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bugs - DSolve solution depends on ordering of equation


Bug introduced in 8.0 or earlier and persisting through 11.1.0 or later




I am trying to obtain the general solution, G(x1,x2,x3,x4) to the very easy system of PDEs: ∂x3G(x1,x2,x3,x4)−∂x1F(x1,x2)=0,∂x4G(x1,x2,x3,x4)−∂x2F(x1,x2)=0

and in so doing I am finding the following strange behaviour in Mathematica 10.4.


DSolve[
{D[G[x1, x2, x3, x4], x3] == D[F[x1, x2], x1],
D[G[x1, x2, x3, x4], x4] == D[F[x1, x2], x2]},
G[x1, x2, x3, x4], {x1, x2, x3, x4}
]


returns what I expect:


{{G[x1,x2,x3,x4]->C[1][x1,x2]+x4 (F^(0,1))[x1,x2]+x3 (F^(1,0))[x1,x2]}}

However, if I just reorder my input:


DSolve[
{D[F[x1,x2],x1]==D[G[x1,x2,x3,x4],x3],
D[F[x1,x2],x2]==D[G[x1,x2,x3,x4],x4]},
G[x1,x2,x3,x4],{x1,x2,x3,x4}
]


Mathematica returns nothing! This obviously doesn't cause a problem for this simple example. However, the system I get from some other portion of the code is given in the form of (1) which, if plugged into DSolve in that form, gives the same null result. This is because if I have Mathematica Simplify the system, I get a system of the second form which gives a null result. I can do something hacky and have it solve for the derivative of G in terms of everything else, but I would prefer to avoid this.


Update: This is not the only bug of this form in DSolve. It appears the order in which the different equations appear also matters (for 3 or more equations), see e.g. below


For


badPDE = {D[G[x0, x1, y0, y1, z0, z1], z1] == D[F[x0, y0, z0], z0],
D[G[x0, x1, y0, y1, z0, z1], y1] == D[F[x0, y0, z0], y0],
D[G[x0, x1, y0, y1, z0, z1], x1] == D[F[x0, y0, z0], x0]}

we get


DSolve[badPDE, G, {x0,x1,y0,y1,z0,z1}]


failing in the same manner as above, it echos the command. However,


DSolve[Reverse[badPDE], G, {x0,x1,y0,y1,z0,z1}]

gives the correct answer:


{{G->Function[{x0,x1,y0,y1,z0,z1},C[1][x0,y0,z0]+z1 (F^(0,0,1))    
[x0,y0,z0]+y1 (F^(0,1,0))[x0,y0,z0]+x1 (F^(1,0,0))[x0,y0,z0]]}}

I am adding this to my original bug report with WRI.



Answer



This is a workaround, as requested in a comment and extended to handle the updated problem. The idea is to solve the pde system for the derivatives so that we can put the derivatives of G on the left-hand side of the equation. There is a hard-coded internal pattern that assumes the problem will be set up this way. Solve returns these in the form of a Rule. Replacing Rule by Equal converts them back to equations, but with the derivatives on the LHS. Update: Additionally, the hard-coded pattern requires the derivatives of G to be in a the same order as the arguments' order, that is, D[.., x0] ==.., D[.., y0] ==.., D[.., z0] ==... This can be fixed by sorting the derivatives of G.



normal[U_] = Function[pde, 
Reverse@Sort@First@Solve[pde,
Cases[Variables[pde /. Equal -> List], _?(! FreeQ[#, U] &)]] /.
Rule -> Equal];

DSolve[normal[G]@{D[F[x1, x2], x1] == D[G[x1, x2, x3, x4], x3],
D[F[x1, x2], x2] == D[G[x1, x2, x3, x4], x4]}, G, {x1, x2, x3, x4}]

Mathematica graphics


N.B. We're assuming we've got a linear first-order pde system here. (A similar approach could work on higher-order systems, with some work.)



Example in the update


DSolve[normal[G]@badPDE, G, {x0, x1, y0, y1, z0, z1}]

Mathematica graphics


It seems the internal code assumes in the 3D case that the equations have been set up in the order


Grad[G, {x1, y1, z1}] == V /; Curl[V, {x1, y1, z1}] == {0, 0, 0}

This suggests this change to normal:


normal[u_, vars_] = Function[pde, First@Solve[pde, Grad[u, vars]] /. Rule -> Equal];


And this change in its usage, with the arguments being specified:


normal[G[x0, x1, y0, y1, z0, z1], {x1, y1, z1}]@badPDE

Here is another way to use normal to fix DSolve:


ClearAll[gradify];
SetAttributes[gradify, HoldAll];
gradify[code_DSolve] := Internal`InheritedBlock[{DSolve`DSolvePDEs},
Unprotect[DSolve`DSolvePDEs];
DSolve`DSolvePDEs[eqs_, {u_}, v : {x_, y_, z_}, c_, i_] :=
With[{gradeqs = normal[u @@ v, v]@eqs},

DSolve`DSolvePDEs[gradeqs, {u}, {x, y, z}, c, i] /; gradeqs =!= eqs];
Protect[DSolve`DSolvePDEs];
code
]

Example:


gradify@DSolve[badPDE, G, {x0, x1, y0, y1, z0, z1}]

Mathematica graphics


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