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MathGroup Archive 1995

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Re: Change of variable in ODE's

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg598] Re: [mg585] Change of variable in ODE's
  • From: Richard Mercer <richard at seuss.math.wright.edu>
  • Date: Thu, 23 Mar 1995 10:10:20 -0500

>  	Changes of variable in linear ODE's are used to
>  convert an ODE into one of many normal or
>  canonical forms.  I thought it would be a simple task to
>  get Mma to do the job for me.  Well, yes and no.  Consider
>  the following two Mma versions of a particular
>  Cauchy-Euler operator:
>  

>  

>  (1)     g = x^2 D[y[x],{x,2}] + 4 x D[y[x],x] + 2 y[x]
>  

>  and the more "natural" form
>  

>  (2)     h = x^2 y''[x] + 4 x y'[x] + 2 y[x]
>  

>  The change of dependent variable  y[x] = u[x]/x^2  (when
>  appropriately effected) reduces (1) or (2) to the normal
>  form  u''[x].  The change of independent variable  x =
>  Log[t] reduces (1) or (2) to a constant coefficient 2nd
>  order ODE.  The catch is "appropriately effected".  The
>  following works for  g.
>  

>  In:     Hold[g]/.y[x_]->u[x]/x^2//ReleaseHold
>  

>  and
>  

>  In:     Hold[g]/.y[x_]->y[Log[x]]//ReleaseHold
>  

>  It does not work for (2).  After much labor I found an
>  extremely awkward solution.  Briefly:
>  

>  In:
>  h/.Derivative[n_][y_][x]->Derivative[n][u[#]/#^2&][x]
>  

>  and
>  

>  In:
>  h/.Derivative[n_][y_][x]->Derivative[n][y[Log[#]]&]][x]
>  

>  Actually, these don't quite work.  These rules do not
>  transform y[x] so a separate rule must be appended to
>  change y[x] to u[x]/x^2  and y[x] to y[Log[x]].  I am
>  particularly unhappy with this solution for these reasons:
>  (1) They are awkward in the extreme. (2) They require
>  the user to know the FullForm of  y'  and understand pure
>  functions.  Although I can't say that the method used on
>  g  is the best possible, it is easily understood by a
>  student with a rudimentary knowledge of Mma.  This is
>  surely not the case with the rules used for  h.
>  

>  Q1:     Is there a way to effect the changes on h which
>  requires less
>  	skill with Mma?
>  

>  Q2:     Are there alternative ways to handle g?
>  

>  One last thought.  I suppose one could write a package
>  which contains the functions  ChangeDependentVariable
>  and  ChangeIndependentVariable which would have the
>  differential operator and the change of variable as
>  arguments.  Then all would be hidden from the user who
>  would only need to call either of these commands.
>  

>  Q3:     Is this the way to go?
>  


Jack, 


	First of all, both g and h produce the same output (looks like h) when  
evaluated, so it if you can do it for h, it will work for g too; just don't use  
Hold.

For h, the following works.

In[8]:=
v[x_]:= u[x]/x^2
h /. y->v //Expand
Out[9]=
u''[x]

This avoids the explicit use of pure functions and is relatively simple. It is  
not completely ideal in that it depends on y always occuring with an argument,  
i.e. y[x], but as long as you stick with that syntax you should be alright.

Richard Mercer


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