Consider the following problem:
Determine all functions $f:\mathbb{N}\rightarrow \mathbb{N}$ that satisfy the functional equation $$4f(x^2+y^2)=(f(x)+f(y))^2.$$
So first of all plugging in $x=0=y$, we get that $4f(0)=4f(0)^2$. Hence $f(0)=0$ or $f(0)=1$.
Now using $x=1$ and $y=0$, we get that $f(1)^2+(2f(0)-4)f(1)+f(0)^2=0$. Thus $f(1)=2-f(0)+2\sqrt{1-f(0)}$. Hence if $f(0)=0$, then $f(1)=4$ and if $f(0)=1$, then $f(1)=1$. (Obviously we implicitly assumed that $f(1)\neq 0$.)
Now notice that plugging in $x=y$ yields $f(2x^2)=f(x)^2$. Let's assume that $f(0)=0$ and $f(1)=4$. Then also $4f(x^2)=f(x)^2$. From these equations we easily get that $f(2)=16, f(4)=\frac{f(2)^2}{4}=64, f(8)=f(2)^2=256$, and so on. So we can find $f(2^n)$ using these techniques. We see that $f(2^n)=4^{n+1}$. From this one could guess that $f(x)=4x^2$ is a solution.
Corr-blimey, $f(x)=4x^2$ is a solution! Now notice that $f(x)=0$ is a solution, $f(x)=1$ is also a solution and $f(x)=4x^2$ is a solution. I guess that these solutions are actually determined by there values on $0$ and $1$ for which we already found all possibilities. But how to proceed?
Again assume that $f(0)=0$ and $f(1)=4$. We already know $f(2^n)$. How do we find $f(3)$? Well, notice that $4f(5)=4f(2^2+1^2)=(f(2)+f(1))^2=(16+4)^2=400$. Hence $f(5)=100=4\cdot 5^2$. Now using the Pythagorean triple $(3,4,5)$ we find that $10000=f(5)^2=4f(5)^2=4f(3^2+4^2)=(f(3)+f(4))^2=f(3)^2+128f(3)+64^2$. Solving this equation yields $f(3)=36=4\cdot 3^2$.
Using the above procedure I can find the value of $f(n)$ for a lot of $n$, but I'm not sure whether I can find it for all $n$. There is probably some extra piece of information I'm missing, but I cannot find it. Suggestions are wellcome.
As for the natural number thing I refer you to https://math.stackexchange.com/questions/283/is-0-a-natural-number It's clear from the context that I consider $0\in \mathbb{N}$ and it's mentioned in the comments as well. Typically when dealing with functional equations, $0$ is an important number anyway.
– Mathematician 42 Jun 15 '17 at 08:17