Change of variables in a function

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SUMMARY

The discussion centers on the transformation of variables in the context of the 1D wave equation, specifically how to express the function \(u(x,t)\) in terms of \(F\) and \(G\) after substituting \(\xi = x + ct\) and \(\eta = x - ct\). The participants confirm that the general solution to the wave equation \(u_{tt} - c^2u_{xx} = 0\) can be represented as \(u(\xi, \eta) = F(\xi) + G(\eta)\), leading to \(u(x,t) = F(x + ct) + G(x - ct)\). The method of characteristics is highlighted as a key concept in deriving this result.

PREREQUISITES
  • Understanding of the 1D wave equation \(u_{tt} - c^2u_{xx} = 0\)
  • Familiarity with partial differential equations (PDEs)
  • Knowledge of the method of characteristics
  • Basic calculus, including differentiation and integration
NEXT STEPS
  • Study the method of characteristics in detail for solving PDEs
  • Explore the implications of convexity in the context of functions of multiple variables
  • Learn about the derivation and applications of the wave equation in physics
  • Investigate the role of boundary conditions in solving wave equations
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Students and professionals in mathematics, physics, and engineering who are working with wave equations and partial differential equations, particularly those interested in the method of characteristics and variable transformations.

Dustinsfl
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Given
$$
u(\xi,\eta) = F(\xi) + G(\eta)
$$
and
$$
\xi = x+ct\qquad\qquad \eta = x -ct.
$$

How do we get to $u(x,t) = F(x+ct) + G(x-ct)$?

I see that we can make the sub
$$
u(x+ct,x-ct) = F(x+ct) + G(x-ct)
$$
but how do I then get simply $u(x,t)$?
 
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dwsmith said:
Given
$$
u(\xi,\eta) = F(\xi) + G(\eta)
$$
and
$$
\xi = x+ct\qquad\qquad \eta = x -ct.
$$

How do we get to $u(x,t) = F(x+ct) + G(x-ct)$?

I see that we can make the sub
$$
u(x+ct,x-ct) = F(x+ct) + G(x-ct)
$$
but how do I then get simply $u(x,t)$?
I'm not prepared to discuss this fully, but this is not a simple matter of a change of variables. The function u(x, y) has to solve the Partial Differential Equation:
u_{tt} - c^2u_{xx} = 0

This is the 1D wave equation with wave propagation speed c. The change of variable of the characteristic lines leads to the replacement
x + ct = \xi and x - ct = \eta

which changes the PDE to
u_{\xi \eta} = 0

More explanation than this should probably be given by someone else until I bone up on the solution.

-Dan
 
topsquark said:
I'm not prepared to discuss this fully, but this is not a simple matter of a change of variables. The function u(x, y) has to solve the Partial Differential Equation:
u_{tt} - c^2u_{xx} = 0

This is the 1D wave equation with wave propagation speed c. The change of variable of the characteristic lines leads to the replacement
x + ct = \xi and x - ct = \eta

which changes the PDE to
u_{\xi \eta} = 0

More explanation than this should probably be given by someone else until I bone up on the solution.

-Dan

I already solved that. I wondering how I get back to $u(x,t)$.
Here is where I am at

$$
\frac{\partial^2 u}{\partial\xi\partial\eta} = 0.
$$
Let's take the standard form of the wave equation $u_{tt} = c^2u_{xx}$.
Then by the chain rule
$$
\frac{\partial}{\partial x} = \frac{\partial\xi}{\partial x}\frac{\partial}{\partial\xi} + \frac{\partial\eta}{\partial x}\frac{\partial}{\partial\eta} = \frac{\partial}{\partial\xi} + \frac{\partial}{\partial\eta}
$$
and
$$
\frac{\partial}{\partial t} = \frac{\partial\xi}{\partial t}\frac{\partial}{\partial\xi} + \frac{\partial\eta}{\partial t}\frac{\partial}{\partial\eta} = c\frac{\partial}{\partial\xi} - c\frac{\partial}{\partial\eta}.
$$
Therefore, the second derivatives are
\begin{alignat*}{3}
\frac{\partial^2 u}{\partial x^2} & = & \frac{\partial^2 u}{\partial\xi^2} + 2\frac{\partial^2 u}{\partial\xi\partial\eta} + \frac{\partial^2 u}{\partial\eta^2}\\
\frac{\partial^2 u}{\partial t^2} & = & c^2\frac{\partial^2 u}{\partial\xi^2} - 2c^2\frac{\partial^2 u}{\partial\xi\partial\eta} + c^2\frac{\partial^2 u}{\partial\eta^2}
\end{alignat*}
Making the appropriate substitution, we have
\begin{alignat*}{3}
c^2\frac{\partial^2 u}{\partial\xi^2} - 2c^2\frac{\partial^2 u}{\partial\xi\partial\eta} + c^2\frac{\partial^2 u}{\partial\eta^2} & = & c^2\frac{\partial^2 u}{\partial\xi^2} + 2c^2\frac{\partial^2 u}{\partial\xi\partial\eta} + c^2\frac{\partial^2 u}{\partial\eta^2}\\
4c^2\frac{\partial^2 u}{\partial\xi\partial\eta} & = & 0\\
\frac{\partial^2 u}{\partial\xi\partial\eta} & = & 0
\end{alignat*}Show that by integrating twice, once with respect to $\eta$ and once with respect to $\xi$, that the general form for $u$ is
\begin{alignat*}{3}
u(\xi,\eta) & = & F(\xi) + G(\eta)\\
u(x,t) & = & F(x + ct) + G(x - ct)
\end{alignat*}
where the forms $F$ and $G$ are arbitrary. This result lies at the heart of the method of characteristics for linear wave motion.
\begin{alignat*}{3}
\iint u_{\xi\eta} d\eta d\xi & = & \iint 0 d\eta d\xi\\
\int u_{\xi} & = & \int f(\xi)\\
u(\xi,\eta) & = & F(\xi) + G(\eta)
\end{alignat*}
 
dwsmith said:
Given
$$
u(\xi,\eta) = F(\xi) + G(\eta)
$$
and
$$
\xi = x+ct\qquad\qquad \eta = x -ct.
$$

How do we get to $u(x,t) = F(x+ct) + G(x-ct)$?

I see that we can make the sub
$$
u(x+ct,x-ct) = F(x+ct) + G(x-ct)
$$
but how do I then get simply $u(x,t)$?

Hi dwsmith, :)

\(u(x+ct,x-ct)\) means that your function \(u\) depends on \(x+ct\) and \(x-ct\). But since \(c\) is a constant value that is same as saying that your function is dependent upon \(x\) and \(t\). So writing \(u(x,t)\) instead of \(u(x+ct,x-ct)\) is the same except the fact that \(u(x+ct,x-ct)\) gives you the additional detail that \(x+ct\) and \(x-ct\) appears explicitly in the expression of \(u\). What I am saying is when you write, \(u(\xi,\eta)=u(x+ct,x-ct)\) you know that the function \(u\) is something like,

\[u(x+ct,x-ct)=(x-ct)^2+\sqrt{x+ct}\]

Clearly the above function is a function of \(x\) and \(t\). So you can write, \(u(x,t)\) but then you are missing the detail that \(x+ct\) and \(x-ct\) could be separated and the function could be written as \(u(\xi,\eta)\). Hope my explanation helps. :)

Kind Regards,
Sudharaka.
 
dwsmith said:
I already solved that. I wondering how I get back to $u(x,t)$.
Here is where I am at

$$
\frac{\partial^2 u}{\partial\xi\partial\eta} = 0.
$$
Let's take the standard form of the wave equation $u_{tt} = c^2u_{xx}$.
Then by the chain rule
$$
\frac{\partial}{\partial x} = \frac{\partial\xi}{\partial x}\frac{\partial}{\partial\xi} + \frac{\partial\eta}{\partial x}\frac{\partial}{\partial\eta} = \frac{\partial}{\partial\xi} + \frac{\partial}{\partial\eta}
$$
and
$$
\frac{\partial}{\partial t} = \frac{\partial\xi}{\partial t}\frac{\partial}{\partial\xi} + \frac{\partial\eta}{\partial t}\frac{\partial}{\partial\eta} = c\frac{\partial}{\partial\xi} - c\frac{\partial}{\partial\eta}.
$$
Therefore, the second derivatives are
\begin{alignat*}{3}
\frac{\partial^2 u}{\partial x^2} & = & \frac{\partial^2 u}{\partial\xi^2} + 2\frac{\partial^2 u}{\partial\xi\partial\eta} + \frac{\partial^2 u}{\partial\eta^2}\\
\frac{\partial^2 u}{\partial t^2} & = & c^2\frac{\partial^2 u}{\partial\xi^2} - 2c^2\frac{\partial^2 u}{\partial\xi\partial\eta} + c^2\frac{\partial^2 u}{\partial\eta^2}
\end{alignat*}
Making the appropriate substitution, we have
\begin{alignat*}{3}
c^2\frac{\partial^2 u}{\partial\xi^2} - 2c^2\frac{\partial^2 u}{\partial\xi\partial\eta} + c^2\frac{\partial^2 u}{\partial\eta^2} & = & c^2\frac{\partial^2 u}{\partial\xi^2} + 2c^2\frac{\partial^2 u}{\partial\xi\partial\eta} + c^2\frac{\partial^2 u}{\partial\eta^2}\\
4c^2\frac{\partial^2 u}{\partial\xi\partial\eta} & = & 0\\
\frac{\partial^2 u}{\partial\xi\partial\eta} & = & 0
\end{alignat*}Show that by integrating twice, once with respect to $\eta$ and once with respect to $\xi$, that the general form for $u$ is
\begin{alignat*}{3}
u(\xi,\eta) & = & F(\xi) + G(\eta)\\
u(x,t) & = & F(x + ct) + G(x - ct)
\end{alignat*}
where the forms $F$ and $G$ are arbitrary. This result lies at the heart of the method of characteristics for linear wave motion.
\begin{alignat*}{3}
\iint u_{\xi\eta} d\eta d\xi & = & \iint 0 d\eta d\xi\\
\int u_{\xi} & = & \int f(\xi)\\
u(\xi,\eta) & = & F(\xi) + G(\eta)
\end{alignat*}
If you already knew about this then why did you post it in Pre-Calc?

Okay, I'm kind of reading this right out of my book, so I feel like I'm cheating. But we know that
u_{\xi \eta} = (u_{\xi})_{\eta} = 0
which implies that u_{\xi} is independent of \eta so
u_{\xi} = f'(\xi)

Thus
u(\xi, \eta) = \int f'(\xi)~d \xi + G(\eta) = F(\xi) + G(\eta)

then put back the original x, t.

I should note two things...first that u is assumed to be convex in either pair of variables. (I really don't know what that means.) And second, my source is "Partial Differential Equations", 4 ed. by Fritz John, section 4, pg 40.

-Dan
 
topsquark said:
If you already knew about this then why did you post it in Pre-Calc?

Okay, I'm kind of reading this right out of my book, so I feel like I'm cheating. But we know that
u_{\xi \eta} = (u_{\xi})_{\eta} = 0
which implies that u_{\xi} is independent of \eta so
u_{\xi} = f'(\xi)

Thus
u(\xi, \eta) = \int f'(\xi)~d \xi + G(\eta) = F(\xi) + G(\eta)

then put back the original x, t.

I should note two things...first that u is assumed to be convex in either pair of variables. (I really don't know what that means.) And second, my source is "Partial Differential Equations", 4 ed. by Fritz John, section 4, pg 40.

-Dan

I put it in pre-calc since I was asking about change of variables not solving the problem (I had that under control). That is also why I didn't supply the details.
 

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