The chain rule for 2nd+ order partial differential equations

In summary, the conversation was about verifying the equation Wxx - Wyy = Wuv and how to find the second-order derivative using the chain rule. The expert summarizer provided a step-by-step explanation on how to find W_u and W_v, and then showed how to use those values to find W_{uu}. The conversation ended with a request for the other derivatives, W_{uv} and W_{vv}, to be solved independently.
  • #1
Mr.Rockwater
10
0

Homework Statement



w= f(x,y)
x = u + v Verify that Wxx - Wyy = Wuv
y = u - v


Homework Equations





The Attempt at a Solution



I know how to find Wu or Wv but I have no idea on how to proceed to find the 2nd order derivative (or 3rd,4rth etc.. obviously). I assume this somehow uses the chain rule but I had no idea on how to apply it in this situation. Thank you!
 
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  • #2
I presume that your "w" and "W" are the same.

Since W(x,y)= f(x,y), x=u+ v, and y= u- v,
[tex]W_u= \frac{\partial f}{\partial x}\frac{\partial x}{\partial u}+ \frac{\partial f}{\partial y}\frac{\partial y}{\partial v}= f_x(1)+ f_y(1)= f_x+ f_y[/tex]

[tex]W_v= \frac{\partial f}{\partial x}\frac{\partial x}{\partial v}+ \frac{\partial f}{\partial y}\frac{\partial y}{\partial v}= f_x(1)+ f_y(-1)= f_x- f_y[/tex]

You already have that, right?

Then [itex]W_{uu}= (W_u)_u= (f_x+ f_y)_u[/itex]
[tex]= \left(\frac{\partial f_x}{\partial x}\frac{\partial x}{\partial u}+ \frac{\partial f_x}{\partial y}\frac{\partial y}{\partial u}\right)+ \left(\frac{\partial f_y}{\partial x}\frac{\partial x}{\partial u}+ \frac{\partial f_y}{\partial y}\frac{\partial y}{\partial u}\right)[/tex]
[tex]= \left(f_{xx}(1)+ f_{xy}(1)\right)+\left(f_{xy}(1)+ f_{yy}(1)\right)= f_{xx}+ 2f_{xy}+ f_{yy}[/tex]

Can you try the others, [itex]W_{uv}[/itex] and [itex]W_{vv}[/itex] yourself?
 
  • #3
Wow! Thanks for that helpful explanation! I get it now !
 

Related to The chain rule for 2nd+ order partial differential equations

1. What is the chain rule for 2nd+ order partial differential equations?

The chain rule for 2nd+ order partial differential equations is a mathematical rule that allows us to find the derivatives of functions with multiple independent variables. It is used to find the rate of change of a function with respect to one independent variable while holding all other variables constant.

2. Why is the chain rule important in studying partial differential equations?

The chain rule is important in studying partial differential equations because it allows us to break down complex functions into simpler ones and find their derivatives. This makes it easier to solve and analyze partial differential equations, which are commonly used in physics, engineering, and other scientific fields.

3. How is the chain rule applied in 2nd+ order partial differential equations?

In 2nd+ order partial differential equations, the chain rule is applied by taking the derivatives of each term in the equation separately, while keeping the other variables constant. These derivatives are then combined using the chain rule to find the overall derivative of the function with respect to the chosen independent variable.

4. Are there any limitations to using the chain rule for 2nd+ order partial differential equations?

Yes, there are limitations to using the chain rule for 2nd+ order partial differential equations. It can only be used for functions that are differentiable, and it may not always be applicable for functions with highly nonlinear or discontinuous behavior.

5. Can the chain rule be extended to higher orders of partial derivatives?

Yes, the chain rule can be extended to higher orders of partial derivatives. The general rule for finding the derivative of a function with multiple independent variables and higher order partial derivatives is known as the multivariate chain rule, which involves taking partial derivatives and using the chain rule multiple times.

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