Paper 2, Section I, A

Differential Equations | Part IA, 2010

Let f(x,y)=g(u,v)f(x, y)=g(u, v) where the variables {x,y}\{x, y\} and {u,v}\{u, v\} are related by a smooth, invertible transformation. State the chain rule expressing the derivatives ∂g∂u\frac{\partial g}{\partial u} and ∂g∂v\frac{\partial g}{\partial v} in terms of ∂f∂x\frac{\partial f}{\partial x} and ∂f∂y\frac{\partial f}{\partial y} and use this to deduce that

∂2g∂u∂v=∂x∂u∂x∂v∂2f∂x2+(∂x∂u∂y∂v+∂x∂v∂y∂u)∂2f∂x∂y+∂y∂u∂y∂v∂2f∂y2+H∂f∂x+K∂f∂y\frac{\partial^{2} g}{\partial u \partial v}=\frac{\partial x}{\partial u} \frac{\partial x}{\partial v} \frac{\partial^{2} f}{\partial x^{2}}+\left(\frac{\partial x}{\partial u} \frac{\partial y}{\partial v}+\frac{\partial x}{\partial v} \frac{\partial y}{\partial u}\right) \frac{\partial^{2} f}{\partial x \partial y}+\frac{\partial y}{\partial u} \frac{\partial y}{\partial v} \frac{\partial^{2} f}{\partial y^{2}}+H \frac{\partial f}{\partial x}+K \frac{\partial f}{\partial y}

where HH and KK are second-order partial derivatives, to be determined.

Using the transformation x=uvx=u v and y=u/vy=u / v in the above identity, or otherwise, find the general solution of

x∂2f∂x2−y2x∂2f∂y2+∂f∂x−yx∂f∂y=0x \frac{\partial^{2} f}{\partial x^{2}}-\frac{y^{2}}{x} \frac{\partial^{2} f}{\partial y^{2}}+\frac{\partial f}{\partial x}-\frac{y}{x} \frac{\partial f}{\partial y}=0

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