Normal form of the differential equation

In summary, the conversation discusses a differential equation and the use of a given hint to find the normal form of the equation. The method involves switching coordinates from $(x,y)$ to $(\xi,\eta)$ and setting up equations to eliminate the $u_{\xi\eta}$ term and coefficient the $u_{\eta\eta}$ term to 1. The result is a simplified expression for $\eta$ and the transformed differential equation in terms of $\xi$ and $\eta$.
  • #1
mathmari
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Hey! :eek:

I have the following exercise:
Write in the normal form the differential equation
$$u_{xx}+\frac{2y}{x}u_{xy}+\frac{y^2}{x^2}[(1+y^2)u_{yy}+2yu_y]=0$$
Hint: You can suppose that the one new variable is given by $\xi=x$

I have done the following:

$a=1, b=\frac{y}{x}, c=\frac{y^2}{x^2}(1+y^2)$

$b^2-ac=\frac{y^2}{x^2}-\frac{y^2}{x^2}(1+y^2)=-\frac{y^4}{x^2}=(\frac{y^2}{x}i)^2<0$

So the differential equation is elliptic.

$\frac{dy}{dx}=\frac{1}{a}(b \pm \sqrt{b^2-ac})$

$\frac{dy}{dx}=\frac{y}{x} \pm \frac{y^2}{x}i$

  • $$\frac{dy}{dx}=\frac{y+y^2i}{x} \Rightarrow \frac{dy}{y(1+yi)}=\frac{dx}{x} \Rightarrow \frac{1}{y(1+yi)}=\frac{1}{x}+c_1 \Rightarrow \frac{1}{y(1+y^2)}-\frac{1}{x}-\frac{1}{1+y^2}i=c_1$$
  • $$\frac{dy}{dx}=\frac{y-y^2i}{x} \Rightarrow \frac{dy}{y(1+yi)}=\frac{dx}{x} \Rightarrow \frac{1}{y(1-yi)}=\frac{1}{x}+c_2 \Rightarrow \frac{1}{y(1+y^2)}-\frac{1}{x}+\frac{1}{1+y^2}i=c_2$$

Is it correct so far?

How can I use the hint?
 
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  • #2
mathmari said:
Hey! :eek:

I have the following exercise:
Write in the normal form the differential equation
$$u_{xx}+\frac{2y}{x}u_{xy}+\frac{y^2}{x^2}[(1+y^2)u_{yy}+2yu_y]=0$$
Hint: You can suppose that the one new variable is given by $\xi=x$

Hi! :)

To be honest, I'm not really familiar with elliptic partial differential equations.
And Google isn't helping much.
But let's see what we can do.

mathmari said:
$$\frac{dy}{dx}=\frac{y+y^2i}{x} \Rightarrow \frac{dy}{y(1+yi)}=\frac{dx}{x} \Rightarrow \frac{1}{y(1+yi)}=\frac{1}{x}+c_1 \Rightarrow \frac{1}{y(1+y^2)}-\frac{1}{x}-\frac{1}{1+y^2}i=c_1$$

This does not look right.
If you integrate left and right, you should have:
\begin{aligned}
\frac{dy}{y(1+yi)}=\frac{dx}{x}
&\Rightarrow \frac{dy}{y} - \frac{i\ dy}{1+yi}=\frac{dx}{x} \\
&\Rightarrow \ln y - \ln(1+yi)=\ln x + \text{Constant} \\
&\Rightarrow \frac y {1+yi}=c_1 x
\end{aligned}

As for the hint, I think you are supposed to switch coordinates from $(x,y)$ to $(\xi,\eta)$.
That is, introduce functions $\xi(x,y)$ and $\eta(x,y)$, that are intended to normalize to the form:
$$u_{\xi\xi} + u_{\eta\eta} + \text{lower order terms} = 0$$
 
  • #3
I like Serena said:
This does not look right.
If you integrate left and right, you should have:
\begin{aligned}
\frac{dy}{y(1+yi)}=\frac{dx}{x}
&\Rightarrow \frac{dy}{y} - \frac{i\ dy}{1+yi}=\frac{dx}{x} \\
&\Rightarrow \ln y - \ln(1+yi)=\ln x + \text{Constant} \\
&\Rightarrow \frac y {1+yi}=c_1 x
\end{aligned}

Oh yes.. (Tmi) you're right! (Smile)

I like Serena said:
As for the hint, I think you are supposed to switch coordinates from $(x,y)$ to $(\xi,\eta)$.
That is, introduce functions $\xi(x,y)$ and $\eta(x,y)$, that are intended to normalize to the form:
$$u_{\xi\xi} + u_{\eta\eta} + \text{lower order terms} = 0$$

At an other exercise I was also supposed to switch coordinates from $(x,y)$ to $(\xi,\eta)$, and I found the new variables as followed:
$\cdots$
$\frac{dy}{dx}=\frac{3}{2} \pm \frac{1}{2}i$
$y-(\frac{3}{2}+\frac{1}{2}i)x=a$
$y-(\frac{3}{2}-\frac{1}{2}i)x=b$


So $\xi =Re(a)=Re(b) \Rightarrow \xi=y-\frac{3}{2}x$
and $\eta=Im(b) \Rightarrow \eta =\frac{1}{2}x$

But in this case, $\frac y {1+yi}=c_1 x \Rightarrow c_1=\frac{y}{x(1+y^2)}-\frac{y^2}{x(1+y^2)}i$.

$\frac{dy}{y(1-yi)}=\frac{dx}{x} \Rightarrow (\frac{1}{y}+\frac{i}{1-yi})dy=\frac{1}{x}dx \Rightarrow lny+ln(1-yi)=lnx+c_2 \Rightarrow ln (y(1-yi))=lnx+c_2 \Rightarrow y(1-yi)=xc_2 \Rightarrow \frac{y}{x}-\frac{y^2}{x}i=c_2$.
But we cannot take $\xi=Re(c_1)=Re(c_2)$, since $Re(c_1)=\frac{y}{x(1+y^2)} \text{ and }Re(c_2)=\frac{y}{x}$.
Or have I done something wrong with the calculations?? (Thinking)
 
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  • #4
mathmari said:
$\frac{dy}{y(1-yi)}=\frac{dx}{x} \Rightarrow (\frac{1}{y}+\frac{i}{1-yi})dy=\frac{1}{x}dx \Rightarrow lny+ln(1-yi)=lnx+c_2 \Rightarrow ln (y(1-yi))=lnx+c_2 \Rightarrow y(1-yi)=xc_2 \Rightarrow \frac{y}{x}-\frac{y^2}{x}i=c_2$.
But we cannot take $\xi=Re(c_1)=Re(c_2)$, since $Re(c_1)=\frac{y}{x(1+y^2)} \text{ and }Re(c_2)=\frac{y}{x}$.
Or have I done something wrong with the calculations?? (Thinking)

Hmm, maybe you've got a $+$ and $-$ mixed up? (Wasntme)
 
  • #5
I like Serena said:
Hmm, maybe you've got a $+$ and $-$ mixed up? (Wasntme)

(Nod) (Blush)

$\frac{dy}{y(1-yi)}=\frac{dx}{x} \Rightarrow (\frac{1}{y}+\frac{i}{1-yi})dy=\frac{1}{x}dx \Rightarrow lny-ln(1-yi)=lnx+c_2 \Rightarrow ln (\frac{y}{1-yi})=lnx+c_2 \Rightarrow \frac{y}{1-yi}=xc_2 \Rightarrow \frac{y(1+yi)}{1+y^2}=xc_2 \Rightarrow \frac{y}{x(1+y^2)}+\frac{y^2}{x(1+y^2)}i=c_2$.

So now $Re(c_1)=Re(c_2)= \frac{y}{x(1+y^2)}$.

But I haven't understood yet how to use the hint.. (Doh)
 
  • #6
mathmari said:
(Nod) (Blush)

$\frac{dy}{y(1-yi)}=\frac{dx}{x} \Rightarrow (\frac{1}{y}+\frac{i}{1-yi})dy=\frac{1}{x}dx \Rightarrow lny-ln(1-yi)=lnx+c_2 \Rightarrow ln (\frac{y}{1-yi})=lnx+c_2 \Rightarrow \frac{y}{1-yi}=xc_2 \Rightarrow \frac{y(1+yi)}{1+y^2}=xc_2 \Rightarrow \frac{y}{x(1+y^2)}+\frac{y^2}{x(1+y^2)}i=c_2$.

So now $Re(c_1)=Re(c_2)= \frac{y}{x(1+y^2)}$.

Yep.
But I haven't understood yet how to use the hint.. (Doh)

Your method finds expressions that are way too complicated.

Let's go back to basics.
Suppose we pick $\xi = x$ and we accept that we don't know $\eta$ yet.

Then we can set up the equations referring to $\eta_x, \eta_y, \eta_{xx}, \eta_{xy}, \eta_{yy}$ such that the $u_{\xi\eta}$ term disappears and the $u_{\eta\eta}$ gets a coefficient of 1.
From there we can find 2 equations with only $\eta_x$ and $\eta_y$.

Solving it leads to a simple expression for $\eta$. (Mmm)
 
  • #7
I like Serena said:
Let's go back to basics.
Suppose we pick $\xi = x$ and we accept that we don't know $\eta$ yet.

Then we can set up the equations referring to $\eta_x, \eta_y, \eta_{xx}, \eta_{xy}, \eta_{yy}$ such that the $u_{\xi\eta}$ term disappears and the $u_{\eta\eta}$ gets a coefficient of 1.
From there we can find 2 equations with only $\eta_x$ and $\eta_y$.

Solving it leads to a simple expression for $\eta$. (Mmm)

So I will try it...

For $\xi =x$ we have the following:

$$\partial_x=\partial_{\xi}+{\eta}_x \partial_{\eta}$$

$$\partial_y={\eta}_y \partial_{\eta}$$

$$\partial_{xx}=\partial_{\xi \xi}+2 {\eta}_x\partial_{\xi \eta}+({\eta}_x)^2 \partial_{\eta \eta}$$

$$\partial_{yy}=({\eta}_y)^2 \partial_{\eta \eta}$$

$$\partial_{xy}={\eta}_y \partial_{\xi \eta}+{\eta}_x {\eta}_y\partial_{\eta \eta}$$

Substituting these at the differential equation we get:

$$(\partial_{\xi \xi}+(2 {\eta}_x+\frac{2y}{x} \eta_y)\partial_{\xi \eta}+(({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)({\eta}_y)^2) \partial_{\eta \eta}+\frac{2y^3}{x^2} {\eta}_y \partial_{\eta})u=0$$

It should be: $$2 {\eta}_x+\frac{2y}{x} {\eta}_y=0 \Rightarrow x n_x=-y n_y$$

So we could take: $n_x=-y$ and $n_y=x$, couldn't we?

$n_x=-y \Rightarrow n=-yx+g(y) \Rightarrow n_y=-x+g'(y)=x \Rightarrow g'(y)=2x \Rightarrow g(y)=2xy+c \text{ for } c=0 \text{ we have } g(y)=2xy \Rightarrow n=-yx+2xy \Rightarrow n=xy$

So,
$$\partial_x=\partial_{\xi}+y \partial_{\eta}$$

$$\partial_y=x\partial_{\eta}$$

$$\partial_{xx}=\partial_{\xi \xi}+2 y\partial_{\xi \eta}+y^2 \partial_{\eta \eta}$$

$$\partial_{yy}=x^2 \partial_{\eta \eta}$$

$$\partial_{xy}=x \partial_{\xi \eta}+xy\partial_{\eta \eta}$$And the differential equation becomes:
$$(\partial_{\xi \xi}+(y^2+\frac{2y}{x} yx+\frac{y^2}{x^2}(1+y^2)x^2)\partial_{\eta \eta}+\frac{2y^3}{x^2}x\partial_{\eta})u=0 \Rightarrow $$

$$(\partial_{\xi \xi}+(4y^2+y^4)\partial_{\eta \eta}+\frac{2y^3}{x}\partial_{\eta})u=0$$

Do I have to substitute $x=\xi$ and $y=\frac{\eta}{\xi}$?

So it would be:

$$(\partial_{\xi \xi}+(4(\frac{\eta}{\xi})^2+(\frac{\eta}{\xi})^4) \partial_{\eta \eta}+\frac{2{\eta}^3}{{\xi}^4}\partial_{\eta})u=0 \Rightarrow u_{\xi \xi}+(4(\frac{\eta}{\xi})^2+(\frac{\eta}{\xi})^4) u_{\eta \eta}+\frac{2{\eta}^3}{{\xi}^4}u_{\eta}=0$$

Is this correct?
 
  • #8
mathmari said:
So I will try it...

For $\xi =x$ we have the following:

$$\partial_x=\partial_{\xi}+{\eta}_x \partial_{\eta}$$

$$\partial_y={\eta}_y \partial_{\eta}$$

$$\partial_{xx}=\partial_{\xi \xi}+2 {\eta}_x\partial_{\xi \eta}+({\eta}_x)^2 \partial_{\eta \eta}$$

$$\partial_{yy}=({\eta}_y)^2 \partial_{\eta \eta}$$

$$\partial_{xy}={\eta}_y \partial_{\xi \eta}+{\eta}_x {\eta}_y\partial_{\eta \eta}$$

Substituting these at the differential equation we get:

$$(\partial_{\xi \xi}+(2 {\eta}_x+\frac{2y}{x} \eta_y)\partial_{\xi \eta}+(({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)({\eta}_y)^2) \partial_{\eta \eta}+\frac{2y^3}{x^2} {\eta}_y \partial_{\eta})u=0$$

It should be: $$2 {\eta}_x+\frac{2y}{x} {\eta}_y=0 \Rightarrow x n_x=-y n_y$$

Yep.
That's also what I have. (Nod)
So we could take: $n_x=-y$ and $n_y=x$, couldn't we?

$n_x=-y \Rightarrow n=-yx+g(y) \Rightarrow n_y=-x+g'(y)=x \Rightarrow g'(y)=2x \Rightarrow g(y)=2xy+c \text{ for } c=0 \text{ we have } g(y)=2xy \Rightarrow n=-yx+2xy \Rightarrow n=xy$

Hmm, something is not right here.
If we pick $\eta = xy$ we get $\eta_x = y$, but that does not match! (Sadface)
So,
$$\partial_x=\partial_{\xi}+y \partial_{\eta}$$

$$\partial_y=x\partial_{\eta}$$

$$\partial_{xx}=\partial_{\xi \xi}+2 y\partial_{\xi \eta}+y^2 \partial_{\eta \eta}$$

$$\partial_{yy}=x^2 \partial_{\eta \eta}$$

$$\partial_{xy}=x \partial_{\xi \eta}+xy\partial_{\eta \eta}$$And the differential equation becomes:
$$(\partial_{\xi \xi}+(y^2+\frac{2y}{x} yx+\frac{y^2}{x^2}(1+y^2)x^2)\partial_{\eta \eta}+\frac{2y^3}{x^2}x\partial_{\eta})u=0 \Rightarrow $$

$$(\partial_{\xi \xi}+(4y^2+y^4)\partial_{\eta \eta}+\frac{2y^3}{x}\partial_{\eta})u=0$$

Here we have an extra confirmation that something is wrong.
The coefficient of $\partial_{\eta \eta} \ne 1$. (Sweating)

That's actually the extra equation that needs to be satisfied with the choice for $\eta$.
 
  • #9
I like Serena said:
Hmm, something is not right here.
If we pick $\eta = xy$ we get $\eta_x = y$, but that does not match! (Sadface)

Could you give me a hint how to find $\eta$? I got stuck right now.. (Worried)
 
  • #10
mathmari said:
Substituting these at the differential equation we get:
$$(\partial_{\xi \xi}+(2 {\eta}_x+\frac{2y}{x} \eta_y)\partial_{\xi \eta}+(({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)({\eta}_y)^2) \partial_{\eta \eta}+\frac{2y^3}{x^2} {\eta}_y \partial_{\eta})u=0$$

It should be: $$2 {\eta}_x+\frac{2y}{x} {\eta}_y=0 \Rightarrow x n_x=-y n_y$$

mathmari said:
Could you give me a hint how to find $\eta$? I got stuck right now.. (Worried)

You can write that equation as:
$$\eta_y = - \frac x y \eta_x$$

Since the coefficient of $\partial_{\eta \eta}$ should be 1, you get the additional equation:
$$({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)({\eta}_y)^2 = 1$$

Substitute $\eta_y$? (Wondering)
 
  • #11
For $\xi =x$ we have the following:

$$\partial_x=\partial_{\xi}+{\eta}_x \partial_{\eta}$$

$$\partial_y={\eta}_y \partial_{\eta}$$

$$\partial_{xx}=\partial_{\xi \xi}+2 {\eta}_x\partial_{\xi \eta}+({\eta}_x)^2 \partial_{\eta \eta}$$

$$\partial_{yy}=({\eta}_y)^2 \partial_{\eta \eta}$$

$$\partial_{xy}={\eta}_y \partial_{\xi \eta}+{\eta}_x {\eta}_y\partial_{\eta \eta}$$

Substituting these at the differential equation we get:

$$(\partial_{\xi \xi}+(2 {\eta}_x+\frac{2y}{x} \eta_y)\partial_{\xi \eta}+(({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)({\eta}_y)^2) \partial_{\eta \eta}+\frac{2y^3}{x^2} {\eta}_y \partial_{\eta})u=0$$

It should be:
$$2 {\eta}_x+\frac{2y}{x} {\eta}_y=0 \Rightarrow x n_x=-y n_y \Rightarrow \eta_y = - \frac x y \eta_x$$
and since the coefficient of $\partial_{\eta \eta}$ should be 1:
$$({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)({\eta}_y)^2 = 1$$

So we have the following:

$$({\eta}_x)^2+ \frac{ 2y }{ x } {\eta}_x (- \frac x y \eta_x)+\frac{y^2}{x^2}(1+y^2)(- \frac x y \eta_x)^2 = 1 \Rightarrow ({\eta}_x)^2 -2 {\eta}_x^2 +{\eta}_x^2+y^2 {\eta}_x^2 = 1 \Rightarrow y^2 {\eta}_x^2=1 \Rightarrow y \eta_x= \pm 1 \Rightarrow \eta_x=\pm \frac{1}{y} \Rightarrow \eta= \pm \frac{x}{y}+g(y) \Rightarrow \eta_y= \mp \frac{x}{y^2}+g'(y)=\mp \frac{x}{y^2} \Rightarrow g'(y)=0 \Rightarrow g(y)=c \text{ let } c=0$$

So $\eta=\pm \frac{x}{y}$. So let $\eta = \frac{x}{y}$.

So the differential equation becomes:

$$(\partial_{\xi \xi}+ \partial_{\eta \eta}-\frac{2y^3}{x^2} \frac{x}{y^2}\partial_{\eta})u=0 \Rightarrow (\partial_{\xi \xi}+ \partial_{\eta \eta}-\frac{2y}{x} \partial_{\eta})u=0 \Rightarrow (\partial_{\xi \xi}+ \partial_{\eta \eta}-\frac{2}{n} \partial_{\eta})u=0 \Rightarrow $$ $$u_{\xi \xi}+ u_{\eta \eta}-\frac{2}{n} u_{\eta}=0$$

Is it now correct??
And is also the way I formulated it correct??
 
  • #12
mathmari said:
Is it now correct??

There is a smiley missing. (Crying)
And is also the way I formulated it correct??

It looks good!

Still, there seem to be a couple of lower order terms missing.

$$\partial_{y}={\eta}_y \partial_{\eta}$$
$$\partial_{yy}=({\eta}_y)^2 \partial_{\eta \eta}$$

What happened to the $\eta_{yy}$ term?
As long as you're only analyzing the 2nd order derivatives of $u$, I guess you can choose to leave them out, but they should be there in the final expression.

For instance, it seems to me it should be:
$$\partial_{yy}=\partial_{\eta \eta}\eta_y^2+\partial_\eta \eta_{yy}$$
 
  • #13
I like Serena said:
There is a smiley missing. (Crying)
(Worried)
I like Serena said:
What happened to the $\eta_{yy}$ term?
As long as you're only analyzing the 2nd order derivatives of $u$, I guess you can choose to leave them out, but they should be there in the final expression.

For instance, it seems to me it should be:
$$\partial_{yy}=\partial_{\eta \eta}\eta_y^2+\partial_\eta \eta_{yy}$$

I calculated this as followed:
$\frac{\partial}{\partial{y}}=\frac{\partial{\xi}}{\partial{y}} \frac{\partial}{\partial{\xi}}+\frac{\partial{\eta}}{\partial{y}} \frac{\partial}{\partial{\eta}}=\frac{ \partial{\eta}}{\partial{y}} \frac{\partial}{\partial{\eta}} \Rightarrow \partial_y=\eta_y \partial_{\eta}$

$\partial_{yy}=\partial_y \partial_y=(\eta_y)^2 \partial_{\eta \eta}$You're right! (Yes)
At an other exercise I could calculate this in the above way because $\eta_y$ was a constant, but in this case it depends from $y$.

So the differential becomes:
$$(\partial_{xx}+\frac{2y}{x}\partial_{xy}+\frac{y^2}{x^2}(1+y^2)\partial_{yy}+\frac{2y^3}{x^2} \partial_y)u=0 \Rightarrow

(\partial_{\xi \xi}+2 {\eta}_x\partial_{\xi \eta}+({\eta}_x)^2 \partial_{\eta \eta}+\frac{2y}{x}({\eta}_y \partial_{\xi \eta}+{\eta}_x {\eta}_y\partial_{\eta \eta})+\frac{y^2}{x^2}(1+y^2)(\partial_{\eta \eta}\eta_y^2+\partial_\eta \eta_{yy})+\frac{2y^3}{x^2}{\eta}_y \partial_{\eta})u=0 \Rightarrow

(\partial_{\xi \xi} +(2 {\eta}_x+\frac{2y}{x}{\eta}_y)\partial_{\xi \eta}+(\frac{2y}{x}{\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)\eta_y^2+\eta_x^2) \partial_{\eta \eta}+(\frac{y^2}{x^2}(1+y^2)\eta_{yy}+\frac{2y^3}{x^2}{\eta}_y)\partial_{\eta})u=0$$It should be:
$2 {\eta}_x+\frac{2y}{x}{\eta}_y=0$
and
$\frac{2y}{x}{\eta}_x {\eta}_y+\frac{y^2}{x^2}(1+y^2)\eta_y^2+\eta_x^2=1$

So
$$(\partial_{\xi \xi} + \partial_{\eta \eta}+(\frac{y^2}{x^2}(1+y^2)\eta_{yy}+\frac{2y^3}{x^2}{\eta}_y)\partial_{\eta})u=0 \Rightarrow (\partial_{\xi \xi} + \partial_{\eta \eta}+\frac{2}{xy}\partial_{\eta})u=0 \Rightarrow (\partial_{\xi \xi} + \partial_{\eta \eta}+\frac{2}{\frac{\xi^2}{\eta}}\partial_{\eta})u=0 \Rightarrow (\partial_{\xi \xi} + \partial_{\eta \eta}+\frac{2 \eta}{{\xi^2}}\partial_{\eta})u=0 \Rightarrow u_{\xi \xi} + u_{\eta \eta}+\frac{2 \eta}{{\xi^2}}u_{\eta}=0$$

How is it now?? (Thinking)
 
  • #14
mathmari said:
So the differential becomes:
$$(\partial_{xx}+\frac{2y}{x}\partial_{xy}+\frac{y^2}{x^2}(1+y^2)\partial_{yy}+\frac{2y^3}{x^2} \partial_y)u=0 $$

$$\Rightarrow (\partial_{\xi \xi}+2 {\eta}_x\partial_{\xi \eta}+({\eta}_x)^2 \partial_{\eta \eta}+\frac{2y}{x}({\eta}_y \partial_{\xi \eta}+{\eta}_x {\eta}_y\partial_{\eta \eta})+\frac{y^2}{x^2}(1+y^2)(\partial_{\eta \eta}\eta_y^2+\partial_\eta \eta_{yy})+\frac{2y^3}{x^2}{\eta}_y \partial_{\eta})u=0 $$

I think that in $\partial_{xx}$ you are missing a term $\eta_{xx}\partial_\eta$, although admittedly the factor $\eta_{xx}$ turns out to be 0.

More importantly, I think that in $\partial_{xy}$ you are missing a term $\eta_{xy} \partial_\eta$, which turns out not to be zero! :eek:
 
  • #15
I like Serena said:
I think that in $\partial_{xx}$ you are missing a term $\eta_{xx}\partial_\eta$, although admittedly the factor $\eta_{xx}$ turns out to be 0.

More importantly, I think that in $\partial_{xy}$ you are missing a term $\eta_{xy} \partial_\eta$, which turns out not to be zero! :eek:

$$\partial_x=\partial_{\xi}+\eta_x \partial_{\eta}$$
$$\partial_y= \eta_y \partial_{\eta}$$
$$\partial_{xx}=\partial_{\xi \xi}+2 \eta_x \partial_{\xi \eta}+ \eta_{xx} \partial_{\eta}+\eta_x^2 \partial_{\eta \eta}$$
$$\partial_{yy}=\eta_y^2 \partial_{\eta \eta}+\eta_{yy} \partial_{\eta}$$
$$\partial_{xy}=\eta_y \partial_{\xi \eta}+\eta_x \eta_y \partial_{\eta \eta}+\eta_{xy}
\partial_{\eta}$$

Could you tell me if these partial derivatives are correct? (Thinking)
 
  • #16
mathmari said:
$$\partial_x=\partial_{\xi}+\eta_x \partial_{\eta}$$
$$\partial_y= \eta_y \partial_{\eta}$$
$$\partial_{xx}=\partial_{\xi \xi}+2 \eta_x \partial_{\xi \eta}+ \eta_{xx} \partial_{\eta}+\eta_x^2 \partial_{\eta \eta}$$
$$\partial_{yy}=\eta_y^2 \partial_{\eta \eta}+\eta_{yy} \partial_{\eta}$$
$$\partial_{xy}=\eta_y \partial_{\xi \eta}+\eta_x \eta_y \partial_{\eta \eta}+\eta_{xy}
\partial_{\eta}$$

Could you tell me if these partial derivatives are correct? (Thinking)

Yep!
All correct! (Star)
 
  • #17
I like Serena said:
Yep!
All correct! (Star)

Nice! (flower)

So replacing these at the differential equation we have the following:

$$(\partial_{\xi \xi}+(2 \eta_x +\frac{2y}{x} \eta_y) \partial_{\xi \eta}+(\eta_x^2+\frac{2y}{x}\eta_x \eta_y+\frac{y^2}{x^2}(1+y^2) \eta_y^2)\partial_{\eta \eta}+(\eta_{xx}+\frac{2y}{x} \eta_{xy}+\frac{y^2(1+y^2)}{x^2} \eta_{yy}+\frac{2y^3}{x^2} \eta_y ) \partial_{\eta})u=0 (*)$$

By the constraints:
$2 \eta_x +\frac{2y}{x} \eta_y=0$ and $\eta_x^2+\frac{2y}{x}\eta_x \eta_y+\frac{y^2}{x^2}(1+y^2) \eta_y^2=1$ we get that $ \eta =\frac{x}{y}$

So $$(*) \Rightarrow (\partial_{\xi \xi}+\partial_{\eta \eta})u=0$$
$$u_{\xi \xi}+u_{\eta \eta}=0$$

Is this correct? (Wondering)
 
  • #18
mathmari said:
Nice! (flower)

So replacing these at the differential equation we have the following:

$$(\partial_{\xi \xi}+(2 \eta_x +\frac{2y}{x} \eta_y) \partial_{\xi \eta}+(\eta_x^2+\frac{2y}{x}\eta_x \eta_y+\frac{y^2}{x^2}(1+y^2) \eta_y^2)\partial_{\eta \eta}+(\eta_{xx}+\frac{2y}{x} \eta_{xy}+\frac{y^2(1+y^2)}{x^2} \eta_{yy}+\frac{2y^3}{x^2} \eta_y ) \partial_{\eta})u=0 (*)$$

By the constraints:
$2 \eta_x +\frac{2y}{x} \eta_y=0$ and $\eta_x^2+\frac{2y}{x}\eta_x \eta_y+\frac{y^2}{x^2}(1+y^2) \eta_y^2=1$ we get that $ \eta =\frac{x}{y}$

So $$(*) \Rightarrow (\partial_{\xi \xi}+\partial_{\eta \eta})u=0$$
$$u_{\xi \xi}+u_{\eta \eta}=0$$

Is this correct? (Wondering)

I believe so. (Handshake)

That's a nice equation. (Inlove)
 
  • #19
I like Serena said:
I believe so. (Handshake)

That's a nice equation. (Inlove)

Good! Thank you very much! (Dance)
 
  • #20
mathmari said:
I have the following exercise:
Write in the normal form the differential equation
$$u_{xx}+\frac{2y}{x}u_{xy}+\frac{y^2}{x^2}[(1+y^2)u_{yy}+2yu_y]=0$$
Hint: You can suppose that the one new variable is given by $\xi=x$

I have done the following:

$a=1, b=\frac{y}{x}, c=\frac{y^2}{x^2}(1+y^2)$

$b^2-ac=\frac{y^2}{x^2}-\frac{y^2}{x^2}(1+y^2)=-\frac{y^4}{x^2}=(\frac{y^2}{x}i)^2<0$

So the differential equation is elliptic.

Do we not have to take also the case when $y=0$, so $b^2-ac=0$, so the differential equation is parabolic?? (Wondering)

Or can we not take this case, because then:

$$u_{xx}=0$$

$$a=1, b=c=0$$
$$b^2-ac=0$$

$$\xi=x$$

To find the $\eta$, the Jacobian should be $\neq 0$:
$$\begin{vmatrix}
\xi_x & \xi_y\\
\eta_x & \eta_y
\end{vmatrix}= \xi_x \eta_y-\xi_y \eta_x =\eta_y \neq 0$$

But since $y=0$, $\eta_y$ cannot be $\neq 0$.

Is this correct?? (Wondering)
 
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  • #21
mathmari said:
Do we not have to take also the case when $y=0$, so $b^2-ac=0$, so the differential equation is parabolic?? (Wondering)

Or can we not take this case, because then:

$$u_{xx}=0$$

$$a=1, b=c=0$$
$$b^2-ac=0$$

$$\xi=x$$

To find the $\eta$, the Jacobian should be $\neq 0$:
$$\begin{vmatrix}
\xi_x & \xi_y\\
\eta_x & \eta_y
\end{vmatrix}= \xi_x \eta_y-\xi_y \eta_x =\eta_y \neq 0$$

But since $y=0$, $\eta_y$ cannot be $\neq 0$.

Is this correct?? (Wondering)

Hmm...
I'd say that generally $b^2-ac<0$.
The only exception is the x-axis where $y=0$.
But that doesn't really characterize the ODE! :eek:

What it literally means, is for $y>0$ the ODE is elliptic, for $y<0$ the ODE is elliptic, and for $y=0$ I guess we might consider the ODE parabolic. (Thinking)
 
  • #22
I like Serena said:
Hmm...
I'd say that generally $b^2-ac<0$.
The only exception is the x-axis where $y=0$.
But that doesn't really characterize the ODE! :eek:

What it literally means, is for $y>0$ the ODE is elliptic, for $y<0$ the ODE is elliptic, and for $y=0$ I guess we might consider the ODE parabolic. (Thinking)

At this exercise we have that $b^2-ac=-\frac{y^4}{x^2}$ and we took at the beginning that it is $<0$.
Do we also have to take the case $b^2-ac=-\frac{y^4}{x^2}=0$, or are we sure that $y \neq 0$?? (Wondering)
 
  • #23
mathmari said:
At this exercise we have that $b^2-ac=-\frac{y^4}{x^2}$ and we took at the beginning that it is $<0$.
Do we also have to take the case $b^2-ac=-\frac{y^4}{x^2}=0$, or are we sure that $y \neq 0$?? (Wondering)

Let's make a comparison.

Suppose we have a family of regular hyperboles that may be the solution of some ODE.
Let's say that this family is given by $xy=C$.
Then the lines $x=0$ respectively $y=0$ are also likely to be solutions of the ODE.

Would you then say that lines are characteristic of the ODE?
Or would you simply say it is a hyperbolic ODE? (Thinking)
 
  • #24
I like Serena said:
Let's make a comparison.

Suppose we have a family of regular hyperboles that may be the solution of some ODE.
Let's say that this family is given by $xy=C$.
Then the lines $x=0$ respectively $y=0$ are also likely to be solutions of the ODE.

Would you then say that lines are characteristic of the ODE?
Or would you simply say it is a hyperbolic ODE? (Thinking)

I got stuck right now.. (Worried)
Could you explain it further to me?? (Wondering)
 
  • #25
mathmari said:
I got stuck right now.. (Worried)
Could you explain it further to me?? (Wondering)

The solution of your ODE is of the form $u(x,y)$, which is supposedly defined for all $x$ and for all $y$.
The solution $u(x,y)$ that you're interested in will be hyperbolic everywhere, except where $y=0$, but this is an infinitely small portion of the domain of the solution. (Nerd)
 

Related to Normal form of the differential equation

What is the definition of the normal form of a differential equation?

The normal form of a differential equation is the standard or most commonly used form of the equation. It is obtained by rearranging the terms and coefficients in a specific way.

Why is it important to have a normal form for a differential equation?

The normal form allows for easier analysis and solution of the differential equation. It also helps to identify the type of equation and the methods that can be used to solve it.

How do you convert a differential equation to its normal form?

The process of converting a differential equation to its normal form involves rearranging the terms and coefficients according to a specific set of rules. This may include dividing by the highest order derivative, isolating the dependent variable, and grouping similar terms together.

Can a differential equation have multiple normal forms?

Yes, a differential equation can have multiple normal forms depending on the method used to convert it. However, the different normal forms will still be equivalent and can be used to solve the same equation.

What are some common methods used to solve a differential equation in its normal form?

Some common methods used to solve a differential equation in its normal form include separation of variables, substitution, and integrating factors. The choice of method depends on the specific form of the equation and the initial conditions given.

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