The linear dependence of functions of several variables, and completely integrable systems of homogeneous linear partial differential equations

Abstract

In the case of n functions of a single variable, the vanishing of the wronskian is the most familiar criterion for their linear dependence. The wronskian also plays an important part in connection with the theory of a single ordinary homogeneous linear differential equation of the nth order, even in questions which do not concern the linear dependence of solutions of the equation. It is the purpose of the present paper to generalize the fundamental facts connected with these topics, to the case of functions of several variables. The characteristic property of an ordinary homogeneous linear differential equation is that any solution is expressible linearly, with constant coefficients, in terms of a fundamental set of solutions. The natural generalization to several independent variables is afforded by the completely integrable system of homogeneous linear partial differential equations, in one dependent variable, any solution of which is likewise linearly dependent on a finite number of solutions of the system. It is such systems which are discussed in the latter part of this paper; the subject of the linear dependence of functions of several variables is developed in the first part, chiefly with a view to its subsequent application to completely integrable systems. In our discussion of linear dependence, we consider throughout n functions Yl, Y2, Y n,, of p independent variables u1, u2, * up . Functions and variables may be either real or complex; if any of the variables be complex, we suppose the functions to be analytic in those variables. All of the main theorems, however, are stated and proved under the supposition that the independent variables are real; the modifications usually simplifications and omissions-are easily supplied for cases in which one or more of the independent variables is complex. The n functions, then, of the real variables