Using change of variables to change PDE to form with no second order derivatives

In summary, the equation given is of hyperbolic form and can be classified as such by using the equation a_{12}^2 - a_{11}*a_{22}. To change the equation to a form with no second order mixed derivatives, one can rotate through an angle \theta or use the eigenvectors of the matrix \begin{bmatrix}1 & 3 \\ 3 & 5\end{bmatrix} as new axes. This will eliminate the "u_{xy}" term from the equation.
  • #1
lefturner
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Homework Statement


Classify the equation and use the change of variables to change the equation to the form with no mixed second order derivative. u_{xx}+6u_{xy}+5u{yy}-4u{x}+2u=0



Homework Equations



I know that it's of the hyperbollic form by equation a_{12}^2 - a_{11}*a_{22}, which gives 4 >0 so it's hyperbollic.

The Attempt at a Solution


What I don't understand is how to get started on changing the form to something with no second order derivatives. My book used a matrix method but shows no examples. Could I have a tip for where to get started? Thanks!
 
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  • #2
You don't want "no second order derivatives", you want "no second order mixed derivatives". In other words, you want to get rid of that "[itex]u_{xy}[/itex]" term.

Think of this as [itex]x^2+ 6xy+ 5y^2[/itex], a quadratic polynomial.

Rotating through an angle [itex]\theta[/itex] would give [itex]x= x'cos(\theta)- y'sin(\theta)[/itex], [itex]y= x'sin(\theta)+ y'cos(\theta)[/itex]. Put those into the polynomial and choose [itex]\theta[/itex] so that the x'y' term is 0.

Equivalently, simpler calculations but more sophisticated, write the polynomial as
[tex]\begin{bmatrix}x & y\end{bmatrix}\begin{bmatrix}1 & 3 \\ 3 & 5\end{bmatrix}\begin{bmatrix}x \\ y\end{bmatrix}[/tex]
Use the eigenvectors of that matrix as the new axes.
 

What is a change of variables in the context of PDEs?

A change of variables is a method in solving partial differential equations (PDEs) where the independent variables are replaced by new variables. This allows for simplification of the PDE and can lead to a form with no second order derivatives.

Why is it useful to change the variables in a PDE?

Changing the variables in a PDE can make the equation easier to solve, as it can eliminate or reduce the number of second order derivatives. This can also help in making the solution more comprehensible and easier to interpret.

What are the steps involved in using change of variables to transform a PDE?

The first step is to choose appropriate new variables that will simplify the PDE. Then, substitute the new variables into the original PDE and simplify the resulting equation. This may involve using the chain rule. Finally, solve the transformed equation for the dependent variable in terms of the new variables.

Can change of variables be applied to any PDE?

Not all PDEs can be transformed using change of variables. It is important to carefully select the new variables to ensure that the transformed equation still represents the original PDE. In some cases, change of variables may not lead to a simpler form of the PDE.

Are there any limitations to using change of variables in PDEs?

One limitation is that the transformed equation may be more complex and difficult to solve compared to the original PDE. Additionally, it may be challenging to determine the appropriate new variables to use for a given PDE. It is also important to ensure that the transformed equation still satisfies the boundary conditions of the original PDE.

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