Bourbaki

Remark 2

Tag 08D1, permanent. Cite it as [Bourbaki, Tag 08D1].

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

Let A(t)=(aij(t))A(t) = (a_{ij}(t)) be a square matrix of order nn whose entries are real (resp. complex) regulated functions of tt on JJ, and let C(t,t0)=(cij(t,t0))C(t, t_0) = (c_{ij}(t, t_0)) be the resolvent matrix of the corresponding linear system (3) (IV, p. 22). Let F be an arbitrary complete normed space over R\mathbf{R} (resp. C\mathbf{C}) and let us consider the system of linear differential equations

dyidt=∑j=1naij(t)yj \frac{dy_i}{dt} = \sum_{j=1}^n a_{ij}(t) y_j

where the unknown functions yjy_j, take their values in F. It is immediate that the solution (uj)1≤j≤n(\mathbf{u}_j)_{1 \leq j \leq n} of this system such that uj(t0)=dj\mathbf{u}_j(t_0) = \mathbf{d}_j for 1≤j≤n1 \leq j \leq n (dj\mathbf{d}_j being arbitrary in F) is given by the formulae

ui(t)=∑j=1ncij(t,t0)dj(1≤i≤n). \mathbf{u}_i(t) = \sum_{j=1}^n c_{ij}(t, t_0) \mathbf{d}_j \qquad (1 \leq i \leq n).

We consider in particular the case where A(t)A(t) is an endomorphism of a vector space E of finite dimension nn over C\mathbf{C}, such that there exists a basis of E with respect to which the matrix of A(t)A(t) has real elements for every t∈Jt \in J. Then the above shows (by th. 1 of IV, p. 179) that the resolvent matrix C(t,t0)C(t, t_0) with respect to the same basis also has real elements: it suffices to consider the vector space E0E_0 over R\mathbf{R} generated by the basis of E under consideration, and to remark that the restriction of A(t)A(t) to E0E_0 is an endomorphism of this vector space.

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

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