Dependence between derivatives

  • Thread starter Jhenrique
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In summary, the conversation discusses the intercorrelation between various ODE and PDE equations. It is concluded that the derivative of order n with respect to x does not depend on the derivative of order n with respect to y, and the correct relationship is determined to be the one with all possible variables included. The person asking the question also confirms that their question makes sense.
  • #1
Jhenrique
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Hellow everybody!

A form how various ODE are intercorrelated can be sinterized like this:

##t = t##
##y = y(t)##
##y' = y'(t,\;y)##
##y'' = y''(t,\;y,\;y')##
##y''' = y'''(t,\;y,\;y',\;y'')##

Until here, no problems!

But, how is such relationship wrt the PDE?

Would be this:

##x = x##
##y = y##
##u = u(x,\;y)##
##u_x = u_x(x,\;y,\;u)##
##u_y = u_y(x,\;y,\;u)##
##u_{xx} = u_{xx}(x,\;y,\;u,\;u_x,\;u_y)##
##u_{yy} = u_{yy}(x,\;y,\;u,\;u_x,\;u_y)##
##u_{xy} = u_{xy}(x,\;y,\;u,\;u_x,\;u_y)##
##u_{yx} = u_{yx}(x,\;y,\;u,\;u_x,\;u_y)##

Ie, the derivative of order n wrt x no depends of the derivative of order n wrt y (and vice versa), or depends? If depends, so the relationship would be this:

##x = x##
##y = y##
##u = u(x,\;y)##
##u_x = u_x(x,\;y,\;u,\;u_y)##
##u_y = u_y(x,\;y,\;u,\;u_x)##
##u_{xx} = u_{xx}(x,\;y,\;u,\;u_x,\;u_y,\;u_{yy},\;u_{xy},\;u_{yx})##
##u_{yy} = u_{yy}(x,\;y,\;u,\;u_x,\;u_y,\;u_{xx},\;u_{xy},\;u_{yx})##
##u_{xy} = u_{xy}(x,\;y,\;u,\;u_x,\;u_y,\;u_{xx},\;u_{yy},\;u_{yx})##
##u_{yx} = u_{yx}(x,\;y,\;u,\;u_x,\;u_y,\;u_{xx},\;u_{yy},\;u_{xy})##

Wich 2 last relation is correct?
 
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  • #2
BTW, my question make sense?
 

1. What is the definition of "dependence between derivatives"?

Dependence between derivatives is a term used in finance and mathematics to describe the relationship between two or more financial assets or instruments. It refers to the extent to which the value of one derivative is affected by the value of another derivative.

2. How is dependence between derivatives measured?

Dependence between derivatives is typically measured using statistical methods such as correlation or covariance. These measures indicate the strength and direction of the relationship between the derivatives.

3. What factors can influence dependence between derivatives?

There are several factors that can influence dependence between derivatives, including market conditions, interest rates, and changes in supply and demand. Additionally, the specific type of derivative and its underlying assets can also affect the dependence between derivatives.

4. What are the potential benefits of understanding dependence between derivatives?

Understanding dependence between derivatives can provide valuable insights for investors and financial institutions. It can help with risk management, portfolio diversification, and identifying potential opportunities for hedging or arbitrage.

5. Are there any drawbacks or limitations to relying on dependence between derivatives?

While dependence between derivatives can provide useful information, it is important to note that it is not a perfect predictor of future performance. It is also subject to change as market conditions and other factors evolve. Therefore, it should be used in conjunction with other analysis and not relied upon as the sole indicator for investment decisions.

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