined by$f(x)=f(1)x$exist, we first note that because every vector space has a basis, there is a basis for$\mathbb {R}$over the field$\mathbb {Q},$i.e. a set${\mathcal {B}}\subset \mathbb {R}$with the property that any$x\in \mathbb {R}$can be expressed uniquely as${\textstyle x=\sum _{i\in I}{\lambda _{i}x_{i}},}$where$\{x_{i}\}_{i\in I}$is a finitesubsetof${\mathcal {B}},$and each$\lambda _{i}$is in$\mathbb {Q}.$We note that because no explicit basis for$\mathbb {R}$over$\mathbb {Q}$can be written down, the pathological solutions defined below likewise cannot be expressed explicitly.

As argued above, the restriction of$f$to$x_{i}\mathbb {Q}$must be a linear map for each$x_{i}\in {\mathcal {B}}.$Moreover, because$x_{i}q\mapsto f(x_{i})q$for$q\in \mathbb {Q},$it is clear that$f(x_{i}) \over x_{i}$is the constant of proportionality. In other words,$f\colon x_{i}\mathbb {Q} \to \mathbb {R}$is the map$\xi \mapsto [f(x_{i})/x_{i}]\xi.$Since any$x\in \mathbb {R}$can be expressed as a unique (finite) linear combination of the$x_{i}$s, and$f\colon \mathbb {R} \to \mathbb {R}$is additive,$f(x)$is well-defined for all$x\in \mathbb {R}$and is given by: $$f(x)=f{\Big (}\sum _{i\in I}\lambda _{i}x_{i}{\Big )}=\sum _{i\in I}f(x_{i}\lambda _{i})=\sum _{i\in I}f(x_{i})\lambda _{i}.$$

It is easy to check that$f$is a solution to Cauchy's functional equation given a definition of$f$on the basis elements,$f\colon {\mathcal {B}}\to \mathbb {R}.$Moreover, it is clear that every solution is of this form. In particular, the solutions of the functional equation are linearif and only if$f(x_{i}) \over x_{i}$is constant over all$x_{i}\in {\mathcal {B}}.$Thus, in a sense, despite the inability to exhibit a nonlinear solution, "most" (in the sense of cardinality) solutions to the Cauchy functional equation are actually nonlinear and pathological.

See also

• Antilinear map– Conjugate homogeneous additive map
• Homogeneous function– Function with a multiplicative scaling behaviour
• Minkowski functional– Function made from a set
• Semilinear map– homomorphism between modules, paired with the associated homomorphism between the respective base ringsPages displaying wikidata descriptions as a fallback

References

• Kuczma, Marek(2009).An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality.Basel: Birkhäuser.ISBN9783764387495.
• Hamel, Georg (1905). "Eine Basis aller Zahlen und die unstetigen Lösungen der Funktionalgleichung: f(x+y) = f(x) + f(y)".Mathematische Annalen.

External links

• Solution to the Cauchy EquationRutgers University
• The Hunt for Addi(c)tive Monster
• Martin Sleziak; et al. (2013)."Overview of basic facts about Cauchy functional equation".StackExchange.Retrieved20 December2015.