How do you solve $f'(x) = f(f(x))$?
A friend told me to solve the following differential equation:
$$f'(x)=f(f(x))$$
I have no idea how to solve this! This doesn't seem to be an ordinary differential equation and I can't even solve this numerically!
I think my friend is trolling me.
This question has been asked on MathOverflow, this answer is migrated from there: -
There are two closed form solutions:
$$\displaystyle f_1(x) = e^{\frac{\pi}{3} (-1)^{1/6}} x^{\frac{1}{2}+\frac{i \sqrt{3}}{2}}$$ $$\displaystyle f_2(x) = e^{\frac{\pi}{3} (-1)^{11/6}} x^{\frac{1}{2}+\frac{i \sqrt{3}}{2}}$$
The solution technique can be found in this paper.
For a general case, solution of the equation
$$f'(z)=f^{[m]}(z)$$
has the form
$$f(z)=\beta z^\gamma$$
where $\beta$ and $\gamma$ should be obtained from the system
$$\gamma^m=\gamma-1$$ $$\beta^{\gamma^{m-1}+...+\gamma}=\gamma$$
In your case $m=2$.
Note: I merely brought this to your attention, all credit should go to Anixx on MO.