dz0 − q0dy0 = 0,
and the elements of the integral constituted by the characteristic chains issuing therefrom satisfy
dζ − ωdη = 0.
Hence this equation involves dz − ψdx − qdy = 0, or we have
dz − ψdx − qdy = σ(dζ − ωdη),
where σ is not zero. Conversely, the integration of p = ψ is, essentially, the problem of writing the expression dz − ψdx − qdy in the form σ(dζ − ωdη), as must be possible (from what was said under [Pfaffian Expressions]).
To integrate a system of simultaneous equations of the first order X1 = a1, ... Xr = ar in n independent variables x1, ... xn and one dependent variable z, we write p1 for dz/dx1, &c., System of equations of the first order. and attempt to find n + 1 − r further functions Z, Xr+1 ... Xn, such that the equations Z = a, Xi = ai,(i = 1, ... n) involve dz − p1dx1 − ... − pndxn = 0. By an argument already given, the common integral, if existent, must be satisfied by the equations of the characteristic chains of any one equation Xi = ai; thus each of the expressions [XiXj] must vanish in virtue of the equations expressing the integral, and we may without loss of generality assume that each of the corresponding ½r(r − 1) expressions formed from the r given differential equations vanishes in virtue of these equations. The determination of the remaining n + 1 − r functions may, as before, be made to depend on characteristic chains, which in this case, however, are manifolds of r dimensions obtained by integrating the equations [X1ƒ] = 0, ... [Xrƒ] = 0; or having obtained one integral of this system other than X1, ... Xr, say Xr+1, we may consider the system [X1ƒ] = 0, ... [Xr+1ƒ] = 0, for which, again, we have a choice; and at any stage we may use Mayer’s method and reduce the simultaneous linear equations to one equation involving parameters; while if at any stage of the process we find some but not all of the integrals of the simultaneous system, they can be used to simplify the remaining work; this can only be clearly explained in connexion with the theory of so-called function groups for which we have no space. One result arising is that the simultaneous system p1 = φ1, ... pr = φr, wherein p1, ... pr are not involved in φ1, ... φr, if it satisfies the ½r(r − 1) relations [pi − φi, pj − φj] = 0, has a solution z = ψ(x1, ... xn), p1 = dψ/dx1, ... pn = dψ/dxn, reducing to an arbitrary function of xr+1, ... xn only, when x1 = xº1, ... xr = xºr under certain conditions as to developability; a generalization of the theorem for linear equations. The problem of integration of this system is, as before, to put
dz − φ1dx1 − ... − φrdxr − pr+1dxr+1 − ... − pndxn
into the form σ(dζ − ωr+1 + dξr+1 − ... − ωndξn); and here ζ, ξr+1, ... ξn, ωr+1, ... ωn may be taken, as before, to be principal integrals of a certain complete system of linear equations; those, namely, determining the characteristic chains.
If L be a function of t and of the 2n quantities x1, ... xn, ẋ1, ... ẋn, where ẋi, denotes dxi/dt, &c., and if in the n equations