Unraveling the Mystery of Additive Functions: A Surprising Dichotomy Revealed

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for all \(x,y\in\mathbb{R}\). Then, either \(f(x)\equiv 0\) or \(f(x)\equiv x\).

Note that \(f\) is bounded from below in \([0,1]\), since for \(x\geq 0\), we have

\[f(x)=f(\sqrt{x}\sqrt{x})=f^{2}(\sqrt{x})\geq 0.\]

Since \(f\) is additive, using the above theorem, we can conclude that \(f(x)=cx\) for some constant \(c\). Then \(f(1)=f^{2}(1)\) gives \(c=c^{2}\), thus either \(c=0\) or \(c=1\).

Next we show that not every additive function is of the form \(f(x)=cx\). We need the following concept called a _Hamel basis._

**Definition 80**.: A set \(H\subset\mathbb{R}\) is called a _Hamel basis_ if for every real number \(x\), there exists a natural number \(n\in\mathbb{N}\), \(r_{i}\in\mathbb{Q}\) and \(h_{i}\in H\) where \(i=1,2,\ldots n\), such that \(x\) can be written uniquely as:

\[x=r_{1}h_{1}+r_{2}h_{2}+\cdots+r_{n}h_{n}.\]

Observe that this definition is just a restatement of the concept of an algebraic basis for a vector space. The proof of the following proposition depends on the existence of a Hamel basis.

**Proposition 30**.: _Not every additive function is necessarily of the form \(f(x)=cx\)._

Proof

: We claim that if \(a\) and \(b\) are nonzero real numbers such that \(\dfrac{a}{b}\notin\mathbb{Q}\), then we can find an additive function \(f\) with the properties that \(f(a)\neq 0\) and \(f(b)=0\). Thus, such a function cannot have the form \(f(x)=cx\). Since \(\dfrac{a}{b}\) is irrational, the set \(\{a,b\}\) is a linearly independent set over the rationals and it is contained in any Hamel basis \(H\). We define the function \(f\) as:

\[f(x)=\begin{cases}0&\text{ if $a$ does not occur among $h_{1},h_{2},\ldots,h_{n}$}\\ \text{coefficient of $a$ }&\text{ in the unique representation of $x$ given above.}\end{cases}\]

Then the function \(f\) is well defined and moreover for \(x,y\in\mathbb{R}\), if

\[y=t_{1}h_{1}+t_{2}h_{2}+\cdots+t_{n}h_{n},\quad\text{then}\]

\[x+y=(r_{1}+t_{1})h_{1}+\cdots+(r_{n}+t_{n})h_{n}\]

is the unique representation of \(x+y\). We now consider the following cases:* If \(a=h_{i}\), then \(f(x+y)=r_{i}+t_{i}=f(x)+f(y)\).
* If \(a\) does not occur among \(h_{i}\)’s for \(1\leq i\leq n\), then \[f(x)=0=f(y)=f(x+y).\]

In either case \(f\) satisfies Cauchy’s equation \(f(x+y)=f(x)+f(y)\).

**Remark 54**.: In 1906 G. Hamel was the first mathematician to prove the existence of discontinuous additive functions. Discontinuous additive functions are sometimes called _Hamel functions_. Since the very first theorem we proved in this section tells us that every additive function \(f:\mathbb{R}^{n}\to\mathbb{R}\) is a homomorphism from \(\mathbb{R}^{n}\) to \(\mathbb{R}\) where both \(\mathbb{R}^{n}\) and \(\mathbb{R}\) are considered as linear spaces over \(\mathbb{Q}\), we have the following theorem as an immediate consequence.

**Theorem 103**.: _Let \(H\) be an arbitrary Hamel basis for \(\mathbb{R}^{n}\). Then for every function \(g:H\to\mathbb{R}\) there exists a unique additive function \(f:\mathbb{R}^{n}\to\mathbb{R}\) such that \(f|_{H}=g\) (\(f\) restricted to \(H\) is equal to \(g\))._

As a corollary to this theorem, we can prove:

**Corollary 17**.: _Let \(H\) be an arbitrary Hamel basis for \(\mathbb{R}\), and let \(g:H\to\mathbb{R}\) be an arbitrary function. Let \(f:\mathbb{R}\to\mathbb{R}\) be the unique extension of \(g\). Then \(f\) is continuous if and only if \(\dfrac{g(x)}{x}=\) constant for \(x\in H\)._

Proof

: Continuity of \(f\) implies that \(f(x)=cx\) for \(x\in\mathbb{R}\). In particular, for \(x\in H\), we have \(g(x)=f(x)=cx\). Conversely, if \(g(x)=cx\) for \(x\in H\), then the function \(cx\) is an additive extension of \(g\), and by the uniqueness of such extensions \(f(x)=cx\). Thus \(f\) is continuous.

Now we see that it is enough to take any function \(g:H\to\mathbb{R}\) such that

\[\dfrac{g(x)}{x}\neq\text{constant}\]

on \(H\), and the additive extension of \(g\) defines a discontinuous additive function.

**Remark 55**.: If \(f\) is additive and \(f(x)\neq cx\) for any constant \(c\), then we can find \(x_{1},x_{2}\) such that

\[\dfrac{f(x_{1})}{x_{1}}\neq\dfrac{f(x_{2})}{x_{2}},\]

which means that the determinant of the following matrix

\[\begin{pmatrix}x_{1}&f(x_{1})\\ x_{2}&f(x_{2})\end{pmatrix}\]is equal to \(x_{1}f(x_{2})-x_{2}f(x_{1})\neq 0\). Thus the vectors \(\{(x_{1},f(x_{1})),\;(x_{2},f(x_{2}))\}\) form a linearly independent set over \(\mathbb{Q}\). However, if we look at a linear combination of these vectors, namely

\[r_{1}(x_{1},f(x_{1}))+r_{2}(x_{2},f(x_{2}))=(r_{1}x_{1}+r_{2}x_{2},f(r_{1}x_{1}+ r_{2}x_{2}))\]

for \(r_{1},r_{2}\in\mathbb{Q}\), we get a point belonging to the graph \(G(f)\) of \(f\). This gives an idea why the following theorem is valid:

**Theorem 104** (Hamel, 1906 and San Juan, 1946).: _If \(f:\mathbb{R}\to\mathbb{R}\) is additive and discontinuous, then_

\[\overline{G(f)}=\mathbb{R}^{2},\]

_i.e., the closure of the graph of \(f\) in \(\mathbb{R}^{2}\) is equal to \(\mathbb{R}^{2}\)._

### Jensen’s Equation

Jensen’s equation for convex functions is the functional equation

\[f\left(\frac{x+y}{2}\right)=\frac{f(x)+f(y)}{2}.\]

If we assume Jensen’s equation is valid for all real \(x,y\), then it is reduced to Cauchy’s functional equation. If we set \(y=0\) in Jensen’s equation, we obtain

\[f\left(\frac{x}{2}\right)=\frac{f(x)+f(0)}{2}=\frac{f(x)+c}{2},\]

where \(f(0)=c\). Thus using Jensen’s equation again we obtain

\[\frac{f(x)+f(y)}{2}=f\left(\frac{x+y}{2}\right)=\frac{f(x+y)+c}{2},\]

that is

\[f(x+y)=f(x)+f(y)-c.\]

Setting \(g(x)=f(x)-c\), we see that the function \(g\) satisfies Cauchy’s equation, \(g(x+y)=g(x)+g(y)\). Thus if \(f\) is continuous at a point then \(g(x)=cx\). We just proved the following theorem.

**Theorem 105**.: _The function \(f(x)=ax+c\) is the most general solution of the functional equation_

\[f\left(\frac{x+y}{2}\right)=\frac{f(x)+f(y)}{2}\]

_that holds for all real \(x,y\) and that is continuous at one point._Note that above argument can be repeated to conclude the following corollary.

**Corollary 18**.: _The most general solution of Jensen’s functional equation is of the form_

\[f(x)=h(x)+a,\]

_where \(a\) is an arbitrary constant and \(h\) is an additive function satisfying \(h(x+y)=h(x)+h(y)\)._

If we assume that \(f\) is continuous only on a closed interval without paying attention to the behavior of the function outside this interval, we can still get information about the solution of Jensen’s functional equation.

function equivalence

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