Differential Galois theory has played important roles in the the- ory of integrability of linear differential equation. In this paper we will extend the theory to nonlinear case and study the integrability of the first order non- linear differential equation. We will define for the differential equation the differential Galois group, will study the structure of the group, and will prove the equivalent between the existence of the Liouvillian first integral and the solvability of the corresponding differential Galois group.

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The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this and another such characterization and develop a variety of consequences. In particular, we characterize generating functions for moments of convex and concave probability distribution functions on $[0,1]$, and we provide a simple analytic proof that for any real $p,r>0$, the Fuss-Catalan or Raney numbers $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,\tau]$ if and only if $p\ge1$ and $p\ge r$.

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We prove a structure theorem for any n-rectifiable set E⊂Rn+1,n≥1, satisfying a weak version of the lower ADR condition, and having locally finite Hn (n-dimensional Hausdorff) measure. Namely, that Hn-almost all of E can be covered by a countable union of boundaries of bounded Lipschitz domains contained in Rn+1∖E. As a consequence, for harmonic measure in the complement of such a set E, we establish a non-degeneracy condition which amounts to saying that Hn|E is “absolutely continuous” with respect to harmonic measure in the sense that any Borel subset of E with strictly positive Hn measure has strictly positive harmonic measure in some connected component of Rn+1∖E. We also provide some counterexamples showing that our result for harmonic measure is optimal. Moreover, we show that if, in addition, a set E as above is the boundary of a connected domain Ω⊂Rn+1 which satisfies an infinitesimal interior thickness condition, then Hn|∂Ω is absolutely continuous (in the usual sense) with respect to harmonic measure for Ω. Local versions of these results are also proved: if just some piece of the boundary is n-rectifiable then we get the corresponding absolute continuity on that piece. As a consequence of this and recent results in “Rectifiability of harmonic measure” [Geom. Funct. Anal. 26 (2016), 703–728], we can decompose the boundary of any open connected set satisfying the previous conditions in two disjoint pieces: one that is n-rectifiable where Hausdorff measure is absolutely continuous with respect to harmonic measure and another purely n-unrectifiable piece having vanishing harmonic measure.