Change of Variables and Chain Rule

In summary, the conversation is about solving a transport PDE using a change of variables and the chain rule. The PDE is shown as (1) and the change of variables is shown as (2). Taking the total derivative of both sides of (3) using the chain rule, it is shown that (4) equals (5). The next step is to prove that (5) holds, which leads to the solution (6). The conversation ends with a request for further assistance.
  • #1
Stalker_VT
10
0

Homework Statement


I am trying to solve the transport PDE using a change of variables and the chain rule, and my problem seems to be with the chain rule. The PDE is:

[itex]\frac{\partial u}{\partial t}[/itex]+c[itex]\frac{\partial u}{\partial x}[/itex] = 0 ......(1)

The change of variables (change of reference frame) is:

[itex]\xi[/itex] = x - ct......(2)

From this we know that

u(t,x) = v(t, x - ct) = v(t, [itex]\xi[/itex])......(3)

The Attempt at a Solution



Taking the total derivative of both sides of (3)

[itex]\frac{d}{dt}[/itex] [u(t,x) = v(t,[itex]\xi[/itex])]

using chain rule yields

[itex]\frac{\partial u}{\partial t}[/itex] = [itex]\frac{\partial v}{\partial t}[/itex] - c[itex]\frac{\partial u}{\partial x}[/itex]......(4)

I think the next step is to PROVE that

[itex]\frac{\partial u}{\partial x}[/itex] = [itex]\frac{\partial v}{\partial \xi}[/itex].....(5)

and then substitute (4) into (5) to get

[itex]\frac{\partial v}{\partial t}[/itex] = 0

but i am not sure how to do this...Any help Greatly Appreciated

Thanks!
 
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  • #2
Stalker_VT said:
and then substitute (4) into (5) to get

[itex]\frac{\partial v}{\partial t}[/itex] = 0

but i am not sure how to do this...Any help Greatly Appreciated

Thanks!

If I understand correctly, I think you are basically done. You have $$
\frac{\partial v(t,\xi)}{\partial t}=0$$Take the anti-partial derivative of this with respect to t. Here your constant of integration is an arbitrary function of the other variable:$$
v(t,\xi) = f(\xi) = f(x-ct)$$so you have$$
u(x,t)=v(t,\xi)=f(\xi)=f(x-ct)$$Unless, of course, you already understood that and I misunderstand what your question is.
 

FAQ: Change of Variables and Chain Rule

1. What is the purpose of using change of variables and chain rule in mathematics?

The purpose of using change of variables and chain rule in mathematics is to simplify complex mathematical expressions and make them easier to work with. This technique is especially useful in solving integrals and differentiation problems.

2. How do you know when to use the change of variables method?

You can use the change of variables method when you encounter integrals or differentiation problems that involve multiple variables or complex functions. This method allows you to transform the variables into a simpler form that can be easily integrated or differentiated.

3. Can you explain the process of applying the chain rule?

The chain rule is a method used to differentiate composite functions. To apply the chain rule, you must first identify the inner and outer functions of the composite function. Then, you take the derivative of the outer function and multiply it by the derivative of the inner function.

4. How does the change of variables method relate to the chain rule?

The change of variables method and the chain rule are closely related. In fact, the change of variables method is essentially the application of the chain rule to integrals. By substituting variables in an integral, you are essentially using the chain rule to simplify the expression and make it easier to integrate.

5. What are some common applications of the change of variables and chain rule in real life?

The change of variables and chain rule have various applications in real life, including physics, engineering, and economics. For example, in physics, these concepts are used to calculate the rate of change of a physical quantity over time. In economics, they are used to determine the marginal cost and marginal revenue of a product. In engineering, they are used to analyze and optimize complex systems.

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