Showing posts with label Geometric Series. Show all posts
Showing posts with label Geometric Series. Show all posts

Monday, November 17, 2014

Function Whose Second Derivative is the Square of it's First Dervative

I was working on different forms of the Laplacian of a general product of scalar functions (which I might share in a later post). And I came to a point that I wanted to ask myself when is $$\nabla{f}\cdot\nabla{f}=\Delta{f}$$ which is similar to asking if $$\frac{\partial^2 f}{\partial x^2} = \left(\frac{\partial f}{\partial x}\right)^2$$ In fact, the latter is a special case of the former. And if the partials with respect to $x,y,z$ all follow this, then we have a term-wise equality between the dot product of the gradient and the Laplacian. But when does this happen? Well, let's start with a function of 1 variable. So we have the ODE $$f''(x)- \left(f'(x)\right)^2=0$$ First, substitute $g(x) = f'(x)$. $$g'-g^2=0$$ Clearly we can write the following $$\begin{align*} g&=g\\ g'&=g^2\\ g''=2gg'&=2g^3\\ g^{(3)}=6g^2g'&=6g^4\\ g^{(4)}=24g^3g'&=24g^5\\ &\vdots \end{align*}$$ And in general is appears that $$g^{(n)}=n!g^{n+1}$$ We can prove that with induction. The base cases are done. And the induction step is fairly straight forward $$g^{(n+1)} = \left(g^{(n)}\right)' = \left(n!g^{n+1}\right)' = \left(n+1\right)n!g^ng' = \left(n+1\right)!g^{n+2}$$ Let's try to write the Taylor series for $g$ now letting $g_0=g(x_0)$. $$g(x) = \sum_{n=0}^\infty\frac{g^{(n)}(0)}{n!}\left(x-x_0\right)^n = \sum_{n=0}^\infty\left(g_0\right)^{n+1}\left(x-x_0\right)^n=g_0\sum_{n=0}^\infty\left(g_0\left(x-x_0\right)\right)^n$$ This last part looks an awful lot like the geometric series $(1-x)^{-1}$. But we shift $x$ by $x_0$ scale the value by $g_0$. So really we have $$g(x) = \frac{g_0}{1-g_0\left(x-x_0\right)}=\frac{-a}{ax+b}$$ where $a=-g_0$ and $b=1+g_0x_0$. Now since we said that $g=f'$ we just integrate once to find $f$ $$f(x) = \int\frac{-a}{ax+b}\,\mathrm dx$$ Simple $u$-substitution for $u=ax+b$ yields $$f(x) = c - \ln(ax+b)$$ Double checking reveals that this does, in fact, solve our ODE. We could also separate variables and integrate to arrive at this same answer. Also, a buddy of mine shared the intuition almost immediately that $\ln(x)$ is a basic function that gets us close to the solution and putting a negative out front fixes the one sign issue that shows up. So we can just guess that our function looks like $$f(x) = -\ln(g(x))$$ for some function $g(x)$. Putting this into our original equation yields $$\frac{-g''(x)g(x)+g'(x)^2}{g(x)^2}=\frac{g'(x)^2}{g(x)^2}$$ So either $g(x) = 0$ or $g''(x)=0$. The former means we'd be dividing by $0$ (plus it's a boring answer), but the latter just implies that our function is linear. So $g(x)=ax+b$. Lastly, we just note that we only restrict the derivative, so we can slap a constant out front. $$f(x) = c - \ln(ax+b)$$ The same thing we got before! But, how can we come up with a special case where for $x,y,z$ we have $\nabla{f}\cdot\nabla{f}=\Delta{f}$? Well, a really simple solution would be $$f(x,y,z) = e - \ln(ax+by+cz+d)$$ with $a,b,c,d,e$ constants. The $by+cz+d$ group would be a "constant" when taking the partial derivative with respect to $x$. And the rest of the partials would follow similarly!

Now, I don't know if this is the only solution to our original equation because we worked from the single variable case up. But it's a simple solution.