Added May 21, 2019.
This is same problem as above, but without I.C. given.
Solve for \(u(x,y)\)
No IC are given.
Mathematica ✓
ClearAll["Global`*"]; pde = y*D[u[x, y], x] - x*D[u[x, y], y] == Exp[u[x, y]]; sol = AbsoluteTiming[TimeConstrained[DSolve[pde, u[x, y], {x, y}], 60*10]];
Maple ✓
restart; pde :=y*diff(u(x,y),x)-x*diff(u(x,y),y)=exp(u(x,y)); cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve(pde,u(x,y))),output='realtime'));
Hand solution
Solve
Since no initial conditions are given, I find using Lagrange-charpit method is better here than using characteristic equations with parameter \(s\). The Lagrange-charpit equations for the above PDE are
The first two equations gives
Where the \(2\) is absorbed by the constant. We now need to decide to either solve \(\frac {-dy}{x}=\frac {du}{e^{u}}\) together or \(\frac {dx}{y}=\frac {du}{e^{u}}\). It does not matter which pair to pick. Using the second pair gives
But from (1), \(y=\sqrt {C_{1}-x^{2}}\) (taking only the positive root) and the above equation now becomes
Integrating gives
In this method, the constants \(C_{1},C_{2}\) are always related by \(C_{2}=F\left ( C_{1}\right ) \) where \(F\) is an arbitrary function. Hence we obtain
For positive \(u\) the above simplifies to
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