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Mathematics · Ch 8 — Differentials and Partial Derivatives

Homogeneous Functions and Euler's Theorem

8.6.2

Homogeneous Functions and Euler's Theorem

Definition 8.12 (Homogeneous Function).

  1. F:A→RF:A\to\mathbb R, A⊂R2A\subset\mathbb R^2, is homogeneous of degree pp on AA if there is a constant pp with F(λx,λy)=λpF(x,y)F(\lambda x,\lambda y)=\lambda^p F(x,y) for all λ∈R\lambda\in\mathbb R and suitably restricted λ,x,y\lambda,x,y with (λx,λy)∈A(\lambda x,\lambda y)\in A.
  2. Likewise for three variables: G:B→RG:B\to\mathbb R, B⊂R3B\subset\mathbb R^3, is homogeneous of degree pp if G(λx,λy,λz)=λpG(x,y,z)G(\lambda x,\lambda y,\lambda z)=\lambda^pG(x,y,z) for all suitably restricted λ,x,y,z\lambda,x,y,z. ("Suitably restricted" only excludes values that would divide by zero.) Homogeneous functions matter especially in solving ordinary differential equations (a later chapter). Worked examples of the definition. F(x,y)=x3−2y3+5xy2F(x,y)=x^3-2y^3+5xy^2: F(λx,λy)=(λx)3−2(λy)3+5(λx)(λy)2=λ3(x3−2y3+5xy2)=λ3F(x,y)F(\lambda x,\lambda y)=(\lambda x)^3-2(\lambda y)^3+5(\lambda x)(\lambda y)^2=\lambda^3(x^3-2y^3+5xy^2)=\lambda^3F(x,y) — homogeneous of degree 33. By contrast, G(x,y)=ex2+3y2G(x,y)=e^{x^2}+3y^2 is not homogeneous: G(λx,λy)=e(λx)2+3(λy)2≠λpG(x,y)G(\lambda x,\lambda y)=e^{(\lambda x)^2}+3(\lambda y)^2\ne\lambda^pG(x,y) for any single pp, for any λ≠1\lambda\ne1, because e(λx)2e^{(\lambda x)^2} does not scale as a power of λ\lambda at all. A second example: F(x,y)=x2+5xy−10y23x+7yF(x,y)=\dfrac{x^2+5xy-10y^2}{3x+7y}; here F(λx,λy)=λ2(x2+5xy−10y2)λ(3x+7y)=λF(x,y)F(\lambda x,\lambda y)=\dfrac{\lambda^2(x^2+5xy-10y^2)}{\lambda(3x+7y)}=\lambda F(x,y) — homogeneous of degree 11 (numerator degree 22 minus denominator degree 11).
    Tip

    Fastest practical test: if every term of a numerator (and every term of a denominator, if present) has the same total power-count in x,y,(z)x,y,(z) — including arguments of sin⁡,cos⁡,log⁡,e(⋅)\sin,\cos,\log,e^{(\cdot)} being themselves a degree-00 ratio — the function is homogeneous, with degree = (numerator degree) −- (denominator degree), or the shared degree of a homogeneous sum. Mixing terms of different degree — including an added bare constant, "degree 00" — breaks homogeneity, since no single power λp\lambda^p can correctly rescale two differently-scaling pieces for every λ\lambda.

    Theorem (Euler, on Homogeneous Functions — stated as Definition 8.13 in the text). If F:A→RF:A\to\mathbb R (A⊂R2A\subset\mathbb R^2) has continuous partial derivatives and is homogeneous of degree pp, then

    x∂F∂x(x,y)+y∂F∂y(x,y)=pF(x,y)∀ (x,y)∈A.x\frac{\partial F}{\partial x}(x,y) + y\frac{\partial F}{\partial y}(x,y) = pF(x,y) \qquad \forall\,(x,y)\in A.

    Three variables: if F:B→RF:B\to\mathbb R (B⊂R3B\subset\mathbb R^3) is homogeneous of degree pp with continuous partials,  xFx+yFy+zFz=pF(x,y,z)\ x F_x+yF_y+zF_z=pF(x,y,z) for all (x,y,z)∈B(x,y,z)\in B. (Proof omitted; the theorem extends to any number of variables, and is very useful for first-order-partial-derivative identities without differentiating term-by-term.) Worked example (direct application). F(x,y)=x3−2x2y+3xy2+y3F(x,y)=x^3-2x^2y+3xy^2+y^3: every term has degree 33, so FF is homogeneous of degree 33; Euler's Theorem then gives xFx+yFy=3FxF_x+yF_y=3F immediately (and this can be double-checked by computing Fx=3x2−4xy+3y2, Fy=−2x2+6xy+3y2F_x=3x^2-4xy+3y^2,\,F_y=-2x^2+6xy+3y^2 directly and confirming xFx+yFyxF_x+yF_y does simplify to 3F3F). …