Substitution in partial differential equation

In summary: In the final term, it should be $-b\frac{\partial}{\partial y}f(y)e^{-y}$ instead of $-b\frac{\partial}{\partial y}f(y)$. This is because the chain rule should be applied to the term $\frac{\partial}{\partial y}f(y)$ as well.
  • #1
grquanti
17
0
Hello everybody.
Consider
$$\frac{\partial}{\partial t}f(x) + ax\frac{\partial }{\partial x}f(x) = b x^2\frac{\partial^2}{\partial x^2}f(x)$$
This is the equation (19) of https://www.researchgate.net/profile/Christopher_Zoppou2/publication/235711961_Analytical_Solutions_for_Advection_and_Advection-Diffusion_Equations_with_Spatially_Variable_Coefficients/links/00b7d52d685b2a73eb000000.pdf?disableCoverPage=true

They make the substitution $$y=ln(x)$$ and obtain
$$ \frac{\partial}{\partial t}f(x) + a\frac{\partial }{\partial y}f(y) = b \frac{\partial^2}{\partial y^2}f(y)$$

My problem in second order term: what I would do is
$$ bx^2\frac{\partial^2}{\partial x^2}f(x)=bx^2\frac{\partial }{\partial x}(\frac{\partial y}{\partial x}\frac{\partial }{\partial y} f(y))=bx^2\frac{\partial }{\partial x}(\frac{1}{x}\frac{\partial }{\partial y} f(y))=bx^2\frac{\partial y}{\partial x} \frac{\partial }{\partial y}(\frac{1}{x}\frac{\partial }{\partial y} f(y)) = bx\frac{\partial}{\partial y}(\frac{1}{x}\frac{\partial }{\partial y} f(y)) = b\frac{\partial^2}{\partial y^2}f(x) + bx(\frac{\partial }{\partial y}f(x))(\frac{\partial }{\partial y}\frac{1}{x}) $$

So I obtain the term $$b\frac{\partial^2}{\partial y^2}f(x) $$ but I also have $$bx(\frac{\partial }{\partial y}f(x))(\frac{\partial }{\partial x}\frac{1}{x}) $$
which is not 0 being
$$\frac{\partial }{\partial y}\frac{1}{x} = \frac{\partial }{\partial y}e^{-y} = -e^{-y}$$
so that I'm left with a term
$$bx(\frac{\partial }{\partial y}f(x))(\frac{\partial }{\partial x}\frac{1}{x}) = be^y(\frac{\partial}{\partial y}f(y))(-e^{-y})=-b\frac{\partial }{\partial y}f(y)$$
What is my mistake?
Thanks.
 
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  • #2
grquanti said:
Hello everybody.
Consider
$$\frac{\partial}{\partial t}f(x) + ax\frac{\partial }{\partial x}f(x) = b x^2\frac{\partial^2}{\partial x^2}f(x)$$
This is the equation (19) of https://www.researchgate.net/profile/Christopher_Zoppou2/publication/235711961_Analytical_Solutions_for_Advection_and_Advection-Diffusion_Equations_with_Spatially_Variable_Coefficients/links/00b7d52d685b2a73eb000000.pdf?disableCoverPage=true

They make the substitution $$y=ln(x)$$ and obtain
$$ \frac{\partial}{\partial t}f(x) + a\frac{\partial }{\partial y}f(y) = b \frac{\partial^2}{\partial y^2}f(y)$$

My problem in second order term: what I would do is
$$ bx^2\frac{\partial^2}{\partial x^2}f(x)=bx^2\frac{\partial }{\partial x}(\frac{\partial y}{\partial x}\frac{\partial }{\partial y} f(y))=bx^2\frac{\partial }{\partial x}(\frac{1}{x}\frac{\partial }{\partial y} f(y))=bx^2\frac{\partial y}{\partial x} \frac{\partial }{\partial y}(\frac{1}{x}\frac{\partial }{\partial y} f(y)) = bx\frac{\partial}{\partial y}(\frac{1}{x}\frac{\partial }{\partial y} f(y)) = b\frac{\partial^2}{\partial y^2}f(x) + bx(\frac{\partial }{\partial y}f(x))(\frac{\partial }{\partial y}\frac{1}{x}) $$

So I obtain the term $$b\frac{\partial^2}{\partial y^2}f(x) $$ but I also have $$bx(\frac{\partial }{\partial y}f(x))(\frac{\partial }{\partial x}\frac{1}{x}) $$
which is not 0 being
$$\frac{\partial }{\partial y}\frac{1}{x} = \frac{\partial }{\partial y}e^{-y} = -e^{-y}$$
so that I'm left with a term
$$bx(\frac{\partial }{\partial y}f(x))(\frac{\partial }{\partial x}\frac{1}{x}) = be^y(\frac{\partial}{\partial y}f(y))(-e^{-y})=-b\frac{\partial }{\partial y}f(y)$$
What is my mistake?
Thanks.
I think your reference is in error
 

Related to Substitution in partial differential equation

1. What is substitution in partial differential equations?

Substitution in partial differential equations is a method used to simplify and solve complex equations by replacing one or more variables with new variables. This allows for a new form of the equation that may be easier to solve or analyze.

2. Why is substitution important in solving partial differential equations?

Substitution is important in solving partial differential equations because it can reduce the complexity of the equation and make it easier to solve. It also allows for a better understanding of the relationships between variables in the equation.

3. What are some common substitution techniques used in partial differential equations?

Some common substitution techniques used in partial differential equations include the method of separation of variables, the method of characteristics, and the method of change of variables.

4. Can substitution in partial differential equations lead to incorrect solutions?

Yes, substitution in partial differential equations can lead to incorrect solutions if not done carefully. It is important to check the validity of the substitution and ensure that all the necessary conditions are satisfied.

5. How can I determine when to use substitution in solving partial differential equations?

The decision to use substitution in solving partial differential equations depends on the complexity of the equation and the desired outcome. It is often used when the equation involves multiple variables or when simplification is needed to solve the equation.

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