A generalization of an integrability theorem of Darboux

Abstract

In his monograph "Le\c{c}ons sur les syst\`emes orthogonaux et les coordonn\'ees curvilignes. Principes de g\'eom\'etrie analytique", 1910, Darboux stated three theorems providing local existence and uniqueness of solutions to first order systems of the type \[\partial_{x_i} u_\alpha(x)=f^\alpha_i(x,u(x)),\quad i\in I_\alpha\subseteq\{1,\dots,n\}.\] For a given point $\bar x\in \mathbb{R}^n$ it is assumed that the values of the unknown $u_\alpha$ are given locally near $\bar x$ along $\{x\,|\, x_i=\bar x_i \, \text{for each}\, i\in I_\alpha\}$. The more general of the theorems, Th\'eor\`eme III, was proved by Darboux only for the cases $n=2$ and $3$. In this work we formulate and prove a generalization of Darboux's Th\'eor\`eme III which applies to systems of the form \[{\mathbf r}_i(u_\alpha)\big|_x = f_i^\alpha (x, u(x)), \quad i\in I_\alpha\subseteq\{1,\dots,n\}\] where $\mathcal R=\{{\mathbf r}_i\}_{i=1}^n$ is a fixed local frame of vector fields near $\bar x$. The data for $u_\alpha$ are prescribed along a manifold $\Xi_\alpha$ containing $\bar x$ and transverse to the vector fields $\{{\mathbf r}_i\,|\, i\in I_\alpha\}$. We identify a certain Stable Configuration Condition (SCC). This is a geometric condition that depends on both the frame $\mathcal R$ and on the manifolds $\Xi_\alpha$; it is automatically met in the case considered by Darboux. Assuming the SCC and the relevant integrability conditions are satisfied, we establish local existence and uniqueness of a $C^1$-solution via Picard iteration for any number of independent variables $n$.