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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.
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.
(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.
S = R .
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.
The presentation of this result, and the two corollaries that follow, is patterned after [Hun,
Chapter III, 6, Theorem 6.10, pp. 161-2].
q.e.d.
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.
2.
(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 .
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.
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.
`n + km `m + + k0 = 0
then gives
(ii)
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
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
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)
b(a)a(b)
,
b2
a, b A,
b 6= 0,
12
q.e.d.
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
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
`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)
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
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
(4.1)
(nj=1 tj j ) 0 Pn
tj0
=
m
.
j
m
j=1
tj
nj=1 tj j
Pm
(qj (`)) 0
j=1 cj qj (`)
+ (r(`)) 0 .
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.
18
Pm
(qj (`)) 0
j=1 cj qj (`)
+ (r(`)) 0 .
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.
(ln k) 0 = k 0 /k
and (e` ) 0 = e` ` 0 .
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
Pm
j0
j=1 cj j
+0.
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(`).
(qj (`)) 0
j cj qj (`)
+ (r(`)) 0 ;
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 .
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
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 .
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]
[Ros1 ]
M. Rosenlicht, Liouvilles Theorem on Functions with Elementary Integrals, Pac. J. Math., 24, (1968), 153-161.
[Ros2 ]
[Ros3 ]
[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