The general feature of most methods for the integration of partial differential equations in two independent variables is, in some form or other, the construction of a set of subsidiary equations in only a single independent variable; and this applies to all orders. In particular, for the first order in any number of variables (not merely in two), the subsidiary system is a set of ordinary equations in a single independent variable, containing as many equations as dependent variables to be determined by that subsidiary system. For equations of the second order which possess an intermediary integral, the best methods (that is, the most effective as giving tests of existence) are those of Boole, modified and developed by Imschenetsky, and that of Goursat, initially based upon the theory of characteristics, but subsequently brought into the form of Jacobian systems of simultaneous partial equations of the first order. These methods are exceptions to the foregoing general statement. But for equations of the second order or of higher orders, which involve two independent variables and in no case possess an intermediary integral, the most general methods are that of Ampere and that of Darboux, with such modifications and reconstruction as have been introduced by other writers; and though in these developments partial differential equations of the first order are introduced, still initially the subsidiary system is in effect a system with one independent variable expressed and the other, suppressed during the integration, playing a parametric part. In oilier words, the subsidiary system practically has one independent variable fewer than the original equation. In another paper I have given a method for dealing with partial differential equations of the second order in three variables when they possess an intermediary integral; and references will there be found to other writers upon the subject. My aim in the present paper has been to obtain a method for partial differential equations of the second order in three variables when, in general, they possess no intermediary integral. The natural generalisation of the idea in Darboux’s method has been adopted, viz., the construction of subsidiary equations in which the number of expressed independent variables is less by unity than the number in the original equation; consequently the number is two. The subsidiary equations thus are a set of simultaneous partial differential equations in two independent variables and a number of dependent variables.
An integrable system of partial differential equations on the special linear group
