Higher order differential equations and the chain rule (2 variables)

In summary, the function F, defined by F(r, θ) = f(x(r, θ), y(r, θ)), where f is twice continuously differentiable and x(r, θ) = r cos θ, y(r, θ) = r sin θ, can be solved using the chain rule. The next step would be to find d2F/dθ2 using the formula dF/dθ = (df/dx)(dx/dθ) + (df/dy)(dy/dθ). Using this formula, we can calculate d2F/dθ2 by finding the second derivatives of f with respect to x and y, and then using the chain rule again.
  • #1
simba_
19
0

Homework Statement



The function F is defined by F (r, θ) = f (x(r, θ), y(r, θ)), where f is twice continuously
differentiable and
x(r, θ) = r cos θ, y(r, θ) = r sin θ.
Use the chain rule to find

d2F/dθ2

Homework Equations


The Attempt at a Solution



I know that dF/dθ = (df/dx)(dx/dθ) + (df/dy)(dy/dθ)
and i can solve this

I know the next step is (d/dθ)(dF/dθ) but this is were i get lost. I must of missed the class this was explained in :(
 
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  • #2
[tex]\frac{\partial F}{\partial \theta}= \frac{\partial f}{\partial x}\frac{\partial x}{\partial \theta}+ \frac{\partial f}{\partial y}\frac{\partial y}{\partial \theta}[/tex]

Since [itex]x= r cos(\theta)[/itex], [itex]y= r sin(\theta)[/itex], [itex]x_\theta= -r sin(\theta)[/itex] and [itex]y_\theta= r cos(\theta)[/itex]

So
[tex]\frac{\partial F}{\partial \theta}= - r sin(\theta)\frac{\partial f}{\partial x}+ r cos(\theta) \frac{\partial f}{\partial y}[/tex]
which, I presume, is what you got.

Now,
[tex]\frac{\partial^2 F}{\partial \theta^2}= \frac{\partial}{\partial \theta}\left(\frac{\partial F}{\partial \theta}\right)[/tex]

But the formula
[tex]\frac{\partial \phi}{\partial \theta}= \frac{\partial \phi}{\partial x}\frac{\partial x}{\partial \theta}+ \frac{\partial \phi}{\partial y}\frac{\partial y}{\partial \theta}[/tex]
is true for any function, [itex]\phi[/itex] and, in particular, for
[tex]\phi= \frac{\partial F}{\partial \theta}= - r sin(\theta)\frac{\partial f}{\partial x}+ r cos(\theta) \frac{\partial f}{\partial y}[/tex]


That is,
[tex]\frac{\partial^2 F}{\partial \theta}= \frac{\partial}{\partial \theta}\left(-r sin(\theta)\frac{\partial f}{\partial x}+ r cos(\theta)\frac{\partial f}{\partial y}\right)[/tex]
[tex]+ \frac{\partial}{\partial\theta}\left((-r sin(\theta)\frac{\partial f}{\partial x}+ r cos(\theta)\frac{\partial f}{\partial y}\right)[/tex]
[tex]= - r cos(\theta)\frac{\partial f}{\partial x}- r sin(\theta)\frac{\partial}{\partial \theta}\left(\frac{\partial f}{\partial x}\right)[/tex]
[tex]- r sin(\theta)\frac{\partial f}{\partial y}+ r cos(\theta)\frac{\partial}{\partial \theta}\left(\frac{\partial f}{\partial y}\right)[/tex]

This is getting awkward to write as a single formula so just note that you do
[tex]\frac{\partial}{\partial \theta}\left(\frac{\partial f}{\partial x}\right)[/tex]
and
[tex]\frac{\partial}{\partial \theta}\left(\frac{\partial f}{\partial y}\right)[/tex]
using that same "chain rule formula":
[tex]\frac{\partial}{\partial \theta}\left(\frac{\partial f}{\partial x}\right)[/tex]
[tex]= -r sin(\theta)\frac{\partial^2 f}{\partial x^2}+ r cos(\theta)\frac{\partial^2 f}{\partial x\partial y}[/tex]
and
[tex]\frac{\partial}{\partial \theta}\left(\frac{\partial f}{\partial y}\right)[/tex]
[tex]= r cos(\theta)\frac{\partial f}{\partial x\partial y}- r sin(\theta)\frac{\partial^2 f}{\partial y^2}[/tex]
 
  • #3
Thanks for that, I know it must of taken a while to write out.
I had a good look at it there now but some parts still don't make sense to me. I'll have another look at it tomorrow with fresh eyes :)
 

1. What is the chain rule for higher order differential equations?

The chain rule for higher order differential equations states that if z = f(x,y) and x = g(u,v) and y = h(u,v), then dz/du = (dz/dx)(dx/du) + (dz/dy)(dy/du).

2. How is the chain rule used in solving higher order differential equations?

The chain rule is used to break down a higher order differential equation into a system of first order equations. This allows us to solve for the individual derivatives and then combine them to find the solution to the original equation.

3. Can the chain rule be applied to higher order differential equations with more than 2 variables?

Yes, the chain rule can be extended to higher order differential equations with any number of variables. The general formula for the chain rule in this case is dz/dt = ∑(dz/dx_i)(dx_i/dt), where i ranges from 1 to the number of variables in the equation.

4. How does the chain rule relate to partial derivatives in higher order differential equations?

The chain rule is closely related to partial derivatives in higher order differential equations. In fact, the chain rule can be thought of as a way of finding the partial derivatives of a composite function, where the independent variables are also functions of another variable.

5. Are there any special cases where the chain rule is not applicable in higher order differential equations?

Yes, there are certain cases where the chain rule may not be applicable, such as when the functions involved are not differentiable or when there is a discontinuity in the derivatives. Additionally, the chain rule may not be useful in solving certain types of non-linear higher order differential equations.

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