Prove the Second Derivative of a Multivariate Function Using the Chain Rule

In summary, the problem is to show that for a given function h(u,v) = f(a(u,v), b(u,v)), where a_u = b_v and a_v = -b_u, h_{uu} + h_{vv} = (f_{xx} + f_{yy}) (a^2_u + a^2_v). This involves using the chain rule to compute the second derivatives of h with respect to u and v, and then adding them together.
  • #1
Yagoda
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Homework Statement


Let [itex] h(u,v) = f(a(u,v), b(u,v))[/itex], where [itex] a_u = b_v[/itex] and [itex]a_v = -b_u[/itex].
Show that [itex]h_{uu} + h_{vv} = (f_{xx} + f_{yy}) (a^2_u + a^2_v)[/itex].


Homework Equations





The Attempt at a Solution

I suppose my first question is where the x's and y's come from. (I thought at first it was a typo in the problem, but this type of setup appears in several other exercises in the book).
To try to make it easier to understand I tried letting the a's and x's and b's be y's so that we get [itex]h(u,v) = f(x(u,v), y(u,v)) [/itex], but then I realized that to prove the result we need apparently both a's, b's, x's and y's.

To compute [itex]h_{uu}[/itex] we would begin by getting [itex]h_u[/itex], but I'm having trouble figuring this out since I think all the letters are tripping me up.
 
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  • #2
x=a(u,v) and y=b(u,v)

First revisit the simple chain rule:

y = g(f(x)) which we can write as y = g(u) with u=f(x)

dy/dx = dg/du * du/dx

and so in your case they want you to compute the second derivative of h

ph/pu = pf/px * px/pu + pf/py * py/pu (think p as the partial derivative operator)
 

FAQ: Prove the Second Derivative of a Multivariate Function Using the Chain Rule

What is the Multivariate Chain Rule?

The Multivariate Chain Rule is a mathematical principle that describes how to calculate the derivative of a function that depends on multiple variables. It states that the total derivative of a function with respect to one variable is equal to the sum of the partial derivatives of the function with respect to each of its independent variables.

Why is the Multivariate Chain Rule important?

The Multivariate Chain Rule is important because it allows us to find the rate of change of a multivariable function, which is useful in various fields such as physics, economics, and engineering. It is also a fundamental concept in multivariable calculus and is essential for solving optimization problems.

How is the Multivariate Chain Rule applied?

The Multivariate Chain Rule is applied by first finding the partial derivatives of the function with respect to each of its independent variables. Then, these partial derivatives are multiplied by the corresponding derivatives of the independent variables with respect to the variable of interest. Finally, all these terms are added together to find the total derivative of the function with respect to the variable of interest.

What are some common misconceptions about the Multivariate Chain Rule?

One common misconception about the Multivariate Chain Rule is that it only applies to functions with two or three independent variables. In reality, it can be applied to functions with any number of independent variables. Another misconception is that the Multivariate Chain Rule is only used in advanced mathematics. However, it has many real-world applications and is used in various fields.

Can the Multivariate Chain Rule be extended to higher dimensions?

Yes, the Multivariate Chain Rule can be extended to higher dimensions. In fact, it is a fundamental concept in multivariable calculus and is used to find the derivatives of functions with any number of independent variables. It is also the basis for other important multivariate concepts such as the Jacobian and Hessian matrices.

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