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Cauchy's functional equation asks for functions $f:\mathbb{R}\to \mathbb{R}$ satisfyingThe identity must hold for every pair of real numbers, and a solution is an additive function. It says that combining two inputs before applying $f$ gives the same result as combining their outputs.^[ref]

For example, $f(x)=3x$ satisfies the identity because $3(x+y)=3x+3y$. At $x=2/3$ and $y=5/6$ the two sides giveFor positive widths, a rectangle of height three makes this visible: cutting its width into $x$ and $y$ partitions its area into $3x$ and $3y$. The same identity also holds for negative inputs, where $3x$ is a signed output rather than an ordinary area.

Every function $f(x)=cx$ with a fixed real number $c$ solves Cauchy's functional equation. The surprising question is whether these are all the solutions. Rational homogeneity of an additive function forces $f(q)=qf(1)$ for every rational number $q$, but reaching an irrational number requires an additional argument. Continuity at just one point or being a bounded function on an interval of positive length supplies that argument; without such a condition, discontinuous additive functions exist.^[ref]

This makes Cauchy's functional equation a useful test of the boundary between algebra and analysis: a rule about addition fixes all rational multiples, while a tiny amount of continuity fixes the entire real line. For example, the continuous exponential functional equation reduces to an additive function after taking a logarithm, so this result explains why its nonzero solutions are exponential functions.

For the additive function, setting both arguments to zero gives $f(0)=0$, and then $f(-x)=-f(x)$. Continuity at the given point $x_0$ impliesFor any real $x$, $f(x+h)-f(x)=f(h)$, so $f$ is continuous at every point. This proves the continuity part of additive function continuous at one point is linear.

Let $c=f(1)$. Repeated addition and negation give $f(m)=mc$ for every integer $m$. For integers $p$ and positive $q$,so $f(r)=cr$ for every rational number $r$. Given any real $x$, choose rational $r_n\to x$. Continuity and density of the rational numbers giveConversely each real multiple of $x$ satisfies the Cauchy functional equation.

For the multiplicative equation, assume first that $g$ is not identically zero and choose $x_1$ with $g(x_1)\ne 0$. Then $g(x_1)=g(x_1)g(0)$ forces $g(0)=1$. Nextmakes every value nonzero, andmakes every value positive. Thus $h(x)=\log g(x)$ is a continuous real additive function, since $h(x+y)=h(x)+h(y)$. The proved classification gives $h(x)=kx$ for a real constant $k$. This solves the continuous exponential functional equation:Both types satisfy the equation and continuity, and every nonzero solution is everywhere strictly positive.