Liouvillian first integrals of differential equations: A Galoisian approach

Abstract

Using differential Galois theory---specifically, Magid's theory of the complete Picard-Vessiot closure---we show that a system of first-order differential equations in $n$ variables admits a Liouvillian first integral if and only if it admits a first integral in a Liouvillian Picard-Vessiot extension, if and only if it admits a first integral in its Picard-Vessiot ring. Consequently, a system with a Liouvillian first integral admits one in a differential field obtained from the field of rational functions by first taking a finite algebraic extension, then adjoining an exponential of an integral, and then an integral. This yields a new proof of Singer's theorem on Liouvillian first integrals of autonomous planar systems (Trans.\ Amer.\ Math.\ Soc.\ 333, 1992) and of its recent extension to autonomous systems in $n$ variables by Aziz et al. (arXiv:2512.15522). Our results hold over any differential field of characteristic zero with an algebraically closed field of constants; in particular, they apply to non-autonomous systems. Finally, we exhibit a system that admits a first integral in a non-Liouvillian Picard-Vessiot extension but none in its Picard-Vessiot ring and thus establishing that the Liouvillian hypothesis cannot be dropped.