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nydus/The philosophy of mathematicsPublic
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CHAPTER IV.

perceive that the higher order of the differential equations necessarily gives rise to questions of a new nature. In fact, even if we could integrate every equation of the first order relating to a single function, that would not be sufficient for obtaining the final integral of an equation of any order whatever, inasmuch as every differential equation is not reducible to that of an immediately inferior order. Thus, for example, if we have given any relation between x , y , dx/dy , and d 2 y / dx 2 , to determine a function y of a variable x , we shall not be able to deduce from it at once, after effecting a first integration, the corresponding differential relation between x , y , and dy/dx , from which, by a second integration, we could ascend to the primitive equations. This would not necessarily take place, at least without introducing new auxiliary functions, unless the proposed equation of the second order did not contain the required function y , together with its derivatives. As a general principle, differential equations will have to be regarded as presenting cases which are more and more implicit , as they are of a higher order, and which cannot be made to depend on one another except by special methods, the investigation of which consequently forms a new class of questions, with respect to which we as yet know scarcely any thing, even for functions of a single variable.

Another equivalent distinction. Still farther, when we examine more profoundly this distinction of different orders of differential equations, we find that it can be always made to come under a final general distinction, relative to differential equations, which remains to be noticed. Differential equations with one or more independent variables may contain simply a single function, or (in a case evidently more complicated and more implicit, which corresponds to the differentiation of simultaneous implicit functions) we may have to determine at the same time several functions from the differential equations in which they are found united, together with their different derivatives. It is clear that such a state of the question necessarily presents a new special difficulty, that of separating the different functions desired, by forming for each, from the proposed differential equations, an isolated differential equation which does not contain the other functions or their derivatives. This preliminary labour, which is analogous to the elimination of algebra, is evidently indispensable before attempting any direct integration, since we cannot undertake generally (except by special artifices which are very rarely applicable) to determine directly several distinct functions at once.

Now it is easy to establish the exact and necessary coincidence of this new distinction with the preceding one respecting the order of differential equations. We know, in fact, that the general method for isolating functions in simultaneous differential equations consists essentially in forming differential equations, separately in relation to each function, and of an order equal to the sum of all those of the different proposed equations. This transformation can always be effected. On the other hand, every differential equation of any order in relation to a single function might evidently always be reduced to the first order, by introducing a suitable number of auxiliary differential equations, containing at the same time the different anterior derivatives regarded as new functions to be determined. This method has, indeed, sometimes been actually employed with success, though it is not the natural one.

Here, then, are two necessarily equivalent orders of conditions in the general theory of differential equations; the simultaneousness of a greater or smaller number of functions, and the higher or lower order of differentiation of a single function. By augmenting the order of the differential equations, we can isolate all the functions; and, by artificially multiplying the number of the functions, we can reduce all the equations to the first order. There is, consequently, in both cases, only one and the same difficulty from two different points of sight. But, however we may conceive it, this new difficulty is none the less real, and constitutes none the less, by its nature, a marked separation between the integration of equations of the first order and that of equations of a higher order. I prefer to indicate the distinction under this last form as being more simple, more general, and more logical.

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