 Solution

The chain rule for the new coordinates gives ${\partial }_x={\partial }_{\xi }+{\partial }_{\eta }$ and ${\partial }_y={\partial }_{\xi }-{\partial }_{\eta }$. Since the coordinates depend linearly on $x,y$, their coefficients are constant. Expanding the squares of these differential operators givesHence the partial differential equation becomes $u_{\xi \eta }=1/4$. Integrating once in each variable introduces independent one-variable functions, giving the general solutionwhere $F,G$ are arbitrary twice-differentiable functions on the relevant characteristic intervals. Their sum includes an arbitrary additive constant.