Jacobi, in a posthumous memoir* which has only this year appeared, has developed two remarkable methods (agreeing in their general character, but differing in details) of solving non-linear partial differential equations of the first order, and has applied them in connexion with that theory of the Differential Equations of Dynamics which was established by Sir W. B. Hamilton in the Philosophical Transactions for 1834‒35. The knowledge, indeed, that the solution of the equations of a dynamical problem is involved in the discovery of a single central function, defined by a single partial differential equation of the first order, does not appear to have been hitherto (perhaps it will never be) very fruitful in practical results. But in the order of those speculative truths which enable us to perceive unity where it was unperceived before, its place is a high and enduring one. Given a system of dynamical equations, it is possible, as Jacobi had shown, to construct a partial differential equation such that from any complete primitive of that equation,
i. e
. from any solution of it involving a number of constants equal to the number of the independent variables, all the integrals of the dynamical equations can be deduced by processes of differentiation. Hitherto, however, the discovery of the complete primitive of a partial differential equation has been supposed to require a previous knowledge of the integrals of a certain auxiliary system of ordinary differential equations; and in the case under consideration that auxiliary system consisted of the dynamical equations themselves. Jacobi’s new methods do not require the preliminary integration of the auxiliary system. They require, instead of this, the solution of certain systems of simultaneous linear partial differential equations. To this object therefore the method developed in my recent paper on Simultaneous Differential Equations might be applied. But the systems of equations in question are of a peculiar form. They admit, in consequence of this, of a peculiar analysis. And Jacobi’s methods of solving them are in fact different from the one given by me, though connected with it by remarkable relations. He does indeed refer to the general problem of the solution of simultaneous partial differential equations, and this in language which does not even suppose the condition of linearity. He says, “Non ego hic immorabor qusestioni generali quando et quomodo duabus compluribusve æquationibus differentialibus partialibus una eademque functione Satisfied possit, sed ad casum propositum investigationem restringam. Quippe quo præclaris uti licet artificiis ad integrationem expediendam commodis. ” But he does not, as far as I have been able to discover, discuss any systems of equations more general than those which arise in the immediate problem before him.
XXII. On the differential equations of dynamics. A sequel to a paper on simultaneous differential equations
