Functional Equations & Recurrences

Study Sheet

Functional Equations & Recurrences

Substitution, symmetry, Cauchy’s equation, periodicity, fixed points

Solving for Functions

Tip
The substitution playbook

Plug in 00, 11, x-x, 1x\tfrac1x, 1x1 - x, y=xy = x; use the equation to build a second equation, then eliminate.

f(x)+2f(1x)=3xf(x) + 2f(1 - x) = 3x: substitute x1xx \to 1 - x and solve the 2×22\times2 system — f(x)=23xf(x) = 2 - 3x. f(x)+2f(1x)=3xf(x) + 2f(\tfrac1x) = 3x: substitute x1xx \to \tfrac1xf(x)=2xxf(x) = \tfrac2x - x. Always VERIFY the candidate in the original equation; the elimination only shows that IF a solution exists it has this form.

Tip
Cauchy's equation and its relatives

f(x+y)=f(x)+f(y)f(x + y) = f(x) + f(y) has only f(x)=cxf(x) = cx on Q\mathbb Q (and on R\mathbb R under any regularity: continuous, monotone, bounded on an interval). f(xy)=f(x)f(y)f(xy) = f(x)f(y), f(x+y)=f(x)f(y)f(x+y) = f(x)f(y), f(xy)=f(x)+f(y)f(xy) = f(x) + f(y) reduce to it by logs and exponentials.

On Q\mathbb Q: f(n)=nf(1)f(n) = nf(1) by induction, then f(pq)=pqf(1)f(\tfrac pq) = \tfrac pqf(1) by qf(pq)=f(p)qf(\tfrac pq) = f(p) — so f(1)=7f(1) = 7 gives f(37)=3f(\tfrac37) = 3. A functional equation with an extra term (f(x+y)=f(x)+f(y)+xyf(x+y) = f(x) + f(y) + xy) is Cauchy after subtracting a particular solution (x22\tfrac{x^2}{2}). Multiplicative equations: f(12)=f(2)2f(3)f(12) = f(2)^2f(3) when the equation holds for ALL pairs.

Tip
Periodicity, involutions, and iteration

Compose the function with itself; find the order. f(x)=11xf(x) = \tfrac{1}{1-x} has f(3)=xf^{(3)} = x, so f(2026)=ff^{(2026)} = f and f(2026)(2)=1f^{(2026)}(2) = -1.

Equations like f(f(x))=xf(f(x)) = x (involutions), f(x+1)=f(x)f(x + 1) = -f(x) (period 22), or f(x+a)=1+f(x)1f(x)f(x+a) = \tfrac{1 + f(x)}{1 - f(x)} (a tangent-addition disguise, period 4a4a) are solved by computing a few iterates. Fixed points constrain everything: if f(f(x))=xf(f(x)) = x and ff is continuous and increasing then f(x)=xf(x) = x. For recurrences an+1=g(an)a_{n+1} = g(a_n), the fixed points of gg and the sign of gg' there decide convergence.

Side note
Injectivity and surjectivity: the hidden lemmas

If f(f(x))=x+cf(f(x)) = x + c then ff is injective (compose to cancel) and its range covers a translate of the real line. Showing ff is injective lets you cancel it on both sides of an equation; showing it is surjective lets you choose an xx with f(x)=f(x) = anything. Half of Putnam functional-equation solutions are one such lemma followed by a substitution.

Try it
Try it: build the second equation

Find all f:R{0,1}Rf:\mathbb R\setminus\{0,1\}\to\mathbb R with f(x)+f ⁣(11x)=xf(x) + f\!\left(\tfrac{1}{1-x}\right) = x.

The map x11xx \to \tfrac{1}{1-x} has order 33; apply it twice more to get three equations in f(x),f(11x),f(11x)f(x), f(\tfrac{1}{1-x}), f(1 - \tfrac1x), and solve: f(x)=x3x+12x(x1)f(x) = \tfrac{x^3 - x + 1}{2x(x-1)}. Verify by substitution.

Proofs & Why It Matters

Tip
Proof: Cauchy's equation on Q\mathbb Q

If f(x+y)=f(x)+f(y)f(x + y) = f(x) + f(y) for all rationals, then f(x)=cxf(x) = cx with c=f(1)c = f(1).

f(0)=2f(0)f(0) = 2f(0) gives f(0)=0f(0) = 0; f(x)=f(x)f(-x) = -f(x) from f(x)+f(x)=f(0)f(x) + f(-x) = f(0). Induction gives f(nx)=nf(x)f(nx) = nf(x) for positive integers nn, hence for all integers. For x=pqx = \tfrac pq: qf(pq)=f(p)=pf(1)qf(\tfrac pq) = f(p) = pf(1), so f(pq)=pqf(1)f(\tfrac pq) = \tfrac pqf(1). \blacksquare Significance: extending to R\mathbb R needs a regularity hypothesis — continuity at one point, monotonicity, or boundedness on an interval — and without it there are wild solutions (a Hamel basis). A Putnam solution must name which hypothesis it uses.

Tip
Proof: a continuous involution with no fixed... an increasing involution is the identity

If ff is continuous, strictly increasing, and f(f(x))=xf(f(x)) = x, then f(x)=xf(x) = x.

Suppose f(a)>af(a) > a for some aa. Apply the increasing ff: f(f(a))>f(a)f(f(a)) > f(a), i.e. a>f(a)a > f(a) — contradiction. Symmetrically f(a)<af(a) < a is impossible. \blacksquare Significance: monotonicity plus an involution equation collapses to the identity — the reason problems with f(f(x))=xf(f(x)) = x always specify "decreasing" or drop monotonicity when they want interesting solutions like f(x)=1xf(x) = \tfrac1x or cxc - x.

Going Deeper: Worked Problems

Example
Worked: a recurrence by fixed points

Let a1=1a_1 = 1 and an+1=2+ana_{n+1} = \sqrt{2 + a_n}. Show the sequence converges and find the limit.

Step 1 — fixed points of g(x)=2+xg(x) = \sqrt{2 + x}: x2=2+xx^2 = 2 + x gives x=2x = 2 (the positive root).

Step 2 — monotone and bounded: by induction an<2a_n < 2 (since an<2an+1<4=2a_n < 2 \Rightarrow a_{n+1} < \sqrt4 = 2) and an+1>ana_{n+1} > a_n (since 2+a>a\sqrt{2 + a} > a iff a2a2<0a^2 - a - 2 < 0 iff a<2a < 2).

Step 3 — the monotone convergence theorem gives a limit LL, and continuity of gg gives L=g(L)L = g(L), so L=2L = 2.

Step 4 — rate: g(2)=14g'(2) = \tfrac14, so the error shrinks by a factor of 44 per step — a contraction, which is the general convergence criterion.

Example
Worked: a functional equation with an extra term

Find all f:QQf:\mathbb Q\to\mathbb Q with f(x+y)=f(x)+f(y)+2xyf(x + y) = f(x) + f(y) + 2xy and f(1)=3f(1) = 3.

Step 1 — guess the particular solution from the extra term: x2x^2 satisfies (x+y)2=x2+y2+2xy(x+y)^2 = x^2 + y^2 + 2xy.

Step 2 — set g(x)=f(x)x2g(x) = f(x) - x^2; then g(x+y)=g(x)+g(y)g(x + y) = g(x) + g(y): Cauchy on Q\mathbb Q, so g(x)=cxg(x) = cx with c=g(1)=f(1)1=2c = g(1) = f(1) - 1 = 2.

Step 3 — f(x)=x2+2xf(x) = x^2 + 2x.

Step 4 — verify: (x+y)2+2(x+y)=x2+2x+y2+2y+2xy(x+y)^2 + 2(x+y) = x^2 + 2x + y^2 + 2y + 2xy ✓, and f(1)=3f(1) = 3 ✓. Subtracting a particular solution to reach Cauchy is the standard reduction.