TITLE: Functional Equation $f(x+y)-f(x-y)=2f'(x)f'(y)$
QUESTION [13 upvotes]: I am trying to solve the equation $f(x+y)-f(x-y)=2f'(x)f'(y)$ for all $f:\mathbb{R}\to\mathbb{R}$ non-constant, differentiable functions. 
Here is my progress:
Any solution must be an even function and therefore zero is a critical point. Further if $f(x)$ is a solution, then $f(x)+c$ is also a solution for any constant $c.$  
In addition $\dfrac{x^2}2, -\cos x$ and $\cosh x$ are some solutions of our functional equation. 
How can I solve this equation completely?

REPLY [2 votes]: This is not a complete answer and just a discussion about the differentiability of $f$.
We have that 
$$ 0=f(x+0)-f(x-0)=2f'(x)f'(0)\implies f'(0)=0$$ because in other case $f$ is constant.
Since if $f$ is a solution then $f+c$ is also a solution we assume $f(0)=0$ WLOG.
We have that 
$$f(2x)-0=f(x+x)-f(x-x)=2(f'(x))^2\implies f'(x)=\pm \sqrt{\dfrac{f(2x)}{2}}.$$ So, $$f(2x)\ne 0\implies \exists f''(x).$$ 
Let $x_0\ne 0$ be the smallest positive value such that $f(2x_0)=0.$ Then it is $$f(x_0+y)=f(x_0-y), \forall y.$$  Since $$f(y)=f(-y),\forall y$$ we have that $f$ must be periodic with period $2x_0$. Indeed
$$f(2x_0+y)=f(x_0+x_0+y)=f(x_0-x_0-y)=f(-y)=f(y).$$
So, $f''(x)$ exists on $\mathbb{R}\setminus\{kx_0|k\in\mathbb{Z}.\}$
Let $y_0$ be a point such that $f'(y_0)\ne 0.$ Then
\begin{align}
f''(0) &= \lim_{h\to 0}\dfrac{f'(h)}{h}\\&= \lim_{h\to 0}\dfrac{f(h+y_0)-f(h-y_0)}{2hf'(y_0)} \\&= \dfrac{1}{2f'(y_0)}\left(\lim_{h\to 0}\dfrac{f(h+y_0)-f(y_0)}{h}+\lim_{h\to 0}\dfrac{f(y_0)-f(h-y_0)}{h}\right)  \\&=1.
\end{align} This shows that $f''(x)$ exists $\forall x\in \mathbb{R}.$
Now, we have 
\begin{align}
f'''(x)&=\lim_{h\to 0}\dfrac{f''(x+h)-f''(x)}{h}\\&= \lim_{h\to 0}\dfrac{f'(x+h+y)-f'(x+h-y)-f'(x+y)+f'(x-y)}{2hf'(y)}\\&=\dfrac{f''(x+y)}{f'(y)}.
\end{align} This shows that $\exists f'''(x),\forall x.$
In a similar way we can show the existence of $f^{(4)}$ using that
$$f''(x+y)-f''(x-y)=2f'''(x)f'(y).$$
Thus the answer given by @Qmechanic includes all possible solutions.