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Eulers theorem on homogeneous functions

CWoo 2013-03-21 19:17:49

Theorem 1 (Euler). Let f (x1 , . . . , xk ) be a smooth homogeneous function of degree n. That is, f (tx1 , . . . , txk ) = tn f (x1 , . . . , xk ). (*) Then the following identity holds x1 f f + + xk = nf. x1 xk

Proof. By homogeneity, the relation (??) holds for all t. Taking the t-derivative of both sides, we establish that the following identity holds for all t: x1 f f (tx1 , . . . , txk ) + + xk (tx1 , . . . , txk ) = ntn1 f (x1 , . . . , xk ). x1 xk

To obtain the result of the theorem, it suces to set t = 1 in the previous formula. + + xk is called the Euler x1 xk operator. An equivalent way to state the theorem is to say that homogeneous functions are eigenfunctions of the Euler operator, with the degree of homogeneity as the eigenvalue. Sometimes the dierential operator x1

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