Professional Documents
Culture Documents
Contents
§1. Basic (Ordinary) DiÆerential Algebra
§2. DiÆerential Ring Extensions with No New Constants
§3. Extending Derivations
§4. Logarithmic DiÆerentiation
§5. Integration in Finite Terms
References
1
Throughout the notes “ring” means “commutative ring with (multiplicative) iden-
tity”. 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.
2
into morphisms of the category.
When (R, ±R ) is a diÆerential ring and r 2 R one often refers to the evaluation
±R r as “diÆerentiating r”. When r, s 2 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 diÆerential ring. More generally,
when R[x] is theP polynomialPalgebra over R in a single indeterminate x the
mapping d/dx : j rj x 7! j jrj xj°1 is a derivation on R[x], and thereby
j
endows R[x] with the structure of a diÆerential ring. This is the usual derivation
on R[x].
(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 diÆerential 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 2 K 7! k p 2 K
is an isomorphism, and as a result any k 2 K has the form k = `p for some
` 2 K. By (1.2) we then have k 0 = (`p ) 0 = p`p°1 ` 0 = 0, and the assertion
follows.
The usual derivation on the polynomial ring R[x] is certainly familiar from ele-
mentary 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 2 K[x] be a polynomial, and let
Æ 2 K be a root of p. Then we can write
p(x) = (x ° Æ)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.
3
where q 2 K[x] is relatively prime to x ° Æ 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
4
Proposition 1.9 : Suppose K is a field, x is a single indeterminate over K, and
p(x) 2 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 Ppolynomial p(x) satisfies p 0 (x) = 0 if and only if
n j
p(x) has the form p(x) = j=0 kj x , where p|j whenever 0 6= kj 2 K.
P P
Proof : We have p(x) = nj=0 kj xj and p 0 (x) = nj=0 jkj xj°1 , 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 2 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 p specific example let t be an indeterminate over Z/2Z, let K =
(Z/2Z)(t) and let t 2 K a be a root of p(x) = x2 ° t 2 K[x]. (K a is used to denote
an algebraic closure of K.) The polynomial is irreducible (otherwise t is easily seen
algebraic over Z/2Z),
to be p p but p (by straightforward verification)
p
a
p factors in K [x] as
2 2
(x °
p t ) (because ° t = t and x ° t = (x + t )(x ° t )). The extension
K( t ) æ K is therefore not separable. (For generalizations of this example see [Ste,
p. 84].)
Suppose R is
• a diÆerential ring with derivation ±R ,
• a subring of a diÆerential ring S with derivation ±S , and
• ±S |R = ±R ;
then R is a diÆerential subring of S, S æ R is a diÆerential 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 :
(i) ` 0 2 K[`].
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
P assumed familiar to readers
P ). If P` is transcendental over K and p(`) =
j 0 0 j°1 0
k
j j ` 2 K[`] then (p(`)) = k
j j j ` + ( j jkj ` )` 2 K[`].
q.e.d.
5
For a proof see, e.g., [Hun, Chapter V, §1, Theorem 1.6, p. 234].
6
2. DiÆerential Ring Extensions with No New
Constants
In this section S æ R is an extension of diÆerential rings with derivations denoted,
in both cases, by ± and r 7! r 0 .
Note that SC æ RC .
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 2 R admits a primitive t 2 R as well as a primitive s 2 S\R
the element s ° t 2 S\R is a constant, thereby contradicting (a).
(b) ) (a) : When (a) fails there is a constant s 2 S\R, i.e., a primitive for 0 2 R.
Since 0 2 R is also a primitive for 0 this contradicts (b).
The equivalence of (b) and (c) is clear.
q.e.d.
Examples 2.2 :
(b) Let U Ω C be any non-empty open set, pick z0 2 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 æ K as an extension of diÆerential fields. It is a no new
constant extension since LC = KC ' C.
7
(c) For an example of a diÆerential field extension in which the no new constant
condition fails consider L æ R[x], where R[x] is the ring of (real-valued) poly-
nomial functions on R and L is any field of complex-valued diÆerentiable
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 2 L\R[x] we conclude that LC ' C
is a proper extension of R[x]C .
Proof :
(a) Let b := ` 0 2 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 2 K[t], where n > 1, 0 ∑ m < n,
and cm 6= 0. (cm = 0 would imply ` = 0, resulting in the contradiction ` 2 K.)
DiÆerentiating
`n + cm `m + · · · + c0 = 0
then gives
0 m
(i) bn`n°1 + cm ` + bcm `m°1 + · · · + c00 = 0 .
8
0 0
• n ° 1 = m and bn + cm = 0. Since bn + cm = (`n + cm ) 0 and `n + cm 2 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
kn0 `n + (kn°1
0
+ nbkn )`n°1 + · · · + k00 = 0 .
0
If kn 2 KC and the final assertion fails then 0 = kn°1 + nbkn = (kn°1 + nkn `) 0 ,
forcing kn°1 + nkn ` 2 KC Ω K. However, in view of the characteristic 0 assumption
this would imply ` 2 K, contradicting (a).
q.e.d.
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).
Proof :
(a) Apply Proposition 2.3(a) to the no new constant diÆerential field extension
K æ KC .
(b) From (k p ) 0 = pk p°1 k 0 = 0 one sees that k p 2 KC for any k 2 K\KC . The
element k is therefore a zero of xp ° k p 2 KC [x].
q.e.d.
9
Proposition 2.6 : Suppose L æ K is a no new constant diÆerential extension of
fields of characteristic 0 and ` 2 L\K satisfies ` 0 /` 2 K. Then:
(a) ` is algebraic over K if and only if `n 2 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 2 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 /` 2 K and note from the no new constant hypothesis that
b 6= 0.
(a) Assuming ` is algebraic over K let tn + km tm + · · · + k0 2 K[t] be the corre-
sponding irreducible polynomial, where n > 1 and 0 ∑ m < n. If all kj vanish then
` = 0, resulting in the contradiction ` 2 K, and we may therefore assume km 6= 0.
DiÆerentiating
(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 polyno-
mial 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
10
If 0 = kn0 + bnkn then (kn `n ) 0 = (kn0 + bkn )`n = 0, and we would therefore have
kn `n 2 KC 2 K. This gives `n 2 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` ) = (k 0 + bnk)`n = k +bnk
n 0
k
· k`n that (p(`)) 0 is a multiple of p(`).
Conversely, suppose (p(`)) 0 = q(`)p(`). Then then equality of the degrees of p(`)
and (p(`)) 0 implies k := q(`) 2 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
Corollary 2.7 : For any non zero rational function g(x) 2 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 æ K is an extension of fields.
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
12
For the remainder of the section ± : k 2 K 7! k 0 2 L is a derivation.
and that
P i°1
P j
P i+j°1
( k iai ` )( j bj ` ) = ij iai bj `
P P k°1
= k( i∑k iai bk°i )` .
As a consequence we have
P P P P
( i ai `i )( j jbj `j°1 ) + ( k iai `i°1 )( j bj `j )
P P P P P P
= k k( i∑k ai bk°i )`k°1 ° k ( i∑k iai bk°i )`k°1 + k ( i∑k iai bk°i )`k°1
P P
= k k( i∑k ai bk°i )`k°1 ,
13
which is more conveniently expressed as
( P P k°1
k k( i∑k ai bk°i )`
(ii) P P P P
= ( i ai `i )( j jbj `j°1 ) + ( k iai `i°1 )( j bj `j ) .
P Pk 0 k
P Pk k°1
= k( i=0 (ai bk°i ) )` + m k k( i=0 (ai bk°i ))`
P Pk 0 0 k
= k( i=0 (ai bk°i + ai bk°i ))`
P i P P P
+ ( i ai ` )( j jbj `j°1 m) + ( k iai `i°1 m)( j bj `j ) (by (ii))
P Pk 0 k
P Pk 0 k
= k( i=0 (ai bk°i ))` + k( i=0 (ai bk°i ))`
P i P P P
+ ( i ai ` )( j jbj `j°1 m) + ( k iai `i°1 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 `j°1 m) + ( k iai `i°1 m)( j bj `j )
P P P
= ( i ai `i )( j bj0 `j + m j jbj `j°1 )
P P P
+ ( i ai0 `i + m i iai `i°1 )( j bj `j )
= ab 0 + a 0 b ,
and the claim is thereby established.
In summary, when ` 2 L\K is transcendental over K any derivation
from K into L extends to a derivation of K(`) into L. Moreover, for
any m 2 L there is such an extension satisfying ` 0 = m.
14
CASE II: ` is separable algebraic6 over K.
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
° m 0 j
j=0 kj `
(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 2 L.
To verify that an extension does exist for each derivation k 2 K 7!
k 0 2 LPit proves convenient to define
P D̂q(t) 2 K[t], for any polynomial
q(t) = j aj ty 2 K[t], by D̂q(t) = j aj0 tj 2 K[t]. Notice this enables us
to write (ii) as
°D̂p(`)
(iii) `0 = .
p 0 (`)
15
Now note from (i) that we can find a polynomial s(t) 2 K[t] such
that
°D̂p(`)
(iv) s(`) = 2 K[`] ;
p 0 (`)
16
of Ď and the ring homomorphism properties of ¥ we see that for any
q(`), r(`) 2 K[`] we have
D(q(`)r(`)) = ¥(Ď(q(t)r(t)))
= ¥( q(t)Ďr(t) + Ďq(t)r(t) )
= ¥(q(t))¥(Ďr(t)) + ¥(Ďq(t))¥(r(t))
= q(`)Dr(`) + Dq(`)r(`) ,
17
4. Logarithmic DiÆerentiation
In this section L æ K is an extension of diÆerential fields.
Here we isolate two technical results needed for the proof of Liouville’s Theorem.
For any element t 2 L one refers to the element t 0 /t 2 L as the logarithmic
derivative of t. Using induction and the Leibniz rule one sees that for any nonzero
t1 , . . . , tn 2 L and any (not necessarily positive) integers m1 , . . . , mn one has the
logarithmic derivative identity
m
(¶nj=1 tj j ) 0 Pn t0
(4.1) n mj = j=1 mj tjj .
¶j=1 tj
What one cannot conclude is that for all 1 ∑ j ∑ m one has (qj (`)) 0 2 K[`]. For
that one needs additional hypotheses.
When conditions (a)-(c) hold we say that equality (i) is normalized 8 .
n
Proof : Each qj (`) can be written in the form kj ¶i=1 j
(qji (`))nji , where kj 2 K,
qji (`) 2 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 (q (`)) 0 0
“like terms,” e.g., write ci (qqii(`))
(`)
+ cj qjj (`) as (ci + cj ) (qqii(`))
(`)
when qi (`) = qj (`).
q.e.d.
8
This terminology is not standard, but proves convenient.
18
Proposition 4.3 : Assume L = K(`), where ` is transcendental over K and
` 0 2 K[`]. Suppose Æ 2 K, and that p(`) is a monic irreducible polynomial such
that (p(`)) 0 2 K[`] is not divisible by p(`). Then in any normalized equality
Pm (qj (`)) 0
(i) Æ= j=1 cj qj (`) + (r(`)) 0 .
Proof : We first note, from ` 0 2 K[`] and Proposition 1.13, that K[`] æ K is a
diÆerential ring extension.
Suppose p(`) 2 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 Æ 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 ° ¢
°d 0 (`)·(p(`)) 0 (`)) 0
f (`)
(p(`)) d = f (`)(p(`)) = °d·f
(p(`))d+1
+ (f
(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 °d·f (p(`))d+1
must be canceled by a term in the partial fraction expansion of
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 diÆerential 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 diÆerential field. An element ` 2 K is a logarithm of an element
k 2 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
20
Theorem 5.2 (Liouville) : Let K be a diÆerential field of characteristic 0 and let
Æ 2 K. Then Æ has a primitive within an elementary no new constant diÆerential
field extension of K if and only if there are constants c1 , . . . , cm 2 KC and elements
Ø1 , . . . , Øm , ∞ 2 K such that Øj 6= 0 for j = 1, . . . , m and
Pm Øj0
(i) Æ= j=1 cj Øj +∞0.
æi ± ± = ± ± æi , i = 1, . . . , s.
Recall that in this case11 K(`) = K[`]. For any q(`) 2 K[`] we obviously have
11
See Footnote 5.
21
æi (q(`)) = q(`i ), and from the displayed formula of the previous paragraph we see
that æi ((q(`)) 0 ) = (q(`i )) 0 2 K[`] holds as well, i = 1, . . . , s.
Choose polynomials q1 , . . . , qn , r 2 K[x] such that
By construction each of the products and sums on the right-hand-side of this equality
is fixed by each æi , and as a result must belong K (the usual symmetric polynomial
argument). This last expression for Æ 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(`) 2 K(`) such that Øj = qj (`)
and ∞ = r(`), and thereby write
Pn (qj (`)) 0
(ii) Æ= 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 2 K.
In this case we see from ` 0 = `k 0 2 K[`], Proposition 1.13 and Example 1.12(b)
that K(`) æ K is a diÆerential field extension.
As in Case (b) let p(`) 2 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 2
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(`) 2 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
Æ = c1 `` + nj=2 cj qjj + r 0 = nj=2 cj qjj + (c1 k + r) 0 ,
which achieves the required form.
≥P ¥0
m
( When (i) holds we have Æ = j=1 cj ln Øj + ∞ .
q.e.d.
23
Corollary 5.3 (Liouville) : Suppose E Ω K = E(eg ) is a no new constant dif-
ferential extension of fields of characteristic 0 obtained by adjoining the exponential
of an element g 2 E. Suppose in addition that eg is transcendental over E and let
f 2 E be arbitrary. Then f eg 2 K has a primitive within some elementary no new
constant diÆerential field extension of K if and only if there is an element a 2 E
such that
(i) f = a 0 + ag 0 .
Proof : By Corollaries 2.4 and 5.3 the given function has an elementary primitive if
and only if there is a function a 2 R(x) such that 1 = a 0 + 2ax.
24
There is no such function. To see this assume a = p/q 2 R(x) satisfies this
0 0p
equation, where w.l.o.g. p, q 2 R[x] are relatively prime. Then from 1 = qp q°q
2 +
0
2 · px
q
) q ° 2px ° p 0 = ° °qq p we see that q|q 0 p. Now choose s, t 2 R[x] such that
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 :
25
References
[Hun] T.W. Hungerford, Algebra, GTM 73, Springer-Verlag, New York, 1974.
[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