D.3 Coordinate transformation derivation

This note derives the coordinate transformation formulae of chapter 1.4.2.

According to the total differential formula from calculus:

\begin{displaymath}
\frac{\partial u}{\partial x_i} =
\sum_{k=1}^n
\frac{\partial u}{\partial \xi_k}
\frac{\partial \xi_k}{\partial x_i}
\end{displaymath}

This formula is used to transform the first order derivatives of $u$.

Differentiating once more, using the product rule of differentiation and again the total differential formulae for the first factor of the product:

\begin{displaymath}
\frac{\partial^2 u}{\partial x_i\partial x_j} =
\sum_{k=...
...
\frac{\partial^2 \xi_k}{\partial x_i\partial x_j}
\right]
\end{displaymath}

If you plug the formula for the second order derivatives above into the left hand side of the original partial differential equation and rearrange, you get the transformed equation.

\begin{displaymath}
\sum_{k=1}^n \sum_{l=1}^n
\left(
\sum_{i=1}^n \sum_{j=...
..._i\partial x_j}
\right)
\frac{\partial u}{\partial \xi_k}
\end{displaymath}

The coefficients of the transformed matrix $A'$ and the transformed right hand side can be read off from the above expression.