Question

For a twice continuously differentiable function g:RR , define

ug(x,y)=1yyyg(x+t)dtfor(x,y)R2,y>0.

Which one of the following holds for all such g?

  1. 2ugx2=2yugy+2ugy2
  2. 2ugx2=1yugy+2ugy2
  3. 2ugx2=2yugy2ugy2
  4. 2ugx2=1yugy2ugy2

Answer: 2ugx2=2yugy+2ugy2

Solution :-

We have,ug=1yyyg(x+t)dt
First partial derivative:
ugx=x(1yyyg(x+t)dt)=1yx(yyg(x+t)dt)=1y[yy(g(x+t))xdt+g(x+y)(y)xg(xy)(y)x]=1y[yyg(x+t)dt+g(x+y)0g(xy)0]=1y[yyg(x+t)dt+00]=1y[yyg(x+t)dt]. ugy=y(1yyyg(x+t)dt)=(1y)y(yyg(x+t)dt)+1yy(yyg(x+t)dt)=1y2(yyg(x+t)dt)+1y(yy(g(x+t))ydt+g(x+y)(y)yg(xy)(y)y)=1y2(yyg(x+t)dt)+1y(yy0dt+g(x+y)+g(xy))=1y2(yyg(x+t)dt)+1y[0+g(x+y)+g(xy)]=1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)].
Second partial derivative:
2ugx2=x(1yyyg(x+t)dt)=1yx(yyg(x+t)dt)=1y[yy(g(x+t))xdt+g(x+y)(y)xg(xy)(y)x]=1y[yyg′′(x+t)dt+g(x+y)0g(xy)0]=1y[yyg′′(x+t)dt+00]=1y[yyg′′(x+t)dt]. 2ugy2=y(1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)])=y( 1y2(yyg(x+t)dt))+y(1y[g(x+y)+g(xy)])=(1y2)y(yyg(x+t)dt)+(1y2)y(yyg(x+t)dt) +(1y)y(g(x+y)+g(xy))+1yy(g(x+y)+g(xy))=2y3(yyg(x+t)dt)+(1y2)(yy(g(x+t))ydt+g(x+y)(y)yg(xy)(y)y) +(1y2)(g(x+y)+g(xy))+1y((g(x+y))y+(g(xy))y)=2y3(yyg(x+t)dt)1y2(g(x+y)+g(xy))1y2(g(x+y)+g(xy))+1y(g(x+y)g(xy))=2y3(yyg(x+t)dt)2y2(g(x+y)+g(xy))+1y(g(x+y)g(xy)).

So, up till now, we get

ugx=1y[yyg(x+t)dt]ugy=1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)]2ugx2=1y[yyg′′(x+t)dt]2ugy2=2y3(yyg(x+t)dt)2y2(g(x+y)+g(xy))+1y(g(x+y)g(xy))

Now, from options

Option 1. 2ugx2=2yugy+2ugy2

1y[yyg′′(x+t)dt]=2y[1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)]]+2y3(yyg(x+t)dt)2y2(g(x+y)+g(xy))+1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=2y3(yyg(x+t)dt)+2y2[g(x+y)+g(xy)]+2y3(yyg(x+t)dt)2y2(g(x+y)+g(xy))+1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=1y(g(x+y)g(xy))yyg′′(x+t)dt=g(x+y)g(xy).

Here, L.H.S. is equal to R.H.S. So, yes this option is right.


Now, Option 2. 2ugx2=1yugy+2ugy2

1y[yyg′′(x+t)dt]=1y[1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)]]+2y3(yyg(x+t)dt)2y2(g(x+y)+g(xy))+1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=1y3(yyg(x+t)dt)+1y2[g(x+y)+g(xy)]+2y3(yyg(x+t)dt)2y2(g(x+y)+g(xy))+1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=1y3(yyg(x+t)dt)1y2[g(x+y)+g(xy)]+1y(g(x+y)g(xy))1y3[yyg(x+t)dt]=1y2(g(x+y)+g(xy))(from option1,the left side term andthe third term of the right side are equal)yyg(x+t)dt=y[g(x+y)+g(xy)].

Here, L.H.S. is not equal to R.H.S. because we don’t know what is integretion of the L.H.S. so we don’t say L.H.S. is equal to R.H.S.
So, this option is wrong.


Now, Option 3. 2ugx2=2yugy2ugy2

1y[yyg′′(x+t)dt]=2y[1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)]]2y3(yyg(x+t)dt)+2y2(g(x+y)+g(xy))1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=2y3(yyg(x+t)dt)+2y2[g(x+y)+g(xy)]2y3(yyg(x+t)dt)+2y2(g(x+y)+g(xy))1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=4y3(yyg(x+t)dt)+4y2[g(x+y)+g(xy)]1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=4y3(yyg(x+t)dt)+4y3y[g(x+y)+g(xy)]1y(g(x+y)g(xy))2y[yyg′′(x+t)dt]=4y3(yyg(x+t)dt)+4y3(yyg(x+t)dt)(from option 1 and 2)2y[yyg′′(x+t)dt]=0yyg′′(x+t)dt=0.

Which is wrong from option 1. So, this option is also wrong.


Now, Option 4. 2ugx2=1yugy2ugy2

1y[yyg′′(x+t)dt]=1y[1y2(yyg(x+t)dt)+1y[g(x+y)+g(xy)]]2y3(yyg(x+t)dt)+2y2(g(x+y)+g(xy))1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=1y3(yyg(x+t)dt)+1y2[g(x+y)+g(xy)]2y3(yyg(x+t)dt)+2y2(g(x+y)+g(xy))1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=3y3(yyg(x+t)dt)+3y2[g(x+y)+g(xy)]1y(g(x+y)g(xy))1y[yyg′′(x+t)dt]=3y3(yyg(x+t)dt)+3y3y[g(x+y)+g(xy)]1y(g(x+y)g(xy))2y[yyg′′(x+t)dt]=3y3(yyg(x+t)dt)+3y3(yyg(x+t)dt)(from option 1 and 2)2y[yyg′′(x+t)dt]=0yyg′′(x+t)dt=0.

Which is wrong from option 1. So, this option is also wrong.

So, correct answer is option-1, 2ugx2=2yugy+2ugy2