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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.

We develop a theory to connect the following three areas: (a) the mean field equations on flat tori, (b) the classical Lame equations and (c) modular forms. A major theme in part I is a classification of developing maps f attached to solutions of the mean field equation according to the types of transformation laws (or monodromy) with respect to the period lattice satisfied by f.

We construct a conformally invariant random family of closed curves in the plane by welding of random homeomorphisms of the unit circle. The homeomorphism is constructed using the exponential of$βX$, where X is the restriction of the 2-dimensional free field on the circle and the parameter$β$is in the “high temperature” regime $$ \beta < \sqrt {2} $$ . The welding problem is solved by studying a non-uniformly elliptic Beltrami equation with a random complex dilatation. For the existence a method of Lehto is used. This requires sharp probabilistic estimates to control conformal moduli of annuli and they are proven by decomposing the free field as a sum of independent fixed scale fields and controlling the correlations of the complex dilatation restricted to dyadic cells of various scales. For the uniqueness we invoke a result by Jones and Smirnov on conformal removability of Hölder curves. Our curves are closely related to SLE($ϰ$) for$ϰ$<4.