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Euler Homogeneity

1. Euler's theorem states that a function f is homogeneous of degree k if and only if the partial derivatives of f satisfy a particular equation involving k. 2. Two corollaries are proved: first, that the partial derivatives of a homogeneous function are homogeneous of lower degree, and second, that the ratios of the partial derivatives are constant over scaling. 3. A third corollary is that the Hessian matrix of a homogeneous function of degree 1 is singular at all points.

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99 views4 pages

Euler Homogeneity

1. Euler's theorem states that a function f is homogeneous of degree k if and only if the partial derivatives of f satisfy a particular equation involving k. 2. Two corollaries are proved: first, that the partial derivatives of a homogeneous function are homogeneous of lower degree, and second, that the ratios of the partial derivatives are constant over scaling. 3. A third corollary is that the Hessian matrix of a homogeneous function of degree 1 is singular at all points.

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Division of the Humanities

and Social Sciences

Eulers Theorem for Homogeneous Functions


KC Border
October 2000
v. 2015.11.11::14.24

Let f : Rn+ R. We say that f is homogeneous of degree k if for


all x Rn+ and all > 0,

f (x) = k f (x).

1 Eulers theorem Let f : Rn+ R be continuous, and also differentiable


on Rn++ . Then f is homogeneous of degree k if and only if for all x Rn++ ,


n
kf (x) = Di f (x)xi . ()
i=1

Proof : (=) Suppose f is homogeneous of degree k. Fix x Rn++ , and


define the function g : [0, ) R (depending on x) by

g() = f (x) k f (x),

and note that for all 0,


g() = 0.
Therefore
g () = 0
for all > 0. But by the chain rule,

n
g () = Di f (x)xi kk1 f (x).
i=1

Evaluate this at = 1 to obtain ().


(=) Suppose

n
kf (x) = Di f (x)xi
i=1

for all x Rn++ . Fix any x 0 and again define g : [0, ) R (depending
on x) by
g() = f (x) k f (x)

1
KC Border Eulers Theorem for Homogeneous Functions 2

and note that g(1) = 0. Then for > 0,



n
g () = Di f (x)xi kk1 f (x)
i=1
( n )

1
= Di f (x)xi kk1 f (x)
i=1
1
= kf (x) kk1 f (x),

so
( )
g () = k f (x) k f (x)
= kg().

Since is arbitrary, g satisfies the following differential equation:


k
g () g() = 0

and the initial condition g(1) = 0. By Theorem 5 below,

g() = 0 eA() + eA() 0 eA(t) dt = 0
1

where, irrelevantly, A() = 1 kt dt = k ln . This implies g is identi-
cally zero, so f is homogeneous on Rn++ . Continuity guarantees that f is
homogeneous on Rn+ .

2 Corollary Let f : Rn+ R be continuous and differentiable on Rn++ . If


f is homogeneous of degree k, then Dj f (x) is homogeneous of degree k 1.

Proof if f is twice differentiable: By the first half of Eulers theorem,



n
Di f (x)xi = kf (x)
i=1

so differentiating both sides with respect to the j th variable,


( )

n
Dj Di f (x)xi = kDj f (x)
i=1

or

n
Dij f (x)xi + Dj f (x) = kDj f (x)
i=1

v. 2015.11.11::14.24
KC Border Eulers Theorem for Homogeneous Functions 3

or

n
Dij f (x)xi = (k 1)Dj f (x). (1)
i=1

Thus Dj f (x) is homogeneous of degree (k 1) by second half of Eulers


theorem.

Proof without twice differentiability: The difference quotients satisfy

f (x + h) f (x) k f (x + h) k f (x) f (x + h) f (x)


= = k1
h h h

whenever > 0. Thus f is differentiable at x if and only if it is differen-


tiable at x and Di f (x) = k1 Di f (x) for all i = 1, . . . , n.

3 Corollary If f is homogeneous of degree k, then

Di f (x) Di f (x)
=
Dj f (x) Dj f (x)

for > 0 and x Rn++ .

Proof : By Corollary 2 each fi satisfies Di f (x) = k1 Di f (x), so

Di f (x) k1 Di f (x) Di f (x)


= k1 = .
Dj f (x) Dj f (x) Dj f (x)

4 Corollary If f is homogeneous of degree 1 and twice differentiable, then


the Hessian matrix [Dij f (x)] is singular for all x Rn++ .

Proof : By (1),

n
Dij f (x)xi = (k 1)Dj f (x).
i=1

When k = 1 this becomes [Dij f (x)]x = 0 in matrix terms, so for x = 0 we


conclude that [Dij f (x)] is singular.

5 Theorem (Solution of first order linear differential equations)


Assume P, Q are continuous on the open interval I. Let a I, b R.

v. 2015.11.11::14.24
KC Border Eulers Theorem for Homogeneous Functions 4

Then there is one and only one function y = f (x) that satisfies the initial
value problem
y + P (x)y = Q(x)
with f (a) = b. It is given by
x
A(x) A(x)
f (x) = be +e Q(t)eA(t) dt
a

where x
A(x) = P (t) dt.
a

For a proof see [1, Theorems 8.2 and 8.3, pp. 309310].

References
[1] Apostol, T. M. 1967. Calculus, 2d. ed., volume 1. Waltham, Mas-
sachusetts: Blaisdell.

v. 2015.11.11::14.24

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