# PDE - Change of variables

• Jan 18th 2008, 09:51 PM
angels_symphony
PDE - Change of variables
Hi, I'm having problems understanding this question and I'm not entierly sure what it even means so some help would be really appreciated!

Question:
Using the change of dependent variable: v=e^u, find a second order linear partial differential equation for v(x,t) [This is that I don't understand..what does it mean by "for v(x,t)?] from the following nonlinear partial differential equation for u(x,t):

u_t - (u_x)^2 = u_xx
• Jan 19th 2008, 12:26 AM
Peritus
$
\begin{array}{l}
u_t - \left( {u_x } \right)^2 = u_{xx} \\
\\
now\;we\;use\;the\;suggested\;substitution \\
\end{array}
$

$

\begin{array}{l}
v = e^u \to u = \ln v \\
\\
u_t = \frac{\partial }{{\partial t}}\ln v = \frac{{v_t }}{v} \\
\end{array}

$

$

\begin{array}{l}
u_x = \frac{\partial }{{\partial x}}\ln v = \frac{{v_x }}{v} \\
\\
u_{xx} = \frac{\partial }{{\partial x}}u_x = \frac{\partial }{{\partial x}}\frac{{v_x }}{v} = \frac{{v_{xx} }}{v} - v_x \frac{{v_x }}{{v^2 }} = \frac{{v_{xx} }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 \\
\end{array}

$

now substituting these results into the pde we get:

$

\begin{array}{l}
\frac{{{\rm v}_{\rm t} }}{{\rm v}} - \left( {\frac{{v_x }}{v}} \right)^2 = \frac{{v_{xx} }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 \\
\\
\Leftrightarrow v_t = v_{xx} \\
\end{array}

$

as promised we've got ourselves a second order linear partial differential equation for v(x,t).
• Jan 19th 2008, 02:00 AM
earboth
Quote:

Originally Posted by Peritus
$
\begin{array}{l}
u_t - \left( {u_x } \right)^2 = u_{xx} \\
\\
now\;we\;use\;the\;suggested\;substitution \\
\end{array}
$

$

\begin{array}{l}
v = e^u \to u = \ln v \\
\\
u_t = \frac{\partial }{{\partial t}}\ln v = \frac{{v_t }}{v} \\
\end{array}

$

$

\begin{array}{l}
u_x = \frac{\partial }{{\partial x}}\ln v = \frac{{v_x }}{v} \\
\\
u_{xx} = \frac{\partial }{{\partial x}}u_x = \frac{\partial }{{\partial x}}\frac{{v_x }}{v} = \frac{{v_{xx} }}{v} - v_x \frac{{v_x }}{{v^2 }} = \frac{{v_{xx} }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 \\
\end{array}

$

now substituting these results into the pde we get:

$\begin{array}{l}

\begin{array}{l}
\frac{{v_t }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 = \frac{{v_{xx} }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 \\
\\
< = > v_t = v_{xx} \\
\end{array}

$

as promised we've got ourselves a second order linear partial differential equation for v(x,t).

Hello,

probably you meant:

$\begin{array}{l}
\frac{{v_t }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 = \frac{{v_{xx} }}{v} - \left( {\frac{{v_x }}{v}} \right)^2 \\
\\
\iff~ v_t = v_{xx} \\
\end{array}

$
• Jan 19th 2008, 02:28 AM
Peritus
Thanks earthbot, I'm still having problems with Latex, could you tell me what program do you use to post mathematical expressions ? (I use TeXaide)
• Jan 19th 2008, 04:43 AM
earboth
Quote:

Originally Posted by Peritus
Thanks earthbot, I'm still having problems with Latex, could you tell me what program do you use to post mathematical expressions ? (I use TeXaide)

Hello,

have a look here: http://www.mathhelpforum.com/math-he...-tutorial.html
• Jan 19th 2008, 09:52 AM
angels_symphony
Hey thanks! Umm just one questions...why does u_t = u_xx?
• Jan 19th 2008, 10:26 AM
Peritus
Quote:

Hey thanks! Umm just one questions...why does u_t = u_xx?
nobody said it does, as you can see in my post:

$v_t = v_{xx}
$

and it follows from the suggested substitution, again as you can see from my post. Once you'll find $v$ you'll be able to find $u$, through the use of : $u = \ln v$