Real Liouvillian Extensions of Partial Differential Fields

In this paper, we establish Galois theory for partial differential systems defined over formally real differential fields with a real closed field of constants and over formally -adic differential fields with a -adically closed field of constants. For an integrable partial differential system defi...

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Published in:Symmetry, Integrability and Geometry: Methods and Applications
Date:2021
Main Authors: Crespo, Teresa, Hajto, Zbigniew, Mohseni, Rouzbeh
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Language:English
Published: Інститут математики НАН України 2021
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/211432
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Cite this:Real Liouvillian Extensions of Partial Differential Fields. Teresa Crespo, Zbigniew Hajto and Rouzbeh Mohseni. SIGMA 17 (2021), 095, 16 pages

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Crespo, Teresa
Hajto, Zbigniew
Mohseni, Rouzbeh
author_facet Crespo, Teresa
Hajto, Zbigniew
Mohseni, Rouzbeh
citation_txt Real Liouvillian Extensions of Partial Differential Fields. Teresa Crespo, Zbigniew Hajto and Rouzbeh Mohseni. SIGMA 17 (2021), 095, 16 pages
collection DSpace DC
container_title Symmetry, Integrability and Geometry: Methods and Applications
description In this paper, we establish Galois theory for partial differential systems defined over formally real differential fields with a real closed field of constants and over formally -adic differential fields with a -adically closed field of constants. For an integrable partial differential system defined over such a field, we prove that there exists a formally real (resp. formally -adic) Picard-Vessiot extension. Moreover, we obtain a uniqueness result for this Picard-Vessiot extension. We give an adequate definition of the Galois differential group and obtain a Galois fundamental theorem in this setting. We apply the obtained Galois correspondence to characterise formally real Liouvillian extensions of real partial differential fields with a real closed field of constants by means of split solvable linear algebraic groups. We present some examples of real dynamical systems and indicate some possibilities for further development of algebraic methods in real dynamical systems.
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fulltext Symmetry, Integrability and Geometry: Methods and Applications SIGMA 17 (2021), 095, 16 pages Real Liouvillian Extensions of Partial Differential Fields Teresa CRESPO a, Zbigniew HAJTO b and Rouzbeh MOHSENI b a) Departament de Matemàtiques i Informàtica, Universitat de Barcelona, Gran Via de les Corts Catalanes 585, 08007 Barcelona, Spain E-mail: teresa.crespo@ub.edu URL: http://www.ub.edu/tn/personal/crespo.php b) Faculty of Mathematics and Computer Science, Jagiellonian University, ul. Lojasiewicza 6, 30-348 Kraków, Poland E-mail: Zbigniew.Hajto@uj.edu.pl, Rouzbeh.Mohseni@doctoral.uj.edu.pl Received February 28, 2021, in final form October 25, 2021; Published online October 29, 2021 https://doi.org/10.3842/SIGMA.2021.095 Abstract. In this paper, we establish Galois theory for partial differential systems defined over formally real differential fields with a real closed field of constants and over formally p-adic differential fields with a p-adically closed field of constants. For an integrable partial differential system defined over such a field, we prove that there exists a formally real (resp. formally p-adic) Picard–Vessiot extension. Moreover, we obtain a uniqueness result for this Picard–Vessiot extension. We give an adequate definition of the Galois differential group and obtain a Galois fundamental theorem in this setting. We apply the obtained Galois correspondence to characterise formally real Liouvillian extensions of real partial differential fields with a real closed field of constants by means of split solvable linear algebraic groups. We present some examples of real dynamical systems and indicate some possibilities of further development of algebraic methods in real dynamical systems. Key words: real Liouvillan extension; real and p-adic Picard–Vessiot theory; split solvable algebraic group; gradient dynamical systems; integrability 2020 Mathematics Subject Classification: 12H05; 37J35; 12D15; 14P05 1 Introduction Galois theory for linear differential equations is the differential counterpart of classical Galois theory. The idea of Galois of characterising those polynomial equations solvable by radicals by means of the group of permutations of the roots which preserve the relations between them was paralleled in the work of Picard and Vessiot who characterised linear differential equa- tions solvable by quadratures by means of the group of linear automorphisms of the vector space of solutions that preserve the differential relations between them. In a similar way as the work of Galois was later formalized by Artin, the one of Picard and Vessiot was formali- zed by using differential algebra, more precisely introducing the notion of a differential field K to be a field endowed with a derivation. The constants of K are defined as the elements on which the derivation vanishes and form a subfield C of K. A satisfactory Galois theory for linear differential equations defined over a differential field K with algebraically closed field of constants C was established by Kolchin, under the name of Picard–Vessiot theory (see [17]). For such a differential equation, Kolchin proved the existence and uniqueness up toK-differential isomorphism of a Picard–Vessiot field, the analog of the splitting field in classical Galois theo- ry. The differential Galois group is defined as the group of differential automorphisms of the mailto:teresa.crespo@ub.edu http://www.ub.edu/tn/personal/crespo.php mailto:Zbigniew.Hajto@uj.edu.pl mailto:Rouzbeh.Mohseni@doctoral.uj.edu.pl https://doi.org/10.3842/SIGMA.2021.095 2 T. Crespo, Z. Hajto and R. Mohseni Picard–Vessiot field which fix the base field K and it has the structure of a linear algebraic group defined over the field of constants C. The fundamental theorem of Picard–Vessiot theory establishes a bijective correspondence between intermediate differential fields of the Picard– Vessiot extension and the closed subgroups of the differential Galois group. We note that the hypothesis that the field of constants C of K is algebraically closed was essential in the work of Kolchin. His results can be extended to integrable partial differential systems de- fined over a partial differential field K with algebraically closed field of constants (see [24, Appendix D]). In [9], T. Crespo, Z. Hajto and M. van der Put show that the condition that the field of constants is algebraically closed may be relaxed. They consider formally real and formally p- adic fields, whose definition is given in Section 2. For a homogeneous linear differential equation defined over a formally real (resp. formally p-adic) ordinary differential field K with a real closed (resp. p-adically closed) field of constants CK , they prove the existence of a formally real (resp. formally p-adic) Picard–Vessiot extension. Moreover, they obtain a result of uniqueness of the formally real (resp. formally p-adic) Picard–Vessiot extension up to K-differential isomorphism. In model theoretic language, formally real (resp. formally p-adic) differential fields with a real closed (resp. p-adically closed) field of constants are instances of differential fields K such that the field of constants CK is existentially closed in K. Under this hypothesis, the existence of a Picard–Vessiot extension is proved in [12, Theorem 2.2]. In [15] the results in [9] are generalised to the case when CK is existentially closed in K, large and bounded. The standard example of a real closed field is the field R of real numbers whereas the field of real rational functions in one or several variables is an example of a formally real field. Picard–Vessiot theory for formally real differential fields with real closed field of constants al- lows then to characterise some aspects of the behaviour of real functions. In [7] T. Crespo and Z. Hajto characterised real Liouvillian extensions of ordinary differential fields in terms of real Picard–Vessiot theory. Their result answers an earlier question of A. Khovanskii, namely “Is it true that a necessary and sufficient condition for solvability of a real differential equation by real Liouville functions follows from real Picard–Vessiot theory?”, which originated in the theory developed in [11]. For a generalisation and further development of this theory one can consult [16]. In this paper, we establish Galois theory for partial differential systems over formally real or formally p-adic partial differential fields. We prove the existence of a formally real (resp. formally p-adic) Picard–Vessiot extension for a partial differential system defined over a formally real (resp. formally p-adic) partial differential field K with a real closed (resp. p-adically closed) field of constants. We establish as well a uniqueness result of the formally real (resp. formally p-adic) Picard–Vessiot extension up toK-differential isomorphism. We give an adequate definition of the differential Galois group in this setting and prove a Galois correspondence theorem. Due to the fact that real Liouville functions over the field R of real numbers have very interesting topological properties (see [11, 16]), we restrict to formally real fields in our study of Liouvillianity questions. We characterise formally real Liouvillian extensions for formally real partial differential fields by means of the differential Galois group. Previously, we recall in Section 2 the concepts of formally real field, real closed field, formally p-adic field and p-adically closed field as well as the main definitions and known results of Picard–Vessiot theory. It is worth noting that the algebraic characterisation of real Liouville functions allows us to expect an algebraic version of the theory developed by Gel’fond and Khovanskii in [11, 16]. Similar ideas already appear in Grothendieck’s “Esquisse d’un programme” (see [13, p. 272]), where he proposed to consider constant functions with values in the real closure Qr of the field of rational numbers Q in the study of integration of Pfaff systems. In the last section of the paper we present some questions related to the integrability of real dynamical systems showing the interest of this further development. Real Liouvillian Extensions of Partial Differential Fields 3 2 Preliminaries 2.1 Ordered fields, formally real fields In this section we recall the concept of formally real field and real closed field. More details on these topics may be found in [1, 22]. Definition 2.1. An ordering on a field k is a total order relation ≤ on k satisfying, for any x, y, z ∈ k, (i) x ≤ y ⇒ x+ z ≤ y + z, (ii) 0 ≤ x and 0 ≤ y ⇒ 0 ≤ xy. An ordered field (k,≤) is a field k equipped with an ordering ≤. Remark 2.2 ([1, Example 1.1.2]). Given an ordered field (k,≤), there is exactly one ordering on the field of rational functions k(t), extending the one on k, such that t is positive and smaller than any positive element in k. If P (t) = ant n + an−1t n−1 + · · · + amtm ∈ k[t], with am ̸= 0, then P (t) > 0 ⇔ am > 0. If P (t)/Q(t) ∈ k(t), then P (t)/Q(t) > 0 ⇔ P (t)Q(t) > 0. Theorem 2.3 ([1, Theorem 1.1.8]). Let k be a field. The following properties are equivalent: (i) k can be ordered, (ii) −1 is not a sum of squares in k, (iii) for x1, . . . , xn ∈ k, ∑n i=1 x 2 i = 0 ⇒ x1 = · · · = xn = 0. Definition 2.4. A field satisfying the properties of the preceding theorem is called a formally real field. We note that a formally real field always has characteristic 0. Definition 2.5. If k is a formally real field, a formally real extension of k is a field extension ℓ/k such that ℓ is a formally real field. A real closed field is a formally real field that has no nontrivial formally real algebraic extension. Theorem 2.6 ([1, Theorem 1.2.2]). Let k be a field. The following properties are equivalent: (i) k is a real closed field, (ii) k has a unique ordering, (iii) the ring k[i] = k[X]/ ( X2 + 1 ) is an algebraically closed field. Examples 2.7. Q, R are formally real fields, R is a real closed field. Definition 2.8. A real algebraic closure of an ordered field (k,≤) is an algebraic field exten- sion kr of k such that kr is a real closed field and the unique ordering of kr restricts to ≤ on k. Theorem 2.9 ([22, Theorem 3.10]). Any ordered field (k,≤) has a unique (up to k-isomorphism) real algebraic closure. 4 T. Crespo, Z. Hajto and R. Mohseni 2.2 Valued fields, p-adic fields In this section we recall the concept of formally p-adic field and p-adically closed field. More details on these topics may be found in [23]. Definition 2.10. A valuation of a field k is a map v : k → Γ ∪ {∞}, where Γ is a totally ordered abelian group, such that, for all a, b in k, (1) v(a) = ∞ ⇔ a = 0, (2) v(ab) = v(a) + v(b), (3) v(a+ b) ≥ min{v(a), v(b)}, with equality if v(a) ̸= v(b). We recall that, for v a valuation of a field k, the valuation ring O is defined as O := {a ∈ k : v(a) ≥ 0} and O has a unique maximal ideal m := {a ∈ k : v(a) > 0}. The residue field is then defined as the quotient O/m. Definition 2.11. Let p be a prime number. A p-valuation of a field k of characteristic 0 is a valuation v of k such that v(p) is minimal positive in the value group and the residue field is isomorphic to Z/pZ. A p-valued field (k, v) is a characteristic 0 field k equipped with a p-valuation v. A formally p-adic field is a characteristic 0 field which can be endowed with a p-valuation. Remark 2.12. If (k, v) is a p-valued field, the p-valuation v may be extended to a p-valuation of the field of rational functions k(t) (see [23, Example 2.2]). Definition 2.13. If k is a formally p-adic field, a formally p-adic extension of k is a field extension ℓ/k such that ℓ is a formally p-adic field. A p-adically closed field is a formally p-adic field that has no nontrivial formally p-adic algebraic extension. Example 2.14. Qp is a p-adically closed field. Remark 2.15. What we call “p-adic” is called “p-adic of rank one” in [23]. The case of higher rank p-adic fields can be treated in the same way. Definition 2.16. A p-adic algebraic closure of a p-valued field (k, v) is an algebraic field exten- sion kv of k such that kv is a p-adically closed field and the valuation of k extends to kv. Theorem 2.17 ([23, Corollary 3.11]). Any p-valued field (k, v) has a p-adic algebraic closure. Let ℓ1 and ℓ2 be two p-adic closures of k. Then ℓ1 and ℓ2 are k-isomorphic if and only if k ∩ ℓn1 = k ∩ ℓn2 for all n ∈ N (where ℓni := {an|a ∈ ℓi}, i = 1, 2). 2.3 Known results on Picard–Vessiot extensions LetK be a field endowed with a set ∆ = {∂1, . . . , ∂m} of pairwise commuting derivations. Let CK denote the field of constants of K. In particular, if m = 1, K is an ordinary differential field. We consider a differential system ∂jY = AjY, 1 ≤ j ≤ m, (2.1) where Aj is an (r × r)-matrix with entries in K, 1 ≤ j ≤ m. A solution for the system (2.1) is a column vector v in the vector space Lr, for L some differential field extension of K, such that ∂jv = Ajv, 1 ≤ j ≤ m. A fundamental matrix for the Real Liouvillian Extensions of Partial Differential Fields 5 system (2.1) is an r × r invertible matrix M with entries in some differential field extension L of K such that ∂jM = AjM , 1 ≤ j ≤ m. If M ∈ GLr(L) is a fundamental matrix for (2.1), then the set of fundamental matrices for (2.1) with entries in L consists in the matrices of the form MC for C ∈ GLr(CL), for CL the constant field of L. We note that, if a fundamental matrix exists for (2.1), then the commutation of the derivatives implies that the matrices Aj satisfy ∂jAi +AiAj = ∂iAj +AjAi, 1 ≤ i, j ≤ m. (2.2) The relations (2.2) are therefore a necessary condition for the existence of a common solution to the equations in the system (2.1). We say that the differential system (2.1) is integrable if the matrices Aj satisfy (2.2). Definition 2.18. A Picard–Vessiot extension for the differential system (2.1) is a field exten- sion L of K such that: 1. L is equipped with a set of pairwise commuting derivations extending the ones in ∆. 2. There exists a fundamental matrix Z for (2.1) with entries in L. 3. L is (as a field) generated over K by the entries of Z. 4. The field of constants of L is the same as the field of constants of K. When CK is algebraically closed, a classical result in differential Galois theory states that a Picard–Vessiot field exists for the system (2.1) and it is unique up to a K-differential isomor- phism (see, e.g., [5, Theorems 5.6.5 and 5.6.9] for the ordinary case and [24, Appendix D] for the partial case). In [9], Crespo, Hajto and van der Put obtained the following theorem on existence and uniqueness of Picard–Vessiot fields for formally real ordinary differential fields with real closed field of constants and for formally p-adic ordinary differential fields with p-adically closed field of constants. Theorem 2.19 ([9, Theorem 2]). Let K be a formally real (resp. formally p-adic) ordinary differential field with real closed (resp. p-adically closed) field of constants. We consider a dif- ferential system Y ′ = AY, (2.3) where A is an (r × r)-matrix with entries in K. 1. Existence. There exists a formally real (resp. formally p-adic) Picard–Vessiot extension of K for (2.3), i.e., a Picard–Vessiot extension of K for (2.3) which is also a formally real (resp. formally p-adic) field extension of K. 2. Unicity for the real case. Let L1, L2 denote two formally real Picard–Vessiot extensions of K for (2.3). Suppose that L1 and L2 have orderings which induce the same ordering on K. Then L1 and L2 are K-differentially isomorphic. 3. Unicity for the p-adic case. Let L1, L2 denote two formally p-adic Picard–Vessiot extensions of K for (2.3). Suppose that L1 and L2 have p-adic closures L+ 1 and L+ 2 such that the p-valuations of L+ 1 and L+ 2 induce the same p-valuation on K and such that K ∩ ( L+ 1 )n = K ∩ ( L+ 2 )n for every integer n ≥ 2. Then L1 and L2 are K-differentially isomorphic. 6 T. Crespo, Z. Hajto and R. Mohseni 3 Galois theory for partial differential systems over formally real or formally p-adic differential fields In this section we consider an integrable partial differential system (2.1) defined over a formally real (resp. formally p-adic) differential field K with real closed (resp. p-adically closed) field of constants CK . Let CK denote an algebraic closure of CK . The differential Galois group G for (2.1) is a CK/CK-form of the differential Galois group G for (2.1) considered as defined over K := K⊗CK CK , which is a partial differential field with algebraically closed field of constants CK . However the differential Galois group G for (2.1) over K gives more information than G on the behaviour of the solutions to (2.1). In the case when K is a formally real ordinary differential field and CK is real closed, we obtained in [7] that the property for a system Y ′ = AY defined over K to have solutions which are real Liouville functions is characterised by the differential Galois group G. Therefore it is interesting to extend this result to partial differential fields. 3.1 Picard–Vessiot extensions In this section, we will use the approach of Kolchin in [18] to show how the Picard–Vessiot theory of formally real and formally p-adic partial differential fields can be deduced from the ordinary case. Let us note that Kolchin’s definition of Picard–Vessiot extension for partial differential fields is different from the one given in Definition 2.18. In [6, Theorem 1] the equivalence of both definitions is proved. Remark 3.1. Following Kolchin [18], to a partial differential field k with pairwise commu- ting derivations ∂1, . . . , ∂m we associate an ordinary differential field kD := k⟨u1, . . . , um⟩ with u1, . . . , um independent differential indeterminates, endowed with the derivation D := u1∂1 + · · ·+um∂m. As remarked by Kolchin, kD and k have the same field of constants. Let us observe that, as a field, kD is a purely transcendental extension of k. Therefore, if k is a formally real field (resp. a formally p-adic field), then using induction and Remark 2.2 (resp. Remark 2.12), the ordering (resp. the p-valuation) of k may be extended to kD, i.e., kD is a formally real (resp. formally p-adic) field. We consider now a system of the form (2.1) defined over a formally real (resp. formally p-adic) partial differential field. We shall prove the following theorems on the existence and uniqueness of Picard–Vessiot extensions in this setting. Theorem 3.2. 1. Let us suppose that K is a formally real partial differential field with real closed field of constants CK . Then for an integrable differential system (2.1) defined over K, there exists a formally real differential field L with field of constants CK such that L = K({yij}1≤i,j≤r), for (yij)1≤i,j≤r ∈ GLr(L) a fundamental matrix for (2.1), i.e., L/K is a Picard–Vessiot extension for (2.1). 2. Let us suppose that K is a formally p-adic partial differential field with p-adically closed field of constants CK . Then for an integrable differential system (2.1) defined over K, there exists a formally p-adic differential field L with field of constants CK such that L = K({yij}1≤i,j≤r), for (yij)1≤i,j≤r ∈ GLr(L) a fundamental matrix for (2.1), i.e., L/K is a Picard–Vessiot extension for (2.1). Proof. First we consider an auxiliary differential system DY = ADY, (3.1) Real Liouvillian Extensions of Partial Differential Fields 7 where D = u1∂1 + · · · + um∂m and AD = u1A1 + · · · + umAm ∈ Mr×r(KD), with u1, . . . , um independent differential indeterminates. Since (KD, D) is a formally real (resp. formally p-adic) ordinary differential field, with real closed (resp. p-adically closed) field of constants CK , by Theo- rem 2.19, there exists a formally real (resp. formally p-adic) Picard–Vessiot extension LD/KD for the system (3.1). Let Z denote a fundamental matrix for (3.1) such that LD is generated over KD by the entries of Z. Let CK denote an algebraic closure of CK . The derivation D extends uniquely to KD := KD ⊗CK CK and LD := LD ⊗CK CK , with field of constants CK . Since the extensions CK/CK and KD/CK are linearly disjoint, KD and LD are fields and LD is generated over KD by the entries of Z. Hence LD/KD is a Picard–Vessiot extension for (3.1). On the other hand, since K := K⊗CK CK is a partial differential field with algebraically closed field of constants CK , we have a Picard–Vessiot extension L/K for the system (2.1) (see [24, Appendix D]). The field extensions we have considered up to now are shown in the following diagram: L LD K KD LD K KD We define LD := L⟨u1, . . . , um⟩ and endow it with the derivation D = u1∂1 + · · · + um∂m. By [18, Theorem 1], LD is a Picard–Vessiot extension of KD for (3.1). By the uniqueness of the Picard–Vessiot extension in the ordinary case, LD is isomorphic to LD and we can assume L ⊂ LD. The Galois group G := Gal(CK/CK) acts on the field LD = LD ⊗CK CK by acting on the second factor. We note that this action commutes with the derivation D and is continuous. Let V be the CK-vector space of solutions to (2.1) contained in L. By restricting the action of G on LD to V we obtain a continuous semi-linear action. Let V G := {v ∈ V | σ(v) = v, ∀σ ∈ G}. Clearly V G is a CK-subspace of the CK-vector space V . We want to show that the CK-vector space V G has dimension equal to the dimension of V over CK . Let v1, . . . , vd be a CK-basis of V G. We shall prove first that v1, . . . , vd are linearly independent over CK . Assume otherwise and let a1v1+· · ·+advd = 0, with ai ∈ CK , 1 ≤ i ≤ d be a dependence relation with a minimal number of non-zero coefficients. We may assume a1 ̸= 0 and, by scaling, a1 = 1. By applying σ ∈ G to the dependence relation and subtracting the obtained relation from the first one, we obtain from the minimality condition σ(ai)−ai = 0 for 2 ≤ i ≤ d. Since σ is any element in G, we obtain that the coefficients ai belong to CK . This gives a contradiction, hence v1, . . . , vd are CK-linearly independent. In order to prove that v1, . . . , vd generate V over CK , we shall see that a vector v ∈ V can be written as a linear combination of vectors in V G, with coefficients in CK . In the real case, by Theorem 2.6, we have CK = CK(i), where i = √ −1, and G = {Id, c} with c defined by c(i) = −i. We may then write v = (1/2)(v + c(v)) + i (1/2i)(v − c(v)) and (1/2)(v + c(v)), (1/2i)(v − c(v)) belong to V G. In the p-adic case, G is a pro-finite group. For v ∈ V ⊂ LD = LD ⊗CK CK , there exists a finite extension C̃/C such that v ∈ LD ⊗CK C̃ and we may assume C̃/CK Galois. Let n := [ C̃ : CK ] and G̃ := Gal ( C̃/CK ) = {σ1, . . . , σn}. By the linear independence of characters 8 T. Crespo, Z. Hajto and R. Mohseni and the equality of dimensions, the map C̃ ⊗CK C̃ → C̃n, x⊗ y 7→ (xσ1(y), . . . , xσn(y)) is an isomorphism. We may then find elements x1, . . . , xn, y1, . . . , yn in C̃ such that n∑ i=1 xiyi = 1, n∑ i=1 xiσ(yi) = 0, for σ ∈ G̃, σ ̸= Id . We have then v = ∑ σ∈G̃ ∑n i=1 xiσ(yi)σ(v) = ∑n i=1 xi (∑ σ∈G̃ σ(yiv) ) and ∑ σ∈G̃ σ(yiv) ∈ V G, for i = 1, . . . , n. We have then obtained that the CK-vector space V G has dimension r = dimCK V . Now V G is clearly a vector space of solutions to (2.1). Let us define L := K 〈 V G 〉 the subfield of L generated by the elements in V G. By construction, L is a Picard–Vessiot extension of K for (2.1). Since L ⊂ LD, the field L is a formally real (resp. formally p-adic) field. The complete diagram of field extensions is as follows: L LD ≃ LD K KD L LD K KD ■ Theorem 3.3. Let L1, L2 denote two formally real Picard–Vessiot extensions of K for (2.1). Suppose that L1 and L2 have orderings which induce the same ordering on K. Then L1 and L2 are K-differentially isomorphic. Proof. We have that (L1)D and (L2)D are two formally real Picard–Vessiot extensions of KD for the system (3.1). We extend the ordering from K to KD and from Li to (Li)D, i = 1, 2, in such a way that the ordering of (Li)D restricts to the ordering in KD, i = 1, 2 (see Remark 3.1). By Theorem 2.19, we have a differential KD-isomorphism φ : L1⟨u1, . . . , um⟩ → L2⟨u1, . . . , um⟩. If L1 = K(yij) and L2 = K ( ỹij ) for fundamental matrices (yij) and ( ỹij ) of the system (2.1), then (φ(yij))1≤i,j≤r is a fundamental matrix of (2.1) which gives (φ(yij)) = ( ỹij ) C, with C ∈ Mr×r(CK). Therefore φ restricts to a differential K-isomorphism φ|L1 : L1 → L2. ■ Theorem 3.4. Let L1, L2 denote two formally p-adic Picard–Vessiot extensions of K for (2.1). Suppose that L1 and L2 have K-isomorphic p-adic closures L+ 1 and L+ 2 . Then L1 and L2 are K-differentially isomorphic. Proof. As u1, . . . , um are independent differential indeterminates, the K-isomorphism from L+ 1 to L+ 2 may be extended to a field isomorphism from ( L+ 1 ) D to ( L+ 2 ) D over KD. Now we may extend the p-adic valuation to ( L+ 1 ) D and define a p-valuation on ( L+ 2 ) D by transferring to Real Liouvillian Extensions of Partial Differential Fields 9 it the valuation of ( L+ 1 ) D by means of the isomorphism. Next we choose a p-adic closure M1 of ( L+ 1 ) D . We can extend the isomorphism from ( L+ 1 ) D to ( L+ 2 ) D to an embedding of M1 into an algebraic closure of ( L+ 2 ) D . Its image, equipped with the valuation induced by the valuation of ( L+ 1 ) D via the embedding is a p-adic closure M2 of ( L+ 2 ) D . Now M1 and M2 are isomorphic as valued fields over KD and are p-adic closures of (L1)D and (L2)D. By Theorem 2.19, we have a differential KD-isomorphism φ : L1⟨u1, . . . , um⟩ → L2⟨u1, . . . , um⟩. The rest of the proof is like for Theorem 3.3. ■ 3.2 Galois correspondence In the case when the field of constants of the differential field K is algebraically closed, the diffe- rential Galois group of a Picard–Vessiot extension L/K is defined as the group of K-differential automorphisms of L. The next example illustrates that, when the field of constants is not algebraically closed, the group of K-differential automorphisms of L may be “too small” to obtain a satisfactory differential Galois theory. Example 3.5. Let K := R(t1, t2) be the field of rational functions in the variables t1, t2 over the field R of real numbers endowed with the usual derivations ∂1 := ∂/∂t1 and ∂2 := ∂/∂t2. Clearly the field of constants of K is R. We consider the differential system ∂1Y = t2 Y, ∂2Y = t1 Y, (3.2) defined over K. A solution to the system (3.2) is et1t2 , hence L := K ( et1t2 ) is a formally real Picard–Vessiot extension of K for (3.2). If σ is a K-differential automorphism of L, we have σ ( et1t2 ) = λet1t2 , with λ ∈ R \ {0} and composing two such automorphisms amounts to multi- plying the corresponding factors λ. Hence the group DAutK L of K-differential automorphisms of L is isomorphic to the multiplicative group of R. We consider now the intermediate field F := K ( e3t1t2 ) . An F -differential automorphism τ of L is given by τ ( et1t2 ) = λet1t2 , with λ3 = 1, since τ must fix e3t1t2 . Hence the group of F -differential automorphisms of L is trivial. The subgroups of DAutK L corresponding to F and L by the Galois correspondence will then be equal whereas F and L are not equal. Let K be a formally real (resp. formally p-adic) partial differential field with real closed (resp. p-adically closed) field of constants CK and let L/K be a Picard–Vessiot extension. Let CK denote an algebraic closure of CK and consider the fields K := K ⊗CK CK and L := L ⊗CK CK . As in the ordinary case (see [8]), we shall consider the set DHomK ( L,L ) of K-differential morphisms from L into L and transfer the group structure from DAutK L to DHomK ( L,L ) by means of the bijection DAutK L → DHomK ( L,L ) , τ 7→ τ|L. Definition 3.6. For the Picard–Vessiot extension L/K we define the differential Galois group as the set DHomK ( L,L ) endowed with the group structure given above and denote it by DGal(L|K). Proposition 3.7. The map DGal(LD|KD) → DGal(L|K) which to each KD-differential mor- phism from LD into LD = LD ⊗CK CK assigns its restriction to L is an isomorphism of groups. 10 T. Crespo, Z. Hajto and R. Mohseni Proof. Since L/K is a Picard–Vessiot extension, we have that L = K ( {yij}1≤i,j≤r ) , for (yij)1≤i,j≤r a fundamental matrix for some differential system S defined over K. If σ is a KD- differential morphism from LD into LD, then σ((yij)) is a fundamental matrix for S. Therefore there exists an invertible matrix C with entries in the field of constants CK of LD such that σ((yij)) = (yij)C, hence σ((yij)) has entries in L. By restricting σ to L, we obtain then a K-morphism from L to L. For an element x in L, we have Dx = ∑m i=1 ui∂ix and σ(Dx) =∑m i=1 uiσ(∂ix), since ui ∈ KD, 1 ≤ i ≤ m. On the other hand D(σ(x)) = ∑m i=1 ui∂i(σ(x)). Since the elements ui are algebraically independent, we obtain that σ|L commutes with ∂i, 1 ≤ i ≤ m. Hence σ|L is a K-differential morphism from L to L. Reciprocally, a K-differential morphism from L to L may be extended to a KD-differential morphism from LD to LD. ■ Theorem 3.8. The differential Galois group DGal(L|K) is a CK-defined closed subgroup of some general linear group defined over CK , i.e., a linear algebraic group defined over CK . The CK-valued points of DGal(L|K) correspond to the K-differential automorphisms of L. Proof. The first assertion follows from Proposition 3.7 and [8, Proposition 1]. The second one is clear from the definition of DGal(L|K). ■ For a closed subgroup H of DGal(L|K), LH is a partial differential subfield of L containingK. If E is an intermediate partial differential field, i.e., K ⊂ E ⊂ L, then L/E is a Picard–Vessiot extension and DGal(L|E) is a CK-defined closed subgroup of DGal(L|K). We obtain a Galois correspondence theorem. Theorem 3.9. Let K be a formally real (resp. formally p-adic) partial differential field with real closed (resp. p-adically closed) field of constants CK , let L/K be a Picard–Vessiot extension and DGal(L|K) be its differential Galois group. 1. The correspondences H 7→ LH , E 7→ DGal(L|E) define inclusion inverting mutually inverse bijective maps between the set of CK-defined closed subgroups H of DGal(L|K) and the set of partial differential fields E with K⊂E⊂L. 2. The intermediate partial differential field E is a Picard–Vessiot extension of K if and only if the subgroup DGal(L|E) is normal in DGal(L|K). In this case, the restriction morphism DGal(L|K) → DGal(E|K), σ 7→ σ|E induces an isomorphism DGal(L|K)/DGal(L|E) ≃ DGal(E|K). Proof. The proof follows the same steps as the one of [8, Theorem 1]. In the present case, we use the Galois correspondence theorem for partial differential fields with an algebraically closed field of constants (see [24, Appendix D]). ■ 3.3 Liouvillian extensions In this section we restrict to formally real partial differential fields. We note that real Liouville functions may be characterised by topological properties (see [11]) and it is therefore interesting to characterise real Liouville solutions to differential systems defined over formally real fields by means of the differential Galois group. Real Liouvillian Extensions of Partial Differential Fields 11 Definition 3.10. Let K be a field endowed with pairwise commuting derivations ∂1, . . . , ∂m. Let L/K be a partial differential field extension, α an element in L. We say that α is − an integral over K if ∂kα = ak ∈ K, 1 ≤ k ≤ m, and ak is not a derivative in K for all k; − the exponential of an integral over K if ∂kα/α ∈ K \ {0}, 1 ≤ k ≤ m. Remark 3.11. If ∂kα = ak ∈ K, for 1 ≤ k ≤ m, then Dα = ∑m k=1 ukak ∈ KD and if ak is not a derivative in K for all k, then ∑m k=1 ukak is not a derivative in KD. So, if α is an integral over K, it is also an integral over KD. Analogously, if ∂kα/α ∈ K \ {0}, for 1 ≤ k ≤ m, then Dα/α ∈ KD \ {0}. So, if α is the exponential of an integral over K, it is also the exponential of an integral over KD. Let now K be a formally real field with real closed field of constants CK . From Proposition 3.7 and the corresponding results in the ordinary case [7, Examples 7 and 8], we obtain that, if α is an integral over K, then K⟨α⟩/K is a real Picard–Vessiot extension and its differential Galois group DGal(K⟨α⟩|K) is isomorphic to the additive group Ga; and, if α is the exponential of an integral and the field K⟨α⟩ is real and with field of constants equal to CK , then K⟨α⟩/K is a Picard–Vessiot extension and DGal(K⟨α⟩|K) is isomorphic to the multiplicative group Gm, or a finite subgroup of it. Definition 3.12. A partial differential field extension L/K is called a Liouvillian extension (resp. a generalised Liouvillian extension) if there exists a chain of intermediate partial differen- tial fields K = F1 ⊂ F2 ⊂ · · · ⊂ Fn = L such that Fi+1 = Fi(αi), where αi is either an integral or the exponential of an integral over Fi (resp. or αi is algebraic over Fi), 1 ≤ i ≤ n− 1. Lemma 3.13. If L/K is a (generalised) Liouvillian extension of partial differential fields then the ordinary differential field extension LD/KD is a (generalised) Liouvillian extension. Proof. Let K = F1 ⊂ F2 ⊂ · · · ⊂ Fn = L be a chain of intermediate partial differential fields such that Fi+1 = Fi(αi). We consider the chain of ordinary differential fields KD ⊂ (F2)D ⊂ · · · ⊂ LD. We have (Fi+1)D = Fi+1⟨u1, . . . , um⟩ = Fi(αi)⟨u1, . . . , um⟩ = Fi⟨u1, . . . , um⟩(αi) = (Fi)D(αi). Now, by Remark 3.11, if αi is an integral or the exponential of an integral or algebraic over Fi, then αi is an integral or the exponential of an integral or algebraic over (Fi)D, respectively. ■ Definition 3.14. Let G be a connected solvable linear algebraic group defined over a field C. We say that G is C-split if it has a composition series G = G1 ⊃ G2 ⊃ · · · ⊃ Gs = 1 consisting of connected C-defined closed subgroups such that Gi/Gi+1 is C-isomorphic to Ga or Gm, 1 ≤ i < s. From the results obtained in the ordinary case [7, Section 3, Theorems 17 and 18], we obtain the characterisation of real Liouvillian extensions of real partial differential fields. Theorem 3.15. Let K be a real partial differential field with real closed field of constants CK , L/K be a formally real Picard–Vessiot extension, DGal(L|K) be its differential Galois group. The following conditions are equivalent: 1. L/K is a generalised Liouvillian extension. 2. L is contained in a generalised Liouvillian extension M of K, such that the field of con- stants of M is CK and M is a formally real field. 3. The identity component of DGal(L|K) is solvable and CK-split. 12 T. Crespo, Z. Hajto and R. Mohseni Proof. Clearly (1) implies (2). By Lemma 3.13, (2) implies that LD is contained in a formally real generalised Liouvillian extension of KD, not adding constants to KD. Then by Proposi- tion 3.7 and [7, Theorem 18], we obtain (3). We assume now that the identity component G0 of G := DGal(L|K) is solvable and CK-split and let L0 = LG0 . Since [ G : G0 ] is finite, L0/K is a finite extension. By [2, Chapter V, Theorem 15.4], in G0 is triangularizable by a matrix with entries in CK . We may then assume that there exist elements v1, . . . , vr ∈ L such that L = L0⟨v1, . . . , vr⟩ and for every σ ∈ G0 we have σvj = a1jv1 + · · ·+ aj−1,jvj−1 + ajjvj , j = 1, . . . , r, (3.3) with aij constants in L(i) (depending on σ). The first equality is σv1 = a11v1 which implies σ(∂kv1/v1) = ∂kv1/v1, for all σ ∈ G0 and all k = 1, . . . ,m, hence v1 is the exponential of an integral over L0. Now dividing the equations in (3.3) for j = 2 to r by the first equation and applying ∂k, we obtain σ∂k ( vj v1 ) = a2j a11 ∂k ( v2 v1 ) + · · ·+ aj−1,j a11 ∂k ( vj−1 v1 ) + ajj a11 ∂k ( vj v1 ) , j = 2, . . . , r, for k = 1, . . . ,m. By induction hypothesis on r, we obtain that the extension L1 := L0⟨v1⟩ 〈{ ∂k ( vj v1 )} k=1,...,m;j=2,...,r 〉/ L0 is a Liouvillian extension. Now the elements vj/v1 are integral over L1 and we obtain that L/L0 is a Liouvillian extension and L/K is a generalised Liouvillian extension. ■ Remark 3.16. From Lemma 3.13, Proposition 3.7 and Theorem 3.15, we obtain that L/K is a formally real (generalised) Liouvillian extension of partial differential fields if and only if the ordinary differential field extension LD/KD is a formally real (generalised) Liouvillian extension. Example 3.17. Let K := R(t1, t2) be the field of rational functions in the variables t1, t2 over the field R of real numbers endowed with the usual derivations ∂1 := ∂/∂t1 and ∂2 := ∂/∂t2. The field of constants of K is R. We consider the differential system ∂1Y = ( 1/t1 0 0 1/t1 ) Y, ∂2Y = ( 0 1 −1 0 ) Y, (3.4) defined over K. A fundamental matrix for the system (3.4) is( t1 sin t2 −t1 cos t2 t1 cos t2 t1 sin t2 ) , hence L := K⟨t1 sin t2, t1 cos t2⟩ = K⟨sin t2, cos t2⟩ is a Picard–Vessiot extension of K for (3.4). An element σ in the Galois group DGal(L/K) is determined by σ(sin t2) and σ(cos t2). If σ(sin t2) = a sin t2 + b cos t2, then σ(cos t2) = σ(∂2(sin t2)) = ∂2(σ(sin t2)) = a cos t2 − b sin t2. Moreover (sin t2) 2+(cos t2) 2 = 1 implies (σ(sin t2)) 2+(σ(cos t2)) 2 = 1, which gives a2+b2 = 1. We obtain then DGal(L/K) ≃ SO2. We consider now the differential system ∂1Y = ( 1/t1 0 0 1/t1 ) Y, ∂2Y = ( 0 1 1 0 ) Y, (3.5) Real Liouvillian Extensions of Partial Differential Fields 13 defined over K. A fundamental matrix for the system (3.5) is( t1 sinh t2 t1 cosh t2 t1 cosh t2 t1 sinh t2 ) , hence L := K⟨t1 sinh t2, t1 cosh t2⟩ = K⟨sinh t2, cosh t2⟩ = K 〈 et2 〉 is a Picard–Vessiot extension of K for (3.5). An element σ in the Galois group DGal(L/K) is determined by σ ( et2 ) and σ ( et2 ) = cet2 , with c ∈ R \ {0}. We obtain then DGal(L/K) ≃ Gm. We note that SO2 is isomorphic to Gm over C but not over R. Considering the systems (3.4) and (3.5) as defined over the field R(t1, t2) we obtain that the Picard–Vessiot extension for (3.5) is a real Liouvillian extension whereas the Picard–Vessiot extension for (3.4) is not a real gene- ralised Liouvillian extension, since SO2 is not R-split.1 4 Comments on the integrability of real dynamical systems In this section we present the relationship between the concept of real Liouville function and the results on Liouvillian extensions of formally real differential fields treated in [7] and Sec- tion 3.3 of this paper. The solutions of differential equations which until now were abstract elements are considered in this section as real functions in real variables and we study their properties as such functions. Considering them as elements of a field of real functions, which is a formally real differential field, the results of the preceding sections apply. We comment as well on some questions related with the integrability of real dynamical systems going beyond the Liouviallinity questions. It is worth noting that real Liouville functions are a particular case of Pfaff functions which A. Khovanskii studies in his monograph [16]. However Pfaff functions may appear as solutions to non-linear differential equations and at present a Galois theory for non-linear differential equations defined over a formally real differential field has not been es- tablished. Khovanskii’s theory uses essentially the completeness of the field R of real numbers. It would be interesting to give an algebraic approach to this theory allowing to consider also real closed fields different from the field of real numbers. On the other hand, Theorem 3.15 shows that real Liouvillianity of an extension L/K of formally real differential fields is codified in the structure of the differential Galois group DGal(L/K). A condition of this type is suggested by A. Grothendieck in his proposal of an axiomatic definition of tame topology (cf. [13, p. 272]). In our approach we use differential Galois groups defined over the real closed field of constants. 4.1 Real Liouvillianity of solutions To any open and connected subset U ⊂ Rn we assign the integral domain of real analytic func- tions O(U) equipped with standard partial derivations ∂1 = ∂ ∂x1 , . . . , ∂n = ∂ ∂xn . Let M(U) denote the fraction field Fr(O(U)). We identify the elements of M(U) with the complete mero- morphic fractions, i.e., the functions ϕ : U \ {g = 0} ∋ x 7→ f(x) g(x) ∈ R, which are maximal elements with respect to inclusion. From now on, we consider only differential fields which are subfields of differential fields of the form (M(U), ∂1, . . . , ∂n). Besides, we identify the field R with the trivial differential structure with the subfield of constant functions in M(U). 1We note that Remark 3 in [11] is incorrectly translated from the Russian original. The third sentence must read: “This circle does not have a normal tower of subgroups with quotient groups isomorphic either to the additive or the multiplicative group of the field R”. 14 T. Crespo, Z. Hajto and R. Mohseni Definition 4.1. Let f : U → R be a real analytic function defined in an open and connected subset U ⊂ Rn. f is called a real Liouville function (resp. generalised real Liouville function) if it lies in some formally real Liouvillian extension (resp. generalised formally real Liouvillian extension) K ⊂ M(U) of the field R ⊂ M(U). Example 4.2. Let us consider the following dynamical system in R2. Y ′ = ( 0 1 1/x2 0 ) Y, which corresponds to the second order linear differential equation y′′− ( 1/x2 ) y = 0, defined over the differential field K := R(x), with the usual derivation d/dx. Applying Kovacic’s algorithm (see [5, Section 7.3]), we obtain that the two following real functions form a basis of the vector space of solutions y1 = x(1+ √ 5)/2, y2 = x(1− √ 5)/2. A Picard–Vessiot extension for this system overK is thenK⟨y1, y2⟩ = K⟨y1⟩, since y1y2 = x∈K. A K-differential isomorphism from K⟨y1⟩ to C(x)⟨y1⟩ sends y1 to λy1 with λ ∈ C∗. Hence the differential Galois group is the multiplicative group Gm, defined over R. Let us observe that the real Liouville functions y1 and y2 fulfill Pfaff equations of the form Y ′ = αY x , where α = 1 2 ( 1 ± √ 5 ) and therefore they can be studied by the methods of Pfaff geometry. More precisely the graphs of y1 and y2 are leaves of the foliations in R2 defined by the 1-forms ωα = αydx − xdy. Considering them in the positive half plane {x > 0} we obtain separating solutions to which Khovanskii’s theory is aplicable (cf. [16, pp. 4 and 5]). In this paper we do not enter in details of this theory but an interested reader can consult [16]. Our next example is related with real Liouville first integrals of simple gradient systems. Recently gradient systems are intensively studied in relation with the gradient conjecture and its generalisations (see [3, 4]). Example 4.3. T.H. Colding and W.P. Minicozzi II in their recent work [3] have formulated a generalised version of the famous René Thom conjecture. More precisely Conjecture 1.1 from [3] has been proved in [19], while the following conjecture [3, Conjecture 1.2], called by the authors Arnold–Thom conjecture, remains open. Let f be a real analytic function in an open set U ⊂ Rn and grad f be its gradient in the Euclidean metric. Arnold–Thom conjecture. If a gradient flow line x(t) has a limit point x0 ∈ U , then the limit of the unit tangents x′(t) |x(t)| at x0 exists. In our second example, we present a polynomial gradient system that admits Liouville first integral. Its trajectories in the neighborhood of the origin are C1 manifolds with boundary, but do not admit a C2 extension through their limit point. Thus this example shows that the above statement of Arnold–Thom conjecture is optimal. Let us consider a simple quadratic polynomial potential on R2 f(x, y) = λx2 + µy2, λ, µ ∈ R \ {0} and its gradient dynamical system dx dt = 2λx, dy dt = 2µy. (4.1) Real Liouvillian Extensions of Partial Differential Fields 15 Solving (4.1), one obtains the following real Liouvillian first integral I(x, y) = xµ yλ . It is easy to see that for λ = 2, µ = 3 and I(x, y) = 1, the level curve is an ordinary cusp. Moreover as the curvature at the origin of { (x, y) ∈ R2 : y2 = x3 } tends to infinity, a C2 prolongation of the branch curve y = x3/2 is impossible (see, e.g., [10, Theorem 5.1.6]). 4.2 Final remarks The Arnold–Thom conjecture was known at the beginning of the 90’s of last century under the name “Tangent Problem” (see [20, Section 9]). 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[24] van der Put M., Singer M.F., Galois theory of linear differential equations, Grundlehren der mathematischen Wissenschaften, Vol. 328, Springer-Verlag, Berlin, 2003. https://arxiv.org/abs/2008.12074 https://doi.org/10.1093/imrn/rnw019 https://doi.org/10.1090/mmono/088 https://doi.org/10.2307/1969111 https://doi.org/10.2307/2032594 https://doi.org/10.2307/2661354 https://arxiv.org/abs/math.AG/9906212 https://doi.org/10.1142/S0219887809004272 https://doi.org/10.1142/S0219887809004272 https://arxiv.org/abs/0912.1046 https://doi.org/10.1007/BFb0101548 https://doi.org/10.1007/BFb0071461 https://doi.org/10.1007/978-3-642-55750-7 1 Introduction 2 Preliminaries 2.1 Ordered fields, formally real fields 2.2 Valued fields, p-adic fields 2.3 Known results on Picard–Vessiot extensions 3 Galois theory for partial differential systems over formally real or formally p-adic differential fields 3.1 Picard–Vessiot extensions 3.2 Galois correspondence 3.3 Liouvillian extensions 4 Comments on the integrability of real dynamical systems 4.1 Real Liouvillianity of solutions 4.2 Final remarks References
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publisher Інститут математики НАН України
record_format dspace
spelling Crespo, Teresa
Hajto, Zbigniew
Mohseni, Rouzbeh
2026-01-02T08:31:49Z
2021
Real Liouvillian Extensions of Partial Differential Fields. Teresa Crespo, Zbigniew Hajto and Rouzbeh Mohseni. SIGMA 17 (2021), 095, 16 pages
1815-0659
2020 Mathematics Subject Classification: 12H05; 37J35; 12D15; 14P05
arXiv:2104.09548
https://nasplib.isofts.kiev.ua/handle/123456789/211432
https://doi.org/10.3842/SIGMA.2021.095
In this paper, we establish Galois theory for partial differential systems defined over formally real differential fields with a real closed field of constants and over formally -adic differential fields with a -adically closed field of constants. For an integrable partial differential system defined over such a field, we prove that there exists a formally real (resp. formally -adic) Picard-Vessiot extension. Moreover, we obtain a uniqueness result for this Picard-Vessiot extension. We give an adequate definition of the Galois differential group and obtain a Galois fundamental theorem in this setting. We apply the obtained Galois correspondence to characterise formally real Liouvillian extensions of real partial differential fields with a real closed field of constants by means of split solvable linear algebraic groups. We present some examples of real dynamical systems and indicate some possibilities for further development of algebraic methods in real dynamical systems.
We are very thankful to the anonymous referees for their valuable comments, which helped us to improve significantly the presentation of our results. R. Mohseni acknowledges the support of the Polish Ministry of Science and Higher Education. T. Crespo and Z. Hajto acknowledge support of grant PID2019-107297GB-I00 (MICINN).
en
Інститут математики НАН України
Symmetry, Integrability and Geometry: Methods and Applications
Real Liouvillian Extensions of Partial Differential Fields
Article
published earlier
spellingShingle Real Liouvillian Extensions of Partial Differential Fields
Crespo, Teresa
Hajto, Zbigniew
Mohseni, Rouzbeh
title Real Liouvillian Extensions of Partial Differential Fields
title_full Real Liouvillian Extensions of Partial Differential Fields
title_fullStr Real Liouvillian Extensions of Partial Differential Fields
title_full_unstemmed Real Liouvillian Extensions of Partial Differential Fields
title_short Real Liouvillian Extensions of Partial Differential Fields
title_sort real liouvillian extensions of partial differential fields
url https://nasplib.isofts.kiev.ua/handle/123456789/211432
work_keys_str_mv AT crespoteresa realliouvillianextensionsofpartialdifferentialfields
AT hajtozbigniew realliouvillianextensionsofpartialdifferentialfields
AT mohsenirouzbeh realliouvillianextensionsofpartialdifferentialfields