← 2020 Paper 2

UPSC 2020 Maths Optional Paper 2 Q3c — Step-by-Step Solution

20 marks · Section A

Partial derivatives; equality of mixed partials (Schwarz) · Real Analysis · asked 2× in 13 yrs · Read the full method →

Question

If u=tan1x3+y3xyu=\tan^{-1}\frac{x^3+y^3}{x-y}, xyx\ne y, then show that x2uxx+2xyuxy+y2uyy=(14sin2u)sin2ux^2 u_{xx}+2xy\,u_{xy}+y^2 u_{yy}=(1-4\sin^2 u)\sin 2u.

Technique

Euler’s theorem on the homogeneous function z=tanuz=\tan u (degree 22); first-order relation xux+yuy=sin2ux u_x+y u_y=\sin2u; differentiate again to get the second-order identity x2uxx+2xyuxy+y2uyy=g(g1)x^2u_{xx}+2xyu_{xy}+y^2u_{yy}=g(g'-1) with g=sin2ug=\sin2u.

Solution

The function uu itself is not homogeneous, but tanu\tan u is. The trick is to apply Euler’s homogeneous-function theorem to z:=tanuz:=\tan u and translate back.

Step 1 — z=tanuz=\tan u is homogeneous of degree 22

z=tanu=x3+y3xy.z=\tan u=\frac{x^3+y^3}{x-y}.

Replacing (x,y)(tx,ty)(x,y)\to(tx,ty): numerator scales by t3t^3, denominator by t1t^1, so z(tx,ty)=t2z(x,y)z(tx,ty)=t^{2}z(x,y). Hence zz is homogeneous of degree n=2n=2.

Step 2 — Euler’s theorem (first order)

For a homogeneous function zz of degree nn:

xzx+yzy=nz=2z.(1)x\,z_x+y\,z_y=n\,z=2z.\tag{1}

Since z=tanuz=\tan u, zx=sec2uuxz_x=\sec^2u\,\cdot u_x, zy=sec2uuyz_y=\sec^2u\,\cdot u_y. Substituting into (1):

sec2u(xux+yuy)=2tanu  xux+yuy=2tanusec2u=2sinucosu=sin2u.(2)\sec^2u\,(x\,u_x+y\,u_y)=2\tan u \ \Rightarrow\ x\,u_x+y\,u_y=2\,\frac{\tan u}{\sec^2 u}=2\sin u\cos u=\sin 2u.\tag{2}

Denote g(u):=sin2u=xux+yuyg(u):=\sin 2u=x u_x+y u_y.

Step 3 — Second-order Euler relation

Differentiate (2) partially. Apply x\dfrac{\partial}{\partial x} to xux+yuy=g(u)x u_x+y u_y=g(u):

ux+xuxx+yuyx=g(u)ux.u_x+x\,u_{xx}+y\,u_{yx}=g'(u)\,u_x.

Apply y\dfrac{\partial}{\partial y}:

xuxy+uy+yuyy=g(u)uy.x\,u_{xy}+u_y+y\,u_{yy}=g'(u)\,u_y.

Multiply the first by xx, the second by yy, and add (using uxy=uyxu_{xy}=u_{yx}):

(xux+yuy)+(x2uxx+2xyuxy+y2uyy)=g(u)(xux+yuy).\big(x u_x+y u_y\big)+\big(x^2u_{xx}+2xy\,u_{xy}+y^2u_{yy}\big)=g'(u)\,\big(x u_x+y u_y\big).

Using (2), xux+yuy=g(u)x u_x+y u_y=g(u):

g(u)+(x2uxx+2xyuxy+y2uyy)=g(u)g(u),g(u)+\big(x^2u_{xx}+2xy\,u_{xy}+y^2u_{yy}\big)=g'(u)\,g(u),

so

  x2uxx+2xyuxy+y2uyy=g(u)(g(u)1).  (3)\boxed{\;x^2u_{xx}+2xy\,u_{xy}+y^2u_{yy}=g(u)\big(g'(u)-1\big).\;}\tag{3}

Step 4 — Substitute g(u)=sin2ug(u)=\sin 2u

g(u)=sin2ug(u)=\sin2u, g(u)=2cos2ug'(u)=2\cos2u. Therefore

g(u)(g(u)1)=sin2u(2cos2u1)=2sin2ucos2usin2u.g(u)\big(g'(u)-1\big)=\sin2u\,\big(2\cos2u-1\big)=2\sin2u\cos2u-\sin2u.

Now reduce to the target form using double-angle identities. Note cos2u=12sin2u\cos2u=1-2\sin^2u, so

2cos2u1=2(12sin2u)1=14sin2u.2\cos2u-1=2(1-2\sin^2u)-1=1-4\sin^2u.

Hence

g(u)(g(u)1)=sin2u(14sin2u)=(14sin2u)sin2u.g(u)\big(g'(u)-1\big)=\sin2u\,\big(1-4\sin^2u\big)=(1-4\sin^2u)\sin2u.

Combining with (3):

  x2uxx+2xyuxy+y2uyy=(14sin2u)sin2u.  \boxed{\;x^2u_{xx}+2xy\,u_{xy}+y^2u_{yy}=(1-4\sin^2u)\sin 2u.\;}

\blacksquare

Verification

Algebraic. (14sin2u)sin2u=sin2u4sin2usin2u=sin2u2sin2u(2sin2u)=sin2u2sin2u(1cos2u)=2sin2ucos2usin2u(1-4\sin^2u)\sin2u = \sin2u-4\sin^2u\sin2u = \sin2u-2\sin2u(2\sin^2u)=\sin2u-2\sin2u(1-\cos2u)=2\sin2u\cos2u-\sin2u, identical to g(g1)g(g'-1) above ✓.

Symbolic (SymPy). Computing x2uxx+2xyuxy+y2uyyx^2u_{xx}+2xyu_{xy}+y^2u_{yy} directly from u=arctanx3+y3xyu=\arctan\frac{x^3+y^3}{x-y} and subtracting (14sin2u)sin2u(1-4\sin^2u)\sin2u simplifies identically to 00; numeric spot-checks at (x,y)=(2,1)(x,y)=(2,1) and (3,0.5)(3,0.5) give residual 1016\sim10^{-16} ✓.

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