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Liouvilles Theorem on Integration in

Terms of Elementary Functions


R.C. Churchill
Prepared for the
Kolchin Seminar on Differential Algebra
(KSDA)
Department of Mathematics, Hunter College and the Graduate Center, CUNY
September, 2006
(This is a corrected and extended version of a lecture originally given in September 2002.)

This talk should be regarded as an elementary introduction to differential algebra. It culminates in a purely algebraic proof, due to M. Rosenlicht
[Ros2 ], of an 1835 theorem of Liouville on the existence of elementary
integrals of elementary functions. The precise meaning of elementary
will be specified. As
application of that theorem we prove that the
R an
x2
indefinite integral e dx cannot be expressed in terms of elementary
functions.

Contents
1.
2.
3.
4.
5.

Basic (Ordinary) Differential Algebra


Differential Ring Extensions with No New Constants
Extending Derivations
Logarithmic Differentiation
Integration in Finite Terms
References

Throughout the notes ring means commutative ring with (multiplicative) identity. That identity is denoted by 1 when the ring should be clear from context; by
1R when this may not be the case and the ring is denoted R. The product rs of ring
elements r and s is occasionally denoted r s.

1.

Basic (Ordinary) Differential Algebra

Throughout the section R is a ring.


An additive group homomorphism : r R 7 r 0 R is a derivation if the
Leibniz rule
(1.1)

(rs) 0 = r s 0 + r 0 s

holds for all r, s R ; when is understood one simply refers to the derivation
r 7 r 0 (on R). The kernel of a derivation refers to the kernel of the underlying
group homomorphism, i.e., { r R : r 0 = 0 }. Note from (1.1) and induction that
(1.2)

(rn ) 0 = nrn1 r 0 ,

1 n Z.

A differential ring consists of a ring R and a derivation1 R : R R. When


(R, R ) and (S, S ) are such a ring homomorphism : R S is a morphism of
differential rings when commutes with the derivations, i.e., when
(1.3)

S = R .

Differential rings constitute the objects of a category; morphisms of differential


rings form the morphisms thereof.
An ideal i of a differential ring R is a differential ideal if i is closed under the
derivation, i.e., if r i implies r 0 i. The kernel of any morphism in the category
of differential rings is such an ideal. The quotient of a differential ring by a differential
ideal inherits a derivation in the expected way, and the anticipated factorizations and
isomorphisms are valid. In particular, when f : R S is a morphism with kernel i
and : R R/i is the canonical homomorphism there is a factorization
R
(1.4)

R/i
1

More generally, one can consider rings with many derivations. In that context what we have
called a differential ring would be called an ordinary differential ring. We have no need for the
added generality.

into morphisms of the category.


When (R, R ) is a differential ring and r R one often refers to the evaluation
R r as differentiating r. When r, s R satisfy R r = s one refers to s as the
derivative of r and to r as a primitive2 of s.
Examples 1.5 :
(a) When x denotes a single indeterminate3 over R the usual derivative d/dx gives
the polynomial algebra R[x] the structure of a differential ring. More generally,
when R[x] is theP
polynomialP
algebra over R in a single indeterminate x the
mapping d/dx : j rj xj 7 j jrj xj1 is a derivation on R[x], and thereby
endows R[x] with the structure of a differential ring. This is the usual derivation
on R[x].
(b) The mapping r R 7 0 R is a derivation on R, called the trivial derivation .
(c) Let F be a field, let x be a single indeterminate over F , and give R := F [x]
the usual derivation. Then the only proper differential ideal of R is the zero
ideal. This follows immediately from the PID property of R and the fact that
the derivative of any generator of a non-zero ideal, being of lower degree than
that of the generator, cannot be in the ideal.
(d) The only derivation on a finite field is the trivial derivation. Indeed, when K is
a finite field of characteristic p > 0 the Frobenius mapping k K 7 k p K
is an isomorphism, and as a result any k K has the form k = `p for some
` K. By (1.2) we then have k 0 = (`p ) 0 = p`p1 ` 0 = 0, and the assertion
follows.
The usual derivation on the polynomial ring R[x] is certainly familiar from elementary calculus, where it is primarily used for the analysis of functions. However,
readers should also be aware of the fact that this derivative can be useful for purely
algebraic reasons, e.g., for investigating the multiplicity of roots.
To recall this application let K be a field, let p K[x] be a polynomial, and let
K be a root of p. Then we can write
p(x) = (x )m q(x) ,
2

One is tempted to refer to primitives as anti-derivatives or indefinite integrals, but that


terminology is seldom encountered.
3
As opposed to an n-tuple x = (x1 , . . . , xn ) of algebraically independent elements over R.

where q K[x] is relatively prime to x and m 1 is an integer. When m = 1


the root is simple; otherwise it is multiple. In either case m is the multiplicity of the
root. Applying the usual derivation to the displayed formula we see that
p 0 (x) = (x )m q 0 (x) + m(x )m1 q(x) ,
and therefore
p 0 (x) = (x )q 0 (x) + q(x)
when m = 1 ,

p 0 (x) = (x )m1 (x )q 0 (x) + mq(x) when m > 1.


Since q() 6= 0 we have the following immediate consequence4 .
Proposition 1.6 : Let K be a field, let x be a single indeterminate over K,
assume the usual derivation on K[x], and suppose p K[x]. Then an element
K is a multiple root of p if and only if p() = p 0 () = 0.
Corollary 1.7 : Suppose L K is an extension of fields and p K[x] is such
that p and p 0 are relatively prime. Then p has no multiple root in L.
Proof : From the relatively prime assumption we can find elements g, h K[x] such
that gp + hp 0 = 1, and if ` L were a multiple root then evaluating at ` would
yield the contradiction 0 = g(`) 0 + h(`) 0 = g(`)p(`) + h(`)p 0 (`) = 1.
q.e.d.
Corollary 1.8 : Suppose L K is an extension of fields and p K[x] is irreducible. Then p has no multiple root in L if and only if p 0 6= 0.
Proof :
If p 0 = 0 and ` L is a root of p then ` must be a multiple root by
Proposition 1.6.
Since p is irreducible p 0 has lower degree than p the two elements p and p 0
must be relatively prime. We conclude from Corollary 1.7 that p has no multiple
root in L.
q.e.d.
We need a characteristic zero consequence of Proposition 1.6 which requires (a)
of the following preliminary result. Assertion (b) is never used in our subsequent
work, but contrasting the 0 characteristic and positive characteristic cases can be
instructive.
4

The presentation of this result, and the two corollaries that follow, is patterned after [Hun,
Chapter III, 6, Theorem 6.10, pp. 161-2].

Proposition 1.9 : Suppose K is a field, x is a single indeterminate over K, and


p(x) K[x] has degree n 1. Assume the usual derivation on K[x]. Then the
following statements hold.
(a) When char(K) = 0 the usual derivative p 0 (x) of p(x) has degree n 1. In
particular, p 0 (x) 6= 0.
(b) When char(K) = p > 0 the
p(x) satisfies p 0 (x) = 0 if and only if
Ppolynomial
n
p(x) has the form p(x) = j=0 kj xj , where p|j whenever 0 6= kj K.
P
P
Proof : We have p(x) = nj=0 kj xj and p 0 (x) = nj=0 jkj xj1 , where n > 0 and
kn 6= 0.
(a) If char(K) = 0 then nkn 6= 0, hence p 0 (x) 6= 0.
(b) If char(K) = p > 0 then p 0 (x) = 0 if and only if jkj = 0 for j = 1, . . . , n,
i.e., if and only if jkj 0 (mod p) for j = 1, . . . , n, and this is obviously the case if
and only if p|j whenever 0 6= kj K.
q.e.d.
Theorem 1.10 : Any algebraic extension of a field of characteristic 0 is separable.
Proof : By Proposition 1.9(a) and Corollary 1.7.

q.e.d.

Remark 1.11 : Theorem 1.10 is false when the characteristic 0 assumption is


dropped. To see a
specific example let t be an indeterminate over Z/2Z, let K =
(Z/2Z)(t) and let t K a be a root of p(x) = x2 t K[x]. (K a is used to denote
an algebraic closure of K.) The polynomial is irreducible (otherwise t is easily seen
a
to be
algebraic over Z/2Z),
verification)
but
(by straightforward

factors in K [x] as
2
2
(x
t ) (because t = t and x t = (x + t )(x t )). The extension
K( t ) K is therefore not separable. (For generalizations of this example see [Ste,
p. 84].)
Suppose R is
a differential ring with derivation R ,
a subring of a differential ring S with derivation S , and
S |R = R ;
then R is a differential subring of S, S R is a differential ring extension, and the
derivation R on R is said to extend to (the derivation S on) S. Of course ring
is replaced by integral domain or field when R and S have those structures.
The subscripts on both R and S are generally omitted, e.g., one simply refers to
the extension : S S of the derivation : R R.
5

Examples 1.12 :
(a) The kernel RC of a derivation on R is a differential subring of R, and is a
differential subfield when R is a field. Moreover, RC contains the image of Z
in R, i.e., the image of Z under the mapping n Z 7 n 1 := n 1R R.
In particular, 0, 1, 2, RC . The verifications of these assertions are
elementary. RC is the ring (resp. field ) of constants of R. Example: When the
usual derivation on R[x] is assumed one has R[x]C = {constant polynomials} '
R.
(b) Suppose R is an integral domain and QR is the associated quotient field. Then
any derivation : r r 0 on R extends to QR via the quotient rule (r/s) 0 :=
(sr 0 rs 0 )/s2 , and this is the unique extension of to QR . The verifications
(that this extension is well-defined and unique) are again elementary.
Proposition 1.13 : Suppose L K is a differential field extension and ` L\K.
Then K[`] K is a differential ring extension if and only if
` 0 K[`].

(i)

Proof :
: Condition (i) is a consequence of the definition of a derivation.
: If ` is algebraic over K the result follows from K(`) = K[`] (an algebraic
5
result
assumed familiar to readers
If P
` is transcendental over K and p(`) =
P
P ).
j
0
0
j1 0
k
`

K[`]
then
(p(`))
=
k
`
+
(
)` K[`].
j j
j j j
j jkj `
q.e.d.

For a proof see, e.g., [Hun, Chapter V, 1, Theorem 1.6, p. 234].

2.

Differential Ring Extensions with No New


Constants

In this section S R is an extension of differential rings with derivations denoted,


in both cases, by and r 7 r 0 .
Note that SC RC .
Proposition 2.1 : The following statements are equivalent:
(a) (no new constants) SC = RC ;
(b) if r R (already) admits a primitive in R then r does not admit a primitive
in S\R; and
(c) if s S\R satisfies s 0 R then s 0 has no primitive in R.
Ring (or field) extensions satisfying any (and therefore all) of these conditions are
called no new constant extensions. They should be regarded as economical: they
do not introduce primitives for elements of R which already admit primitives in R.
Proof :
(a) (b) : When r R admits a primitive t R as well as a primitive s S\R
the element s t S\R is a constant, thereby contradicting (a).
(b) (a) : When (a) fails there is a constant s S\R, i.e., a primitive for 0 R.
Since 0 R is also a primitive for 0 this contradicts (b).
The equivalence of (b) and (c) is clear.
q.e.d.
Examples 2.2 :
(a) When K is any differential field the containment K KC is a no new constant
extension.
(b) Let U C be any non-empty open set, pick z0 U , and let K and L denote
the fields of germs at z0 of meromorphic functions on C and U respectively.
The usual derivative d/dz induces derivations on both K and L, and we can
thereby regard L K as an extension of differential fields. It is a no new
constant extension since LC = KC ' C.

(c) For an example of a differential field extension in which the no new constant
condition fails consider L R[x], where R[x] is the ring of (real-valued) polynomial functions on R and L is any field of complex-valued differentiable
functions (in the standard sense) of the real variable x containing exp ix. Here
R[x]C = R, and from i = (exp ix) 0 / exp ix L\R[x] we conclude that LC ' C
is a proper extension of R[x]C .
Proposition 2.3 : Suppose L K is a no new constant differential extension of
fields of characteristic 0 and ` L\K satisfies ` 0 K. Then:
(a) ` is transcendental over K; and

P
(b) the derivative (p(`)) 0 of any polynomial p(`) = nj=0 kj `j K[`] with n > 0
and kn 6= 0 is a polynomial in ` of degree n if and only if kn
/ KC , and is of
degree n 1 otherwise.
Proof :
(a) Let b := ` 0 K, and note from the no new constant hypothesis that b 6= 0.
If the result is false ` is algebraic over K and we can write the corresponding
irreducible polynomial of K[t] as tn +cm tm + +c0 K[t], where n > 1, 0 m < n,
and cm 6= 0. (cm = 0 would imply ` = 0, resulting in the contradiction ` K.)
Differentiating
`n + cm `m + + c0 = 0
then gives
(i)

0 m
bn`n1 + cm
` + bcm `m1 + + c00 = 0 .

There are three cases to consider.


n 1 > m. In this instance division of (i) by bn (which by the characteristic
0 hypothesis cannot be 0) results in a monic polynomial relation satisfied by `,
involving coefficients in K, in which the associated polynomial has degree less
than that of the irreducible polynomial. This contradicts the minimality of n.
0
6= 0. Then (i) becomes
n 1 = m and bn + cm
0
(bn + cm
)`m1 + + c00 = 0,
0
to achieve the same contradiction as in the
and we can divide by bn + cm
previous item.

0
0
n 1 = m and bn + cm
= 0. Since bn + cm
= (`n + cm ) 0 and `n + cm L\K
(again by the characteristic 0 assumption), this contradicts the no new constant
hypothesis.

These cases are exhaustive, and (a) is thereby established.


(b) The initial assertion regarding kn is seen immediately by writing
0
(p(`)) 0 = kn0 `n + nkn `n1 ` 0 + kn1
`n1 + + k00

in the form
0
kn0 `n + (kn1
+ nbkn )`n1 + + k00 = 0 .
0
+ nbkn = (kn1 + nkn `) 0 ,
If kn KC and the final assertion fails then 0 = kn1
forcing kn1 + nkn ` KC K. However, in view of the characteristic 0 assumption
this would imply ` K, contradicting (a).
q.e.d.

The following immediate consequence is well-known from elementary calculus, but


one seldom sees a proof.
Corollary 2.4 : The real and complex natural logarithm functions are transcendental
over the rational function fields R(x) and C(x) respectively, and the real arctangent
function is transcendental over R(x).
In the subject of differential algebra the characteristic of field under discussion
plays a very important role, as is immediately evident from the following result.
Proposition 2.5 : Suppose K is a differential field and k K\KC . Then:
(a) k is transcendental over KC when K has characteristic 0; and
(b) k is algebraic over KC when K has characteristic p > 0.
Proof :
(a) Apply Proposition 2.3(a) to the no new constant differential field extension
K KC .
(b) From (k p ) 0 = pk p1 k 0 = 0 one sees that k p KC for any k K\KC . The
element k is therefore a zero of xp k p KC [x].
q.e.d.
9

Proposition 2.6 : Suppose L K is a no new constant differential extension of


fields of characteristic 0 and ` L\K satisfies ` 0 /` K. Then:
(a) ` is algebraic over K if and only if `n K for some integer n > 1; and
(b) when `Pis transcendental over K the derivative (p(`)) 0 of any polynomial
p(`) = nj=0 kj `j K[`] with n > 0 and kn 6= 0 is a polynomial of degree n,
and is a multiple of p(`) if and only if p(`) is a monomial.
Proof : Let b := ` 0 /` K and note from the no new constant hypothesis that
b 6= 0.
(a) Assuming ` is algebraic over K let tn + km tm + + k0 K[t] be the corresponding irreducible polynomial, where n > 1 and 0 m < n. If all kj vanish then
` = 0, resulting in the contradiction ` K, and we may therefore assume km 6= 0.
Differentiating
(i)

`n + km `m + + k0 = 0

then gives
(ii)

bn`n + (km0 + bmkm )`m + + k00 = 0 .

Multiplying (i) by bn and subtracting from (ii) results in a lower degree polynomial relation for ` unless the two polynomials coincide, in which case km0 + mbkm =
bnkm . This last condition in turn implies km0 /km = (n m)b, and it follows that
(m n)km `nm1 b` + km0 `mn
(km `mn ) 0
=
km `mn
km `mn
(m n)bkm `mn + km0 `mn
=
km `mn
= (m n)b + km0 /km
= 0.
This gives km `mn LC = KC K, hence `nm K, and from the minimality of
n we conclude that `n K.
The converse is obvious.
(b) Write (p(`)) 0 in the form
(kn0 + bnkn )`n + + k00 .

10

If 0 = kn0 + bnkn then (kn `n ) 0 = (kn0 + bkn )`n = 0, and we would therefore have
kn `n KC K. This gives `n K, contradicting the transcendency of ` over K,
and the assertion on the degree of (p(`)) 0 is thereby established.
If p(`) = k`n is a monomial (with k 6= 0, to avoid trivialities) we see from
0
(k`n ) 0 = (k 0 + bnk)`n = k +bnk
k`n that (p(`)) 0 is a multiple of p(`).
k
Conversely, suppose (p(`)) 0 = q(`)p(`). Then then equality of the degrees of p(`)
and (p(`)) 0 implies k := q(`) K. If p(`) is not a monomial let kn `n and km `m be
two distinct nonzero terms and note from (p(`)) 0 = kp(`) that
kj0 + jkj b = kkj for j = n, m .
This implies

kn0 + nkn b
k 0 + mkm b
= m
,
kn
km

which in turn reduces to


a := (n m)kn km b + km kn0 kn km0 = 0 .
Direct calculation then gives

kn ` n
km ` m

0
=

a `n+m
= 0,
(km `m )2

hence kkmn ``m KC K, and once again we contradict the transcendency of ` over
K. We conclude that p(`) must be a monomial when (p(`)) 0 is a multiple of p(`),
and the proof is complete.
q.e.d.
Corollary 2.7 : For any non zero rational function g(x) R(x) the composition
exp g(x) is transcendental over the rational function field R(x).
Proof : This is immediate from Proposition 2.6(a) since no non zero integer power
of exp g(x) is contained in R(x).
q.e.d.

11

3.

Extending Derivations

Throughout the section L K is an extension of fields.


Here we are concerned with extending a derivation on K to a derivation on L,
and we first point out that such an extension need not exist.
Example 3.1 :Let t be a single indeterminate over Z/2Z, set K := (Z/2Z)(t).
Choose a root t of the polynomial x2 t in some algebraic closure K a of K.
Weclaim that the usual derivation p 7 p 0cannot be extended to the
extension
0 field
2
K( t ). Indeed, if so then differentiating ( t ) = t would give 0 = 2 t( t ) = 1,
which is obviously impossible.
As we will see, the obstruction to extending
the derivation in this example is the

fact that the algebraic field extension K( t) K is not separable. A proof of this
inseparability is included in Remark 1.11.
To determine when extensions exist it first proves useful to generalize the definition
of a derivation. Specially, let R be a ring, let A be an R-algebra (by which we always
mean a left and right R-algebra), and let M be an R-module (by which we always
mean a left and right R-module). An additive group homomorphism : A M is
a derivation (of A into M ) if the Leibniz rule
(3.2)

(ab) = a (b) + (a) b

holds for all a, b A. Any derivation : R R provides an example. Additional


examples can be seen from the discussion of CASE I below. The abbreviations a and
a 0 are also used in this context, and extensions of such mappings have the obvious
meaning.
Proposition 3.3 : Assume, in the notation of the previous paragraph, that A is an
integral domain and M is a vector space over the quotient field K of A. Then any
derivation : A M extends to a derivation : K M via the quotient rule
( ab ) :=

b(a)a(b)
,
b2

a, b A,

b 6= 0,

and this is the unique extension to a derivation of K into M .


Proof : The proof is by straightforward verification.

12

q.e.d.

For the remainder of the section : k K 7 k 0 L is a derivation.


Choose any element ` L\K. We first investigate extending to a derivation :
K(`) L. We examine the transcendental and separable algebraic cases individually.
CASE I: ` is transcendental over K.
If view of Proposition 3.3 it suffices to extend to the polynomial algebra K[`], and to this end we choose any m L and define
: K[`] L by
P
P
P
(i)
: a = j aj `j 7 j aj0 `j + m j jaj `j1 .
Note, in particular, that
(`) = m .
We claim that is a derivation as desired. Indeed, that is an
additive group homomorphism extending the given derivation isPclear;
what requires
is the Leibniz rule. Let a, b K[`], a = i ai `i
P verification
and b = j bj `j .
As preliminary observations note that
P
P
P
i+j1
( i ai `i )( j jbj `j1 ) =
ij jai bj `
P P
k1
=
i+j=k jai bj )`
k(
P P
k1
=
k(
ik (k i)ai bki )`
P
P P
P
k1
k ( ik iai bki )`k1
=
ik ai bki )`
k k(
and that
(

i1
)(
k iai `

j
j bj ` )

iai bj `i+j1
P P
k1
=
.
k(
ik iai bki )`

ij

As a consequence we have
P
P
P
P
( i ai `i )( j jbj `j1 ) + ( k iai `i1 )( j bj `j )
P
P
P P
P P
= k k( ik ai bki )`k1 k ( ik iai bki )`k1 + k ( ik iai bki )`k1
P
P
= k k( ik ai bki )`k1 ,
13

which is more conveniently expressed as


( P
P
k1
k k(
ik ai bki )`
P
P
P
P
(ii)
= ( i ai `i )( j jbj `j1 ) + ( k iai `i1 )( j bj `j ) .
Similarly, for any finite collection ci , ej R we have
P
P
P
i+j
( i ci `i )( j ej `j ) =
ij ci ej `
P P
k
=
i+j=k ci ej )`
k(
P Pk
k
=
k(
i=0 ci eki )` .
Taking ci = ai and ej = bj0 this gives
P P
P
P 0 j
0
k
i
(iii)
k(
i ai bki )` = (
i ai ` )(
j bj ` ),
whereas taking ci = ai0 and ej = bj the result is
P 0 i P
P P 0
j
k
(iv)
i ai bki )` = (
i ai ` )(
j bj ` ).
k(
With the aid of (ii)-(iv) we then see that
P P
0
k
k
(ab) 0 =
(
(a
b
))`
k
i=0 i ki
P Pk
P
Pk
0 k
k1
=
k(
i=0 (ai bki ) )` + m
k k(
i=0 (ai bki ))`
P Pk
0
0
k
=
k(
i=0 (ai bki + ai bki ))`
P i P
P
P
+ ( i ai ` )( j jbj `j1 m) + ( k iai `i1 m)( j bj `j ) (by (ii))
P Pk
P Pk
0
0
k
k
(
(a
b
))`
+
=
i
ki
k(
i=0 (ai bki ))`
k
i=0
P i P
P
P
+ ( i ai ` )( j jbj `j1 m) + ( k iai `i1 m)( j bj `j )
P
P
P
P
= ( i ai `i )( j bj0 `j ) + ( i ai0 `i )( j bj `j ) (by (iii) and (iv))
P
P
P
P
+ ( i ai `i )( j jbj `j1 m) + ( k iai `i1 m)( j bj `j )
P
P
P
= ( i ai `i )( j bj0 `j + m j jbj `j1 )
P
P
P
+ ( i ai0 `i + m i iai `i1 )( j bj `j )
= ab 0 + a 0 b ,
and the claim is thereby established.
In summary, when ` L\K is transcendental over K any derivation
from K into L extends to a derivation of K(`) into L. Moreover, for
any m L there is such an extension satisfying ` 0 = m.
14

CASE II: ` is separable algebraic6 over K.


Recall once again7 that the algebraic hypothesis on ` implies
(i)

K[`] = K(`).
Pn1

Let p(t) = tn + j=0 kj tj K[t] denote the associated monic irreducible polynomial. If a given derivation k 7 k 0 on K can be extended
to a derivation of K[`] into L then from p(`) = 0 we see that
0 = (p(`)) 0

P
jkj ` j1 ` 0 + kj0 ` j
P
P
= ` 0 (n`n1 + jkj ` j1 ) + kj0 ` j
P
= ` 0 (p 0 (`)) + kj0 ` j .
= n`n1 ` 0 +

From the separability hypothesis and Corollary 1.8 we have p 0 (t) 6= 0, and
since p(t) has minimal degree w.r.t. p(`) = 0 it follows that p 0 (`) 6= 0.
The calculation thus implies
P
0 j
m
j=0 kj `
0
(ii)
` =
.
p 0 (`)
We conclude that there is at most one extension of the given derivation
on K to a derivation of K[`] into L, and if such an extension exists (ii)
must hold and (as a result) the image must be contained in K[`]. This is in
stark contrast to the situation studied in CASE I, wherein the extensions
were parameterized by the elements m L.
To verify that an extension does exist for each derivation k K 7
0

k LPit proves convenient to define


Dq(t)
K[t], for any polynomial
P
y

q(t) = j aj t K[t], by Dq(t)


= j aj0 tj K[t]. Notice this enables us
to write (ii) as
(iii)

`0 =

Dp(`)
.
p 0 (`)

: q(t) 7 Dq(t)

In fact D
is a derivation of K[t] into K[t]: it is the
0
extension of k 7 k obtained from the choice m = 0 in (i) of CASE I
(with ` in that formula replaced by t).
6
7

This is, algebraic over K with separable monic irreducible polynomial in K[x].
See Footnote 5.

15

Now note from (i) that we can find a polynomial s(t) K[t] such
that

Dp(`)
(iv)
s(`) =
K[`] ;
p 0 (`)
: K[t] K[t] (read D
as D check) by
we define a mapping D
: q(t) 7 Dq(t)

D
+ s(t)q 0 (t) .

(v)

This is a derivation extending the given derivation k 7 k 0 on K: it


corresponds to the choice m = s(t) in (i) of CASE I (again with ` in
that formula replaced by t).
Let : K[t] L denote the substitution homomorphism q(t)
K[t] 7 q(`) L, set i := ker(), and note that i K[t] can also be
described as the principal ideal generated by p(t). Any q(t) i therefore
has the form q(t) = p(t)r(t) for some r(t) K[t], and from the Leibniz
rule we see that

Dq(t)
= D(p(t)r(t))

= p(t)Dr(t)
+ Dp(t)r(t)
+ s(t)(p(t)r 0 (t) + p 0 (t)r(t)) .
Evaluating t at ` and using (iv) then gives

Dq(`)
= p(`)Dr(`)
+ Dp(`)r(`)
+ s(`) (p(`)r 0 (`) + p 0 (`)r(`))

= 0 Dr(`)
+ Dp(`)r(`)
+ s(`) 0 r 0 (`) + s(`)p 0 (`)r(`)

= Dp(`)
+ s(`)p 0 (`) r(`)

= Dp(`)
+ pDp(`)
p
(`)
r(`)
0 (`)
= 0,
i. It follows immediately that D
induces
from which we see that D(i)
a KC -linear mapping D : K[`] K[`], i.e., that a KC -linear mapping
D : K[`] K[`] is well-defined by
(vi)

Dq(`) := (Dq(t))
, q(`) K[`] .

Since D is KC -linear it is, in particular, an additive group homomorphism. We claim it is a derivation. Indeed, using the derivation properties
16

and the ring homomorphism properties of we see that for any


of D
q(`), r(`) K[`] we have

D(q(`)r(`)) = (D(q(t)r(t)))

= ( q(t)Dr(t)
+ Dq(t)r(t)
)

= (q(t))(Dr(t))
+ (Dq(t))(r(t))
= q(`)Dr(`) + Dq(`)r(`) ,
and the claim follows. We conclude that D : K[`] K[`] is a derivation, which from (v), and (vi), and the fact that |K : K K[`] is an
embedding, is seen to extend k 7 k 0 .
In summary: when ` L\K is separable algebraic over K any
derivation k 7 k 0 on K has a unique extension to the field K(`) =
K[`]. Moreover, the derivative
Pn1 ofj ` within this extension is given by
n
(ii), wherein p(t) = t + j=0 kj t K[t] denotes the monic irreducible
polynomial of `.
Theorem 3.4 : When L K is an extension of fields of characteristic zero and
: K K is a derivation the following statements hold.
(a) extends to a derivation L : L L.
(b) When ` L\K is transcendental over K and m L is arbitrary one can
choose the extension L so as to satisfy L (`) = m.
(c) When L K is algebraic the extension L : L L of (a) is unique.
Proof :
(a) When L K is a simple extension this is immediate from the preceding
discussion. (By Theorem 1.10 the separability condition required in CASE II is a
consequence of the characteristic zero assumption.) The remainder of the argument
is a routine application of Zorns lemma.
(b) Immediate from the discussion of CASE I.
(c) Immediate from the discussion of CASE II.
q.e.d.

17

4.

Logarithmic Differentiation

In this section L K is an extension of differential fields.


Here we isolate two technical results needed for the proof of Liouvilles Theorem.
For any element t L one refers to the element t 0 /t L as the logarithmic
derivative of t. Using induction and the Leibniz rule one sees that for any nonzero
t1 , . . . , tn L and any (not necessarily positive) integers m1 , . . . , mn one has the
logarithmic derivative identity
m

(4.1)

(nj=1 tj j ) 0 Pn
tj0
=
m
.
j
m
j=1
tj
nj=1 tj j

Proposition 4.2 : Suppose L = K(`), where ` is transcendental over K. Suppose


K and there are constants c1 , . . . , cm KC and elements r(`) and qj (`)
L, j = 1, . . . , m, such that
(i)

Pm

(qj (`)) 0
j=1 cj qj (`)

+ (r(`)) 0 .

Then one can assume w.l.o.g. that :


(a) all qj (`) are in K[`]; that
(b) each qj (`) not in K is monic and irreducible; and that
(c) qi (`) and qj (`) are distinct when i 6= j and neither is in K.
What one cannot conclude is that for all 1 j m one has (qj (`)) 0 K[`]. For
that one needs additional hypotheses.
When conditions (a)-(c) hold we say that equality (i) is normalized 8 .
n

j
Proof : Each qj (`) can be written in the form kj i=1
(qji (`))nji , where kj K,
qji (`) K[`] is monic and irreducible, and the nj and nji are integers with nj > 0
(no such restriction occurs for the nij ). The logarithmic identity (4.1) then allows
us to assume the qj (`) appearing in (ii) are either non-constant monic irreducible
polynomials in K[`] or elements of K. This gives (a) and (b); for (c) combine
0
0
(q (`)) 0
+ cj qjj (`) as (ci + cj ) (qqii(`))
when qi (`) = qj (`).
like terms, e.g., write ci (qqii(`))
(`)
(`)
q.e.d.

This terminology is not standard, but proves convenient.

18

Proposition 4.3 : Assume L = K(`), where ` is transcendental over K and


` 0 K[`]. Suppose K, and that p(`) is a monic irreducible polynomial such
that (p(`)) 0 K[`] is not divisible by p(`). Then in any normalized equality
(i)

Pm

(qj (`)) 0
j=1 cj qj (`)

+ (r(`)) 0 .

one has qj (`) 6= p(`) for j = 1, . . . , m.


Proof : We first note, from ` 0 K[`] and Proposition 1.13, that K[`] K is a
differential ring extension.
Suppose p(`) K[`] has the stated properties. In view of the preceding comment
(p(`)) 0 /p(`) must be in reduced form when regarded as an element of the quotient
field K(`) of K[`]. If for some qj (`) appearing in (i) we have qj (`) = p(`), it follows
Pm
(qj (`)) 0
that (p(`)) 0 /p(`) must be a term of the partial fraction expansion of
j=1 cj qj (`) .
Indeed, one sees immediately that this partial fraction expansion contains only one
term with denominator involving p(`), and that denominator is p(`) alone.
Since has no denominators it is evident from (i) that this last-mentioned term
must be canceled by a term in the partial fraction expansion of (r(`)) 0 . This in turn
forces the appearance of p(`) as a denominator in the partial fraction expansion of
r(`). Each such occurrence in the latter expansion has the form f (`)/(p(`))e , where
the degree of f (`) is less than that of p(`). Let d 1 denote the maximal such e.
The corresponding terms of the partial fraction expansion of (r(`)) 0 then consist of

0
0
f (`)
(`)(p(`)) 0
(`)) 0
= f (`)(p(`))d = df
+ (f
(p(`))d
(p(`))d+1
(p(`))d
together with at most finitely many quotients of the form q(`)/(p(`))h , each with
1 h < d + 1. Arguing
as at the beginning of the paragraph we conclude that the
(`)(p(`)) 0
term df
must
be
canceled by a term in the partial fraction expansion of
(p(`))d+1
Pm
(qj (`)) 0
j=1 cj qj (`) . But this is impossible, since we have already noted that in this latter
expansion the relevant denominator only involves p(`) to the first power. The result
follows.
q.e.d.

19

5.

Integration in Finite Terms

Throughout the section K denotes a differential field of characteristic 0.


In this section we prove the theorem of Liouville cited in the introduction9 . Our first
order of business is making precise the notion of an elementary function.
Let K be a differential field. An element ` K is a logarithm of an element
k K\{0}, and k an exponential of `, if ` 0 = k 0 /k or, equivalently, if k 0 = k` 0 .
When this is the case it is customary to write ` as ln k and/or k as e` ; one then
has the expected formulas
(5.1)

(ln k) 0 = k 0 /k

and (e` ) 0 = e` ` 0 .

These definitions are obvious generalizations of concepts from elementary calculus,


and examples are therefore omitted.
Let K(`) K be a non-trivial simple differential field extension. One says that
K(`) is obtained from K by
(a) the adjunction of an algebraic element over K when ` algebraic over K, by
(b) the adjunction of a logarithm of an element of K when ` = ln k for some
k K, or by
(c) the adjunction of an exponential of an element of K when ` = ek for some
k K.
A differential field extension L K is elementary if there is a finite sequence of
intermediate differential field extensions L = Kn Kn1 K0 = K such that
each Kj+1 Kj has one of these three forms, and when this is the case any ` L
is said to be elementary over K. By an elementary function we mean an element
of an elementary differential field extension L R(x) wherein R = R or C, the
elements of L are functions10 (in the sense of elementary calculus), and the standard
derivative is assumed.
9

Our argument is from [Ros2 ], which is adapted from [Ros1 ]. A generalization of Liouvilles
Theorem 5.2 can be found in [Ros3 ].
10
The algebraic treatment is much cleaner when the relevant differential fields are defined in terms
of function germs at a point of R. For example, one can then ignore the fact that a rational function
f R(x) has a vastly different domain than ln x. Readers familiar with the germ concept should
have no trouble formulating such an approach. That framework has been slighted in these notes
- it appears only in Example 2.2(b) - since readers are not assumed familiar with function germs,
and it is not clear that the benefits would be worth the work involved in presenting the necessary
background.

20

Theorem 5.2 (Liouville) : Let K be a differential field of characteristic 0 and let


K. Then has a primitive within an elementary no new constant differential
field extension of K if and only if there are constants c1 , . . . , cm KC and elements
1 , . . . , m , K such that j 6= 0 for j = 1, . . . , m and
(i)

Pm

j0
j=1 cj j

+0.

Proof (M. Rosenlicht) :


By assumption there is a tower Kn Kn1 K0 = K of differential field
extensions such that each Kj with j 1 is obtained from Kj1 by the adjunction
of an algebraic element over Kj1 , a logarithm of an element of K, or an exponential
of an element in K. Moreover, there is an element Kn such that 0 = .
We argue by induction on the length n 0 of an elementary extension, first noting that when n = 0 the desired equality holds by taking m = 1, c1 = 0, and := .
If n > 0 and the result holds for n1 we can view as an element of K1 and thereby
apply the induction hypothesis to the elementary extension Kn K1 , obtaining a
non-negative integer m, constants c1 , . . . , cm K1 and elements 1 , . . . , m , K1
such that the displayed equation of the theorem statement holds. Since the extension
K1 K has no new constants we must actually have cj KC for j = 1, . . . , m, and
we are thereby reduced to proving the following result: If K can be written as
displayed above, with all cj KC and and all j in K(`) = K1 , then it can also
be expressed in this form, although possibly with a different m and different cj ,
and j , with all cj again in KC , but with and all j now contained in K.
Case (a) : ` is algebraic over K.
Choose an algebraic closure K a for K containing K(`) and let i : K(`) K a
be the distinct embeddings of K(`) into K a over K, i = 1, . . . , s, where w.l.o.g. 1
is inclusion. Then the images `i := i (`) are the roots of the monic irreducible
polynomial p K[x] of `, and the i permute these roots.
Extend the given derivation to K a . This extension is unique by Theorem 3.4(c),
and will again be denoted . Since each i i1 : K a K a is also a derivation
extending |K this uniqueness forces i i1 = , i.e.,
i = i ,

i = 1, . . . , s.

Recall that in this case11 K(`) = K[`]. For any q(`) K[`] we obviously have
11

See Footnote 5.

21

i (q(`)) = q(`i ), and from the displayed formula of the previous paragraph we see
that i ((q(`)) 0 ) = (q(`i )) 0 K[`] holds as well, i = 1, . . . , s.
Choose polynomials q1 , . . . , qn , r K[x] such that
j = qj (`),

j = 1, . . . , n,

and

= r(`).

Write (i) accordingly, i.e., as


=

(qj (`)) 0
j cj qj (`)

+ (r(`)) 0 ;

then apply i to obtain


=
=
=

P
P
P

i ( 0 )

cj i (jj ) + i ( 0 )

cj

(i (j )) 0
i (j )

+ (i ()) 0

cj

(qj (`i )) 0
qj (`i )

+ (r(`i )) 0 .

Summing over i, dividing by s (which requires the characteristic 0 hypothesis), and


appealing to the logarithmic derivative identity (4.1) yields
P P (qj (`i )) 0 1 P
= 1s i
+ s i (r(`i )) 0
j cj qj (`i )
Pn cj P (qj (`i )) 0 1 Ps
0
=
+ s ( i=1 r(`i ))
j=1 s
i qj (`i )
Pn cj (si=1 qj (`i )) 0 Psi=1 r(`i ) 0
.
=
j=1 s s qj (`i ) +
s
i=1

By construction each of the products and sums on the right-hand-side of this equality
is fixed by each i , and as a result must belong K (the usual symmetric polynomial
argument). This last expression for therefore has the required form.
Having established Case (a) we may assume, for the remainder of the proof, that
` is transcendental over K. We can then find qj (`), r(`) K(`) such that j = qj (`)
and = r(`), and thereby write
(ii)

Pn

(qj (`)) 0
j=1 cj qj (`)

+ (r(`)) 0 .

Indeed, we can assume this equality is normalized in the sense of Proposition 4.2.

22

Case (b) : ` is a logarithm of an element of K, i.e., ` 0 = k 0 /k for some k K.


First note from ` 0 = k 0 /k K K[`], Proposition 1.13 and Example 1.12(b)
that K(`) K is a differential field extension.
Let p(`) K[`] be non-constant, monic and irreducible. From monotonicity we
see that (p(`)) 0 has lower degree than p(`), and as a result that p(`) cannot divide
(p(`)) 0 K[`]. It follows from Proposition 4.3 that all qj (`) appearing in the sum
Pn
(qj (`)) 0
c
within (ii) are in K, and we therefore only need be concerned with
j
j=1
qj (`)
r(`).
To that end observe from (r(`)) 0 K and Proposition 2.3(b) (which requires
the no new constant hypothesis) that r(`) must have the form r(`) = c` + c, where
c KC and c K. Equality (ii) is thereby reduced to
=

Pn

j=1 cj

qj0
qj

+ c kk + c0 ,

precisely as desired.
Case (c) : ` is an exponential of an element of K, i.e., ` 0 /` = k 0 for some k K.
In this case we see from ` 0 = `k 0 K[`], Proposition 1.13 and Example 1.12(b)
that K(`) K is a differential field extension.
As in Case (b) let p(`) K[`] be non-constant, monic, and irreducible. From
Proposition 2.6 (and the irreducibility of p) we see that for p(`) 6= ` we have (p(`)) 0
K[`], and that p(`) does not divide (p(`)) 0 ; we can then argue as in the previous
case to conclude that all qj := qj (`) in (ii) are in K, with qj (`) = ` as a possible
exception.
On the other hand, in all cases the quotients (qj (`)) 0 /qj (`) are in K, and the
same therefore holds for (r(`)) 0 . A second appeal to Proposition 2.6(b) gives r :=
r(`) K.
If qj (`) 6= ` for all j we are done, so assume w.l.o.g. that q1 (`) = `. We can then
write
P
P
0
q0
q0
= c1 `` + nj=2 cj qjj + r 0 = nj=2 cj qjj + (c1 k + r) 0 ,
which achieves the required form.
When (i) holds we have =

m
j=1 cj

ln j +

.
q.e.d.

23

Corollary 5.3 (Liouville) : Suppose E K = E(eg ) is a no new constant differential extension of fields of characteristic 0 obtained by adjoining the exponential
of an element g E. Suppose in addition that eg is transcendental over E and let
f E be arbitrary. Then f eg K has a primitive within some elementary no new
constant differential field extension of K if and only if there is an element a E
such that
(i)

f = a 0 + ag 0 .

Proof : To ease notation write eg as `.


By Theorem 5.2 the element f ` K has a primitive as stated if and only if
there are elements cj KC = EC and elements and j K, j = 1, . . . , m, such
that
P
j0
(ii)
f` = m
c
+ 0.
j
j=1

Write as r(`) and j as gj (`) and assume, as in the discussion surrounding


equation (ii) of the proof of Theorem 5.2, that the qj (`) are either non-constant monic
irreducible polynomials in K[`] or elements of E. Arguing as in Case (c) of that proof
(again with K replaced by E) we can then conclude that ` is both the only possible
monic irreducible factor in a denominator of the partial fraction expansion of r(`)
as well as the only possibility for a monic irreducible
gj (`) K[`]\E. But this gives
Pt
0
(gj (`)) /gj (`) E for all j as well as r(`) = j=t kj `j , where t > 0 is an integer
and the coefficients kj are in E. In particular, (ii) can now be written
P
P
P
f ` = c + tj=t kj0 `j + g 0 tj=t jkj `j = c + tj=t (kj0 + jg 0 kj )`j .
and upon comparing the K-coefficients of equal powers of ` we conclude that f =
k10 + k1 g 0 . Equation (i) then follows by taking a = k1 .
When (i) holds aeg K is a primitive of f eg .
q.e.d.
2

Corollary 5.4 : For R = R or C the function x R 7 ex R has no elementary


primitive.
By an elementary primitive we mean a primitive within some elementary no new
2
constant differential field extension of R(x)(ex ).
Proof : By Corollaries 2.4 and 5.3 the given function has an elementary primitive if
and only if there is a function a R(x) such that 1 = a 0 + 2ax.
24

There is no such function. To see this assume a = p/q R(x) satisfies this
0
0p
equation, where w.l.o.g. p, q R[x] are relatively prime. Then from 1 = qp qq
+
2
0

2 px
q 2px p 0 = qq p we see that q|q 0 p. Now choose s, t R[x] such that
q
sq + tp = 1, whereupon multiplication by q 0 gives sqq 0 + tpq 0 = q 0 . From q|q 0 p
we conclude that q|q 0 , hence q 0 = 0, and q is therefore a constant polynomial, i.e.,
w.l.o.g. a = p. Comparing the degrees in x on the two sides of 1 = a 0 + 2ax now
results in a contradiction.
q.e.d.
Remarks 5.5 :
(a) Additional examples of meromorphic functions without elementary primitives,
including sin z/z, are treated on pp. 971-2 of [Ros2 ]. The arguments are easy
(but not always obvious) modifications of the proof of Corollary 5.4.
(b) One can (easily) produce an elementary differential field extension of the rational function field R(x) containing arctan x (we are assuming the standard
derivative), but not one with no new constants. Indeed, it is not hard to show
that 1/(x2 + 1) cannot be written in the form (i) of the statement Theorem
5.2 (see p. 598 of [Ros2 ]). This indicates the importance of the no new constant
hypothesis in the statement of Liouvilles Theorem.

25

References
[Hun]

T.W. Hungerford, Algebra, GTM 73, Springer-Verlag, New York, 1974.

[Ros1 ]

M. Rosenlicht, Liouvilles Theorem on Functions with Elementary Integrals, Pac. J. Math., 24, (1968), 153-161.

[Ros2 ]

M. Rosenlicht, Integration in Finite Terms, Am. Math. Monthly, 79,


(1972), 963-972.

[Ros3 ]

M. Rosenlicht, On Liouvilles Theory of Elementary Functions, Pac. J.


Math., 65, (1976), 485-492.

[Ste]

I. Stewart, Galois Theory, 2nd -edition, Chapman and Hall, London, 1989.

R.C. Churchill
Department of Mathematics
Hunter College and Graduate Center, CUNY
695 Park Avenue
New York, New York 10021, USA
Summer address:
Department of Mathematics and Statistics
University of Calgary
Calgary, Alberta T2N1N4, Canada
e-mail address (at all times):
rchurchi@math.hunter.cuny.edu

26

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