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I know there are some examples how a PDE can be solved by separation of variables even when it doesn't have some obviously useful symmetry - e.g. Laplace equation in ellipse can be solved in elliptic coordinates. This leads me to a question:
Is it true that for any $f(x_1,x_2,...,x_n)$ with $n\in\mathbb{N}$ there exists a coordinate transformation which would make the $n$-dimensional eigenvalue problem $-\Delta\psi+f\psi=\lambda\psi$ in bounded domain $\Omega$ solvable using separation of variables?
If not, what are necessary and enough conditions $f$ and $\Omega$ must satisfy for this to become true?

doraemonpaul
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Ruslan
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1 Answers1

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In fact the separable conditions of the PDEs are very depending on about the partial derivatives combinations and the coefficients of the terms in the PDE, symmetries and types of the bounded domain are basically independent.

For example the linear homogeneous PDEs with dependent variable $u$ and independent variables $x$ and $y$ , the separable condition is that the PDEs can rewrite to the form $\dfrac{\sum\limits_{a_1=0}^{b_1}M_{a_1}(x)X^{[a_1]}(x)}{\sum\limits_{a_2=0}^{b_2}N_{a_2}(x)X^{[a_2]}(x)}=\dfrac{\sum\limits_{a_3=0}^{b_3}P_{a_3}(y)Y^{[a_3]}(y)}{\sum\limits_{a_4=0}^{b_4}Q_{a_4}(y)Y^{[a_4]}(y)}$ when letting $u(x,y)=X(x)Y(y)$ .

For example, the PDE $x^2u_{xy}-yu_{yy}+u_x-4u=0$ mentioned in The canonical form of a nonlinear second order PDE is an unseparable example while the PDE $u_{xy}-yu_{yy}+u_x-4u=0$ is a separable example.

Start from the PDEs with three independent variables, the separable conditions are more difficult to described, since for example the linear homogeneous PDEs with dependent variable $u$ and independent variables $x$ , $y$ and $z$ , the PDEs are separable when the PDEs not only can rewrite to the form $\dfrac{\sum\limits_{a_1=0}^{b_1}M_{1,a_1}(x)X^{[a_1]}(x)}{\sum\limits_{a_2=0}^{b_2}M_{2,a_2}(x)X^{[a_2]}(x)}+\dfrac{\sum\limits_{a_3=0}^{b_3}M_{3,a_3}(y)Y^{[a_3]}(y)}{\sum\limits_{a_4=0}^{b_4}M_{4,a_4}(y)Y^{[a_4]}(y)}+\dfrac{\sum\limits_{a_5=0}^{b_5}M_{5,a_5}(z)Z^{[a_5]}(z)}{\sum\limits_{a_6=0}^{b_6}M_{6,a_6}(z)Z^{[a_6]}(z)}=0$ when letting $u(x,y,z)=X(x)Y(y)Z(z)$ , but also when the PDEs can rewrite to the form $\dfrac{\sum\limits_{a_1=0}^{b_1}M_{1,a_1}(x)X^{[a_1]}(x)}{\sum\limits_{a_2=0}^{b_2}M_{2,a_2}(x)X^{[a_2]}(x)}+\dfrac{\sum\limits_{a_3=0}^{b_3}M_{3,a_3}(y)Y^{[a_3]}(y)}{\sum\limits_{a_4=0}^{b_4}M_{4,a_4}(y)Y^{[a_4]}(y)}+\dfrac{\sum\limits_{a_3=0}^{b_3}N_{3,a_3}(y)Y^{[a_3]}(y)\sum\limits_{a_5=0}^{b_5}M_{5,a_5}(z)Z^{[a_5]}(z)}{\sum\limits_{a_4=0}^{b_4}N_{4,a_4}(y)Y^{[a_4]}(y)\sum\limits_{a_6=0}^{b_6}M_{6,a_6}(z)Z^{[a_6]}(z)}=0$ when letting $u(x,y,z)=X(x)Y(y)Z(z)$ .

Now for your PDE $-\Delta\psi+f(x_1,x_2,...,x_n)\psi=\lambda\psi$ , the directly separable condition is obviously only when $f(x_1,x_2,...,x_n)=f_1(x_1)f_2(x_2)...f_n(x_n)$ . For the cases that $f(x_1,x_2,...,x_n)$ is not of the form $f_1(x_1)f_2(x_2)...f_n(x_n)$ , it cannot has chance to be separable unless you can introduce some proper coordinate transformations so that it can transform to a separable type of PDE. But the proper coordinate transformations are in fact very difficult to research.

doraemonpaul
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  • Shouldn't $f$ be in the form of sum, not product (and $\psi$ would be a product)? Anyway, this answer doesn't quite answer my first question - if there always exists such a coordinate transformation. – Ruslan Apr 02 '13 at 14:19