Functional equation arising in computing an integral

definite integralsfunctional-equationsfunctions

Let $f(x)$ be a twice differentiable function (with a continuous second derivative) satisfying the identity: $$f \left(\frac{x}{2} \right)+f \left(\pi-\frac{x}{2} \right)=\frac{f(x)}{2}$$

Determine $f(x)$.

This functional equation arose when I was computing the value of an integral (I replaced $a$ by $a/2$ and $\pi – a/2$, added the two and then substituted $t=x^2$);

$$I(a)=\int_0^1 \dfrac{\log|x^2-2x\cos a+1|}{x} dx$$

I have tried many things with this functional equation, like trying to find $f(0),f(\pi)(f(2\pi)$, etc but I was unsuccessful. Then I tried to prove injectivity or surjectivity and again failed because I couldn't get a conclusive result. Next, I differentiated the equation twice to obtain $f''(t)+f''(\pi -t)=2f''(2t)$. Since $f''(x)$ is continuous, it is bounded but I couldn't use that fact either. I have a feeling that given the simplicity of the functional equation, the solution to it must be symmetric about some point but I have no way of finding this point or proving this assertion either. What can I do to solve this functional equation?

EDIT:At the back of the book, a hint is given: try proving that $f''(x)$ is constant using continuity. Can someone help me understand how I can develop an alternate solution by proving this? I think it must involve somewhat similar reasoning as in Functional equation $f (x) = f \left (\frac x2 \right ) + f \left (\frac x2 + \frac 12\right)$ but I'm unsuccessful in applying it.

Best Answer

First, observe that the integral inherits all the symmetries of the cosine function: $$I(a)=I(a+2\pi)=I(2\pi-a)$$ Invoking continuity as well, it suffices to consider $a\in (0,\pi)$.

Now consider that $$I'(a)=\int_0^1 \frac{2\sin a~dx}{x^2-2x\cos a+1}=\int_0^1 \frac{2\sin a~dx}{(x-\cos a)^2+\sin^2 a}.$$ Under the substitution $x=\cos a+u \sin a$, the corresponding indefinite integral yields

\begin{align} \int \frac{2\sin a~dx}{(x-\cos a)^2+\sin^2 a} &= \int \frac{2\sin a~ (\sin a~du)}{(1+u^2)\sin^2 a}\\ &=2\int \frac{du}{1+u^2}\\ &=\tan^{-1}u=\tan^{-1}\left(\frac{x-\cos a}{\sin a}\right) \end{align} Note that this substitution is well-defined for all $a\in (0,\pi)$. Therefore the definite integral evaluates to \begin{align} I'(a) &=2\tan^{-1}\left(\frac{1-\cos a}{\sin a}\right)-2\tan^{-1}\left(\frac{0-\cos a}{\sin a}\right)\\ &=2\tan^{-1}\left(\frac{2\sin^2 (a/2)}{2\sin (a/2)\cos(a/2)}\right)+ 2\tan^{-1}\cot(a)\\ &=2\tan^{-1}\tan\left(\frac{a}{2}\right)+2\tan^{-1}\tan\left(\frac{\pi}{2}-a\right)\\ &=2\cdot \frac{a}{2}+2\cdot\left(\frac{\pi}{2}-a\right)=\pi-a \end{align} where in the second line we have used the double-angle trig identities; the simplifications of inverse tangent are valid so long as $0<a/2<\pi$ and $0<\pi/2-a<0$, both of which follow from $a\in(0,\pi)$. Integrating this result yields $$I(a)=-\frac{1}{2}(\pi-a)^2+C$$ It remains to evaluate $I(a)$ for some value of $a$ to determine the value of $C$. To relate this to a familiar result, my preference is to evaluate in the limit $a\to 0^+$ by expanding term-by-term: \begin{align} \lim_{a\to 0^+}I(a)=C-\frac{\pi^2}{2} &=\int_0^1 \log(1-2x+x^2)\frac{dx}{x}\\ &=2\int_0^1 \log(1-x)\frac{dx}{x}\\ &=-2 \int_0^1 \sum_{k=1}^\infty \frac{x^{k-1}}{k}dx\\ &=-2 \sum_{k=1}^\infty \frac{1}{k^2}=-2\frac{\pi^2}{6}=-\frac{\pi^2}{3} \end{align} Hence $C=I(\pi)=\pi^2/6$ and we conclude $$I(a)=\frac{\pi^2}{6}-\frac{(\pi-a)^2}{2},\qquad 0<a<\pi$$ Invoking the symmetries and continuity of the original integral, this extends to $$I(a)=\frac{\pi^2}{6}-\frac12 [\pi-(a\mod 2\pi)]^2$$ which is valid for for all real $a$.

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