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For which $t\ge0$ does there exist a differentiable function $f$ with $f(0)=0$, $f'(x)>f(x)$ for all $x>0$ and with $f'(0)=t$?

This question was inspired by (and is a variation of) the following question and its answer.

Let $f:\mathbb R \to \mathbb R$ be a differentiable function such that $f(0)=0$ and $f'(x)>f(x)$ for all $x>0$.
It could be shown then, as in the answer referred to above, that $f(x)>0$ for all $x>0$.
The solution goes as follows (with some details added).

Let $g(x)=e^{-x} f(x)$. Because $g'(x)=e^{-x}\Bigl(f'(x)-f(x\Bigr)>0$ we have that $g(x)$ is strictly increasing on the interval $(0,\infty)$. Since $g(0)=0$ we have $g(x)>0$ for all $x\in(0,\infty)$, hence $f(x)=e^x g(x)>0$ whenever $x\in(0,\infty)$.

On close inspection this argument works even if we add to the assumptions the requirement that $f'(0)<0$. This seems contradictory, since then on one hand $f(x)>0$ for all $x>0$, but on the other hand $f(x)<0$ for all $x\in(0,\varepsilon)$, for some small enough $\varepsilon>0$. This contradiction only shows that no such $f$ exist that satisfy all these conditions (including $f'(0)<0$). Thus the following:

Question. For which $t\ge0$ does there exist an $f$ with $f'(0)=t$, and with $f(0)=0$, $f'(x)>f(x)$ for all $x>0$?

Easily $t≥1$ works, e.g. $f(x)=e^{tx}−1$. I wonder if any $t<1$ might also work, in particular if $t=0$ works.

I feel the solution may have something to do with the notion of blow up as understood in this answer, but I don't seem to be able to figure the details. Tried to get a modification of $e^{-\frac1{x^2}}$ but it only works on a bounded interval of positive reals, not on all of $(0,\infty)$. Thank you for your help.

(I included tag integration only because I thought the answer may have also something to do with the average value of $f$ on any interval $[a,b]$, defined as $\frac1{b-a}\int_a^b f(x) dx$. In particular the average value of $f'(x)$ on $[0,b]$ is $\frac1b\int_0^b f'(x) dx=f(b)$.)

Mirko
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    If I understand well your question $f(x)=txe^x$ works, for $t>0$. And $f(x)=x^2e^x$ works for $t=0$. – Omran Kouba Dec 15 '15 at 21:07
  • Yes, for $t>0$ your example works. I should have spent more time trying to come up with an example, somehow I expected there may be no such examples. What about $t=0$? (let me also read an answer that someone just posted) – Mirko Dec 15 '15 at 21:15

1 Answers1

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You could go with a function of the form $$f(x) = g(x)e^x,$$ for some nonnegative $g(x)$ with positive derivative. Then $$f'(x) = g'(x)e^x + f(x) > f(x).$$

Also, I think this is related to the question I asked here: Effect of differentiation on function growth rate about function growth rates.


Edit:

Also, if you are only interested in the existence of such a function and not a simple formula, one could use the existence and uniqueness theorem for ODEs. One sets up the following ODE: $$f'(x) = f(x) + w(x),$$ with the boundary condition $$f(0)=0.$$ Then for any "gap" function $w$ with $$w(0)=t,$$ the other "boundary condition" $$f'(0)=0 + w(0) = t$$ is also guaranteed to be satisfied as well.

Nick Alger
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  • Thank you, this answers my question. You also assume $g(0)=0$ (since $0=f(0)=g(0))$ and you may allow $g'(0)=t\ge0$ even if you need $g'(x)>0$ for $x>0$. So $g(x)=e^{-\frac1{x^2}}$ solves the $t=0$ case, and $g(x)=e^{tx}$ solves the $t>0$ case (where another solution was given by @OmranKouba in a comment). Will take a look at the related question that you pointed me to. – Mirko Dec 15 '15 at 21:26