If $f(x,y)$ is a real function satisfying $y>0$ and $\sum_{r=0}^{n-1}f(x+ry,ny)=f(x,y)$ for $n=1,2,3,\ldots$, we say that $f(x,y)$ is an invariant function. Many special functions including Bernoulli polynomials, Gamma function and Hurwitz zeta function are related to invariant functions. In this paper we systematically investigate the properties of invariant functions.

16 pages