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R2 (rt-s2)

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Originally appearing in Volume V14, Page 548 of the 1911 Encyclopedia Britannica.
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R2 (rt-s2)  -RI (I +q2)r-2Pgs+(I +p2)t),/ (1 +p2+q2) +(I+p2+q2)2=o . 44 . The problem of See also:change of variables was first considered by See also:Brook See also:Taylor in his Methodus incrementorum . In the See also:case See also:con-Change of sidered by Taylor y is expressed as a See also:function of z, and z variables. as a function of x, and it is desired to See also:express the differ- ential coefficients of y with respect to x without eliminating z . The result can be obtained at once by the rules for differentiating a product and a function of a function . We have dydy dz dx dz dx' d2ydy.d2z d2y (dz)2 dx2 de, dx2 dz2 dx d3ydy.d2z+ d ,dz d2z d3y (dz) dx' dz3dz2 dx dx2+dz3 ' The introduction of partial See also:differential coefficients enables us to See also:deal with more See also:general cases of change of variables than that considered above . If u, v are new variables, and x, y are connected with them by equations of the type x=fi(u, v), y=See also:f2(u, v), (i.) while y is either an explicit or an implicit function of x, we have the problem of expressing the differential coefficients of various orders of y with respect to x in terms of the differential coefficients of v with respect to u . We have ( ~at'2 av / (Li+ i (lv ) dx au av du au av du by the See also:rule of the See also:total differential . In the same way, by means of differentials of higher orders, we may express d2y/dx2, and so on . Equations such as (i.) may be interpreted as effecting a transformation by which a point (u, v) is made to correspond to a point (x, y) . The whole theory of transformations, and of functions, or differential expressions, which remain invariant under See also:groups of transformations, has been studied exhaustively by Sophus See also:Lie (see, in particular, his Theorie der Transformationsgruppen, See also:Leipzig, 1888-1893) . (See also DIFFERENTIAL EQUATIONS and GROUPS) .

A more general problem of change of variables is presented when it is desired to express the partial differential coefficients of a function V with respect to x, y, . . . in terms of those with respect to u, v, . . where u, v, . are connected with x, y, . . by any functional relations . WHen there are two variables x, y, and u, v are given functions of x, y, we have aV aV au aV av ax au ax+av ax' aVaVau aVav ay au ay. av ay' and the differential coefficients of higher orders are to be formed by repeated applications of the rule for differentiating a product and the rules of the type a_aua See also:

ava Ox= ax au+ax av When x, y are given functions of u, v, . . . we have, instead of the above, such equations as aV__ aV ax aV ay au ax auay au' and aV/ax, aV/ay can be found by solving these equations, provided the Jacobian a(x, y)/a(u, v) is not zero . The generalization of this method for the case of more than two variables need not detain us . In cases like that here considered it is sometimes more convenient not to regard the equations connecting x, y with u, v as effecting a point transformation, but to consider the loci u=const., v=const. as two " families " of curves . Then in any region of the See also:plane of (x, y) in which the Jacobian a(x, y)/a(u, v) does not vanish or become See also:infinite, any point (x, y) is uniquely determined by the values of u and v which belong to the curves of the two families that pass through the point . Such variables as u, v are then described as ''jcurvilinear coordinates " of the point . This method is applicable to any number of variables . When the loci u=const intersect each other at right angles, the variables are " orthogonal " See also:curvilinear coordinates .

Three-dimensional systems of such coordinates have important applications in mathematical physics . Reference may be made to G . Lame, Leyans sur See also:

les coordonnees curvilignes (See also:Paris, 1859), and to G . Darboux, Lecons sur les coordonnees curvilignes et systemes orthogonaux (Paris, 1898) . When such a coordinate as u is connected with x and y by a functional relation of the See also:form f(x, y, u) =o the curves u=const. are a See also:family of curves, and this family may be such that no two curves of the family have a See also:common point . When this is not the case the points in which a See also:curve f(x, y, u) =o is intersected by a curve f(x, y, u+Au) =o tend to limiting positions as Du is diminished indefinitely . The See also:locus of these limiting positions is the " envelope " of the family, and in general it touches all the curves of the family . It is easy to see that, if u,v are the parameters of two families of curves which have envelopes, the Jacobian a(x, y)/a(u, v) vanishes at all points on these envelopes . It is easy to see also that at any point where the reciprocal Jacobian a(u, v)/a(x, y) vanishes, a curve of the family u touches a curve of the family v . If three variables x, y, z are connected by a functional relation f(x, y, z) =o, one of them, z say, may be regarded as an implicit function of the other two, and the partial differential coefficients of z with respect to x and y can be formed by the rule of the total differential . We have az _ L of az of . f _ -ay/ ex ax/ az' ay= az' and there is no difficulty in proceeding to express the higher differential coefficients . There arises the problem of expressing the partial differential coefficients of x with respect to y and z in terms of those of z with respect to x and y .

The problem is known as that of " changing the dependent variable." It is solved by applying the rule of the total differential . Similar considerations are applicable to all cases in which n variables are connected by fewer than n equations . 45 . Taylor's theorem can be extended to functions of several variables . In the case of two variables the general for- See also:

Extension See also:mula, with a See also:remainder after n terms, can be written of'Taylor's most simply in the form theorem . f(a+h, b+k) =f (a, b) +df (a, b) + 2 d2f(a, b) + .. . + n I I)id''-'f(a, b)+dnf(a+Oh,b+Bk), d'f(a, b) = [(hdx+See also:kay)'f(x, y')]y_a in which n and d"f (a+6h, b+6k) _ (h —+kayl ) f (x, )] = +en, v-b+Px The last expression is the remainder after n terms, and in it 0 denotes some particular number between o and i . The results for three or more variables can be written in the same form . The ex-tension of Taylor's theorem was given by See also:Lagrange (1797); the form written above is due to See also:Cauchy (1823) . For the validity of the theorem in this form it is necessary that all the differential coefficients up to the nth should be continuous in a region bounded by x = a ' h, y = b t k . When all the differential coefficients, no See also:matter how high the See also:order, are continuous in such a region, the theorem leads to an expansion of the function in a multiple See also:power See also:series . Such expansions are just as important in See also:analysis, See also:geometry.and See also:mechanics as expansions of functions of one variable .

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