Assume the homogeneous function is differentiable. Applying the multivariable chain rule to gives, for near ,Setting proves Euler theorem for homogeneous functions:Only positive near are needed, so the derivation remains valid even when a noninteger makes the printed phrase “all real ” require qualification.
The linear ordinary differential equation has differential operator . Put and use the product rule twice:Substitution cancels the and terms, leaving . Two integrations give . Hence the general solution isThe two arbitrary constants account for the order of the differential equation; the factor in the particular term reflects the repeated root of the characteristic polynomial.
On an interval with , set . The product rule gives , and substitution givesThis is a separable differential equation. Since for real , separation loses no real constant solution:Thus the general solution on any interval avoiding zero and the poles of the tangent function isAt the original differential equation forces , but no real solution from this family extends over a whole interval through zero: encounters infinitely many poles as .
For , write the linear ordinary differential equation asAn integrating factor on each interval avoiding is ; multiplication by a nonzero constant, including a sign, is immaterial. ThereforeThe partial fraction decomposition isIntegrating gives the general solutionThe constant is independent on each connected interval of definition. At the singular points the undivided differential equation forces and . The displayed family tends to these values, but its derivative has a logarithmic divergence there, so no member extends as a differentiable function through either singular point.
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