Section 3.9

Change of Variables

[45/82%]
Show
LaTeX
Problem 1340

Take yy as the new independent variable and transform the equation y′′−xy′3+eyy′3=0y''-xy'^{3}+e^{y}y'^{3} = 0.

?
Remark.
?

Sometimes it becomes necessary to swap the roles of the variables, taking as the independent variable those that were previously considered functions. Because of this, expressions containing derivatives usually change form.

If the independent variable xx is replaced by a new independent variable tt by means of the equality x=φ(t)x = \varphi (t), it is most convenient to use the formulas

yx′=1φ′(t)dydt,yx′′=1φ′(t)(1φ′(t)⋅dydt)′,yx′′′=1φ′(1φ′(1φ′⋅dydt)′)′, … y_{x}' = \frac{1}{\varphi '(t)}\frac{dy}{dt}, \qquad y_{x}'' = \frac{1}{\varphi '(t)}\left(\frac{1}{\varphi '(t)} \cdot \frac{dy}{dt}\right)', \qquad y_{x}''' = \frac{1}{\varphi '}\left(\frac{1}{\varphi '}\left(\frac{1}{\varphi '} \cdot \frac{dy}{dt}\right)'\right)', \ \ldots

Here, on the left-hand sides the derivatives are taken with respect to xx, while on the right-hand sides the derivatives are taken with respect to tt.

In particular, if yy is taken as the new variable, then, setting x=φ(y)x = \varphi (y), we can apply the previous formulas, where now

dydt=1;φ(t)=x;φ′(t)=x′;… \frac{dy}{dt} = 1; \quad \varphi (t) = x; \quad \varphi '(t) = x'; \quad \ldots

In this way we obtain the equalities:

y′=1x′,y′′=−x′′x′3,y′′′=3x′′2−x′x′′′x′5, … y' = \frac{1}{x'}, \quad y'' = -\frac{x''}{x'^{3}}, \quad y''' = \frac{3x''^{2}-x'x'''}{x'^{5}}, \ \ldots
Problem 1341

Transform the equation y′y′′′−3y′′2=0y'y'''-3y''^{2} = 0, taking the independent variable xx as a function of yy.

?
Problem 1342

Transform in the same way the equation

y′2yIV−10y′y′′y′′′+15y′′3=0. y'^{2}y^{\mathrm{IV}}-10y'y''y'''+15y''^{3} = 0.
?
Problem 1343

In the equation (1−x2)d2ydx2−xdydx+a2y=0(1-x^{2})\frac{d^{2}y}{dx^{2}}-x\frac{dy}{dx}+a^{2}y = 0, set x=cos⁡tx = \cos t.

?
Problem 1344

In the equation x2y′′+3xy′+y=0x^{2}y''+3xy'+y = 0, set x=etx = e^{t}.

?
Problem 1345

In the equation x3y′′′+2x2y′′−xy′+y=0x^{3}y'''+2x^{2}y''-xy'+y = 0, set t=ln⁡xt = \ln x.

?
Problem 1346

In the equation (x+a)3y′′′+3(a+x)2y′′+(a+x)y′+by=0(x+a)^{3}y'''+3(a+x)^{2}y''+(a+x)y'+by = 0, set ln⁡(a+x)=t\ln (a+x) = t.

?
Problem 1347

In the equation (1+x2)2y′′+2x(1+x2)y′+y=0(1+x^{2})^{2}y''+2x(1+x^{2})y'+y = 0, set x=tg⁡tx = \operatorname {tg} t.

?
Problem 1348

Show that by the substitution x=12ln⁡tg⁡2tx = \frac{1}{2}\ln \operatorname {tg} 2t the equation

d2ydx2+2e2x−e−2xe2x+e−2xdydx+4m2y(e2x+e−2x)2=0 \frac{d^{2}y}{dx^{2}}+2\frac{e^{2x}-e^{-2x}}{e^{2x}+e^{-2x}}\frac{dy}{dx}+\frac{4m^{2}y}{(e^{2x}+e^{-2x})^{2}} = 0

is transformed into the equation y′′+4m2y=0y''+4m^{2}y = 0.

?
Problem 1349

By the substitution x=1−t2x = \sqrt{1-t^{2}}, transform the equation

(x−x3)y′′+(1−3x2)y′−xy=0. (x-x^{3})y''+(1-3x^{2})y'-xy = 0.

Prove that the new equation will be of the same form as the previous one.

?
Problem 1350

Transform the equation

(1−x2)2y′′′−2x(1−x2)y′+2xy1−x=0, (1-x^{2})^{2}y'''-2x(1-x^{2})y'+\frac{2xy}{1-x} = 0,

by setting x=e2t−1e2t+1x = \frac{e^{2t}-1}{e^{2t}+1}.

?
Remark.
?

In the following problems it is convenient to make use of formulas, independent of the choice of argument, expressing the derivatives in terms of differentials:

y′=dydx,y′′=dx d2y−dy d2xdx3, … y' = \frac{dy}{dx}, \qquad y'' = \frac{dx \, d^{2}y-dy \, d^{2}x}{dx^{3}}, \ \ldots
Problem 1351

Transform the expression xy′−y1+y′2\frac{xy'-y}{\sqrt{1+y'^{2}}} to polar coordinates, setting x=rcos⁡φx = r\cos \varphi, y=rsin⁡φy = r\sin \varphi.

?
Problem 1352

The same question for the expression x+yy′xy′−y\frac{x+yy'}{xy'-y}.

?
Problem 1353

The same question for the expression (1+y′2)3/2y′′\frac{(1+y'^{2})^{3/2}}{y''}.

?
Problem 1354

In the equation (1−x2)2(a−y′′)=by(1-x^{2})^{2}(a-y'') = by, set

x=th⁡ξ,y=aηch⁡ξ, x = \operatorname {th} \xi , \qquad y = \frac{a\eta }{\operatorname {ch} \xi },

where ξ\xi is the argument and η\eta is the function.

?
Problem 1355

In the equation 2y′′+(x+y)(1−y′)3=02y''+(x+y)(1-y')^{3} = 0, set x−y=ux-y = u, x+y=vx+y = v and take uu as the argument and vv as the function.

?
Problem 1356

Transform the equation y′′=A(x−α)2(x−β)2yy'' = \frac{A}{(x-\alpha )^{2}(x-\beta )^{2}}y, setting u=yx−βu = \frac{y}{x-\beta }, t=ln⁡x−αx−βt = \ln \frac{x-\alpha }{x-\beta } and taking tt as the argument and uu as the function.

?
Problem 1357

Transform the equation

xd2ydx2−dydx+xy=0, x\frac{d^{2}y}{dx^{2}}-\frac{dy}{dx}+xy = 0,

taking as the new argument t=x24t = \frac{x^{2}}{4}.

?
Problem 1358

Transform the equation

xyd2ydx2−x(dydx)2+ydydx=0, xy\frac{d^{2}y}{dx^{2}}-x\left(\frac{dy}{dx}\right)^{2}+y\frac{dy}{dx} = 0,

taking as the argument yy and as the new function z=ln⁡yxz = \ln \frac{y}{x}.

?
Problem 1359

The variable xx is a function of tt. In place of it, a new function is introduced by means of the fractional-linear substitution

y=αx+βγx+δ, y = \frac{\alpha x+\beta }{\gamma x+\delta },

where αδ−βγ≠0\alpha \delta -\beta \gamma \neq 0. Prove the equality

x′′′x′−32(x′′x′)2=y′′′y′−32(y′′y′)2 \frac{x'''}{x'}-\frac{3}{2}\left(\frac{x''}{x'}\right)^{2} = \frac{y'''}{y'}-\frac{3}{2}\left(\frac{y''}{y'}\right)^{2}

(Schwarz).

?
Problem 1360

In the equation 9y′′2yV−45y′′y′′′yIV+40y′′′3=09y''^{2}y^{\mathrm{V}}-45y''y'''y^{\mathrm{IV}}+40y'''^{3} = 0 the variables xx and yy are subjected to a homographic transformation by the formulas:

y=a1X+b1Y+c1aX+bY+c,x=a2X+b2Y+c2aX+bY+c. y = \frac{a_{1}X+b_{1}Y+c_{1}}{aX+bY+c}, \qquad x = \frac{a_{2}X+b_{2}Y+c_{2}}{aX+bY+c}.

Prove that the form of the equation does not change.

?
Remark.
?

In the following problems it is required to transform an expression containing partial derivatives with respect to xx and yy by introducing new independent variables. If the new variables are given by the equalities u=φ(x,y)u = \varphi (x,y), v=ψ(x,y)v = \psi (x,y), then by the rule for differentiating a composite function we have

∂z∂x=∂z∂u∂φ∂x+∂z∂v∂ψ∂x,∂z∂y=∂z∂u∂φ∂y+∂z∂v∂ψ∂y. \frac{\partial z}{\partial x} = \frac{\partial z}{\partial u}\frac{\partial \varphi }{\partial x}+\frac{\partial z}{\partial v}\frac{\partial \psi }{\partial x}, \qquad \frac{\partial z}{\partial y} = \frac{\partial z}{\partial u}\frac{\partial \varphi }{\partial y}+\frac{\partial z}{\partial v}\frac{\partial \psi }{\partial y}.

These equalities make it possible to pass from derivatives with respect to xx and yy to derivatives with respect to uu and vv. Continuing in the same way, one can also express the higher-order derivatives.

Problem 1361

In the equation y∂z∂x−x∂z∂y=0y\frac{\partial z}{\partial x}-x\frac{\partial z}{\partial y} = 0, introduce new independent variables uu and vv, setting u=xu=x, v=x2+y2v=x^{2}+y^{2}.

?
Problem 1362

In the equation x∂z∂x+y∂z∂y−z=0x\frac{\partial z}{\partial x}+y\frac{\partial z}{\partial y}-z = 0, set u=xu=x, v=yxv=\frac{y}{x} and take uu and vv as the new independent variables.

?
Problem 1363

The same question for the equation

(x+mz)∂z∂x+(y+nz)∂z∂y=0, (x+mz)\frac{\partial z}{\partial x}+(y+nz)\frac{\partial z}{\partial y} = 0,

where u=xu=x, v=y+nzx+mzv=\frac{y+nz}{x+mz}.

?
Problem 1364

Transform to polar coordinates, setting x=rcos⁡φx = r\cos \varphi, y=rsin⁡φy = r\sin \varphi, the expression w=x∂u∂y−y∂u∂xw = x\frac{\partial u}{\partial y}-y\frac{\partial u}{\partial x}.

?
Problem 1365

Transform to polar coordinates, setting x=rcos⁡φx = r\cos \varphi, y=rsin⁡φy = r\sin \varphi, the expression w=x∂u∂x−y∂u∂yw = x\frac{\partial u}{\partial x}-y\frac{\partial u}{\partial y}.

?
Problem 1366

Transform to polar coordinates, setting x=rcos⁡φx = r\cos \varphi, y=rsin⁡φy = r\sin \varphi, the expression w=(∂u∂x)2+(∂u∂y)2w = \left(\frac{\partial u}{\partial x}\right)^{2}+\left(\frac{\partial u}{\partial y}\right)^{2}.

?
Problem 1367

Transform to polar coordinates, setting x=rcos⁡φx = r\cos \varphi, y=rsin⁡φy = r\sin \varphi, the expression w=∂2u∂x2+∂2u∂y2w = \frac{\partial^{2} u}{\partial x^{2}}+\frac{\partial^{2} u}{\partial y^{2}}.

?
Problem 1368

Transform to polar coordinates, setting x=rcos⁡φx = r\cos \varphi, y=rsin⁡φy = r\sin \varphi, the expression

w=y2∂2z∂x2−2xy∂2z∂x∂y+x2∂2z∂y2−x∂z∂x−y∂z∂y. w = y^{2}\frac{\partial ^{2} z}{\partial x^{2}}-2xy\frac{\partial ^{2} z}{\partial x \partial y}+x^{2}\frac{\partial ^{2} z}{\partial y^{2}}-x\frac{\partial z}{\partial x}-y\frac{\partial z}{\partial y}.
?
Problem 1369

Taking uu and vv as the new independent variables, transform the equation ∂2z∂x2−a2∂2z∂y2=0\frac{\partial^{2} z}{\partial x^{2}}-a^{2}\frac{\partial^{2} z}{\partial y^{2}} = 0; u=y+axu = y+ax, v=y−axv = y-ax.

?
Problem 1370

Taking uu and vv as the new independent variables, transform the equation ∂2z∂x2+∂2z∂y2+m2z=0\frac{\partial^{2} z}{\partial x^{2}}+\frac{\partial^{2} z}{\partial y^{2}}+m^{2}z = 0; 2x=u2−v22x = u^{2}-v^{2}, y=uvy = uv.

?
Problem 1371

Taking uu and vv as the new independent variables, transform the equation ∂2z∂x2+2xy2∂z∂x+2(y−y3)∂z∂y+x2y2z=0\frac{\partial^{2} z}{\partial x^{2}}+2xy^{2}\frac{\partial z}{\partial x}+2(y-y^{3})\frac{\partial z}{\partial y}+x^{2}y^{2}z = 0; x=uvx = uv, y=1vy = \frac{1}{v}.

?
Problem 1372

Using a substitution of the form u=x+αyu = x+\alpha y, v=x+βyv = x+\beta y, transform the equation

∂2z∂x2−(a+b)∂2z∂x∂y+ab∂2z∂y2=0 \frac{\partial ^{2} z}{\partial x^{2}}-(a+b)\frac{\partial ^{2} z}{\partial x \partial y}+ab\frac{\partial ^{2} z}{\partial y^{2}} = 0

into the form

∂2z∂u∂v=0. \frac{\partial ^{2} z}{\partial u \partial v} = 0.
?
Problem 1373

Taking uu and vv as the new independent variables, and ww as the new function, transform to the new variables the equation ∂z∂y+12y∂2z∂y2=1x\frac{\partial z}{\partial y}+\frac{1}{2}y\frac{\partial^{2} z}{\partial y^{2}} = \frac{1}{x}; u=xyu = \frac{x}{y}, v=xv = x, w=xz−yw = xz-y.

?
Problem 1374

Taking uu and vv as the new independent variables, and ww as the new function, transform to the new variables the equation ∂2z∂x2+∂2z∂y2−2∂2z∂x∂y=0\frac{\partial^{2} z}{\partial x^{2}}+\frac{\partial^{2} z}{\partial y^{2}}-2\frac{\partial^{2} z}{\partial x \partial y} = 0; u=x+yu = x+y, v=yxv = \frac{y}{x}, w=zxw = \frac{z}{x}.

?
Problem 1375

Taking uu and vv as the new independent variables, and ww as the new function, transform to the new variables the equation ∂2z∂x2+2∂2z∂x∂y+∂2z∂y2=0\frac{\partial^{2} z}{\partial x^{2}}+2\frac{\partial^{2} z}{\partial x \partial y}+\frac{\partial^{2} z}{\partial y^{2}} = 0; u=x+yu = x+y, v=x−yv = x-y, w=xy−zw = xy-z.

?
Problem 1376

What form does the equation ∂2u∂x2+∂2u∂y2+u=0\frac{\partial^{2} u}{\partial x^{2}}+\frac{\partial^{2} u}{\partial y^{2}}+u = 0 take, if u=φ(r)u = \varphi (r), where r=x2+y2r = \sqrt{x^{2}+y^{2}}?

?
Problem 1377

The same question for the equation

∂4u∂x4+2∂4u∂x2∂y2+∂4u∂y4=0. \frac{\partial ^{4} u}{\partial x^{4}}+2\frac{\partial ^{4} u}{\partial x^{2} \partial y^{2}}+\frac{\partial ^{4} u}{\partial y^{4}} = 0.
?
Problem 1378

What form does the equation ∂2w∂x∂y+aw=0\frac{\partial^{2} w}{\partial x \partial y}+aw = 0 take, if w=φ(u)w = \varphi (u), where u=(x−x0)(y−y0)u = (x-x_{0})(y-y_{0})?

?
Problem 1379

What form does the equation ∂2u∂x2+∂2u∂y2+∂2u∂z2+u=0\frac{\partial^{2} u}{\partial x^{2}}+\frac{\partial^{2} u}{\partial y^{2}}+\frac{\partial^{2} u}{\partial z^{2}}+u = 0 take, if u=φ(r)u = \varphi (r), r=x2+y2+z2r = \sqrt{x^{2}+y^{2}+z^{2}}?

?
Problem 1380

Transform the expressions

Δ1v=(∂v∂x)2+(∂v∂y)2+(∂v∂z)2 \Delta _{1}v = \left(\frac{\partial v}{\partial x}\right)^{2}+\left(\frac{\partial v}{\partial y}\right)^{2}+\left(\frac{\partial v}{\partial z}\right)^{2}

and

Δ2v=∂2v∂x2+∂2v∂y2+∂2v∂z2 \Delta _{2}v = \frac{\partial ^{2} v}{\partial x^{2}}+\frac{\partial ^{2} v}{\partial y^{2}}+\frac{\partial ^{2} v}{\partial z^{2}}

to spherical coordinates, setting

x=rsin⁡θcos⁡φ,y=rsin⁡θsin⁡φ,z=vcos⁡θ. x = r\sin \theta \cos \varphi , \qquad y = r\sin \theta \sin \varphi , \qquad z = v\cos \theta .
?
Problem 1381

If x=φ(u,v)x = \varphi (u,v), y=ψ(u,v)y = \psi (u,v), and moreover ∂φ∂u=∂ψ∂v\frac{\partial \varphi }{\partial u} = \frac{\partial \psi }{\partial v}, ∂φ∂v=−∂ψ∂u\frac{\partial \varphi }{\partial v} = -\frac{\partial \psi }{\partial u}, then

∂2w∂u2+∂2w∂v2=(∂2w∂x2+∂2w∂y2)((∂φ∂u)2+(∂φ∂v)2). \frac{\partial ^{2} w}{\partial u^{2}}+\frac{\partial ^{2} w}{\partial v^{2}} = \left(\frac{\partial ^{2} w}{\partial x^{2}}+\frac{\partial ^{2} w}{\partial y^{2}}\right)\left(\left(\frac{\partial \varphi }{\partial u}\right)^{2}+\left(\frac{\partial \varphi }{\partial v}\right)^{2}\right).

Prove this.

?
Problem 1382

Prove that, introducing new variables by the formulas

X=dydx,Y=xdydx−y, X = \frac{dy}{dx}, \qquad Y = x\frac{dy}{dx}-y,

we obtain x=dYdXx = \frac{dY}{dX}, y=XdYdX−Yy = X\frac{dY}{dX}-Y.

?
Problem 1383

The Ampère transformation consists in introducing new variables by the formulas:

X=x,Y=∂z∂y,Z=z−y∂z∂y. X = x, \qquad Y = \frac{\partial z}{\partial y}, \qquad Z = z-y\frac{\partial z}{\partial y}.

Prove that this yields the equalities:

∂Z∂X=∂z∂x,∂Z∂Y=−y,z=Z−Y∂Z∂Y. \frac{\partial Z}{\partial X} = \frac{\partial z}{\partial x}, \qquad \frac{\partial Z}{\partial Y} = -y, \qquad z = Z-Y\frac{\partial Z}{\partial Y}.
?
Problem 1384

The Legendre transformation consists in introducing, in place of the variables xx, yy, and zz, new ones by the formulas X=pX = p, Y=qY = q, Z=px+qy−zZ = px+qy-z, where p=∂z∂xp = \frac{\partial z}{\partial x} and q=∂z∂yq = \frac{\partial z}{\partial y}. Prove that for the derivatives of the new variables one obtains the equalities:

∂Z∂X=x,∂Z∂Y=y, \frac{\partial Z}{\partial X} = x, \qquad \frac{\partial Z}{\partial Y} = y, ∂2Z∂X2=trt−s2,∂2Z∂X∂Y=−srt−s2,∂2Z∂Y2=rrt−s2, \frac{\partial ^{2} Z}{\partial X^{2}} = \frac{t}{rt-s^{2}}, \qquad \frac{\partial ^{2} Z}{\partial X \partial Y} = -\frac{s}{rt-s^{2}}, \qquad \frac{\partial ^{2} Z}{\partial Y^{2}} = \frac{r}{rt-s^{2}},

where

r=∂2z∂x2,s=∂2z∂x∂y,t=∂2z∂y2. r = \frac{\partial ^{2} z}{\partial x^{2}}, \qquad s = \frac{\partial ^{2} z}{\partial x \partial y}, \qquad t = \frac{\partial ^{2} z}{\partial y^{2}}.
?