I have to solve the following problem:
$yu_{yy} + u_{y} = 0$
$u(x, 1) = x^{2}$
$u(x, e) = 1$
I have tried first taking one $\partial u/\partial y$ and integrating but I obtain a function that depends on $y$ and then I have to do another integration on $y$ but now I have to integrate $u$, so it doesn't work.
Let us substitute $v = u_y$ in the differential equation, so that $y v_y + v = 0$ or maybe $v_y/v = -1/y$. This is a (separable) Cauchy-Euler differential equation w.r.t. $y$, which solution reads $v(x,y) = c_1(x)/y$. Integration w.r.t. $y$ then yields $$ u(x,y) = c_1(x)\ln y + c_2(x) \, . $$ Using the boundary conditions, we have \begin{aligned} u(x,1) &= c_2(x) = x^2 \\ u(x,e) &= c_1(x) + c_2(x) = 1 \end{aligned} from which we can conclude.