From the PREFACE. The object of this book is to present in an elementary manner, in English, an introduction to Lie's theory of one-parameter groups, with special reference to its application to the solution of differential equations invariant under such groups. The treatment is sufficiently elementary to be appreciated, under proper supervision, by undergraduates in their senior year as well as by graduates during their first year of study. While a knowledge of the elementary theory of differential equations is not absolutely essential for understanding the subject matter of this book, frequent references being made to places where necessary information can be obtained, it would seem preferable to approach for the first time the problem of classifying and solving differential equations by direct, even if miscellaneous, methods to doing so by the elegant general methods of Lie; and this book is intended primarily for those who have some acquaintance with the elementary theory. To such persons it should prove of great interest and undoubted practical value. An attempt has been made throughout the work to emphasize the role played by the Lie theory in unifying the elementary theory of differential equations, by bringing under a relatively small number of heads the various known classes of differential equations invariant under continuous groups, and the methods for their solution. Special attention may be called to the lists of invariant differential equations and applications in §§ 19, 28, 30; while the two tables in the appendix include most of the ordinary differential equations likely to be met.