Ivan Shishkin, Rye (1878)

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Polynomial Functional Equation

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Solution

Solution by Uettechat · EN

Let P∈R[X]P \in \mathbb{R}[X] be a polynomial satisfying the equation:
P(X)P(X+1)=P(X2+X+1)P(X)P(X+1) = P(X^2+X+1)

  1. Case where PP is constant:
    Let λ∈R\lambda \in \mathbb{R} such that P=λP = \lambda.
    The equation becomes λ2=λ\lambda^2 = \lambda, which implies λ∈{0,1}\lambda \in \{0, 1\}.
    Thus, the constant solutions are P=0P = 0 and P=1P = 1.

  2. Case where PP is non-constant:
    Let z∈Cz \in \mathbb{C} be a root of PP. Evaluating the functional equation at X=zX = z and at X=z−1X = z - 1 yields:

P(z)P(z+1)=0  ⟹  P(z2+z+1)=0P(z)P(z+1) = 0 \implies P(z^2+z+1) = 0 (1)
P(z−1)P(z)=0  ⟹  P((z−1)2+(z−1)+1)=0  ⟹  P((z−1)2+z)=0P(z-1)P(z) = 0 \implies P((z-1)^2+(z-1)+1) = 0 \implies P((z-1)^2+z) = 0 (2)

Therefore, z2+z+1z^2+z+1 and (z−1)2+z(z-1)^2+z are also roots of PP.

We will now study the root of maximal modulus:
Let ZZ denote the set of (complex) roots of PP, and let λ∈Z\lambda \in Z be a root of maximal modulus.
Applying (1) and (2) to z=λz = \lambda, the numbers λ2+λ+1\lambda^2+\lambda+1 and (λ−1)2+λ(\lambda-1)^2+\lambda are also roots of PP. By the maximality of ∣λ∣\vert{}\lambda\vert{}:
∣λ2+λ+1∣≤∣λ∣and∣(λ−1)2+λ∣≤∣λ∣\vert{}\lambda^2+\lambda+1\vert{} \le \vert{}\lambda\vert{} \quad \text{and} \quad \vert{}(\lambda-1)^2+\lambda\vert{} \le \vert{}\lambda\vert{}By the triangle inequality:
2∣λ∣=∣(λ2+λ+1)−((λ−1)2+λ)∣≤∣λ2+λ+1∣+∣(λ−1)2+λ∣≤2∣λ∣2\vert{}\lambda\vert{} = \vert{}(\lambda^2+\lambda+1) - ((\lambda-1)^2+\lambda)\vert{} \le \vert{}\lambda^2+\lambda+1\vert{} + \vert{}(\lambda-1)^2+\lambda\vert{} \le 2\vert{}\lambda\vert{}Since the bounds are equal, the case of equality in the triangle inequality implies that there exists a real number a≥0a \ge 0 such that:
λ2+λ+1=−a((λ−1)2+λ)\lambda^2+\lambda+1 = -a((\lambda-1)^2+\lambda)Furthermore, the equality case forces both λ2+λ+1\lambda^2+\lambda+1 and (λ−1)2+λ(\lambda-1)^2+\lambda to have modulus exactly ∣λ∣\vert{}\lambda\vert{}. This gives:
∣λ∣=∣−a((λ−1)2+λ)∣=a∣λ∣\vert{}\lambda\vert{} = \vert{}-a((\lambda-1)^2+\lambda)\vert{} = a\vert{}\lambda\vert{}If λ=0\lambda = 0, the initial inequality ∣02+0+1∣≤∣0∣\vert{}0^2+0+1\vert{} \le \vert{}0\vert{} yields 1≤01 \le 0, which is absurd. Thus λ≠0\lambda \neq 0, which implies a=1a = 1. The equation then becomes:
λ2+λ+1=−((λ−1)2+λ)=−λ2+λ−1\lambda^2+\lambda+1 = -((\lambda-1)^2+\lambda) = -\lambda^2+\lambda-1Simplifying gives 2λ2+2=02\lambda^2+2 = 0, which yields λ∈{i,−i}\lambda \in \{i, -i\}.
Thus, necessarily λ∈{i,−i}\lambda \in \{i, -i\}, and in particular ∣λ∣=1\vert{}\lambda\vert{} = 1.

Now let us show that PP has no other complex roots besides ii and −i-i.

Let z∈Zz \in Z be any complex root of PP. We construct the sequence (un)n∈N(u_n)_{n \in \mathbb{N}} defined by:
u0=zandun+1=un2+un+1u_0 = z \quad \text{and} \quad u_{n+1} = u_n^2 + u_n + 1Since P(z)=0  ⟹  P(z2+z+1)=0P(z) = 0 \implies P(z^2+z+1) = 0, an immediate induction shows that un∈Zu_n \in Z for all n∈Nn \in \mathbb{N}.
Because PP is non-constant, the set of roots ZZ is finite. By the Pigeonhole Principle, there exist indices m<nm < n such that um=unu_m = u_n. Therefore, the sequence (un)n∈N(u_n)_{n \in \mathbb{N}} is eventually periodic and enters a cycle of length p≥1p \ge 1.
Let N≥0N \ge 0 be the smallest index such that uNu_N belongs to this cycle, meaning N=min⁡{n∈N∣un+p=un}N = \min \{ n \in \mathbb{N} \mid u_{n+p} = u_n \}.
For any k∈Nk \in \mathbb{N}, write uk=xk+iyku_k = x_k + i y_k with xk,yk∈Rx_k, y_k \in \mathbb{R}. We have:
xk+1=Re(uk+1)=xk2−yk2+xk+1x_{k+1} = \text{Re}(u_{k+1}) = x_k^2 - y_k^2 + x_k + 1Since ∣λ∣=1\vert{}\lambda\vert{} = 1 is the maximal modulus among all roots in ZZ, every root uk∈Zu_k \in Z satisfies ∣uk∣≤1\vert{}u_k\vert{} \le 1. Thus, xk2+yk2≤1x_k^2 + y_k^2 \le 1, which implies −yk2≥xk2−1-y_k^2 \ge x_k^2 - 1. Substituting this yields:
xk+1≥xk2+(xk2−1)+xk+1=2xk2+xkx_{k+1} \ge x_k^2 + (x_k^2 - 1) + x_k + 1 = 2x_k^2 + x_kSumming this inequality over one period of the cycle (from k=Nk = N to N+p−1N + p - 1):
∑k=NN+p−1xk+1≥∑k=NN+p−1(2xk2+xk)\sum_{k=N}^{N+p-1} x_{k+1} \ge \sum_{k=N}^{N+p-1} (2x_k^2 + x_k)Since uN+p=uNu_{N+p} = u_N, the sums ∑k=NN+p−1xk+1\sum_{k=N}^{N+p-1} x_{k+1} and ∑k=NN+p−1xk\sum_{k=N}^{N+p-1} x_k are equal, so subtracting ∑xk\sum x_k from both sides gives:
0≥2∑k=NN+p−1xk2≥00 \ge 2 \sum_{k=N}^{N+p-1} x_k^2 \ge 0This forces xk=0x_k = 0 for all elements uku_k in the cycle (k≥Nk \ge N). For any element uku_k in the cycle (k≥Nk \ge N), since xk=0x_k = 0 and xk+1=0x_{k+1} = 0, the relation xk+1=xk2−yk2+xk+1x_{k+1} = x_k^2 - y_k^2 + x_k + 1 becomes:
0=0−yk2+0+1  ⟹  yk2=1  ⟹  yk∈{−1,1}0 = 0 - y_k^2 + 0 + 1 \implies y_k^2 = 1 \implies y_k \in \{-1, 1\}Hence, uk∈{i,−i}u_k \in \{i, -i\} for all k≥Nk \ge N.

Finally, we prove by backwards induction that uk∈{i,−i}u_k \in \{i, -i\} for all k≥0k \ge 0:
Suppose uk+1∈{i,−i}u_{k+1} \in \{i, -i\}.
Then, uk+1=uk2+uk+1=iu_{k+1} = u_k^2 + u_k + 1 = i or uk+1=uk2+uk+1=−iu_{k+1} = u_k^2 + u_k + 1=-i
We have then uk∈{−1−i,−1+i,−i,i}u_k \in \{-1-i, -1+i, -i, i\}, since ∣uk∣≤1\vert{}u_k\vert{} \leq 1, we have uk∈{−i,i}u_k \in \{-i, i\}

By induction from NN down to 00, we conclude that u0=z∈{i,−i}u_0 = z \in \{i, -i\}.

We have thus shown that every complex root of PP must be ii or −i-i.

Since PP has real coefficients, its non-real complex roots must come in conjugate pairs. Since ii and −i-i are complex conjugates of each other, PP must be of the form (up to a multiplicative constant):
P(X)=c(X2+1)nwith n∈N,c∈RP(X) = c(X^2+1)^n \quad \text{with } n \in \mathbb{N}, c \in \mathbb{R}The leading coefficients of P(X)P(X+1)P(X)P(X+1) and P(X2+X+1)P(X^2+X+1) must match. Identifying them gives c2=c  ⟹  c∈{0,1}c^2 = c \implies c \in \{0, 1\}. Combining this with the constant case gives:
S⊂{0,1}∪{(X2+1)n∣n∈N}S \subset \{0, 1\} \cup \{(X^2+1)^n \mid n \in \mathbb{N}\}

Conversely, if P=0P = 0 or P=1P = 1, the equation is trivially satisfied.
If P(X)=(X2+1)nP(X) = (X^2+1)^n for some n∈Nn \in \mathbb{N}, we verify:
P(X)P(X+1)=(X2+1)n((X+1)2+1)n=((X2+1)(X2+2X+2))nP(X)P(X+1) = (X^2+1)^n ((X+1)^2+1)^n = ((X^2+1)(X^2+2X+2))^nA direct calculation shows that (X2+1)(X2+2X+2)=(X2+X+1)2+1(X^2+1)(X^2+2X+2) = (X^2+X+1)^2+1, so:
P(X)P(X+1)=((X2+X+1)2+1)n=P(X2+X+1)P(X)P(X+1) = ((X^2+X+1)^2+1)^n = P(X^2+X+1)Thus, these polynomials are indeed solutions.

Conclusion:
The set of solutions is
S={0,1}∪{(X2+1)n∣n∈N}S = \{0, 1\} \cup \{(X^2+1)^n \mid n \in \mathbb{N}\}

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