First integrals and Darboux polynomials of homogeneous linear differential systems
Let \(L\) be a differential field and \(S_1\) a system of linear differential equations over \(L\) of order \(n\), which defines a Picard-Vessiot extension of \(L\). It is shown in the paper that if there exists a first integral of \(S_1\), then there exists a system \(S_2\) of linear differential equations over \(L\) of order \(m\) with exponential solution over \(L\). Thus the problem of finding the first integrals of \(S_1\) may be reduced to the problem of finding the solutions in \(L\) of some Riccati equation associated with the system \(S_2\). If \(m\) is known, then the transition from \(S_1\) to \(S_2\) is algorithmic, but extremely difficult, as usually \(m\gg n\). We note that any tie put on the solutions of some system of differential equations \(S\) that defines a strongly normal extension is equivalent to the solvability of a certain system of differential equations \(\widetilde S\) in the definition field, and one may compute the coefficients of \(\widetilde S\) from the coefficients of \(S\) [for details see \textit{N. V. Grigorenko}, Mat. Zametki 23, 425-434 (1978; Zbl 0387.12011)]. For the entire collection see [Zbl 0847.00060].
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