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I was doing my homework and one question occur to me:

Let $f$ be a bounded continuous function on $\mathbb{R}$ that satisfies $f(x)=\int_{x}^{x+1}f(t)\mathrm{d}t$ for all $x\in\mathbb{R}$. Show that $f$ is a constant, i.e. $f\equiv C$ for some $C\in\mathbb{R}$.

I didn't think too much of it, and I thought it was easy. This is my answer:

By definition of $f$ it is trivial that $f\in C^\infty(\mathbb{R})$. By taking the derivative on both side of the equation we obtain $$f^\prime(x)=f(x+1)-f(x),\forall x\in\mathbb{R}.$$ Since $f\in C^\infty(\mathbb{R})$, it is valid to take the Taylor series of $f$, i.e. $$f(x+1)-f(x)=\left(f(x)+\frac{f^\prime(x)}{1!}+\frac{f^{\prime\prime}(x)}{2!}+\cdots\right)-f(x)=f^\prime(x)+\frac{f^{\prime\prime}(x)}{2}+\cdots,$$ whence $f^{(k)}(x)=0$ for all $k=2,3,\cdots$. This implies $f$ is linear. However, if $f(x)=kx+b$ with $k\ne 0$, it will not satisfy the equation $f(x)=\int_{x}^{x+1}f(t)\mathrm{d}t$, therefore $f$ is a constant.

However, in the instructor's note the proof is very complicated. I wonder whether my proof is correct. Thanks in advance.

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    There exist $C^{\infty}$ functions that do not equal their Taylor series pointwise. Also, I think a little more attention should be given to the argument that $f \in C^{\infty}$. You need to write $f(x) = \int_{0}^{x+1} f(t)d t - \int_{0}^x f(t)d t$, and then use the fund.thm. of calculus on each individual term to claim that $ \int_{0}^{x+1} f(t)d t $ and $\int_{0}^x f(t)d t$ are themselves differentiable, therefore $f$ is differentiable. One can iterate that argument to conclude that $f \in C^{\infty}$ but the Taylor series point stands. – Sarvesh Ravichandran Iyer Oct 28 '23 at 05:05
  • E.g. the ones here https://en.wikipedia.org/wiki/Non-analytic_smooth_function – Jose Avilez Oct 28 '23 at 05:06
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    Actually, the reverse implication does not hold! For example, $f(x) = ax+b$ satisfies the differential equation without being a solution to the integral equation. To see this, note that integrating both sides of the differential equation from $0$ to some $T$, say, does not yield the integral equation back exactly! One needs to be cleverer in this problem than to merely differentiate. – Sarvesh Ravichandran Iyer Oct 28 '23 at 05:21
  • Thank you very much, I think I understand better now. The condition $f\in C^\infty$ is not "strong" enough that Taylor series here may not converge to $f$ pointwise. Actually may answer here is inspired by another exercise, which states $f(x)=\frac{n}{2}\int_{x-1/n}^{x+1/n}f(t)\mathrm{d}t$ for all $n$. I think here Taylor series applied is since this is true for all $n\in\mathbb{N}$. Am I right? – MathLearner Oct 28 '23 at 05:28
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    Worth noting there is another problem with this argument - even if you get the Taylor series to converge to $f(x+1)$, that just gives you $$\sum_{k=2}^\infty \frac{f^{(k)}(x)}{k!} = 0,$$ it doesn't necessarily tell you the individual terms of that sum are $0$. – M W Oct 28 '23 at 12:35
  • Maybe try a Laplace transform? – Cameron Williams Oct 28 '23 at 14:24
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    Similar: https://math.stackexchange.com/q/950961/42969 – Martin R Oct 29 '23 at 20:47

2 Answers2

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[update - the alternative strategy I propose in the concluding remark seems not to work, as I explain below, though the main proof itself is fine.]

As you have observed, taking derivatives of each side (via the second fundamental theorem per Sarvesh Ravichandran Iyer's comment) gives us $f'(x)=f(x+1)-f(x)$. Note this implies $f'$ is continuous, and since $|f(x)|\leq M$ for some $M$ we also have $|f'(x)|\leq 2M$. In particular, $f$ is $2M$-Lipschitz.

One has to argue a little more carefully to show the Taylor series actually converges to $f(x)$ for each $x$. This can be done, as previously noted by Gerd, via Taylor remainder estimates, using the bound $|f^{(k)}(x)|\leq 2^kM$. However, as mentioned in the comments, this only immediately shows you that $\sum_{k=2}^\infty \frac{f^{(k)}(x)}{k!}=0$. It is not clear why each term must be $0$. Therefore, while your approach may still work, it is not obvious to me how to salvage it.

However, just the bound on the first derivative is already enough to prove the result, without taking further derivatives. Here is a proof:


Proof

Our strategy will be to show that if $f'$ is ever (WLOG) positive, then we can find another point where $f'$ is quantitatively larger, so we obtain a sequence of points on which $f'$ increases without bound, contradicting the bound $|f'(x)|\leq 2M$.

Suppose by contradiction that WLOG $f'(x)=\epsilon>0$ for some $x$. Then for $t\in[x+1-\frac{\epsilon}{2M},x+1]$, we have by the Lipschitz condition that

$$f(t)\geq f(x+1)-2M(x+1-t),$$ which is linear from $f(x)$ to $f(x+1)$ on that interval, and so we obtain $$\int_{x+1-\frac{\epsilon}{2M}}^{x+1} (f(t)-f(x))dt \geq \frac{1}{2}\cdot \frac{\epsilon}{2M}(f(x+1)-f(x))=\frac{\epsilon^2}{4M}.$$ Since the average of $f$ over $[x,x+1]$ is $f(x)$, we must have $$\int_x^{x+1-\frac{\epsilon}{2M}} (f(x)-f(t)) dt\geq \frac{\epsilon^2}{4M}.\tag{1}$$ Now, if $y$ is the largest value in $[x,x+1]$ for which $f(y)=f(x)$, then we obtain $$\int_x^y (f(x)-f(t)) dt\geq \frac{\epsilon^2}{4M},\tag{2}$$ since the integrand in (1) is negative after $t=y$.

However, the Lipschitz condition gives us $$f(x)-f(t)\leq 2M(t-x),$$ so integrating the right hand side over $[x,y]$ and combining with (2) we have the estimate

$$M(y-x)^2\geq \frac{\epsilon^2}{4M},$$ so that $y-x\geq \frac{\epsilon}{2M}$. Then by the mean value theorem we have some $z\in [y,x+1]$ with $$f'(z)=\frac{f(x+1)-f(y)}{x+1-y}\geq\frac{\epsilon}{1-\frac{\epsilon}{2M}}.$$

Note also that if we started with $f'(x)=\epsilon'\geq\epsilon$, then we would conclude $$f'(z)\geq \frac{\epsilon'}{1-\frac{\epsilon'}{2M}}\geq \frac{\epsilon}{1-\frac{\epsilon}{2M}},$$ so we can summarize that if there is a point $x$ with $f'(x)\geq \epsilon$, then there is a point $z$ with $f'(z)\geq \frac{\epsilon}{1-\frac{\epsilon}{2M}}$.

Then letting $\epsilon_0=\epsilon$ and $\epsilon_{n+1}=\frac{\epsilon_n}{1-\frac{\epsilon_n}{2M}}$, we have for each $n$ a point $x_n$ with $f'(x_n)\geq \epsilon_n$. But $\epsilon_n$ increases without bound - to see this note that $\epsilon_n$ is certainly increasing, and so we may estimate

$$\frac{\epsilon_{n+1}}{\epsilon_n}= \frac{1}{1-\frac{\epsilon_n}{2M}}\geq \frac{1}{1-\frac{\epsilon}{2M}}>1,$$ so $$f'(x_n)\geq \epsilon_n\geq \epsilon\left(\frac{1}{1-\frac{\epsilon}{2M}}\right)^n\to\infty.$$

This contradicts the boundedness of $f'(x)$.


Remark

Another avenue of proof might be to observe that if $\mathcal F\subseteq C_b(\mathbb R)$ is the space of bounded continuous functions satisfying the given condition, then $\mathcal F$ is closed under the supremum norm, and the differential $f\mapsto f'$ restricts to a continuous (in the sup norm) linear map $D\colon \mathcal F\to \mathcal F$, so by this result (*not quite actually), $\mathcal F$ is finite dimensional.

[*edit: just realized that at the link they are discussing functions in $C([0,1])$, so the result might not generalize to $C_b(\mathbb R)$, I’ll have to think more on that. In fact, I think this is false, and you should actually be able to embed an isometric copy of $c_b$ (space of bounded sequences) into $C_b(\mathbb R)$ so that the image consists of smooth functions and differentiation is continuous. Thus this alternative strategy is probably not salvageable, but I’ll leave the idea here anyway for just a bit before deleting, in case I or anyone else thinks of a fix. We might be able to get some mileage out of the fact that $\mathcal F$ consists of real analytic functions, and hence the restriction to a compact interval is injective.]

Then if $P$ is the characteristic polynomial of $D$, we have $P(D)=0$, so that every member of $\mathcal F$ lies in the solution set to a homogenous linear $n$-th order ODE with constant coefficients. Since the functions in $\mathcal F$ are bounded, we then know that $\mathcal F$ consists entirely of functions of the form $$f(x)=C+\sum_i a_i\sin(\omega_ix)+b_i\cos(\omega_i x).$$

One then simply needs to show that any such functions satisfying the given condition are constant. Ex post facto, this is true, as we have proven the result with other means, but I didn't immediately see how to cleanly show this (I doubt it is hard, but it might or might not be messy) and may not have time to further explore, so I will leave this as a remark.

M W
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This requires something which might be more advanced than what your class covers, but if you view $f(x)$ as a distribution, then your condition is that for all $x$ you have $$f \ast \chi_{[-1,0]} (x) = f(x)$$ Taking Fourier transforms of both sides gives that as distributions you have $$\hat{f}(\xi) \widehat{\chi_{[-1,0]}}(\xi) = \hat{f}(\xi)$$ This gives $$\hat{f}(\xi) (\widehat{\chi_{[-1,0]}}(\xi) - 1) = 0$$ Since $\widehat{\chi_{[-1,0]}}(\xi) - 1 = 0$ only for $\xi = 0$, the above only holds if $\hat{f}(\xi)$ is supported on $\{0\}$, corresponding to $f$ being constant.

It's worth pointing out that if $\widehat{\chi_{[-1,0]}}(\xi_0) - 1$ were equal to $0$ for some $\xi_0 \neq 0$, your equation would have another bounded solution $e^{i \xi_0 x}$.

Zarrax
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  • From $\hat{f} = 0$ you can only deduce that $\hat{f}$ is a linear combination of $\delta$ and it's derivatives, I.e that $f$ is a polynomial. – Mason Nov 02 '23 at 21:14
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    @Mason In our situation, though, that is enough, since a bounded polynomial is constant. – M W Nov 03 '23 at 00:20
  • (Also worth noting that even without boundedness, a non-constant polynomial will eventually be strictly monotone for large $x$, and a function satisfying the given condition cannot ever be strictly monotone on $[x,x+1]$) – M W Nov 03 '23 at 01:50