If $f(f(x)) = x+1, f(x+1) = f(x) + 1$, where $f: \Bbb R \rightarrow \Bbb R$ is real-analytic, bijective, monotonically increasing, is it true that $f(x) = x + 1/2$?
I have tried to represent $f(x)$ as power series in a neighborhood of arbitrary $x_{0}$ and $y_{0} = f(x_{0})$. It's obvious that we can choose such a neighborhood $U_{0}(x_{0})$ that it's image by $f$ is $U_{1}(y_{0})$. Then, we can try to find the power series of $f(f(x))$, which is equal to $x+1$. But I cannot see, how such an equation shows that $f(x) = x + 1/2$.
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1$x+\frac{1}{2}$ is a solution. I am not sure if it is the solution. – Vasili Nov 04 '21 at 13:23
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8Note that the first condition implies the second. Indeed, applying $f$ to the first condition gives $f(f(f(x))) = f(x + 1)$. Applying the first condition again on the LHS gives $f(x) + 1 = f(x + 1)$. – Aryaman Maithani Nov 04 '21 at 13:27
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1@Sil have tried to represent $f(x)$ as power series in a neighborhood of arbitrary $x_{0}$ and $y_{0} = f(x_{0})$. It's obvious that we can choose such a neighborhood $U_{1}(x_{0})$ that it's image by $f$ is $U_{2}(y_{0})$. Then, we can try to find the power series of $f(f(x))$, which is equal to $x+1$. But I cannot see, how such an equation shows that $f(x) = x + 1/2$. – Newone Nov 04 '21 at 14:09
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2The first condition also implies that $f$ is bijective. – Sungjin Kim Nov 04 '21 at 14:34
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Not a solution. Let $f(x)=\sum_{i=0}^\infty a_i x^i$. From proven facts: $f(k)=f(0)+k$ for any $k\in\mathbb{N}$. Therefore $f(0)=a_0$, $\sum_{i=1}^\infty a_1=1$, $\sum_{i=2}^\infty a_i(k^i-k)=0$ for any $k\in\mathbb{N}$. Last formula contains infinite number of linear equations for infinite number of coefficients $a_i$, $i>1$ and the right hand side of every equation is zero. All the equations are linearly independent so there must not be non-zero solution, but I cannot prove it strictly. If all $a_i$ except $a_0$, $a_1$ are zeroes, one can easily find $a_0$, $a_1$. – Ivan Kaznacheyeu Nov 04 '21 at 15:07
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3@ThomasAndrews I think your answer would work if we assume $h(x)$ to be real-analytic as well, for example $h(x)=x+\frac{\sin (2\pi x)}{4 \pi}$ and $f(x)=h^{-1}\left(h(x)+\frac12\right)$ would work (at least it is infinitely differentiable now) – Sil Nov 04 '21 at 15:13
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@Sil Why don't you just post that as an answer? It's actually analytic thanks to the Lagrange inversion theorem, since $ h'(x) = 1 + \cos(2 \pi x)/2 $ is bounded from below by $ 1/2 $. – Ege Erdil Nov 04 '21 at 16:01
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@EgeErdil There is already a similar answer deleted so I did not want to copy. Will see if Thomas decides to update his answer, otherwise I guess we can post it separately. Based on the theorem I guess any analytic bijective $h(x)$ with $h(x+1)=h(x)+1$ and $h'(x)>0$ should work then. – Sil Nov 04 '21 at 16:15
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$f(x)-x$ is periodic function with period 1, so one can search solution in form $f(x)=x+f(0)+a_1 \sin(2\pi x)+a_2 \sin(4\pi x)+\ldots$. One of such solutions is solution in the form of Thomas Andrews $f(x)=h^{-1}(h(x)+1/2)$ with function $h(x)$ from Sil comment. – Ivan Kaznacheyeu Nov 04 '21 at 19:23
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I'm still not sure if other solution is analytic. According to my calculations $f^{(n)}(0)$ extremely grows with increasing $n$. Can anyone introduce example of closed-form analytic function with increasing higher order derivatives? – Ivan Kaznacheyeu Nov 05 '21 at 07:04
2 Answers
The answer is no. All that can be said is that $f$ is conjugate to the shift $x\mapsto x+1/2$. More precisely:
Theorem A real analytic function $\newcommand{\R}{{\mathbb R}}f:\R\to\R$ satisfies $f(f(x))=x+1$ for all real $x$ if and only if it can be written
$$\tag{1}f(x)=h\left(h^{-1}(x)+\tfrac12\right)$$
where $h:\R\to\R$ is real analytic and satisfies $h(x+1)=h(x)+1$ and $h'(x)>0$ for all real $x$.
Remarks: 1. (1) is equivalent to $h^{-1}\circ f\circ h(x)=x+\frac12$, that is $h$ conjugates $f$ to the shift $x\mapsto x+\frac12$.
2. The Theorem is also valid for continuous functions instead of real analytic functions. The statement "$h'(x)>0$" has to be replaced by
"$h$ strictly increasing".
3. An analogous theorem holds for real analytic $f$ satisfying $f^{\circ n}(x)=x+1$ where $f^{\circ n}$ denotes the repeated composition of $n$ copies of $f$.
Proof: The sufficieny of (1) had already been checked in previous answers or comments:
$$f(f(x))=h(h^{-1}(x)+1)=h(h^{-1}(x))+1=x+1.$$
So let us prove the necessity as well. Recall from the comments to the question that $f(x+1)=f(x)+1$ for all $x$ because both expressions are equal to $f(f(f(x)))$ and that $f$ is necessarily bijective with inverse $f^{-1}(x)=f(x-1)=f(x)-1$. Since $f$ is continuous and bijective, it is also strictly monotonous. As $f(x+1)=f(x)+1$, it must be strictly increasing.
In order to motivate the construction, let us discuss the uniqueness of $h$ in (1), if it exists. We claim that $\tilde h=h\circ \phi$ with a strictly increasing real analytic $\phi:\R\to\R$ satisfying $\phi(x+\frac12)=\phi(x)+\frac12$ works as well as $h$. Indeed
$$\tilde h(\tilde h^{-1}(x)+\tfrac12)=h(\phi(\tilde h^{-1}(x)+\tfrac12))=h(\phi(\tilde h^{-1}(x))+\tfrac12)=h(h^{-1}(x)+\tfrac12).$$
As $g(x)=h(x)-1$ is 1-periodic, it can be written $g(x)=u(x)+v(x)$ where
$u(x)=(g(x+\frac12)+g(x))/2$ is $1/2$-periodic and $v(x)=(g(x)-g(x+\frac12))/2$
satisfies $v(x+\frac12)=-v(x)$. Hence $h=\psi+v$, where $\psi(x)=x+u(x)$ satisfies $\psi(x+\frac12)=\psi(x)+\frac12$. Observe that $\psi(x)=(h(x)+h(x+\frac12))/2$ also has a positive derivative and hence an inverse function $\psi^{-1}$. Going over to $\tilde h=h\circ \psi^{-1}$, we arrive at some $\tilde h$ also working in (1) but such that
$\tilde v(x)=\tilde h(x)-x=v\circ \psi^{-1}(x)$ satisfies $\tilde v(x+\frac12)=-\tilde v(x)$.
In summary: If some $h$ with (1) exists then there also exists an $h$ satisfying additionally $h(x)=x+v(x)$ where $v(x+\frac12)=-v(x)$.
Now let a real analytic function $f:\R\to\R$ satisfying $f(f(x))=x+1$ be given. We are looking for some $h(x)=x+v(x)$ with $v(x+\frac12)=-v(x)$ satisfying $f(h(x))=h(x+\frac12)$ or equivalently
$f(x+v(x))=x+\frac12-v(x)$ or, with $F(x)=x+f(x)$,
$$F(x+v(x))=2x+\tfrac12.$$
This motivates our definition
$$h(x)=x+v(x)=F^{-1}\left(2x+\tfrac12\right).$$
This is well defined because $F'(x)\geq1$ and it is well known that it defines a real analytic function. We find $h'(x)=2/F'(h(x))>0$ and, via
$F(x+v(x))=2x+\frac12$, we obtain that
$$\tag{2}f(x+v(x))=x+\tfrac12-v(x)\mbox{ for all }x.$$
We claim that $v(x+\frac12)=-v(x)$ which shows that $f(h(x))=h(x+\frac12)$ and $v$ is 1-periodic and thus completes the proof.
For a proof of the claim, (2) implies that
$x+v(x)+1=f(f(x+v(x))=f(x+\frac12-v(x))$ and therefore, replacing $x$ by $x+\frac12$, we find $x+\tfrac32+v(x+\tfrac12)=f(x+1-v(x+\tfrac12))$and thus, using $f(x+1)=f(x)+1$,
$$x+\tfrac12+v(x+\tfrac12)=f(x-v(x+\tfrac12)).$$
Hence $F(x-v(x+\frac12))=2x+\frac12=F(x+v(x))$ which implies $-v(x+\frac12)=v(x)$ as wanted.
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Sorry, I have just saw your solution. Thank you very much for the answer!!! – Newone Nov 09 '21 at 10:57
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This is the idea of @Thomas Andrews:, just adding some details:
Let $h\colon \mathbb{R}\to \mathbb{R}$ a bijection such that $h(x+1) = h(x) +1$. Then the function
$$f\colon x \mapsto h\,(h^{-1}(x) + 1/n) $$
satisfies $f^n(x) = x+1$. Indeed, we have
$$f = h \circ t \circ h^{-1}$$ where $t$ is the translation $x\mapsto x+\frac{1}{n}$. We get
$$f^n = h \circ t^n \circ h^{-1}$$
But note that $t^n = t_1$, the translation $x\mapsto x+1$, and we have $$h\circ t_1 = t_1 \circ h$$ Substituting in the above we get $$f^n = t_1 \circ h \circ h^{-1} = t_1$$
Now, we only need a sufficient supply of $h$ analytic, that commute with $t_1$, but do not commute with the translation $t$. Note that the function $h(x)-x$ has period $1$. So we can start with a period $1$ (but not $\frac{1}{n}$) analytic function $p(x)$ on $\mathbb{R}$, with $p'(x) > -1$, and take $h(x) = x + p(x)$. There were examples produced in the comments, I will leave it here.
$\bf{Added:}$ The function $\bar f\colon \mathbb{R}/\mathbb{Z} \mathbb{R}/\mathbb{Z}$, $\bar f(\bar x) = \overline{f(x)}$ is a diffeomorphism of $\mathbb{R}/\mathbb{Z}\simeq S^1$ preserving orientation, and moreover, an involution ( assume $n=2$ above). Conversely, any preserving orientation involution $f$ of $S^1$ which is not the identity has a lift $f$ satisfying the desired property. So now we have to look for involutions of $S^1$, and we can take consider conjugates of $x\to x+\frac{1}{2}$.
$\bf{Added:}$
This is following the beautiful solution of @Helmut: If $f^n(x)=x+1$, then there exists $h$ diffeomorphism commuting with the translation $x\mapsto x+1$ such that $$h(f(x)) = h(x) + \frac{1}{n}$$ that is $$h \circ f = T_{\frac{1}{n}} \circ h$$
First, note that since $f^n= T_1$, all powers of $f$ commute with $T_1$
Now, define
$$h(x) = \frac{x + f(x) + \cdots + f^{(n-1)}(x)}{n}$$
A simple calculation shows that $$h(f(x)) = h(x) + \frac{1}{n}$$ and $h(x+1) = h(x) + 1$. This is the algebra.
Let's show that $h$ is a diffeomorphism. Note that since $f^n = T_1$, $f$ is bijective, so either $f$ increases or decreases from $-\infty$ to $\infty$. Moreover, $f$ has no fixed points. It follows that $f$ increases, that is $f'(x)>0$, and $\lim_{x\to \pm \infty} f(x)= \pm \infty$. We conclude that $h$ has the same properties, and so is a diffeomorphism.
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what do you think, is it possible to show that all such $f$ satisfying the conditions in the body of the question are conjugated to a translation? – Newone Nov 05 '21 at 13:03
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1@Newone: this is an awesome question, and is equivalent to this: let $\phi\colon S^1 \to S^1$, analytic, $\phi\circ \phi = I_{S^1}$, $\phi \ne I_{S^1}$, and $\phi$ preserves the orientation. Is necessarily $\phi$ conjugate to the involution $t \mapsto t+ 1/2$ ( rotation by half circle)? Hmm, interesting... – orangeskid Nov 05 '21 at 13:11
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1@Newone The question is answered in my solution, but almost no one seems to notice (or appreciate)... – Helmut Nov 09 '21 at 09:18
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Your second addition is simpler and more beautiful than my answer. It is great! Why didn't I see that $h^{-1}$ is easier to obtain than $h$? Probably I thought that such a simple answer is impossible... – Helmut Nov 11 '21 at 08:50
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@Helmut: Thank you! I was pretty stoked too... averaging over an "orbit" strikes again – orangeskid Nov 11 '21 at 15:32