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MEMOIRS of the American Mathematical Society Number 998 Valuations and Differential Galois Groups Guillaume Duval July 2011 • Volume 212 • Number 998 (third of 4 numbers) • ISSN 0065-9266 American Mathematical Society Number 998 Valuations and Differential Galois Groups Guillaume Duval July2011 • Volume212 • Number998(thirdof4numbers) • ISSN0065-9266 Library of Congress Cataloging-in-Publication Data Duval,Guillaume,1971- ValuationsanddifferentialGaloisgroups/GuillaumeDuval. p.cm. —(MemoirsoftheAmericanMathematicalSociety,ISSN0065-9266;no. 998) “Volume212,number998(thirdof4numbers).” Includesbibliographicalreferences. ISBN978-0-8218-4906-4(alk. paper) 1.Differentialequations,Linear. 2.Differentialalgebraicgroups. 3.Galoistheory. I.Title. QA372.5.D88 2011 512(cid:2).32—dc22 2011016003 Memoirs of the American Mathematical Society Thisjournalisdevotedentirelytoresearchinpureandappliedmathematics. Publisher Item Identifier. The Publisher Item Identifier (PII) appears as a footnote on theAbstractpageofeacharticle. Thisalphanumericstringofcharactersuniquelyidentifieseach articleandcanbeusedforfuturecataloguing,searching,andelectronicretrieval. Subscription information. Beginning with the January 2010 issue, Memoirs is accessi- ble from www.ams.org/journals. The 2011 subscription begins with volume 209 and consists of six mailings, each containing one or more numbers. Subscription prices are as follows: for pa- per delivery, US$741 list, US$592.80 institutional member; for electronic delivery, US$667 list, US$533.60institutional member. Uponrequest, subscribers topaper delivery ofthis journalare also entitled to receive electronic delivery. If ordering the paper version, subscribers outside the United States and India must pay a postage surcharge of US$69; subscribers in India must pay apostagesurchargeofUS$95. ExpediteddeliverytodestinationsinNorthAmericaUS$58;else- whereUS$167. Subscriptionrenewalsaresubjecttolatefees. Seewww.ams.org/help-faqformore journalsubscriptioninformation. Eachnumbermaybeorderedseparately;pleasespecifynumber whenorderinganindividualnumber. Back number information. Forbackissuesseewww.ams.org/bookstore. Subscriptions and orders should be addressed to the American Mathematical Society, P.O. Box 845904, Boston, MA 02284-5904USA. All orders must be accompanied by payment. Other correspondenceshouldbeaddressedto201CharlesStreet,Providence,RI02904-2294USA. Copying and reprinting. Individual readers of this publication, and nonprofit libraries actingforthem,arepermittedtomakefairuseofthematerial,suchastocopyachapterforuse in teaching or research. Permission is granted to quote brief passages from this publication in reviews,providedthecustomaryacknowledgmentofthesourceisgiven. Republication,systematiccopying,ormultiplereproductionofanymaterialinthispublication is permitted only under license from the American Mathematical Society. Requests for such permissionshouldbeaddressedtotheAcquisitionsDepartment,AmericanMathematicalSociety, 201 Charles Street, Providence, Rhode Island 02904-2294 USA. Requests can also be made by [email protected]. MemoirsoftheAmericanMathematicalSociety(ISSN0065-9266)ispublishedbimonthly(each volume consisting usually of more than one number) by the American Mathematical Society at 201CharlesStreet,Providence,RI02904-2294USA.PeriodicalspostagepaidatProvidence,RI. Postmaster: Send address changes to Memoirs, American Mathematical Society, 201 Charles Street,Providence,RI02904-2294USA. (cid:2)c 2010bytheAmericanMathematicalSociety. Allrightsreserved. Copyrightofindividualarticlesmayreverttothepublicdomain28years afterpublication. ContacttheAMSforcopyrightstatusofindividualarticles. (cid:2) (cid:2) (cid:2) ThispublicationisindexedinScienceCitation IndexR,SciSearchR,ResearchAlertR, (cid:2) (cid:2) CompuMath Citation IndexR,Current ContentsR/Physical,Chemical& Earth Sciences. PrintedintheUnitedStatesofAmerica. (cid:2)∞ Thepaperusedinthisbookisacid-freeandfallswithintheguidelines establishedtoensurepermanenceanddurability. VisittheAMShomepageathttp://www.ams.org/ 10987654321 161514131211 Alam´emoiredemonp`ere,leDocteurFrancisDuval,artisan,chirurgienetpatriote Europ´een. Contents Chapter 1. Introduction 1 Chapter 2. Invariant valuations and solutions of l.d.e. 7 Chapter 3. Examples and use of invariant valuations 17 Chapter 4. Continuity of derivations, geometry and examples 23 Chapter 5. Continuity and field extensions 37 Chapter 6. Invariant valuations and singularities of l.d.e. 49 Chapter 7. Existence and geometry of invariant valuations 55 Bibliography 67 v Abstract In this paper, valuation theory is used to analyse infinitesimal behaviour of solutionsoflineardifferentialequations. ForanyPicard-Vessiotextension(F/K,∂) with differential Galois group G, we look at the valuations of F which are left invariant by G. The main reason for this is the following: if a given invariant valuationν measures infinitesimal behaviour of functions belonging toF, then two conjugateelementsofF willsharethesameinfinitesimal behaviourwithrespectto ν. The article is divided into seven sections as follows. In section 1, we give a brief accountonPicard-Vessiottheoryandvaluationtheory. Insection2,weexplorethe links between invariant valuations and solutions of linear differential equations. To thisrespect,Corollary2isakindofRiemann-Rochpropertywhichstatesthatsome solutionsoflinear differential equationsmust havepolesatinvariant valuations. In section 3, we give examples of invariant valuations. We also use the above theory to give a new proof of a result due to Drach and Kolchin about elliptic functions (Theorem 26). In section 4, we analyse the properties of valuations which are describing the analyticshape of functions. The notionof continuity of a derivation w.r.t. a valuation, plays a central role. This is justified geometrically thanks to the theory of vector fields in Corollary 38. In section 5, the permanence of the continuity by field extensions is proved for algebraic extensions (Theorem 3), and for invariant valuations of Liouvillian extensions (Theorem 4). In Theorem 5 of section 6, we show that in general, invariant analytic valuations are related to singularities of linear differential equations. In section 7, we prove the existence of invariant valuations (Theorem 6) for Picard-Vessiot extensions with connected differential Galois group. ReceivedbytheeditorOctober24,2007and,inrevisedform,April2,2009. ArticleelectronicallypublishedonDecember3,2010;S0065-9266(2010)00606-9. 2010 MathematicsSubjectClassification. Primary34M15;Secondary12J20. Key wordsand phrases. DifferentialGaloistheory,valuations,Hardyfields. Author address at time of publication: 1 Chemin du Chateau, 76 430 Les Trois Pierres, Franceemail: [email protected]. (cid:2)c2010 American Mathematical Society vii CHAPTER 1 Introduction ThepresentworkliesatthejunctionofDifferentialGaloistheoryandValuation theory. Its mainspring consists in analysing the infinitesimal behaviour of deriva- tions in abstract differential algebra, with the help of the theory of Valuations. Before exploring this idea, let’s briefly recall the two concerned theories. 1.1. Differential Galois theory. By an ordinary differential field extension of characteristic zero (F/K,∂), we mean a field extension of characteristic zero, where ∂ is a derivation of F whose restriction to K is a derivation of K. Denote by C =Ker∂ and C =Ker∂| the subfields of constants; When C =C =C F K K F K is algebraically closed, we say that (F/K,∂) is without new constants. Throughout this paper, (F/K,∂) will denote an ordinary differential exten- sion of characteristic zero without new constants. Its differential Galois group, Gal (F/K) is the group of K-automorphisms of F commuting with the derivation ∂ ∂, i.e. Gal (F/K):={σ ∈Aut(F/K)|σ◦∂ =∂◦σ}. ∂ This group is analogous to the classical Galois group in the sense that it permutes the solutions of any given polynomial differential equation with coefficients in K. We will say that an element z ∈ F is holonomic over K and will denote by T(F/K) the set of all of them, if and only if there is a monic linear differential equation, (in short l.d.e.) L∈K[∂] which annihilates z, i.e. L(z)=0 where L=∂n+an−1∂n−1+···+a1∂+a0 ∈K[∂]. The set T(F/K) is a K-algebra and a G=Gal (F/K)-module, see Proposition 15 ∂ below. Let (F/K,∂) and L ∈ K[∂] as above. Thanks to the theory of Wronskian determinants, one can prove that the set Sol (L = 0) of solutions of L = 0 be- F longing to F, is a C-vector space of dimension bounded by n = ord(L). When dim(Sol (L=0))=n and F is differentially generated by this set of solutions, we F saythat(F/K,∂)isaPicard-Vessiot extension. InthiscaseG=Gal (F/K)is ∂ alinearalgebraicgroupoverC. Proposition15belowgatherssomeclassicalresults and references about this theory. AcharacterisationofconjugatedelementsunderthedifferentialGaloisgroupis thefollowing: Letf andf betwoelementsbelongingtoaPicard-Vessiotextension 1 2 F/K. They are conjugated (i.e there exists σ ∈Gal (F/K) such that σ(f )=f ), ∂ 1 2 ifftheyarealgebraically equivalent,thatis: foranypolynomialdifferentialequation P =0 with coefficients in K P(f )=0⇔P(f )=0. 1 2 1

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