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I am working with compressible Navier–Stokes equations. When calculating the derivatives to linearize the equation, I got confused about one term.

If $f=f(u)$, and $u=u(x,t)$, are the two derivatives equal, i.e., $\frac{d}{dx}\left(\frac{df}{du}\right) = \frac{d}{du}\left(\frac{df}{dx}\right)$?

I've tested a simple scalar case, $f=u^2$ and $u=\sqrt x$. In this case, the partial derivatives are not exahcngeable. But I was wondering if there is any requirement, by satisfying which makes them exchangable?

Gary
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glg
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1 Answers1

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Your case is trickier than the standard interchange of partial derivatives. So let us first recall how that works. If you have a function $F: \mathbb{R}^2 \to \mathbb{R}$ which has continuous second partial derivatives then it is true that $$\dfrac{\partial}{\partial x}\dfrac{\partial F (x,y)}{\partial y}=\dfrac{\partial}{\partial y}\dfrac{\partial F(x,y)}{\partial x}$$

However your case is different because you have a 1-variable function $f: \mathbb{R} \to \mathbb{R}$ and another 2-variable function $u:\mathbb{R}^2 \to \mathbb{R}$.

Notice that since $f$ is a one variable function we first need to make sense of the expression $$\dfrac{d}{dx}\dfrac{df}{du}$$ This one is easy to make sense of: By $\dfrac{d}{dx}\dfrac{df}{du}$ we actually mean:

$$\dfrac{d}{dx}\dfrac{df (u(x,t))}{du}$$

So you first take the partial derivative with respect to $u$, then evaluate $u$ at $u(x,t)$ and then take the derivative with respect to $x$.

On the other hand, by the expression $\dfrac{d}{du}\dfrac{df}{dx}$ we actually mean:

$$\dfrac{d}{du}\dfrac{d}{dx}|_{x=x(u,t)}f(u(x,t))$$

i.e., we first plug in $u(x,t)$ in $f$, so now you have a function of $x$ (and $t$), then we differentiate with respect to $x$, then evaluate $x$ at $x=x(u,t)$ (you can do this under some mild assumptions by implicit function theorem) so now we have a function of $u$ and $t$, and then we differentiate with respect to $u$.

As you can see, even though the expressions $\dfrac{d}{dx}\dfrac{df}{du}$ and $\dfrac{d}{du}\dfrac{df}{dx}$ may seem to differ just by the exchange of partial derivatives they are actually quite different expressions since we have a lot of compositions going on in-between. I know of no general conditions that make this equality true and I doubt there is any. This is really quite apparent in your own answer since $f=u^2$ and $u=\sqrt(x)$ are $C^{\infty}$ (where $x>0$, say) and you pretty much can't get regularity better than that, yet it doesn't work on them.

Leonid
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