The chain rule for 2nd+ order partial differential equations

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SUMMARY

The discussion focuses on applying the chain rule to compute second-order partial derivatives for the function W, defined as W(x,y) = f(x,y) with transformations x = u + v and y = u - v. The derivatives W_u and W_v are derived using the chain rule, resulting in W_u = f_x + f_y and W_v = f_x - f_y. The second-order derivative W_{uu} is calculated as W_{uu} = f_{xx} + 2f_{xy} + f_{yy}. Participants are encouraged to compute W_{uv} and W_{vv} independently.

PREREQUISITES
  • Understanding of partial derivatives
  • Familiarity with the chain rule in multivariable calculus
  • Knowledge of functions of multiple variables
  • Basic proficiency in mathematical notation and differentiation
NEXT STEPS
  • Practice calculating higher-order partial derivatives using the chain rule
  • Explore the application of the chain rule in different coordinate systems
  • Study the implications of mixed partial derivatives in multivariable functions
  • Review examples of second-order partial differential equations
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Students and educators in mathematics, particularly those studying calculus and differential equations, as well as researchers working with second-order partial differential equations.

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Homework Statement



w= f(x,y)
x = u + v Verify that Wxx - Wyy = Wuv
y = u - v


Homework Equations





The Attempt at a Solution



I know how to find Wu or Wv but I have no idea on how to proceed to find the 2nd order derivative (or 3rd,4rth etc.. obviously). I assume this somehow uses the chain rule but I had no idea on how to apply it in this situation. Thank you!
 
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I presume that your "w" and "W" are the same.

Since W(x,y)= f(x,y), x=u+ v, and y= u- v,
W_u= \frac{\partial f}{\partial x}\frac{\partial x}{\partial u}+ \frac{\partial f}{\partial y}\frac{\partial y}{\partial v}= f_x(1)+ f_y(1)= f_x+ f_y

W_v= \frac{\partial f}{\partial x}\frac{\partial x}{\partial v}+ \frac{\partial f}{\partial y}\frac{\partial y}{\partial v}= f_x(1)+ f_y(-1)= f_x- f_y

You already have that, right?

Then W_{uu}= (W_u)_u= (f_x+ f_y)_u
= \left(\frac{\partial f_x}{\partial x}\frac{\partial x}{\partial u}+ \frac{\partial f_x}{\partial y}\frac{\partial y}{\partial u}\right)+ \left(\frac{\partial f_y}{\partial x}\frac{\partial x}{\partial u}+ \frac{\partial f_y}{\partial y}\frac{\partial y}{\partial u}\right)
= \left(f_{xx}(1)+ f_{xy}(1)\right)+\left(f_{xy}(1)+ f_{yy}(1)\right)= f_{xx}+ 2f_{xy}+ f_{yy}

Can you try the others, W_{uv} and W_{vv} yourself?
 
Wow! Thanks for that helpful explanation! I get it now !
 

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