Bourbaki

Proposition 4

Tag 08CY, permanent. Cite it as [Bourbaki, Tag 08CY].

Functions of a Real Variable, chapter IV, § 2. LINEAR DIFFERENTIAL EQUATIONS

For the nn integrals uj\mathbf{u}_j (1≤j≤n1 \leq j \leq n) of equation (4) to form a fundamental system it is necessary and sufficient that their values uj(t0)\mathbf{u}_j(t_0) at a point t0∈Jt_0 \in J be linearly independent vectors in EE.

Indeed, the map which to every x0∈E\mathbf{x}_0 \in E associates the integral t↦C(t,t0).x0t \mapsto C(t, t_0).\mathbf{x}_0 is an isomorphism of EE onto I\mathscr{I} (IV, p. 180, cor. 1 and IV, p. 181, prop. 2).

If (ej)1≤j≤n(\mathbf{e}_j)_{1 \leq j \leq n} is any basis of EE over C\mathbf{C}, the nn integrals

uj(t)=C(t,t0).ej(1≤j≤n) \mathbf{u}_j(t) = C(t, t_0).\mathbf{e}_j \qquad (1 \leq j \leq n)
thus form a fundamental system; if one identifies C(t,t0)C(t, t_0) with its matrix with respect to the basis (ej)(\mathbf{e}_j) the integrals uj\mathbf{u}_j are precisely the columns of the matrix C(t,t0)C(t, t_0). The integral of (4) that takes the value x0=∑j=1nλjej\mathbf{x}_0 = \sum_{j=1}^n \lambda_j \mathbf{e}_j at the point t0t_0 is then C(t,t0).x0=∑k=1nλkuk(t)C(t, t_0).\mathbf{x}_0 = \sum_{k=1}^n \lambda_k \mathbf{u}_k(t).

Given any nn integrals uj\mathbf{u}_j (1≤j≤n1 \leq j \leq n) of (4) one terms the determinant of these nn integrals at a point t∈Jt \in J with respect to a basis (ej)1≤j≤n(\mathbf{e}_j)_{1 \leq j \leq n} of EE, the determinant

Δ(t)=(u1(t), u2(t), …, un(t)) \Delta(t) = (\mathbf{u}_1(t), \ \mathbf{u}_2(t), \ \ldots, \ \mathbf{u}_n(t))
of the nn vectors uj(t)\mathbf{u}_j(t) with respect to the basis (ej)(\mathbf{e}_j) (Alg., III, p. 522). One has (Alg., III, p. 523, prop. 2)
Δ(t)=Δ(t0)det⁡(C(t,t0)). \Delta(t) = \Delta(t_0) \det \left( C(t, t_0) \right).

By prop. 4 of IV, p. 184, for (uj)1≤j≤n(\mathbf{u}_j)_{1 \leq j \leq n} to be a fundamental system of integrals of (4) it is necessary and sufficient that the determinant Δ(t)\Delta(t) of the uj\mathbf{u}_j be ≠0\neq 0 at some one point t0t_0 of JJ; the formula (14) then shows that Δ(t)≠0\Delta(t) \neq 0 at every point of JJ, in other words, that the vectors uj(t)\mathbf{u}_j(t) (1≤j≤n1 \leq j \leq n) are always linearly independent.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

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