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In one dimension, if the inverse of function $x(\zeta)$ exists, $\frac{d\zeta}{dx}=(\frac{dx}{d\zeta})^{-1}$, and $\frac{d^2\zeta}{dx^2}=(-\frac{d^2x}{d\zeta^2}(\frac{dx}{d\zeta})^{-3})$. So I can calculate these derivatives with only knowing the $x(\zeta)$ function. This is all nice in one dimension, but I would like to do something like this in 2 dimensions.

The problem is given: $x(\zeta,\eta)$ and $y(\zeta,\eta)$ are known and I need to calculate $\frac{\partial^2 \zeta}{\partial x^2}$ and $\frac{\partial^2 \zeta}{\partial y^2}$, and calculate $\frac{\partial^2\eta}{\partial x^2}$ and $\frac{\partial^2\eta}{\partial y^2}$, without knowing $\zeta(x,y)$ and $\eta(x,y)$. Can you help me in this?

The aim of the whole thing is to calculate $\Delta_{xy} N(\zeta(x,y), \eta(x,y))$. So N is defined in the $(\zeta,\eta)$ coordinate system, and a transformation from $(\zeta,\eta)$ to $(x,y)$ is given by $x(\zeta,\eta)$ and $y(\zeta,\eta)$

Any hint is appreciated. Thank you!

bluestool
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1 Answers1

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Unfortunately we cannot directly use the reciprocal identity because of a subtle distinction between the derivatives. $\frac{\partial x}{\partial \zeta}$ is done holding $\eta$ constant and $\frac{\partial \zeta}{\partial x}$ holds $y$ constant, but in the first one varying $\zeta$ leads to a variation in $y$, so they cannot be measuring the same thing.

To derive a rule, take the equation $\zeta = \zeta(x(\zeta,\eta),y(\zeta,\eta))$ and differentiate it on both sides:

$$\frac{\partial \zeta}{\partial \zeta} = 1 = \frac{\partial \zeta}{\partial x}\frac{\partial x}{\partial \zeta} + \frac{\partial \zeta}{\partial y}\frac{\partial y}{\partial \zeta}$$

$$\frac{\partial \zeta}{\partial \eta} = 0 = \frac{\partial \zeta}{\partial x}\frac{\partial x}{\partial \eta} + \frac{\partial \zeta}{\partial y}\frac{\partial y}{\partial \eta}$$

Use the second equation to solve for $\frac{\partial \zeta}{\partial y}$ then plug in and rearrange the first to solve for $\frac{\partial \zeta }{\partial x}$. We get the following equations:

$$\frac{\partial \zeta}{\partial x} = \frac{\frac{\partial y}{\partial \eta}}{\frac{\partial x}{\partial \zeta}\frac{\partial y}{\partial \eta}-\frac{\partial x}{\partial \eta}\frac{\partial y}{\partial \zeta}}$$

$$\frac{\partial \zeta}{\partial y} = \frac{-\frac{\partial x}{\partial \eta}}{\frac{\partial x}{\partial \zeta}\frac{\partial y}{\partial \eta}-\frac{\partial x}{\partial \eta}\frac{\partial y}{\partial \zeta}}$$

where we recognize the denominator as the (signed) determinant of the Jacobian matrix

$$J=\begin{pmatrix} \frac{\partial x}{\partial \zeta} & \frac{\partial x}{\partial \eta} \\ \frac{\partial y}{\partial \zeta} & \frac{\partial y}{\partial \eta} \\ \end{pmatrix}$$

To get the second derivatives, differentiate the above system again:

$$\frac{\partial^2 \zeta}{\partial \zeta^2} = 0 = \frac{\partial^2 \zeta}{\partial x^2}\left(\frac{\partial x}{\partial \zeta}\right)^2 + 2\frac{\partial^2 \zeta}{\partial x \partial y}\frac{\partial x}{\partial \zeta}\frac{\partial y}{\partial \zeta} + \frac{\partial^2 \zeta}{\partial y^2}\left(\frac{\partial y}{\partial \zeta}\right)^2 + \frac{\partial \zeta}{\partial x}\frac{\partial^2 x}{\partial \zeta^2} + \frac{\partial \zeta}{\partial y}\frac{\partial^2 y}{\partial \zeta^2}$$

$$\frac{\partial^2 \zeta}{\partial \eta^2} = 0 = \frac{\partial^2 \zeta}{\partial x^2}\left(\frac{\partial x}{\partial \eta}\right)^2 + 2\frac{\partial^2 \zeta}{\partial x \partial y}\frac{\partial x}{\partial \eta}\frac{\partial y}{\partial \eta} + \frac{\partial^2 \zeta}{\partial y^2}\left(\frac{\partial y}{\partial \eta}\right)^2 + \frac{\partial \zeta}{\partial x}\frac{\partial^2 x}{\partial \eta^2} + \frac{\partial \zeta}{\partial y}\frac{\partial^2 y}{\partial \eta^2}$$

$$\frac{\partial^2 \zeta}{\partial \eta \partial \zeta} = 0 = \frac{\partial^2 \zeta}{\partial x^2}\frac{\partial x}{\partial \eta}\frac{\partial x}{\partial \zeta} + \frac{\partial^2 \zeta}{\partial x \partial y}\left(\frac{\partial x}{\partial \zeta}\frac{\partial y}{\partial \eta}+\frac{\partial x}{\partial \eta}\frac{\partial y}{\partial \zeta}\right) + \frac{\partial^2 \zeta}{\partial y^2}\frac{\partial y}{\partial \eta}\frac{\partial y}{\partial \zeta} + \frac{\partial \zeta}{\partial x}\frac{\partial^2 x}{\partial \eta \partial \zeta} + \frac{\partial \zeta}{\partial y}\frac{\partial^2 y}{\partial \eta \partial \zeta}$$

We have a system of three equations for the three second derivatives. Since the equations have become unwieldy, we will switch to the subscript notation for partial derivatives. Use the third equation to substitute for the mixed derivative in the other two equations and substitute in the first derivatives from earlier:

$$\zeta_{xy} = -\frac{\zeta_{xx}x_\eta x_\zeta + \zeta_{yy}y_\eta y_\zeta + \zeta_x x_{\zeta \eta} + \zeta_y y_{\zeta \eta}}{x_\zeta y_\eta + x_\eta y_\zeta}$$

$$\implies \begin{cases} 0 = \zeta_{xx}x_\zeta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2-\zeta_{yy}y_\zeta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2 + (x_{\zeta \zeta}y_\eta - y_{\zeta \zeta}x_\eta)(x_\zeta y_\eta + x_\eta y_\zeta) -2 x_\zeta y_\zeta(x_{\zeta \eta} + y_{\zeta \eta}) \\ 0 = -\zeta_{xx}x_\eta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2 + \zeta_{yy}y_\eta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2 + (x_{\eta \eta}y_\eta - y_{\eta \eta}x_\eta)(x_\zeta y_\eta + x_\eta y_\zeta) -2 x_\eta y_\eta(x_{\zeta \eta} + y_{\zeta \eta})\\ \end{cases}$$

$$ \equiv \begin{cases} 0 = \zeta_{xx}x_\zeta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2-\zeta_{yy}y_\zeta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2 + G \\ 0 = -\zeta_{xx}x_\eta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2 + \zeta_{yy}y_\eta^2(x_\zeta y_\eta - x_\eta y_\zeta)^2 + H \\ \end{cases}$$

to shorthand the terms on the far right because they are completely in terms of $\zeta$ and $\eta$ derivatives of $x$ and $y$.

This leads us to our final answers of

$$\frac{\partial^2 \zeta}{\partial x^2} = \frac{-(y_\zeta^2 H + y_\eta^2 G)}{(x_\zeta y_\eta - x_\eta y_\zeta)^2(x_\zeta^2 y_\eta^2 - x_\eta^2 y_\zeta^2)} = \frac{-(y_\zeta^2 H + y_\eta^2 G)}{(x_\zeta y_\eta - x_\eta y_\zeta)^3(x_\zeta y_\eta + x_\eta y_\zeta)}$$

$$\frac{\partial^2 \zeta}{\partial y^2} = \frac{-(x_\zeta^2 H + x_\eta^2 G)}{(x_\zeta y_\eta - x_\eta y_\zeta)^2(x_\zeta^2 y_\eta^2 - x_\eta^2 y_\zeta^2)} = \frac{-(x_\zeta^2 H + x_\eta^2 G)}{(x_\zeta y_\eta - x_\eta y_\zeta)^3(x_\zeta y_\eta + x_\eta y_\zeta)}$$

The same procedure can be done for $\eta$ (since the answer should be symmetric, just take this answer and swap all $\zeta \leftrightarrow \eta$ ), but the lesson here is never do multidimensional chain rule on more than a first derivative ever again.

Ninad Munshi
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  • Didn't expect it to be this messy, but a symbolic software will be able to handle this. Thank you very much, you helped a lot! – user675815 Nov 25 '19 at 22:18
  • I think there's a typo in the third equation of the list of second derivatives. The third term should be $$\frac{\partial^2 \zeta}{\partial y^2}\frac{\partial y}{\partial \zeta}\frac{\partial y}{\partial \eta}.$$ It seems to be corrected in the later algebra. – Klein Four Jan 29 '21 at 07:28
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    @KleinFour yep that seems to be right, I'll fix it now – Ninad Munshi Jan 29 '21 at 07:34
  • Unfortunately, I seem to have found another mistake. I think the last term in the expression you later call G should be $$-2x_\zeta y_\zeta(x_{\zeta\eta}y_\eta - y_{\zeta\eta}x_\eta).$$ I assume there's a similar problem with H. – Klein Four Jan 29 '21 at 08:46