A classification of first order differential equations

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Abstract: Let k be a differential field of characteristic zero with an algebraically closed field of constants. In this article, we provide a classification of first order differential equations over k and study the algebraic dependence of solutions of a given first order differential equation. Our results generalize parts of the work of Noordman et al. (MR4378074) and complements the work of Freitag et al. (MR4506775).


Let \(k\) be a differential field of characteristic zero having an algebraically closed field of constants \(C\) and \(E=E_{n}\supset\cdots\supset E_{0}=k\) be a tower of strongly normal extensions. In the paper the autors study transcendence degree 1 differential subfields of \(E.\) Based on this study, they ``obtain a classification of first order differential equations \(f(y,y')=0\) over \(k\) into the following types: (I) (algebraic type) All solutions of \(f(y,y')=0\) are algebraic over \(k\) or equivalently, \(k(f)\) with the induced derivation has a constant not algebraic over \(k\). (II) (Riccati type) There are a nonalgebraic solution of \(f(y,y')=0\), a finite algebraic extension \(\tilde k\) of \(k\) and an element \(t\in \tilde k(f)\) such that \(\tilde k(f)\) is a finite algebraic extension of \(\tilde k(t)\) and that \(t\) is a solution of a Riccati differential equation: \(t'=a_{2}t^{2}+a_{1}t+a_{0}\) , with \(a_{0},a_{1},a_{2}\in \tilde k\), not all zero. (III) (Weierstrass type) There are a nonalgebraic solution of \(f(y,y')=0\), a finite algebraic extension \(\tilde k\) of \(k\) and an element \(t\in \tilde k(f)\) such that \(\tilde k(f)\) is a finite algebraic extension of \(\tilde k(t,t')\) and that \(t\) is a solution of a Weierstrass differential equation: (\(t')^{2}=\alpha_{2}(4t^{3}-g_{2}t-g_{3}),g_{2},g_{3}\in C,\alpha_2\in \tilde k\textrm{ and }27g_{3}^{2}-g_{2}^{3}=0.\) (IV) (general type) The differential equation \(f(y,y')=0\) is not of the above types. Unfortunately, the general type is too extensive, for example, the equation of Abel \(y'=y^{3}-y^{2}\) belongs to it. However, as the next theorem shows, quite a lot of interesting cases are not among them. \textbf{Theorem}. Let \(k\) be a differential field with an algebraically closed field of constants \(C\) and \(f(y,y')=0\) be a differential equation over \(k\). Suppose that \(f(y,y')=0\) has a nonalgebraic solution in an iterated strongly normal extension \(E\) of \(k\) or equivalently, the differential field \(k(f)\) can be embedded in an iterated strongly normal extension \(E\) of \(k\). Then the following statements hold. (i) The differential equation \(f(y,y')=0\) is of either Riccati or Weierstrass type. (ii) If \(k=C\) and \(f(y,y')=0\) is of Riccati type then there is an element \(t\in C(f)\) such that either \(t=1\) or \(t=ct\) for some nonzero \(c\in C\). (iii) If \(E\) is a strongly normal extension of \(k\) and \(f(y,y')=0\) is of Riccati type (respectively, Weierstrass type) then the finite algebraic extension \(\tilde k\) and the element \(t\in \tilde k(f)\), as in the definition of a Riccati type (respectively, Weierstrass type), can be chosen so that \(\tilde k(f)=\tilde k(t)\) (respectively, \(\tilde k(f)=\tilde k(t,t')\)).











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