Question

For a twice continuously differentiable function g⁡:R→R , define

ug⁡(x,y)=1y∫−yyg⁡(x+t)⁢d⁢tfor(x,y)∈R2,y>0.

Which one of the following holds for all such g?

  1. ∂2ug⁡∂x2=2y∂ug⁡∂y+∂2ug⁡∂y2
  2. ∂2ug⁡∂x2=1y∂ug⁡∂y+∂2ug⁡∂y2
  3. ∂2ug⁡∂x2=2y∂ug⁡∂y−∂2ug⁡∂y2
  4. ∂2ug⁡∂x2=1y∂ug⁡∂y−∂2ug⁡∂y2

Answer: ∂2ug⁡∂x2=2y∂ug⁡∂y+∂2ug⁡∂y2

Solution :-

We have,ug⁡=1y∫−yyg⁡(x+t)⁢d⁢t
First partial derivative:
∂ug⁡∂x=∂∂x⁢(1y∫−yyg⁡(x+t)⁢d⁢t)=1y⋅∂∂x⁢(∫−yyg⁡(x+t)⁢d⁢t)=1y⋅[∫−yy∂(g⁡(x+t))∂x⋅d⁢t+g⁡(x+y)∂(y)∂x−g⁡(x−y)∂(−y)∂x]=1y⋅[∫−yyg⁡′(x+t)⋅d⁢t+g⁡(x+y)⋅0−g⁡(x−y)⋅0]=1y⋅[∫−yyg⁡′(x+t)⋅d⁢t+0−0]=1y⋅[∫−yyg⁡′(x+t)⋅d⁢t]. ∂ug⁡∂y=∂∂y(1y⋅∫−yyg⁡(x+t)⁢d⁢t)=∂(1y)∂y⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅∂∂y⁢(∫−yyg⁡(x+t)⁢d⁢t)=−1y2⁢(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅(∫−yy∂(g⁡(x+t))∂y⋅d⁢t+g⁡(x+y)∂(y)∂y−g⁡(x−y)∂⁢(−y)∂y)=−1y2⁢(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅(∫−yy0⋅d⁢t+g⁡(x+y)+g⁡(x−y))=−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[0+g⁡(x+y)+g⁡(x−y)]=−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[g⁡(x+y)+g⁡(x−y)].
Second partial derivative:
∂2ug⁡∂x2=∂∂x⁢(1y∫−yyg⁡′(x+t)⁢d⁢t)=1y⋅∂∂x⁢(∫−yyg⁡′(x+t)⁢d⁢t)=1y⋅[∫−yy∂(g⁡′(x+t))∂x⋅d⁢t+g⁡′(x+y)∂(y)∂x−g⁡′(x−y)∂(−y)∂x]=1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t+g⁡′(x+y)⋅0−g⁡′(x−y)⋅0]=1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t+0−0]=1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]. ∂2ug⁡∂y2=∂∂y⁢(−1y2⁢(∫−yyg⁡(x+t)⁢d⁢t)+1y⁢[g⁡(x+y)+g⁡(x−y)])=∂∂y⁢( −1y2⁢(∫−yyg⁡(x+t)⁢d⁢t))+∂∂y⁢(1y⁢[g⁡(x+y)+g⁡(x−y)])=∂(−1y2)∂y⋅(∫−yyg⁡(x+t)⁢d⁢t)+(−1y2)⋅∂∂y⁢(∫−yyg⁡(x+t)⁢d⁢t) +∂⁢(1y)∂y⋅(g⁡(x+y)+g⁡(x−y))+1y⋅∂∂y⁢(g⁡(x+y)+g⁡(x−y))=2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+(−1y2)⋅(∫−yy∂(g⁡(x+t))∂y⋅d⁢t+g⁡(x+y)∂(y)∂y−g⁡(x−y)∂⁢(−y)∂y) +(−1y2)⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(∂⁢(g⁡(x+y))∂y+∂⁢(g⁡(x−y))∂y)=2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−1y2⋅(g⁡(x+y)+g⁡(x−y))−1y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y))=2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−2y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y)).

So, up till now, we get

∂ug⁡∂x=1y⋅[∫−yyg⁡′(x+t)⋅d⁢t]∂ug⁡∂y=−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[g⁡(x+y)+g⁡(x−y)]∂2ug⁡∂x2=1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]∂2ug⁡∂y2=2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−2y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y))

Now, from options

Option 1. ∂2ug⁡∂x2=2y∂ug⁡∂y+∂2ug⁡∂y2

1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=2y⋅[−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[g⁡(x+y)+g⁡(x−y)]]+2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−2y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+2y2⋅[g⁡(x+y)+g⁡(x−y)]+2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−2y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=1y⋅(g⁡′(x+y)−g⁡′(x−y))∫−yyg⁡′′(x+t)⋅d⁢t=g⁡′(x+y)−g⁡′(x−y).

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


Now, Option 2. ∂2ug⁡∂x2=1y∂ug⁡∂y+∂2ug⁡∂y2

1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=1y⋅[−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[g⁡(x+y)+g⁡(x−y)]]+2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−2y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−1y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y2⋅[g⁡(x+y)+g⁡(x−y)]+2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−2y2⋅(g⁡(x+y)+g⁡(x−y))+1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=1y3⋅(∫−yyg⁡(x+t)⁢d⁢t)−1y2⋅[g⁡(x+y)+g⁡(x−y)]+1y⋅(g⁡′(x+y)−g⁡′(x−y))1y3⋅[∫−yyg⁡(x+t)⋅d⁢t]=1y2⋅(g⁡(x+y)+g⁡(x−y))(from option1,the left side term andthe third term of the right side are equal)∫−yyg⁡(x+t)⋅d⁢t=y⋅[g⁡(x+y)+g⁡(x−y)].

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. ∂2ug⁡∂x2=2y∂ug⁡∂y−∂2ug⁡∂y2

1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=2y⋅[−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[g⁡(x+y)+g⁡(x−y)]]−2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+2y2⋅(g⁡(x+y)+g⁡(x−y))−1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+2y2⋅[g⁡(x+y)+g⁡(x−y)]−2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+2y2⋅(g⁡(x+y)+g⁡(x−y))−1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−4y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+4y2⋅[g⁡(x+y)+g⁡(x−y)]−1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−4y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+4y3⋅y[g⁡(x+y)+g⁡(x−y)]−1y⋅(g⁡′(x+y)−g⁡′(x−y))2y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−4y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+4y3⋅(∫−yyg⁡(x+t)⁢d⁢t)(from option 1 and 2)2y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=0∫−yyg⁡′′(x+t)⋅d⁢t=0.

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


Now, Option 4. ∂2ug⁡∂x2=1y∂ug⁡∂y−∂2ug⁡∂y2

1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=1y⋅[−1y2⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y⋅[g⁡(x+y)+g⁡(x−y)]]−2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+2y2⋅(g⁡(x+y)+g⁡(x−y))−1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−1y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+1y2⋅[g⁡(x+y)+g⁡(x−y)]−2y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+2y2⋅(g⁡(x+y)+g⁡(x−y))−1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−3y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+3y2⋅[g⁡(x+y)+g⁡(x−y)]−1y⋅(g⁡′(x+y)−g⁡′(x−y))1y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−3y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+3y3⋅y[g⁡(x+y)+g⁡(x−y)]−1y⋅(g⁡′(x+y)−g⁡′(x−y))2y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=−3y3⋅(∫−yyg⁡(x+t)⁢d⁢t)+3y3⋅(∫−yyg⁡(x+t)⁢d⁢t)(from option 1 and 2)2y⋅[∫−yyg⁡′′(x+t)⋅d⁢t]=0∫−yyg⁡′′(x+t)⋅d⁢t=0.

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

So, correct answer is option-1, →∂2ug⁡∂x2=2y∂ug⁡∂y+∂2ug⁡∂y2