Well, all you need is to edit the keyboard layout and add a dead key for AltGr+U. Let’s start:

Well, if you use US keyboard layout you need two additional things: right-alt and the dead key.

Let's do this in steps:

1. Backup the current layout:

First of all, make a backup from the US layout, so open a terminal and type:

cd /usr/share/X11/xkb/symbols

sudo cp us us.bkp

2. Open the layout file for editing:

Enter in the same terminal:

sudo gedit us

You can see lines like this:

default

partial alphanumeric_keys modifier_keys 

xkb_symbols "basic" {



name[Group1]= "USA";



// Alphanumeric section

key <TLDE> {    [     grave,    asciitilde  ]   };

…

Now you can make changes in the basic block which begins on the 3rd line here.

3. Enable right-alt or AltGr:

Add the line include "level3(ralt_switch)" which makes something like this:

    xkb_symbols "basic" {



    include "level3(ralt_switch)"



    name[Group1]= "USA";

4. Add the dead-key:

Find the following line:

    key <AD07> {    [     u,    U       ]   };

and change it to something like this:

    key <AD07> {    [     u,    U,     dead_diaeresis       ]   };



(be careful about the *comma* after the capital U).

Now your layout is ready.

5. Save and close the file.

6. Make changes take effect:

Return to the terminal and run the following command:

sudo dpkg-reconfigure xkb-data

7. Log out!

Or if you have more than one layouts, just change the layout once.

Alternatively

you may want to insert additional characters just with a single right-alt hit, i.e. AltGr+U for Ü, AltGr+A for Ä, AltGr+O for Ö, and AltGr+S for ß. In this case, instead of adding the dead-key (step 4) you should:

4. Add characters to the 3rd level:

Add all characters one by one, like this:

key <AD07> {    [     u,    U,     udiaeresis,     Udiaeresis       ]   };

key <AD08> {    [     i,    I       ]   };

key <AD09> {    [     o,    O,     odiaeresis,     Odiaeresis       ]   };

…

key <AC01> {    [     a,    A,     adiaeresis,     Adiaeresis       ]   };

key <AC02> {    [     s,    S,     ssharp       ]   };

Again, be careful about commas and the capitals – they are necessary.

All the rest is the same.