TITLE: Functional equation related to $\sin$: $f(x+y)=f(x)f'(y)+f'(x)f(y)$
QUESTION [8 upvotes]: Find all differentiable $f:\mathbb R \to \mathbb R$ such that $$\forall (x,y)\in \mathbb R^2, f(x+y)=f(x)f'(y)+f'(x)f(y)$$

It's easy to check that the only constant solution is $0$ and the only polynomial solution is $x\mapsto x$. Besides, it's also easy to check that $\sin$ is a solution, as well as $\sinh$. More generally, $x\mapsto \frac {\sin(ax)}{a}$ and $x\mapsto \frac {\sinh(ax)}{a}$ are solutions.
Setting $x=y=0$ yields $f(0)(1-2f'(0))=0$.
By letting $y=0$, one gets the ODE $ f(0)f'(x)+(f'(0)-1)f(x)=0$.  
If $f(0)\neq 0$, then $f'(0)=\frac 12$ and this is easily solved as $x\mapsto \frac {\exp(ax)}{2a}$
If $f(0)=0$, either $f'(0)\neq 1$ and then $f=0$ , or $f'(0)=1$ and the ODE is now useless.
How should I continue ? Are there other solutions ?

REPLY [6 votes]: With $y=0$ you get $f(x)=f(x)f'(0)+f'(x)f(0)$.
If $f(0)\ne0$, we obtain $f'(x)=\frac{1}{f(0)}f(x)(1-f'(0))$. The case $f'(0)=1$ yields $f'(x)=0$, so $f$ is constant $c$, which implies $c=0$: a contradiction.
If $f'(0)\ne1$, we can write $f'(x)=kf(x)$, with $k\ne0$, so $f(x)=ae^{kx}$ (with $a\ne0$). The main relation now is
$$
ae^{k(x+y)}=ae^{kx}ake^{ky}+ake^{kx}ae^{ky}
$$
that implies $1=2ak$. This is a solution.
If $f(0)=0$, the equation becomes $f(x)=f(x)f'(0)$ or $(1-f'(0))f(x)=0$. If $f'(0)\ne 1$, we get the constant $0$ function.
If $f(0)=0$ and $f'(0)=1$, the business becomes interesting.
Since $f'(0)\ne1$, the function is not constant, so there is $y_0$ with $f(y_0)\ne0$. In particular, for all $x$,
$$
f'(x)=\frac{1}{f(y_0)}(f(x+y_0)-f(x)f'(y_0))
$$
which shows $f'$ is differentiable (and also that $f$ is infinitely differentiable). Thus we can differentiate the main relation with respect to $x$ and $y$:
\begin{align}
f'(x+y)&=f'(x)f'(y)+f''(x)f(y) \\
f'(x+y)&=f(x)f''(y)+f'(x)f'(y)
\end{align}
that implies $f(x)f''(y)=f''(x)f(y)$. Therefore, for all $x$,
$$
f''(x)=rf(x)
$$
where $r=f''(y_0)/f(y_0)$.
This is an easy differential equation.