We have above considered the integration of an equation
dz = adz + bdy
on the hypothesis that the condition
da/dy + bda/dz = db/dz + adb/dz.
It is natural to inquire what relations among x, y, z, if any, Pfaffian Expressions. are implied by, or are consistent with, a differential relation adx + bdy + cdx = 0, when a, b, c are unrestricted functions of x, y, z. This problem leads to the consideration of the so-called Pfaffian Expression adx + bdy + cdz. It can be shown (1) if each of the quantities db/dz − dc/dy, dc/dx − da/dz, da/dy − db/dz, which we shall denote respectively by u23, u31, u12, be identically zero, the expression is the differential of a function of x, y, z, equal to dt say; (2) that if the quantity au23 + bu31 + cu12 is identically zero, the expression is of the form udt, i.e. it can be made a perfect differential by multiplication by the factor 1/u; (3) that in general the expression is of the form dt + u1dt1. Consider the matrix of four rows and three columns, in which the elements of the first row are a, b, c, and the elements of the (r + 1)-th row, for r = 1, 2, 3, are the quantities ur1, ur2, ur3, where u11 = u22 = u33 = 0. Then it is easily seen that the cases (1), (2), (3) above correspond respectively to the cases when (1) every determinant of this matrix of two rows and columns is zero, (2) every determinant of three rows and columns is zero, (3) when no condition is assumed. This result can be generalized as follows: if a1, ... an be any functions of x1, ... xn, the so-called Pfaffian expression a1dx1 + ... + andxn can be reduced to one or other of the two forms
u1dt1 + ... + ukdtk, dt + u1dt1 + ... + uk-1dtk-1,
wherein t, u1 ..., t1, ... are independent functions of x1, ... xn, and k is such that in these two cases respectively 2k or 2k − 1 is the rank of a certain matrix of n + 1 rows and n columns, that is, the greatest number of rows and columns in a non-vanishing determinant of the matrix; the matrix is that whose first row is constituted by the quantities a1, ... an, whose s-th element in the (r + 1)-th row is the quantity dar/dxs − das/dxr. The proof of such a reduced form can be obtained from the two results: (1) If t be any given function of the 2m independent variables u1, ... um, t1, ... tm, the expression dt + u1dt1 + ... + umdtm can be put into the form u′1dt′1 + ... + u′mdt′m. (2) If the quantities u1, ..., u1, t1, ... tm be connected by a relation, the expression n1dt1 + ... + umdtm can be put into the format dt′ + u′1dt′1 + ... + u′m-1dt′m-1; and if the relation connecting u1, um, t1, ... tm be homogeneous in u1, ... um, then t′ can be taken to be zero. These two results are deductions from the theory of contact transformations (see below), and their demonstration requires, beside elementary algebraical considerations, only the theory of complete systems of linear homogeneous partial differential equations of the first order. When the existence of the reduced form of the Pfaffian expression containing only independent quantities is thus once assured, the identification of the number k with that defined by the specified matrix may, with some difficulty, be made a posteriori.
In all cases of a single Pfaffian equation we are thus led to consider what is implied by a relation dt − u1dt1 − ... − umdtm = 0, in which t, u1, ... um, t1 ..., tm are, except for this equation, independent variables. This is to be satisfied in virtue of Single linear Pfaffian equation. one or several relations connecting the variables; these must involve relations connecting t, t1, ... tm only, and in one of these at least t must actually enter. We can then suppose that in one actual system of relations in virtue of which the Pfaffian equation is satisfied, all the relations connecting t, t1 ... tm only are given by
t = ψ(ts+1 ... tm), t1 = ψ1(ts+1 ... tm), ... ts = ψs(ts+1 ... tm);
so that the equation