Integrability theorems for a class of integral transforms

It is shown under weak hypotheses that systems of 2n linear differential equations in 2n variables generate sets of identities similar in structure to the classical trigonometric identities. For clarity of exposition only the case n = 1 is actually treated, but all final equations are written in such a manner as to be directly applicable to matrix systems (n > 1). These identities allow one to avoid, in a very simple way, certain difficulties which often occur in the integration of the Riccati equations arising from application of the invariant imbedding method to two point boundary value problems associated with such linear systems. The overall usefulness of the imbedding method is thereby considerably extended. One analytical and one numerical example are given to illustrate the actual use of these identities.