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Algebra Difficulty 5.6 AIME, harder Prove it Taiwan

Let R+R^+ denote the set of all positive real numbers. Given a positive integer n3n \ge 3, find all functions f:R+R+f: R^+ \to R^+ such that for any nn positive real numbers a1,,ana_1, \cdots, a_n, we have
i=1n(aiai+1)f(ai+ai+1)=0, \sum_{i=1}^{n} (a_i - a_{i+1}) f(a_i + a_{i+1}) = 0,
where an+1=a1a_{n+1} = a_1.

Solution

Solution: First, setting a4=a5==an=a1a_4 = a_5 = \cdots = a_n = a_1 in the original equation, we get
i=13(aiai+1)f(ai+ai+1)=0,(1) \sum_{i=1}^{3} (a_i - a_{i+1}) f(a_i + a_{i+1}) = 0, \quad (1)
where a4=a1a_4 = a_1.
Next we prove: if x,yx, y are distinct positive real numbers, and
m=f(x)f(y)xy,l=xf(y)yf(x)xy, m = \frac{f(x) - f(y)}{x - y}, \quad l = \frac{x f(y) - y f(x)}{x - y},
then for any zz satisfying xy<z<x+y|x - y| < z < x + y, we have
f(z)=mz+l(2) f(z) = m z + l \quad (2)
Indeed, from xy<z<x+y|x - y| < z < x + y we know: there exist positive real numbers a1,a2,a3a_1, a_2, a_3 satisfying a1+a2=x,a2+a3=y,a3+a1=za_1 + a_2 = x, a_2 + a_3 = y, a_3 + a_1 = z. Substituting into equation (1) we obtain
0=i=13(aiai+1)f(ai+ai+1)=(a1a2)(mx+l)+(a2a3)(my+l)+(a3a1)f(z)=(a1a2)(m(a1+a2)+l)+(a2a3)(m(a2+a3)+l)+(a3a1)f(z)=m(a12a32)+l(a1a3)+(a3a1)f(z)=(a1a3)(m(a1+a3)+lf(z)) \begin{aligned} 0 &= \sum_{i=1}^{3} (a_i - a_{i+1}) f(a_i + a_{i+1}) \\ &= (a_1 - a_2)(m x + l) + (a_2 - a_3)(m y + l) + (a_3 - a_1) f(z) \\ &= (a_1 - a_2)(m(a_1 + a_2) + l) + (a_2 - a_3)(m(a_2 + a_3) + l) + (a_3 - a_1) f(z) \\ &= m(a_1^2 - a_3^2) + l(a_1 - a_3) + (a_3 - a_1) f(z) \\ &= (a_1 - a_3)(m(a_1 + a_3) + l - f(z)) \end{aligned}
Also, since xyx \neq y, a1a30a_1 - a_3 \neq 0, therefore f(z)=m(a1+a3)+l=mz+lf(z) = m(a_1 + a_3) + l = m z + l, as claimed.

From equation (2) we immediately obtain: if x,yx, y are distinct positive real numbers, then when t>xyt > |x - y|,
(t,f(t))(t, f(t)) lies on the line through the two points (x,f(x)),(y,f(y))(x, f(x)), (y, f(y)). (3)
If txyt \le |x - y|, without loss of generality assume x>yx > y. Then by (3), (x,f(x))(x, f(x)) lies on the line through the two points (y,f(y)),(t,f(t))(y, f(y)), (t, f(t)), so (t,f(t))(t, f(t)) still lies on the line through the two points (x,f(x)),(y,f(y))(x, f(x)), (y, f(y)).
From this we obtain that ff is a linear function, that is, there exist a,ba, b such that f(t)=at+btR+f(t) = a t + b \forall t \in R^+. But ff is a function from positive reals to positive reals, so a,b>0a, b > 0.
Substituting back into the original equation, it is easy to verify that f(t)=at+b,(a,b>0)f(t) = a t + b, (a, b > 0) is a solution of the original equation, therefore f(t)=at+b,(a,b>0)f(t) = a t + b, (a, b > 0) are all the solutions of the equation.

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Source: MathNet, licensed CC-BY-4.0. Statement translated into English from zh; metadata (topic, difficulty) added by this project.