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Original examination: Calculus, probability, linear algebra, discrete mathematics, logic and proof, and models of computation examination paper by the University of Oxford (2003).

For this change of variables,and $u_{xx}+u_{yy}=0=v_{xx}+v_{yy}$. The second derivative chain rule therefore givesThus the transformation rule for the Laplacian isFor $f=x+y$, its Laplacian is zero. At every point with $(x,y)\ne (0,0)$, division by $4(x^2+y^2)$ provesThis conclusion applies to each local inverse branch of the change of variables: its Jacobian determinant is $4(x^2+y^2)$, so such a branch exists away from the origin by the inverse function theorem. A single globally defined $g$ cannot represent $x+y$ on the entire plane, since $(x,y)$ and $(-x,-y)$ give the same $(u,v)$ but generally opposite values of $x+y$. Nor can a differentiable $g$ represent this $f$ in a neighborhood of the origin: the multivariable chain rule there would give $f_x=f_y=0$, contradicting $f_x=f_y=1$. The requested harmonic function conclusion is therefore a local statement on nonsingular branches.^[ref]

First, the product order is a partial order. Reflexivity and transitivity hold in each coordinate. If $(p,q){\le }_R(p^{\prime },q^{\prime })$ and $(p^{\prime },q^{\prime }){\le }_R(p,q)$, antisymmetry in $P,Q$ gives $p=p^{\prime }$ and $q=q^{\prime }$, proving antisymmetry in the product.

Let $D$ be a nonempty directed set in $P\times Q$. Its coordinate projectionsare directed sets. For example, if $p_1,p_2\in D_P$, choose $(p_1,q_1),(p_2,q_2)\in D$. Directedness supplies $(p_3,q_3)\in D$ above both, so $p_3\in D_P$ is a common upper bound of $p_1,p_2$ inside $D_P$. The argument for $D_Q$ is identical.

By the assumed directed-complete partial order property, $p_{\ast }=\sup D_P$ and $q_{\ast }=\sup D_Q$ exist. Every $(p,q)\in D$ satisfies $p{\le }_P{p}_{\ast }$ and $q{\le }_Q{q}_{\ast }$, so $(p_{\ast },q_{\ast })$ is an upper bound of $D$. If $(u,v)$ is any other upper bound, then $u$ bounds $D_P$ and $v$ bounds $D_Q$. Hence $p_{\ast }{\le }_{P}u$, $q_{\ast }{\le }_{Q}v$, proving leastness. ThusThe printed definition of a directed set also permits $D=\varnothing$.^[ref] Under that convention, the hypotheses require $P,Q$ to have least elements, namely the least upper bounds of their empty subsets. Their pair is the least element of the product and is $\sup \varnothing$ there. This handles the empty case as well; under the convention restricting directed sets to nonempty sets, only the preceding nonempty argument is needed.