How to obtain $f(x)$, if it is known that $f(f(x))=x^2+x$?

There is no such $f:\mathbb C\to\mathbb C$. See this paper:

When is $f(f(z)) = az^2 + bz + c$ ?
by R. E. Rice, B. Schweizer and A. Sklar
The American Mathematical Monthly, vol. 87, no. 4 (Apr., 1980), pp. 252–263

More generally, they prove that a quadratic polynomial has no iterative roots of any order.


EDDIITT: pretty good approximation ( for $x>4,$ say) with $$ \color{blue}{ h(x) \approx x^{\sqrt 2} + \frac{x^{ \left(\sqrt 2 - 1 \right)}}{\sqrt 2} + (1 - \sqrt 2 ) }$$ The following things are true: as long as you just want $C^1$ with no hope of extending to the complex numbers, you can do it, this is a theorem in the KCG book, I put some pages as a pdf HERE . I have been curious on one technical point for four years now, smoothness of the real restriction of Ecalle's solution at the fixpoint itself, and just wrote to Prof. Ger, maybe he will write back.

Meanwhile, see https://mathoverflow.net/questions/45608/formal-power-series-convergence and the correct answer at https://mathoverflow.net/questions/45608/formal-power-series-convergence/46765#46765

Your function $x^2 + x$ also has derivative $1$ at the fixpoint $0,$ but is not a Mobius transformation. What this means is that there is a solution for $x \geq 0$ that is real analytic for $x > 0$ and can therefore be extended to a holomorphic function in an open set containing the strictly positive real axis. The technique for doing all this is due to Jean Ecalle at Orsay, about 1973. The specific steps are in the KCG book, especially pages 346-347 and 351-352. All steps are done with formal power series, abbreviated FPS in the book.

Anyway, goes like this: define $$ \color{green}{f(x) = \frac{\sqrt{1 + 4 x} - 1}{2} = \frac{2x}{1 + \sqrt{1 + 4 x}} } $$ for $x > -1/4.$ We need to use use rather than the original $x^2 + x$ because we need convergence in the iteration steps.

$$ \color{magenta}{f = x - x^2 + 2 x^3 - 5 x^4 + 14 x^5 - 42 x^6 + 132 x^7 - 429 x^8 + 1430 x^9 - 4862 x^{10} + 16796 x^{11} - 58786 x^{12} + 208012 x^{13} - 742900 x^{14} + 2674440 x^{15} + O(x^{16})} $$

$$ $$

$$ \color{magenta}{ \frac{d f}{dx} = 1 - 2 x + 6 x^2 - 20 x^3 + 70 x^4 - 252 x^5 + 924 x^6 - 3432 x^7 + 12870 x^8 - 48620 x^9 + 184756 x^{10} - 705432 x^{11} + 2704156 x^{12} - 10400600 x^{13} + 40116600 x^{14} - 155117520 x^{15} + O(x^{16}) }$$

Find several terms in the formal power series for $\lambda(x)$ that solves $$ \lambda(f(x)) = f'(x) \lambda(x), $$ or $$ \lambda \left( \frac{\sqrt{1 + 4 x} - 1}{2} \right) = \frac{\lambda(x)}{ \sqrt{1 + 4 x}}, $$ where the power series for $\lambda(x)$ is required to begin with the first term in the power series of $f(x)$ after the initial $x.$ To emphasize, you find the FPS's as above and perform this step with those FPS; I gradually extend the series for $\lambda,$ one coefficient at a time. $$ \color{magenta}{\lambda = - x^2 + x^3 - \frac{3 x^4}{2} + \frac{8 x^5}{3} - \frac{31 x^6}{6} + \frac{157 x^7}{15} - \frac{649 x^8}{30} + \frac{9427 x^9}{210} - \frac{19423 x^{10}}{210} + \frac{6576 x^{11}}{35} - \frac{2627 x^{12}}{7} + \frac{853627 x^{13}}{1155} - \frac{ 2007055 x^{14}}{ 1386} + \frac{3682190 x^{15}}{ 1287} + O(x^{16}))}$$

Next, write several terms for the reciprocal of the series, and use those in $$ \frac{1}{\lambda(x)} = \frac{d \alpha(x)}{dx},$$

$$\color{magenta}{ \frac{d \alpha}{dx} = \frac{-1}{x^2} - \frac{1}{x} + \frac{1}{2} - \frac{2x}{3} + \frac{13x^2}{12} - \frac{113x^3}{60}+ \frac{1187x^4}{360} - \frac{1754x^5}{315} + \frac{14569x^6}{1680} - \frac{176017x^7}{15120} + \frac{ 1745717x^8}{151200} - \frac{ 176434x^9}{51975} - \frac{ 147635381x^{10}}{9979200} + \frac{ 3238110769x^{11}}{129729600} + O(x^{12})}$$

Now, formally integrate to find a short series for $\alpha(x)$ that usually includes a single logarithms term and begins with a few negative powers of $x,$ so it is a logarithm term plus a Laurent expansion. This function $\alpha(x)$ satisfies $$ \alpha(f(x)) = \alpha(x) + 1. $$

$$ \color{magenta}{ \alpha = \frac{1}{x} - \log x + \frac{x}{2} - \frac{x^2}{3} + \frac{13 x^3}{36} - \frac{113 x^4}{240} + \frac{1187x^5}{1800} - \frac{877x^6}{945} + \frac{14569x^7}{11760} - \frac{176017x^8}{120960} + \frac{1745717x^9}{1360800} - \frac{88217x^{10}}{259875} + O(x^{11})}$$

To actually calculate $\alpha(x)$ for some real number $x > 0,$ define $$x_0 = x, x_1 = f(x), \; x_2 = f(x_1), \; \ldots \; x_{n+1} = f(x_n). $$ From the dfining equation for $\alpha,$ we know that $$ \alpha(x_n) - n = \alpha(x). $$ Which is very good, because $x_n$ slowly approaches $0,$ and we can find $\alpha(x)$ to arbitrary accuracy with $$ \color{magenta}{ \alpha(x) = \lim_{n \rightarrow \infty} \alpha(x_n) - n}, $$ where we are using our peculiar Laurent expansion plus logarithm term in the right hand side. We need a second numerical step, which is to have available $\alpha^{-1}(x).$ I did that with ordinary bisection, slow but reliable.

Finally, you were really interested in $$ f^{-1}(x) = x^2 + x. $$ By simple substitution, we have $$ \alpha(f^{-1}(x)) = \alpha(x) - 1. $$

Define $$\color{blue}{ h(x) = \alpha^{-1}\left( \alpha(x) - \frac{1}{2} \right)}, $$ so that $$ \alpha(h(x)) = \alpha(x) - \frac{1}{2}. $$ Then $$ h(h(x)) = \alpha^{-1}\left( \alpha(h(x)) - \frac{1}{2} \right), $$ $$ h(h(x)) = \alpha^{-1}\left( \left( \alpha(x) - \frac{1}{2} \right) - \frac{1}{2} \right) = \alpha^{-1}\left( \alpha(x) - 1 \right) = \alpha^{-1}\left( \alpha(f^{-1}(x)) \right), $$ $$ \color{blue}{ h(h(x)) = f^{-1}(x) = x^2 + x}. $$

This really is the right way to do this. It is just lots of work.

Alright, used gp-pari, the combined Laurent series with log is

If it seems convenient one may include a constant term, in the end it changes nothing.

EDIT, Friday August 29. Quicker than I expected, largely because I still had the C++ program for the sine problem and just had a few changes, all the extra tinkering was in numerical stuff, accuracy demands and so on. The half iterate is called $h(x),$ next column $h(h(x))$ which came out very well, error $h(h(x)) - x - x^2$ in final column.

jagy@phobeusjunior:~/old drive/home/jagy/Cplusplus  ./abel_quadratic
 x     alpha(x)                  h(x)              h(h(x))             h(h(x)) - x - x^2
0.1   12.34957156437698    0.1047722467597998    0.109999999999924    -7.601475008391654e-14
0.2   6.698404497655632    0.2183212373574808    0.2400000000057361    5.736109365137498e-12
0.3   4.664365697383913    0.3397339639152821    0.3899999999984503    -1.54972923057696e-12
0.4   3.578318349027508    0.4683176837006184    0.5599999999998941    -1.059019544150455e-13
0.5   2.887563844089283    0.6035247351861248    0.7500000000027918    2.791766817722419e-12
0.6   2.402125463031833    0.7449086888908782    0.9600000000071434    7.143410320729904e-12
0.7   2.038235616342387    0.8920969377271455    1.189999999998397    -1.603108759021948e-12
0.8   1.752874096376789    1.044772606289452    1.43999999999838    -1.619762104391326e-12
0.9   1.521526085243185    1.202662081576193    1.710000000007093    7.093339262319309e-12
1   1.329122322128679    1.365526109628094    1.999999999995433    -4.567457523307894e-12
1.1   1.16584868546157    1.533153249918291    2.309999999999778    -2.227196291976208e-13
1.2   1.025015540899213    1.70535494330933    2.640000000005576    5.575815417019347e-12
1.3   0.9018917080819405    1.881961717365725    2.990000000005553    5.552944822712069e-12
1.4   0.7930276007682336    2.06282021339842    3.359999999999707    -2.924416351440806e-13
1.5   0.6958428672226297    2.247790820476767    3.750000000002591    2.590816450265265e-12
1.6   0.6083648146160752    2.4367457662832    4.16000000000693    6.929337095437638e-12
1.7   0.5290566936740566    2.629567557533946    4.590000000005444    5.444587055508654e-12
1.8   0.4567016007712204    2.826147692171223    5.039999999998141    -1.859126134290401e-12
1.9   0.3903219460842974    3.026385585323028    5.509999999992289    -7.710951885689377e-12
2   0.3291223221286791    3.230187665709464    6.000000000002442    2.442490654175344e-12
2.1   0.2724481590078001    3.437466609237211    6.509999999999497    -5.033837929824259e-13
2.2   0.2197552692216855    3.648140684345403    7.040000000012558    1.255703093588911e-11
2.3   0.1705870545953422    3.862133188737511    7.589999999990695    -9.303704508190069e-12
2.4   0.1245572014479078    4.079371962336136    8.159999999999389    -6.104092925562909e-13
2.5   0.08133637076430866    4.299788963036583    8.75000000000226    2.259525899717119e-12
2.6   0.04064183929403394    4.523319895822285    9.360000000006586    6.585612263854124e-12
2.7   0.00222934965743236    4.749903886620089    9.98999999999781    -2.191171723231466e-12
2.8   -0.0341133655737727    4.97948319436885    10.63999999999049    -9.508873723140798e-12
2.9   -0.068571776927252    5.212002955640676    11.30999999999917    -8.249043809138712e-13
3     -0.1013087576914362    5.447410957318214    12.00000000000204    2.042810365310288e-12
3.1   -0.1324680069216879    5.685657433479092    12.71000000000636    6.363123569719242e-12
3.2   -0.1621768598101268    5.926694883278735    13.43999999999758    -2.422986290773199e-12
3.3   -0.190548610778305    6.170477907124946    14.19000000000481    4.809450580844921e-12
3.4   -0.2176844459848682    6.416963058866861    14.95999999999166    -8.343778792885281e-12
3.5   -0.2436750604884958    6.666108712048336    15.75000000000179    1.794120407794253e-12
3.6   -0.2686020190760892    6.917874938523173    16.56000000002793    2.793298058134663e-11
3.7   -0.2925389073885415    7.172223397984279    17.38999999999731    -2.686775281424136e-12
3.8   -0.3155523105139151    7.42911723765007    18.23999999999727    -2.732072380828843e-12
3.9   -0.3377026486746939    7.688520999656106    19.10999999999866    -1.342712399599044e-12
4     -0.3590448941611992    7.950400537177861    20.00000000001606    1.605826582817826e-11
4.1   -0.3796291888415436    8.214722936869059    20.91000000001309    1.309516037273362e-11
4.2   -0.3995013781846659    8.481456447739166    21.83999999999703    -2.975432400464939e-12
4.3   -0.4187034747973836    8.750570415524315    22.78999999998968    -1.031622703928647e-11
4.4   -0.4372740622184186    9.022035222085844    23.75999999999835    -1.653930464806663e-12
4.5   -0.4552486478563347    9.295822229429085    24.75000000000846    8.462563982902793e-12
4.6   -0.4726599724737711    9.571903727745777    25.76000000000549    5.494129456939945e-12
4.7   -0.4895382824037881    9.850252887298186    26.78999999996759    -3.241055340774679e-11
4.8   -0.5059115696867305    10.13084371362828    27.83999999999663    -3.369783618811795e-12
4.9   -0.5218057845044439    10.41365100589565    28.9100000000271    2.709995769456519e-11
5     -0.5372450236123233    10.69865031803113    30.00000000000084    8.384404281969182e-13
5.1   -0.5522516979121136    10.98581792253899    31.11000000000513    5.133529018541694e-12
5.2   -0.5668466818374271    11.2751307765618    32.2399999999745    -2.550141348089952e-11
5.3   -0.5810494468467916    11.56656649026647    33.39000000001808    1.807883703852653e-11
5.4   -0.5948781809801713    11.86010329704915    34.55999999999035    -9.651088955786591e-12
5.5   -0.6083498961731976    12.15572002578478    35.7499999999859    -1.409716787748039e-11
5.6   -0.6214805247781624    12.45339607461181    36.95999999999748    -2.517239888755185e-12
5.7   -0.6342850065582102    12.75311138636128    38.1900000000032    3.192966724352431e-12
5.8   -0.6467773672439603    13.05484642542658    39.43999999999583    -4.163815126023707e-12
5.9   -0.6589707896064629    13.35858215597922    40.7100000000045    4.494040556357604e-12
6     -0.670877677871321    13.66430002140698    42.00000000001459    1.459454779251246e-11
6.1   -0.6825097162058276    13.97198192491624    43.30999999998249    -1.75008098290963e-11
6.2   -0.6938779219064769    14.28161021123291    44.64000000003188    3.187313607488917e-11
6.3   -0.7049926938537755    14.59316764924931    45.9900000000318    3.180119362289346e-11
6.4   -0.715863856716369    14.90663741565324    47.36000000002589    2.588670597325482e-11
6.5   -0.726500701345836    15.222003079372    48.7499999999996    -3.979039320256561e-13
6.6   -0.7369120217414309    15.53924858691136    50.15999999993838    -6.161663193560152e-11
6.7   -0.7471061489219293    15.85835824833476    51.58999999999504    -4.958734811655319e-12
6.8   -0.7570909820130148    16.17931672400653    53.03999999998766    -1.234038565778306e-11
6.9   -0.7668740168092776    16.50210901226642    54.51000000100765    1.007648933043503e-09
7     -0.7764623720559678    16.82672043658028    55.99999999995545    -4.455102953215828e-11
7.1   -0.7858628136599484    17.15313663528092    57.50999999983604    -1.639543258102893e-10
7.2   -0.7950817770212208    17.48134355022496    59.04000000001636    1.636021179640679e-11
7.3   -0.804125387653983    17.81132741620624    60.58999999998716    -1.284043010807423e-11
7.4   -0.8129994802545112    18.14307475151896    62.15999999998124    -1.876735225558868e-11
7.5   -0.8217096163452652    18.47657234830246    63.74999999999861    -1.392663762089796e-12
7.6   -0.8302611006262054    18.81180726364275    65.3599999999301    -6.989800752088549e-11
7.7   -0.8386589961406261    19.14876681105959    66.98999999999401    -5.990798135346864e-12
7.8   -0.8469081383553058    19.487438552212    68.64000000004481    4.48103429362412e-11
7.9   -0.8550131482496721    19.82781028913469    70.30999999998798    -1.202607805006473e-11
8    -0.8629784444906156    20.16987005676574    71.99999999999801    -1.989519660128281e-12
8.1   -0.870808254770019    20.51360611569972    73.71000000008232    8.232334258728713e-11
8.2   -0.8785066263741219    20.8590069453774    75.43999999996436    -3.563073447399034e-11
8.3   -0.8860774360427158    21.20606123751556    77.18999999997149    -2.852175440271054e-11
8.4   -0.8935243991735187    21.55475788971871    78.9599999999146    -8.540559925940272e-11
8.5   -0.9008510784275988    21.90508599953461    80.75000000001202    1.20223830890609e-11
8.6   -0.9080608917744842    22.25703485853165    82.55999999995808    -4.191327840352699e-11
8.7   -0.9151571200258515    22.61059394681281    84.38999999998555    -1.443879737994536e-11
8.8   -0.9221429138912409    22.96575292760232    86.23999999998546    -1.455603693134577e-11
8.9   -0.9290213005950486    23.32250164214523    88.10999999992129    -7.872116847273958e-11
9    -0.9357951900840553    23.68083010472332    90.00000000001143    1.142552719102241e-11
9.1   -0.9424673808558298    24.04072849786763    91.9099999999938    -6.192518720027351e-12
9.2   -0.94904056543564    24.40218716784729    93.83999999989763    -1.023578027892214e-10
9.3   -0.9555173355278145    24.76519662026029    95.79000000002119    2.118070996370847e-11
9.4   -0.9619001868602525    25.12974751565342    97.7599999999716    -2.840941371040628e-11
9.5   -0.9681915237489729    25.49583066562954    99.74999999998167    -1.833200258261058e-11
9.6   -0.9743936633963083    25.86343702875129    101.7599999999859    -1.412750472162827e-11
9.7   -0.980508839945976    26.23255770679393    103.7900000000061    6.117203965594342e-12
9.8   -0.9865392083063443    26.60318394112198    105.8399999999696    -3.039403451143841e-11
9.9   -0.9924868477624008    26.97530710907296    107.9099999999854    -1.456271214728133e-11
10   -0.9983537653840405    27.34891872058871    109.9999999999955    -4.462208380573429e-12
 x     alpha(x)                  h(x)              h(h(x))             h(h(x)) - x - x^2
jagy@phobeusjunior:~/old drive/home/jagy/Cplusplus


Here’s a technique for finding the first few terms of a formal power series representing the fractional iterate of a given function like $f(x)=x+x^2$. I repeat that this is a formal solution to the problem, and leaves unaddressed all considerations of convergence of the series answer.

I’m going to find the first six terms of $f^{\circ1/2}(x)$, the “half-th” iterate of $f$, out to the $x^5$-term. Let’s write down the iterates of $f$, starting with the zero-th. \begin{align} f^{\circ0}(x)&=x\\ f^{\circ1}=f&=x&+x^2\\ f^{\circ2}&=x&+2x^2&+2x^3&+x^4\\ f^{\circ3}&\equiv x&+3x^3&+6x^3& + 9x^4& + 10x^5& + 8x^6\\ f^{\circ4}&\equiv x &+ 4x^2& + 12x^3& + 30x^4& + 64x^5& + 118x^6\\ f^{\circ5}&\equiv x& + 5x^2& + 20x^3& + 70x^4& + 220x^5& + 630x^6\\ f^{\circ6}&\equiv x& + 6x^2& + 30x^3& + 135x^4& + 560x^5& + 2170x^6\\ f^{\circ7}&\equiv x& + 7x^2& + 42x^3& + 231x^4& + 1190x^5& + 5810x^6\,, \end{align} where the congruences are modulo all terms of degree $7$ and more.

Now look at the coefficients of the $x$-term: always $1$. Of the $x^2$-term? In $f^{\circ n}$, it’s $C_2(n)=n$. The coefficient of $x^3$ in $f^{\circ n}$ is $C_3(n)=n(n-1)=n^2-n$, as one can see by inspection. Now, a moment’s thought (well, maybe several moments’) tells you that $C_j(n)$, the coefficient of $x^j$ in $f^{\circ n}$, is a polynomial in $n$ of degree $j-1$. And a familiar technique of finite differences shows you that \begin{align} C_4(n)&=\frac{2n^3-5n^2+3n}2\\ C_5(n)&=\frac{3n^4-13n^3+18n^2-8n}3\,, \end{align} I won’t go into the details of that technique. The upshot is that, modulo terms of degree $6$ and higher, you have $f^{\circ n}(x)\equiv x+nx^2+(n^2-n)x^3+\frac12(2n^3-5n^2+3n)x^4+\frac13(3n^4-13n^3+18n^2-8n)x^5$.

Now, you just plug in $n=\frac12$ in this formula to get your desired series. And I’ll leave it to you to go one degree higher, using the iterates I’ve given you.