🧮 Brain Teaser

A Holomorphic Function That Is Its Own Derivative

Let f:CCf : \mathbb{C} \to \mathbb{C} be an entire function satisfying

f(z)=f(z)for all zC,f'(z) = f(z) \quad \text{for all } z \in \mathbb{C},

and f(0)=1f(0) = 1.

Without assuming any knowledge of ODEs or the exponential function, prove using only complex-analytic tools (power series) that ff must satisfy

f(z+w)=f(z)f(w)for all z,wC.f(z+w) = f(z)\,f(w) \quad \text{for all } z, w \in \mathbb{C}.

Then conclude: what is ff?

entire functionspower seriesfunctional equationexponential functionuniqueness

Answer: A Holomorphic Function That Is Its Own Derivative

Key Idea / Intuition

The condition f=ff' = f forces the Taylor coefficients of ff to be completely determined: they must be an=1/n!a_n = 1/n!. Once you know the power series, the functional equation f(z+w)=f(z)f(w)f(z+w) = f(z)f(w) is not proved by plugging in the series naively — instead, the elegant trick is to fix ww and consider g(z)=f(z+w)/f(w)g(z) = f(z+w) / f(w). Because ff has no zeros (shown from the functional equation, or by noting f(z)f(z)=f(0)=1f(z)f(-z) = f(0) = 1), the ratio is well-defined and entire, satisfies g=gg' = g, g(0)=1g(0) = 1 — so uniqueness from the power series argument forces g(z)=f(z)g(z) = f(z).


Formal Proof / Solution

Step 1: The power series of ff is uniquely determined

Since ff is entire, write f(z)=n=0anznf(z) = \sum_{n=0}^\infty a_n z^n. The condition f(z)=f(z)f'(z) = f(z) gives

n=1nanzn1=n=0anzn.\sum_{n=1}^\infty n\, a_n\, z^{n-1} = \sum_{n=0}^\infty a_n\, z^n.

Matching coefficients: (n+1)an+1=an(n+1)a_{n+1} = a_n for all n0n \geq 0, so

an=a0n!.a_n = \frac{a_0}{n!}.

With f(0)=a0=1f(0) = a_0 = 1, we get f(z)=n=0znn!f(z) = \sum_{n=0}^\infty \frac{z^n}{n!}.

Uniqueness: Any entire solution with f(0)=1f(0) = 1 and f=ff' = f must have this series — the recurrence determines all coefficients.


Step 2: ff has no zeros

From the series, f(z)f(z)=f(0)=1f(z) \cdot f(-z) = f(0) = 1 (which we will prove momentarily from the functional equation, but can also be seen directly: f(z)f(z)f(z)f(-z) is entire, its derivative is f(z)f(z)f(z)f(z)=f(z)f(z)f(z)f(z)=0f'(z)f(-z) - f(z)f'(-z) = f(z)f(-z) - f(z)f(-z) = 0, so f(z)f(z)=f(0)f(0)=1f(z)f(-z) = f(0)\cdot f(0) = 1). Hence f(z)0f(z) \neq 0 for all zz.


Step 3: Proving the functional equation

Fix any wCw \in \mathbb{C}. Define

g(z)=f(z+w)f(w).g(z) = \frac{f(z + w)}{f(w)}.

Since f(w)0f(w) \neq 0, gg is entire. Compute:

  • g(z)=f(z+w)f(w)=f(z+w)f(w)=g(z)g'(z) = \dfrac{f'(z+w)}{f(w)} = \dfrac{f(z+w)}{f(w)} = g(z).
  • g(0)=f(w)f(w)=1g(0) = \dfrac{f(w)}{f(w)} = 1.

So gg satisfies the same ODE and initial condition as ff. By Step 1, any entire function satisfying h=hh' = h, h(0)=1h(0) = 1 must equal zn/n!\sum z^n/n!. Therefore g(z)=f(z)g(z) = f(z), i.e.,

f(z+w)=f(z)f(w).f(z + w) = f(z)\,f(w). \qquad \square


Step 4: Conclusion

The unique entire function with f=ff' = f and f(0)=1f(0) = 1 is

f(z)=ez=n=0znn!.\boxed{f(z) = e^z = \sum_{n=0}^\infty \frac{z^n}{n!}}.

The functional equation f(z+w)=f(z)f(w)f(z+w) = f(z)f(w) is the defining algebraic property of the exponential — derived here purely from complex analysis, without any reference to real exponentials or ODEs.


Why This Is Beautiful

The proof is a perfect loop: the power series forces uniqueness, uniqueness forces the functional equation, and the functional equation reveals the object is eze^z. The key trick — fixing ww and forming f(z+w)/f(w)f(z+w)/f(w) — is a clean, one-line idea that replaces any computation.

Source: Mathematical folklore / Complex Analysis (Stein–Shakarchi), Chapter 1

Type: Complex AnalysisSource: Mathematical folklore / Complex Analysis (Stein–Shakarchi), Chapter 1Edit on GitHub ↗