1.Introduction
In a recent paper [3] we introduced a new cosine functional equation
(1.1)
\eqalign{ & g\left( {xyz} \right) - \left[ {g\left( x \right)g\left( {yz} \right) + g\left( y \right)g\left( {xz} \right) + g\left( z \right)g\left( {xy} \right)} \right] \cr & \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, + 2g\left( x \right)g\left( y \right)g\left( z \right) = 0,\;x,\;y,\;z \in S, \cr}
for unknown g : S → K, where S is a semigroup and K is a field. (We called it a “new” cosine equation since d’Alembert’s equation was previously called a cosine functional equation.) One of the main results of that paper showed that if g is a solution of (1.1) then there exists a function f : S → K such that the pair (f, g) is a solution of the sine addition formula
(1.2)
f\left( {xy} \right) = f\left( x \right)g\left( y \right) + g\left( x \right)f\left( y \right)\;,\;x,\;y \in S.
Conversely if the pair (f, g) satisfies (1.2) and f ≠ 0, then g satisfies (1.1). (A simpler proof of this result has been found by Stetkaer [5].)
The other main result in [3] gave the general solution of (1.1) for the case K = ℂ, and that forms part of the foundation for the present paper. If X is a topological space, let C(X) denote the algebra of continuous functions mapping X into ℂ. A function m: S → ℂ is multiplicative if m(xy) = m(x)m(y) for all x, y ∈ S. The following is [3, Corollary 3.3].
Proposition 1.1
Let S be a topological semigroup. A function g ∈ C(S) is a solution of (1.1) if and only if there exist multiplicative functions m1, m2 ∈ C(S) such that
g = {{{m_1} + {m_2}} \over 2}.
Here we consider the more general functional equation
(1.3)
\eqalign{ & f\left( {xyz} \right) + g\left( x \right)g\left( {yz} \right) + g\left( y \right)g\left( {xz} \right) + g\left( z \right)g\left( {xy} \right) \cr & \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, + h\left( x \right)h\left( y \right)h\left( z \right) = 0,\;x,\;y,\;z \in S, \cr}
for three unknown functions f, g, h: S → ℂ, where S is a monoid.
The next section contains some terminology, notation, and other preliminaries. There we describe the solution form of a special case of (1.2) that arises in the preparations for solving (1.3). In the third section we prove some preparatory results about a simple Levi-Civita equation and an extension of Proposition 1.1. The main result is Theorem 4.1, which describes the complex-valued solutions of (1.3) on a monoid. It shows that all such solutions are specified linear combinations of at most two multiplicative functions.
All results are stated for topological semigroups, but the discrete topology is allowed.
2.Preliminaries
Let ℂ* = ℂ \ {0}.
A function A: S → ℂ is said to be additive if A(xy) = A(x) + A(y) for all x, y ∈ S.
If m: S → ℂ is multiplicative and m ≠ 0 then we call m an exponential.
For any multiplicative m: S → ℂ we define the sets
{I_m}\;: = \{ x \in S|m\left( x \right) = 0\}
and
P_m : = \left\{ {p \in I_m \backslash I_m I_m |up,pv,upv \in I_m \backslash I_m I_m \,\,{\text{for}}\,{\text{all}}\,u,v \in S\backslash I_m } \right\}.
It follows that if p ∈ Pm and u, v ∈ S \ Im, then up, pv, upv ∈ Pm also.
A monoid is a semigroup with an identity element that we denote e. If S is a monoid and m: S → K is multiplicative, then m(e) = m(e2) = m(e)2 so m(e) ∈ {0, 1}. If m(e) = 0 then m(x) = m(xe) = m(x)m(e) = 0 for all x ∈ S, so m = 0. Therefore if m ≠ 0 then m(e) = 1.
The general solution of (1.2) for f, g : S → ℂ is given in [1, Theorem 3.1], but here we need only the following corollary describing the solutions in the special case that g is an exponential and f is not the zero function.
Proposition 2.1
Let S be a topological semigroup. Suppose f, m ∈ C(S) satisfy
(2.1)
f\left( {xy} \right) = f\left( x \right)m\left( y \right) + m\left( x \right)f\left( y \right)\;,\;x,\;y \in S,
where f ≠ 0 and m is an exponential. Then there exists an additive function A ∈ C(S \ Im) and a function fP ∈ C(Pm) such that
- (a)
f\left( x \right) = \left\{ {\matrix{ {A\left( x \right)m\left( x \right)} \hfill & {for\;x \in S\backslash {I_m},} \hfill \cr {{f_P}\left( x \right)} \hfill & {for\;x \in {P_m},} \hfill \cr 0 \hfill & {for\;x \in {I_m}\backslash {P_m},} \hfill \cr } } \right.
- (b)
f(qt) = f(tq) = 0 for all q ∈ Im \ Pm and t ∈ S \ Im, and
- (c)
for p ∈ Pm and u, v ∈ S \ Im we have fP (up) = fP (p)m(u), fP (pv) = fP (p)m(v), and fP (upv) = fP (p)m(uv).
Conversely, for any exponential m the function f described above satisfies (2.1).
Proof
This is an immediate consequence of [1, Theorem 3.1].
Definition 2.2
For f, m as described in Proposition 2.1 we refer to the pair (f, m) as a sine-exponential pair.
A function γ on S is said to be central if γ(xy) = γ(yx) for all x, y ∈ S.
3.Preparatory results
We will use the following, which is [2, Theorem 4.4].
Proposition 3.1
Let S be a topological monoid, and suppose f, g1, g2, h1, h2 ∈ C(S) satisfy the Levi-Civita equation
f\left( {xy} \right) = {g_1}\left( x \right){h_1}\left( y \right) + {g_2}\left( x \right){h_2}\left( y \right)\;,\;x,\;y \in S,
with f central, and with {g1, g2} and {h1, h2} linearly independent. Then the solutions are given by the following families, where m, m1, m2 ∈ C(S) are exponentials with m1 ≠ m2, and (ϕ, m) is a continuous sine-exponential pair.
- (a)
There exist constants ai, bi, ci, di, ei ∈ ℂ satisfying
\left( {\matrix{ {{b_1}} & {{d_1}} \cr {{b_2}} & {{d_2}} \cr } } \right)\left( {\matrix{ {{c_1}} & {{c_2}} \cr {{e_1}} & {{e_2}} \cr } } \right) = \left( {\matrix{ {{a_1}} & 0 \cr 0 & {{a_2}} \cr } } \right)
such that
\matrix{ {f = {a_1}{m_1} + {a_2}{m_2},\;{g_1} = {b_1}{m_1} + {b_2}{m_2},\;{g_2} = {d_1}{m_1} + {d_2}{m_2},} \cr {{h_1} = {c_1}{m_1} + {c_2}{m_2},\;{h_2} = {e_1}{m_1} + {e_2}{m_2}.} \cr }
- (b)
There exist constants ai, bi, ci, di, ei ∈ ℂ satisfying
\left( {\matrix{ {{b_1}} & {{d_1}} \cr {{b_2}} & {{d_2}} \cr } } \right)\left( {\matrix{ {{c_1}} & {{c_2}} \cr {{e_1}} & {{e_2}} \cr } } \right) = \left( {\matrix{ {{a_1}} & {{a_2}} \cr {{a_2}} & 0 \cr } } \right)
such that
\matrix{ {f = {a_1}m + {a_2}\varphi ,\;{g_1} = {b_1}m + {b_2}\varphi ,\;{g_2} = {d_1}m + {d_2}\varphi ,} \cr {{h_1} = {c_1}m + {c_2}\varphi ,\;{h_2} = {e_1}m + {e_2}\varphi .} \cr }
Moreover all matrices above are invertible.
We also need some simple linear independence results.
Lemma 3.2
Let S be a semigroup.
- (i)
Any set of distinct exponentials on S into ℂ is linearly independent.
- (ii)
If (ϕ, m) is a sine-exponential pair on S into ℂ, then {m, ϕ} is linearly independent.
Proof
Part (i) is [4, Theorem 3.18(b)]. Part (ii) is [1, Lemma 5.1(b)].
The next step is to prove the following consequence of Proposition 3.1.
Corollary 3.3
Let S be a topological monoid. The functions F, G, H ∈ C(S) satisfy
(3.1)
F\left( {xy} \right) = G\left( x \right)G\left( y \right) + H\left( x \right)H\left( y \right)\;,\;x,\;y \in S,
if and only if they belong to one of the following families, where m ∈ C(S) is multiplicative, m1, m2 ∈ C(S) are exponentials with m1 ≠ m2, (ϕ, m) is a continuous sine-exponential pair, and a, b, c ∈ ℂ.
- (i)
F = c2m, G = cm, and H = 0.
- (ii)
F = 0 and G = ±iH, where H is an arbitrary nonzero function.
- (iii)
For c ≠ 0, b ≠ ±i, and m ≠ 0 we have
\;\matrix{ {F = \left( {{b^2} + 1} \right){c^2}m,} & {G = bcm,} & {H = cm.} \cr }
- (iv)
For bc(a2 + c2) ≠ 0 we have
\matrix{ {F = \left( {{a^2} + {c^2}} \right){m_1} + {b^2}\left( {1 + {{{a^2}} \over {{c^2}}}} \right){m_2},} & {G = a{m_1} + b{m_2},} & {H = c{m_1} - {{ab} \over c}{m_2}.} \cr }
- (v)
For b(a + ic) ≠ 0 we have
\matrix{ {F = \left( {{a^2} + {c^2}} \right)m + b\left( {a + ic} \right)\varphi ,} & {G = am + b\varphi ,} & {H = \pm \left( {cm + ib\varphi } \right).} \cr }
Proof
It is easily checked that the triples (F, G, H) in each case (i)–(v) satisfy (3.1), using the identity ϕ(xy) = ϕ(x)m(y) + m(x)ϕ(y) in case (v).
For the converse suppose F, G, H ∈ C(S) satisfy (3.1). First we consider the case that {G, H} is linearly dependent. If H = 0 then (3.1) reduces to
\matrix{ {F\left( {xy} \right) = G\left( x \right)G\left( y \right),} & {x,\;y \in S,} \cr }
which with x = e yields F = G(e)G. Thus we have G(e)G(xy) = G(x)G(y) for all x, y ∈ S. If G(e) = 0 it follows that G = 0, so F = 0 and we are in solution family (i) with c = 0. If G(e) ≠ 0, then m := G(e)−1G is multiplicative. Defining c := G(e) ∈ ℂ* we are in family (i) with c ≠ 0.
If H ≠ 0 then by linear dependence we have G = bH for some b ∈ ℂ, and (3.1) reduces to
\matrix{ {F\left( {xy} \right) = \left( {{b^2} + 1} \right)H\left( x \right)H\left( y \right),\;} & {x,\;y \in S.} \cr }
With x = e we get F = (b2 + 1)H(e)H, so
(3.2)
\matrix{ {\left( {{b^2} + 1} \right)H\left( e \right)H\left( {xy} \right) = \left( {{b^2} + 1} \right)H\left( x \right)H\left( y \right),\;} & {x,\;y \in S.} \cr }
If b = ±i then F = 0 and we are in family (ii). If b ≠ ±i then we get H(e) ≠ 0 from (3.2) since H ≠ 0. Defining c := H(e) and proceeding as in the previous paragraph, we are in family (iii).
Henceforth we assume that {G, H} is linearly independent. Since the right hand side of (3.1) is symmetric in x and y, the function F is central. Therefore we may apply Proposition 3.1 with f := F , g1 = h1 := G, and g2 = h2 := H.
The result in case (a) is
\matrix{ {F = {a_1}{m_1} + {a_2}{m_2},\;\;} & {G = {b_1}{m_1} + {b_2}{m_2},} & {H = {d_1}{m_1} + {d_2}{m_2},} \cr }
where m1, m2 ∈ C(S) are exponentials with m1 ≠ m2, and the coefficients satisfy
\left( {\matrix{ {{b_1}} & {{d_1}} \cr {{b_2}} & {{d_2}} \cr } } \right)\left( {\matrix{ {{b_1}} & {{b_2}} \cr {{d_1}} & {{d_2}} \cr } } \right) = \left( {\matrix{ {{a_1}} & 0 \cr 0 & {{a_2}} \cr } } \right)
Since the matrices are non-singular, we have a1a2 ≠ 0, b1d2 − b2d1 ≠ 0,
b_j^2 + d_j^2 = {a_j}
for j ∈ {1, 2}, and b1b2 + d1d2 = 0. There are several sub-cases to consider. If b1 = 0, then b2d1 ≠ 0 and d2 = 0. Defining c := d1 ∈ ℂ* and b := b2 ∈ ℂ*, we are in solution family (iv) with a = 0. Similarly, if b2 = 0 (or d1 = 0 or d2 = 0) we are again in solution family (iv) (switching the roles of m1 and m2 if needed) with a = 0. Finally, suppose b1b2d1d2 ≠ 0. Defining a := b1, b := b2, and c := d1 we have d2 = −ab/c, and we arrive at solution family (iv) with a ≠ 0.
From case (b) of Proposition 3.1 we get
\matrix{ {F = {a_1}m + {a_2}\varphi ,\;\;} & {G = {b_1}m + {b_2}\varphi ,} & {H = {d_1}m + {d_2}\varphi ,} \cr }
where m ∈ C(S) is an exponential, (ϕ, m) is a continuous sine-exponential pair, and the coefficients satisfy
\left( {\matrix{ {{b_1}} & {{d_1}} \cr {{b_2}} & {{d_2}} \cr } } \right)\left( {\matrix{ {{b_1}} & {{b_2}} \cr {{d_1}} & {{d_2}} \cr } } \right) = \left( {\matrix{ {{a_1}} & {{a_2}} \cr {{a_2}} & 0 \cr } } \right)
where the matrices are invertible. Thus we have a2 ≠ 0, b1d2 − b2d1 ≠ 0,
b_1^2 + d_1^2 = {a_1}
, b1b2 + d1d2 = a2, and
b_2^2 + d_2^2 = 0
. Defining a := b1, b := b2, and c := d1, we have d2 = ±ib, a1 = a2 + c2, and a2 = (a ± ic)b. If d2 = ib then a2 = (a + ic)b ≠ 0 implies that a ≠ −ic and we are in solution family (v) with the plus sign in the formula for H. If d2 = −ib we arrive by similar calculations at
\matrix{ {F = \left( {{a^2} + {c^2}} \right)m + b\left( {a - ic} \right)\varphi ,} & {G = am + b\varphi ,} & {H = cm - ib\varphi .} \cr }
Replacing c by −c we arrive at family (v) with the minus sign in the formula for H.
We also need the following small extension of Proposition 1.1.
Corollary 3.4
Let S be a topological monoid. A function g ∈ C(S) is a solution of
(3.3)
\matrix{ {g{{(e)}^2}g\left( {xyz} \right) - g\left( e \right)\left[ {g\left( x \right)g\left( {yz} \right) + g\left( y \right)g\left( {xz} \right) + g\left( z \right)g\left( {xy} \right)} \right]} \hfill \cr {\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\, + 2g\left( x \right)g\left( y \right)g\left( z \right) = 0,\;x,\;y,\;z \in S,} \hfill \cr }
if and only if there exist multiplicative functions m1, m2 ∈ C(S) such that
(3.4)
g = g\left( e \right){{{m_1} + {m_2}} \over 2}.
Proof
Suppose g ∈ C(S) satisfies (3.3). If g(e) = 0, then (3.3) reduces to g(x)g(y)g(z) = 0 for all x, y, z ∈ S, so g = 0 and we have (3.4).
If g(e) ≠ 0, then multiplying (3.3) by g(e)−3 and defining g′ : S → ℂ by
g': = g{(e)^{ - 1}}g
we find that g′ is a solution of (1.1). Since g′ ∈ C(S) we get (3.4) by Proposition 1.1.
The converse is straightforward.
4.The main result
Recall that (1.3) is the functional equation
\matrix{ {f\left( {xyz} \right) + g\left( x \right)g\left( {yz} \right) + g\left( y \right)g\left( {xz} \right) + g\left( z \right)g\left( {xy} \right) + h\left( x \right)h\left( y \right)h\left( z \right) = 0,} \hfill & {x,y,z \in S.} \hfill \cr }
Theorem 4.1
Let S be a topological monoid. The functions f, g, h ∈ C(S) satisfy (1.3) if and only if they belong to one of the following families, where m ∈ C(S) is multiplicative, m1, m2 ∈ C(S) are exponentials with m1 ≠ m2, and a, b, c ∈ ℂ.
- (a)
f = −(3b2 + c3)m, g = bm, and h = cm.
- (b)
For some a ∈ ℂ* we have
\matrix{ {f = {{{a^6}} \over 4}\left( {{m_1} + {m_2}} \right),} \hfill & {g = \pm {{i{a^3}} \over {2\sqrt 2 }}\left( {{m_1} + {m_2}} \right),} \hfill & {h = {{{a^2}} \over 2}\left( {{m_1} + {m_2}} \right)} \hfill \cr }
- (c)
For b, c ∈ ℂ* we have
f = - 3{b^2}{m_1} - {c^3}{m_2},\;g = b{m_1},\;h = c{m_2}.
- (d)
For b, c ∈ ℂ* we have
\matrix{ {f = - \left( {3{b^2} + {c^3}} \right){m_1} - {c^3}\left( {{{3{c^3}} \over {{b^2}}} + 1} \right){m_2},} \hfill & {g = b{m_1} - {{{c^3}} \over b}{m_2},} \hfill & {h = c\left( {{m_1} + {m_2}} \right).} \hfill \cr }
Proof
It is easy to check that each family (a)–(d) is a solution of (1.3). Conversely, suppose (f, g, h) is a (continuous) solution of (1.3). Putting z = e we find that
(4.1)
\matrix{ { - f\left( {xy} \right) - g\left( e \right)g\left( {xy} \right) = 2g\left( x \right)g\left( y \right) + h\left( e \right)h\left( x \right)h\left( y \right),\;} \hfill & {x,\;y \in S.} \hfill \cr }
Choose a ∈ ℂ such that a2 = h(e), and define F, G, H ∈ C(S) by
(4.2)
\matrix{ {F: = - f - g\left( e \right)g,} \hfill & {G: = \sqrt 2 g,} \hfill & {H: = ah.} \hfill \cr }
Then (4.1) becomes (3.1):
\matrix{ {F\left( {xy} \right) = G\left( x \right)G\left( y \right) + H\left( x \right)H\left( y \right),} \hfill & {x,\;y \in S,} \hfill \cr }
so by Corollary 3.3 we have solution families (i)–(v) for the triple (F, G, H).
Case 1: Suppose (F, G, H) are given by (i) or (iii). Then F, G, H ∈ span{m} for some multiplicative m ∈ C(S). By (4.2) this means f = dm and g = bm for some constants b, d ∈ ℂ. Putting these forms into (1.3) we get
(4.3)
\matrix{ {\left( {d + 3{b^2}} \right)m\left( x \right)m\left( y \right)m\left( z \right) + h\left( x \right)h\left( y \right)h\left( z \right) = 0,} \hfill & {x,\;y,\;z \in S.} \hfill \cr } \;
If m = 0 then we have f = g = h = 0, which is included in family (a) by taking m = 0. Now suppose m ≠ 0, so m(e) = 1. With y = z = e in (4.3) we see that
\matrix{ {\left( {d + 3{b^2}} \right)m\left( x \right) + h{{(e)}^2}h\left( x \right) = 0,} \hfill & {x \in S.} \hfill \cr } \;
If h(e) = 0 then d + 3b2 = 0, so by (4.3) we have h = 0. This solution is the case c = 0 and d = −3b2 of family (a). On the other hand if h(e) ≠ 0 then we have h = cm, where c = h(e) ≠ 0. Now (4.3) yields
\matrix{ {\left( {d + 3{b^2} + {c^3}} \right)m\left( x \right)m\left( y \right)m\left( z \right) = 0,} \hfill & {x,\;y,\;z \in S,} \hfill \cr }
and since m ≠ 0 we have d = −3b2 − c3. That is again in family (a), and that concludes Case 1.
Case 2: Suppose (F, G, H) are given by (ii), that is F = 0 and G = ±iH for arbitrary H ≠ 0. By (4.2) we have h ≠ 0 and
\matrix{ {g = \pm {{iah} \over {\sqrt 2 }},} \hfill & {f = {{h{{(e)}^2}h} \over 2},} \hfill \cr }
where a2 = h(e) ≠ 0. Inserting these forms into (1.3) we find that
{{h{{(e)}^2}} \over 2}h\left( {xyz} \right) - {{h\left( e \right)} \over 2}\left[ {h\left( x \right)h\left( {yz} \right) + h\left( y \right)h\left( {xz} \right) + h\left( z \right)h\left( {xy} \right)} \right] + h\left( x \right)h\left( y \right)h\left( z \right) = 0
for all x, y, z ∈ S. That is, h is a solution of (3.3). Therefore by Corollary 3.4 there exist multiplicative functions m1, m2 ∈ C(S) such that
h = h\left( e \right){{{m_1} + {m_2}} \over 2}.
Since h ≠ 0, at least one of m1 or m2 must be an exponential.
If either m1 = m2 ≠ 0, or m2 = 0 ≠ m1, or m1 = 0 ≠ m2, then we have (F, G, H) ∈ span{m1} or (F, G, H) ∈ span {m2}. Hence in these cases we are back in Case 1, where m := m1 or m := m2.
If m1 and m2 are distinct exponentials, then the solution is in family (b) (see Case 3).
For the rest of the proof (Cases 3 and 4) we have h(e) ≠ 0, since by (4.2) we have ah = H ≠ 0 and h(e) = a2.
Case 3: Suppose (F, G, H) are given by (iv). Then F, G, H ∈ span{m1, m2} for distinct exponentials m1, m2 ∈ C(S). By (4.2) the same is true for f, g, h, since h(e) ≠ 0. Let
\matrix{ {f = {a_1}{m_1} + {a_2}{m_2},} \hfill & {g = {b_1}{m_1} + {b_2}{m_2},} \hfill & {h = {c_1}{m_1} + {c_2}{m_2}} \hfill \cr }
for some aj, bj, cj ∈ ℂ. Inserting these forms into (1.3) we have
\matrix{ {0 = } \hfill & {{a_1}{m_1}\left( {xyz} \right) + {a_2}{m_2}\left( {xyz} \right) + \left[ {{b_1}{m_1}\left( x \right) + {b_2}{m_2}\left( x \right)} \right]\left[ {{b_1}{m_1}\left( {yz} \right) + {b_2}{m_2}\left( {yz} \right)} \right]} \hfill \cr {} \hfill & { + \left[ {{b_1}{m_1}\left( y \right) + {b_2}{m_2}\left( y \right)} \right]\left[ {{b_1}{m_1}\left( {xz} \right) + {b_2}{m_2}\left( {xz} \right)} \right]} \hfill \cr {} \hfill & { + \left[ {{b_1}{m_1}\left( z \right) + {b_2}{m_2}\left( z \right)} \right]\left[ {{b_1}{m_1}\left( {xy} \right) + {b_2}{m_2}\left( {xy} \right)} \right]} \hfill \cr {} \hfill & { + \left[ {{c_1}{m_1}\left( x \right) + {c_2}{m_2}\left( x \right)} \right]\left[ {{c_1}{m_1}\left( y \right) + {c_2}{m_2}\left( y \right)} \right]\left[ {{c_1}{m_1}\left( z \right) + {c_2}{m_2}\left( z \right)} \right]} \hfill \cr {} \hfill & { = \left( {{a_1} + 3b_1^2 + c_1^3} \right){m_1}\left( x \right){m_1}\left( y \right){m_1}\left( z \right) + \left( {{a_2} + 3b_2^2 + c_2^3} \right){m_2}\left( x \right){m_2}\left( y \right){m_2}\left( z \right)} \hfill \cr {} \hfill & { + \left( {{b_1}{b_2} + {c_1}c_2^2} \right)[{m_1}\left( x \right){m_2}\left( y \right){m_2}\left( z \right) + {m_2}\left( x \right){m_1}\left( y \right){m_2}\left( z \right)} \hfill \cr {} \hfill & { + {m_2}\left( x \right){m_2}\left( y \right){m_1}\left( z \right)\left] { + \left( {{b_1}{b_2} + c_1^2{c_2}} \right)} \right[{m_2}\left( x \right){m_1}\left( y \right){m_1}\left( z \right)} \hfill \cr {} \hfill & { + {m_1}\left( x \right){m_2}\left( y \right){m_1}\left( z \right) + {m_1}\left( x \right){m_1}\left( y \right){m_2}\left( z \right)]} \hfill \cr }
for all x, y, z ∈ S. By Lemma 3.2 all of the coefficients must vanish, that is
\matrix{ {{a_j} + 3b_j^2 + c_j^3 = 0,} \hfill & {j \in \left\{ {1,2} \right\},} \hfill & {{\rm{and}}} \hfill & {{b_1}{b_2} + {c_1}c_2^2 = 0 = {b_1}{b_2} + c_1^2{c_2}.} \hfill \cr }
It follows that c1c2(c2 − c1) = 0.
If c1 = 0 then b1b2 = 0. In this case if b1 = 0 then a1 = 0, so we have f, g, h ∈ span{m2} and are back Case 1. If b1 ≠ 0 then b2 = 0 so we have
{a_1} = - 3b_1^2
and
{a_2} = - c_2^3
, thus
\matrix{ {f = - 3b_1^2{m_1} - c_2^3{m_2},} \hfill & {g = {b_1}{m_1},} \hfill & {h = {c_2}{m_2}.} \hfill \cr }
If c2 = 0 too, then again we are back to family (a). If not, then we are in solution family (c) with b := b1 and c := c2.
The case c1 ≠ 0 and c2 = 0 is similar to the preceding one and leads to the same results by interchanging m1 and m2.
Lastly, if c1c2 ≠ 0 then we have c2 = c1 =: c ∈ ℂ*. Then b1b2 = −c3 ≠ 0 and
{a_j} = - 3b_j^2 - {c^3}
for j = 1, 2. Defining b := b1 ∈ ℂ* we are in solution family (d).
Case 4: Suppose (F, G, H) are given by (v). Then F, G, H ∈ span{M, ϕ} for a continuous sine-exponential pair (ϕ, M). As in the preceding case, the same is true for f, g, h. It is helpful to recall that (ϕ, M) satisfy the sine addition formula ϕ(xy) = ϕ(x)M(y) + M(x)ϕ(y). So for x = y = e we have ϕ(e) = 2ϕ(e) since M(e) = 1, therefore ϕ(e) = 0. Let
\matrix{ {f = {a_1}M + {a_2}\varphi ,} \hfill & {g = {b_1}M + {b_2}\varphi ,} \hfill & {h = {c_1}M + {c_2}\varphi ,} \hfill \cr }
where aj, bj, cj ∈ ℂ. Inserting these forms into (1.3) we have
\matrix{ {0 = } \hfill & {{a_1}M\left( {xyz} \right) + {a_2}\left( {\varphi \left( x \right)M\left( {yz} \right) + M\left( x \right)\varphi \left( y \right)M\left( z \right) + M\left( x \right)M\left( y \right)\varphi \left( z \right)} \right)} \hfill \cr {} \hfill & { + \left[ {{b_1}M\left( x \right) + {b_2}\varphi \left( x \right)} \right]\left[ {{b_1}M\left( {yz} \right) + {b_2}\left( {\varphi \left( y \right)M\left( z \right) + M\left( y \right)\varphi \left( z \right)} \right)} \right]} \hfill \cr {} \hfill & { + \left[ {{b_1}M\left( y \right) + {b_2}\varphi \left( y \right)} \right]\left[ {{b_1}M\left( {xz} \right) + {b_2}\left( {\varphi \left( x \right)M\left( z \right) + M\left( x \right)\varphi \left( z \right)} \right)} \right]} \hfill \cr {} \hfill & { + \left[ {{b_1}M\left( z \right) + {b_2}\varphi \left( z \right)} \right]\left[ {{b_1}M\left( {xy} \right) + {b_2}\left( {\varphi \left( x \right)M\left( y \right) + M\left( x \right)\varphi \left( y \right)} \right)} \right]} \hfill \cr {} \hfill & { + \left[ {{c_1}M\left( x \right) + {c_2}\varphi \left( x \right)} \right]\left[ {{c_1}M\left( y \right) + {c_2}\varphi \left( y \right)} \right]\left[ {{c_1}M\left( z \right) + {c_2}\varphi \left( z \right)} \right]} \hfill \cr {} \hfill & { = \left( {{a_1} + 3b_1^2 + c_1^3} \right)M\left( x \right)M\left( y \right)M\left( z \right) + c_2^3\varphi \left( x \right)\varphi \left( y \right)\varphi \left( z \right)} \hfill \cr {} \hfill & { + \left( {{a_2} + 3{b_1}{b_2} + {c_2}c_1^2} \right)\left[ {\varphi \left( x \right)M\left( y \right)M\left( z \right) + M\left( x \right)\varphi \left( y \right)M\left( z \right) + M\left( x \right)M\left( y \right)\varphi \left( z \right)} \right]} \hfill \cr {} \hfill & { + \left( {2b_2^2 + {c_1}c_2^2} \right)\left[ {\varphi \left( x \right)\varphi \left( y \right)M\left( z \right) + \varphi \left( x \right)M\left( y \right)\varphi \left( z \right) + M\left( x \right)\varphi \left( y \right)\varphi \left( z \right)} \right]} \hfill \cr }
for all x, y, z ∈ S. By Lemma 3.2 we see that all coefficients vanish, so in particular c2 = 0, and for the rest we have
{a_1} + 3b_1^2 + c_1^3 = {a_2} + 3{b_1}{b_2} = 2b_2^2 = 0
. Thus a2 = b2 = 0 also. Now we have f, g, h ∈ span{M} and revert to family (a).
This completes the proof.