Math 2.0

Difference and functional equations Definition

Homogeneity equation

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Definition

Let n≥1n \ge 1 be an integer and let kk be a real number. The homogeneity equation of degree kk is the functional equation f(tx)=tkf(x)for all t>0 and x∈ℝn∖{0},f(tx) = t^k f(x) \quad \text{for all } t > 0 \text{ and } x \in \R^n \setminus \set{0}, for an unknown function f ⁣:ℝn∖{0}→ℝf \colon \R^n \setminus \set{0} \to \R. A solution is called a positively homogeneous function of degree kk.

Remarks

Example: f(x,y)=x2+xyf(x, y) = x^2 + xy is a solution with k=2k = 2, since f(tx,ty)=t2x2+t2xy=t2f(x,y)f(tx, ty) = t^2 x^2 + t^2 xy = t^2 f(x, y). Non-example: f(x)=x+1f(x) = x + 1 on ℝ∖{0}\R \setminus \set{0} is not a solution for any kk, since f(2)=3f(2) = 3, f(1)=2f(1) = 2 would need 2k=3/22^k = 3/2, while f(4)=5f(4) = 5, f(2)=3f(2) = 3 would need 2k=5/32^k = 5/3. The general solution is f(x)=∥x∥kg(x/∥x∥)f(x) = \norm{x}^k g(x / \norm{x}), where gg is an arbitrary function on the unit sphere and ∥⋅∥\norm{\cdot} is the Euclidean norm. For differentiable ff, Euler's homogeneous function theorem says that ff is a solution exactly when ∑ixi ∂f/∂xi=kf\sum_i x_i \, \partial f / \partial x_i = k f. Other versions require the identity for all nonzero real tt or for tt in a field, which gives a stronger notion of homogeneity.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Homogeneous_function
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