Functional equations

In mathematics, a functional equation is any equation that specifies a function in implicit form. Often, the equation relates the value of a function (or functions) at some point with its values at other points. For instance, properties of functions can be determined by considering the types of functional equations they satisfy. The term functional equation usually refers to equations that cannot be simply reduced to algebraic equations.

Exponentiating,

But if we wrote ƒ(a, b) instead of a ○ b then the associative law would look more like what one conventionally thinks of as a functional equation,

One feature that all of the examples listed above share in common is that, in each case, two or more known functions (sometimes multiplication by a constant, sometimes addition of two variables, sometimes the identity function) are inside the argument of the unknown functions to be solved for.

When it comes to asking for all solutions, it may be the case that conditions from mathematical analysis should be applied; for example, in the case of the Cauchy equation mentioned above, the solutions that are continuous functions are the 'reasonable' ones, while other solutions that are not likely to have practical application can be constructed (by using a Hamel basis for the real numbers as vector space over the rational numbers). The Bohr–Mollerup theorem is another well-known example.

Solving functional equations can be very difficult, but there are some common methods of solving them. For example, in dynamic programming a variety of successive approximation methods are used to solve Bellman's functional equation, including methods based on fixed point iterations.

A main method of solving elementary functional equations is substitution. It is often useful to prove surjectivity or injectivity and prove oddness or evenness, if possible. It is also useful to guess possible solutions. Induction is a useful technique to use when the function is only defined for rational or integer values.

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