
11.5.3.3 With variable coefficients
Problem:
Find the solution of the second order linear equation, satisfying the given initial conditions:
\[
\begin{array}{l}
u_{x y}-\frac{1}{y^{2}+1} u_{x}=0, \quad y>0, \quad x>0 . \\
\left.u\right|_{x=0}=y,\left.\quad u\right|_{y=0}=x .
\end{array}
\]