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Initial value problems of Cauchy-Kovalevskaya type can be solved not only in spaces of holomorphic or generalized analytic functions but also in more genereal associated spaces provided the associated space is defined by a partial differential equation whose solutions permit an interior estimate. The present paper is aimed at solving initial value problems with initial functions which can be decomposed in components belonging to a family of associated spaces. The main result is a decomposition theorem obtained in two versions: The first version uses families of scales of Banach spaces (with respect to the spacelike variables), while the second one applies the contraction-mapping principle to a Banach space of functions defined in a conical domain and depending on both the time and the spacelike variables.

1. Statement of the problem.

Initial value p r o b l e m s o f type

dt ~u,

(*) The authors thank Prof. G. FICHERA for some hints improving the final version of the paper.

420 (2)

R rmERSI~ . w. r~rscH= u(0) = u0

can be solved in a scale of Banach spaces B,, 0 < s < So, provided the (linear) operator ~ has suitable properties in the given scale (cf., for instance, [13], [12] or [14]). If the abstract operator equation (1) originates from a partial differential equation, in many cases the operator ,9" acts in a so-called associated space defined by a related diffential equation ~'u----0, i.e. the operator ~" transforms the associated space into itself where the spaces Bs can be defined as the set of all solutions of fCu --- 0 in a family of subdomains D,, exhausting the domain D in which the initial function u0 is given. In many cases the associated space is not uniquely determined by the differential operator ~ , i.e. there exist various so-called co-associated spaces defined by (3) (qvu = 0

with different associated diffential operators ~v. The present paper investigates initial value problems with initial functions not belonging to a single associated space but permitting decompositions into components being elements of a family of co-associated spaces.

2. A

general approximation theorem.

In order to introduce necessary symbols regard, first, the usual case of a linear operator ~" acting in a fixedly chosen scale of Banach spaces Bs, 0 < s < So equipped with the norm I1" IIs. The basic assumption on , 9 is the condition


I I ~ u - ~'vll,' ~ - - I l u
S --


- o11,

that has to be satisfied for any s, s' with 0 < s' < s < So. Suppose, further, that the initial function u0 can be estimated by (5) K lieu011, ~ - - .
S 0 -S




Then the successive approximations u (k) as usually defined by u (k+l) = uo + satisfy the inequality


d r 9~ u ( k ) ( r )


Ilu(k+l)(t)- u((k)(t)ll, _< ~

Provided t is restricted to the interval

Cet )k+l.
$0 -- S


0 < t < q - -

So - - S


where q is any number with 0 < q < 1, then it can be easily seen from (6) that the limit function u, exists in B, and can be estimated by




u,(t)lls _<


Ce 1 - q

Replace now the scale B~ by a family of scales B}v), v = 1, 2 ..... where s runs again in 0 < s < so. Suppose the conditions (4) and (5) are satisfied in each of the given scales where the constants C and K are to be replaced by C, and K~ resp. Provided the scales B}") are injected into a scale B, and finite linear combinations of elements belonging to spaces B}v) with the same s are dense in B,, then the following theorem holds: THEOREM 1. Suppose the given operator Jr acts in the subscales B}v) but not in the whole scale Bs itself Then for every choice of an initial element Uo in Bs and for every 6 > 0 there exists an element rio in B, with

Iluo - ~7oll~ < e such that the initial value problem (1) with the initial function fi0 instead of uo is solvable by a solution fi,(t) existing in an interval of type (7).



Proof Since the operator ~" acts in the subscales, the initial value problem (1), (2) is solvable in these subscales B (v). Suppose the initial element t~0 is a linear combination of elements u0v of finitely many B~~). Denote the minimum and the maximum of the corresponding finitely many C~ by Cmi. and Cma x resp. Restricting the variable t to the interval


0 < t < q


Cma x e

it follows, especially, that also the estimate (7) with C~ instead of C is satisfied. Therefore, the corresponding solution u,~ of the initial value problem with the initial function u0~ exists in the interval (9) and in view of (8) its k 'h approximation can be estimated by
Kv qk+l

Ilu~)(/) -- u,~lls _<

Cmin 1 - q

This implies, finally, that the error of the k `h approximation can be estimated

3. A general decomposition theorem.

Suppose the element Uo belonging to the scale Bs can be represented by a series of the form (10) u0 = ~ Uov

where the u0~ belong to B~~). Since the convergence of the series (10) does not imply the convergence of


in general, the series (11)




is not convergent for all cases. Analogously, the constants Cv are not bounded from above (without any loss of generality we may assume, however, that the Cv have a positive infimum because every C~ can be replaced by a larger one). In order to be in a position to decompose the initial function into a infinite series, we assume that the following conditions are satisfied: 9 The series (11) is convergent 9 The constants C~ can be included in positive bounds, i.e. there exist constants C, and C** such that 0 < C, < C~ < C** for every v. Now we restrict t to the interval SO -- 5 0<t<q C**e where q is again between 0 und 1. Then the estimate (6) applied to the vth component yields
[[U~k+l)(t) (k) If <_

K~ qk+l

Taking into consideration this estimate and the convergence of the series (11) as well, the major rearrangement theorem shows that the norms of the elements of the following infinite matrix converge for any arrangement of its elements: (U01 U(1 l) __ U01
(1) u 2 -- u02

U(12)__ U~l)
(2 (1) u2 ) -- u 2




In view of the convergence of the norms the elements themselves converge, too. That way the following theorem has been proved: THEOREM 2. The initial value problem (1) with the initial

UO ~ Z UOu


R. ~m~s~r~K . w. ~a.~'scar~

can be solved by splitting up the initial function into the given family of subscales provided the series (11) converges, the C~ are bounded and the infimum o f the Cv is positive.

4. A second version of the decomposition theorem.

Let B denote some kind of (normed) function space such as an Le-space or a space of H/51der-continuous functions. Regard a (bounded) domain D in R n and an exhaustion of D by subdomains Ds, 0 < s < So, having the following properties: 9 For any pair s , s ' with 0 < s ' < s < s 0 the distance o f Ds,, from the boundary of the larger domain Ds can be estimated by (12) dist(Ds,, OD~) > Co(S - s') with a constant Co not depending on s and s'. 9 To every point x e D (with X~Xo where Xo is fixedly chosen in D) there exists a uniquely determined s(x) such that x belongs to the boundary of D~t~). Denote the function space B with respect to the domain D~ by Bs. Denote, further, the norm in Bs by I1" I1~. Finally, define the following conical set M in the (t, x)-space: (13) M = {(t,x) 9 x E D, 0 < t < O/(So - s(x))}

where S(Xo) = 0 and 0 will be fixed later. Obviously, the intersection of the plane t = i with M is Dz, if g is defined by (14) i" = O(So - g).

Next consider (real-, complex- or vector-valued) functions u = u ( t , x ) defined in M such that u(t',x) belongs to /~i where i" and ~ are connected by (14). Introduce the pseudo- distance d(t, x) = so - s(x) t 11



measuring the distance of (t,x) Define the functional


from the lateral surface of M.


Ilu(t, ~)11. = sup Ilu(t, x)ll,(x)d~

where cr is a fixedly chosen positive number. Define, finally, the space B . ( M ) constisting of all functions u = u ( t , x ) for which Ilu(t,x)ll. is finite. In compact subsets of M in which
d(t,x) > 6 >0

the s-norm of u(t, x) (for fixed t) can be estimated by the *-norm. Taking into consideration the completeness of Bs one can show, therefore, that B. is complete, too. Now we are going to return to an associated pair ~', fr of differential operators where the coefficients of the (first order) operator ~" may depend on t. Let B~ be the set of all elements u = u ( t , x ) of B. being a solution of the differential equation fqu = 0 for fixed t. Suppose an interior estimate is true for the derivatives of the solutions of the differential equation fqu = 0, i.e. in a subdomain having the positive distance O from the boundary the norm of the first order derivatives and, consequently, the norm of ,~'u, too, can be estimated by


II ulID' _< --IlulID


where C does not depend on u and O (cf. also [7]; interior estimates for generalized analytic functions one can find in [14], while the case of generalized analytic vectors is investigated in [4]; the paper [5], finally, contains interior estimates for general elliptic equations und systems as well). Under the above assumption we are going to investigate the behaviour of the operator ~" in the conical domain M. Take any point (t, x ) e M, i.e.
d ( t , x ) = so - s ( x ) t > O.


1 r - --d(t, ~r+l


426 and

R. ~ S I ~

- W. "n.rrscH~

= s ( x ) + r.

Since one has

d(t,x) < so - s ( x )

one has
1 <_ s ( x ) + ~ ( S o


- s(x)) -

or --s(x)+




$0 < $0.

Choose Y with s ( . ~ ) = g, i.e..~ e a D i , and

d ( t , 5c) = d ( t , x ) - r.

Consequently, one obtains the estimate (16) Ilu(t, ~)11~ -< Ilu(t, ~)11,
d ~ (t, .~)

Ilu(t, ~)ll,
(d(t, x - r) ~

Note that in view of (12) the distance of x from the boundary of D~ is equal to
0 = Co(~ - s ( x ) )

at least. Hence the ball centred at x with radius 0 is contained in Di and, therefore, the interior estimate (15) yields C I[.~'u(/, ~)[[s(~) _< - - I l u ( t , ~)lli. p Taking into account the estimate (16) and the definitions of #, s, and r as well, the last estimate leads to or+l( II~u(t,~)lls(~) _< C ~

1)" 1+

d , ~ + l ( t , x ) Ilu(t,~)ll,.

This estimate is true, of course, for every r with 0 < r < t and therefore one gets (17)


" Jru(r, x)dr


< 11__C co


+' Ilu(t,x)ll,



because the norm on the left-hand side is defined as sup



# ' u (r,


da(t, x)

and because

(in the special case of the Euclidian distance in the complex plane this estimate is used in the paper [16], while for a scale distance in the complex plane such an estimate can he found in [14]). Now suppose the expression
IIu0 IIs<x)(so - s ( x ) ) ~



d ~+l(r, x) < a d ~(t, x)

is bounded for a given initial function u0. Then u0 can be interpreted as element of Be,(M) not depending on t. The inequality (17) implies, firstly, that the following statement is true: LEMMA 1. The operator (18)

U(t, x) = Uo(X) +


~'u(r, x)dr

transforms B~, (M) into itself

Secondly, applying the estimate (17) to ~ u - # ' v (where ~ is supposed to be linear), one sees that the operator (18) is contractive in case 17 is small enough. That way the following statement has been proved: THEOREM 3. In conical domains M with with a sufficiently small height 0 the initial value problem (1), (2) can be solved by the contraction mapping principle provided an interior estimate is true for ~r. Now assume that #" is associated to a family of (co-associated) operators fr Then introduce the spaces B,e" (M). Denote the constant




- w. rtrrscH~

C in (15) by C~ in the case of solutions of the differential equation

fC~u = 0.

Suppose, moreover, that a given initial function can be decomposed into the series (10) where f~vu = 0. In view of Theorem 3 the initial value problem with the initial function u~ is solvable in a conical domain whose height depends on C~ (cf. (17)). Obviously, Theorem 3 implies the following statement:

THEOREM 4. Suppose the initial function uo can be represented by a series in solutions of co-associated differential equations ~,u = O. Suppose the constants Cv occuring in the interior estimate (15) of the solutions of those differential equations are uniformly bounded. Then the initial value problem is solvable in a conical domain of type ( 1 3 ) f o r which the quantity 0 characterizing its height can be estimated by O<

e o'+1



Again, if the Cv are not bounded one can find an arbitrarily good approximation u0, of a given initial function u0 such that the initial value problem with the initial function u0, is solvable in a conical domain of type (13).

5. Examples.
EXAMPLE 1. First we regard an example in which an (ill-posed) initial value problem with an arbitrary continuous initial function can be solved approximately. Regard an operator of type (19) ~ u = Cluz + C2u~ + C3(uz) + C4(u~) + Au + B~ and z. Then all

where the desired function u depends on t Bauer-Peschl operators

ffvu = Uz~ +

v(v + 1)
(1 + z~) 2



with arbitrary v = 1, 2... are associated to ~" provided the Cj have the form

Cl = ao + alz + a2z 2, C2 = a2 - alz + aoz "2,

C3 = bo + bl?: + b2z '2, Ca = b2 - blz + b0z '2 where A, B, ao, al, a2, bo, bl, b2 are arbitrary (continuous) functions depending on t (cf. [6]). We are going to solve an initial value problem of type (1), (2) where ~" is given by (19) and the initial function Uo is continuous. Since an arbitrary complex-valued function uo continuous in the closure of a bounded domain in the complex plane can be approximated uniformly by linear combinations of solutions of Bauer-Peschl differential equations of the above type (see, for instance, [2]), i.e., one can find a linear combination rio of solutions of finitely many Bauer-Peschl equations such that IlUo - if011 < e with respect to the supremum norm. The factor v(v + 1) of u in the Bauer-Peschl equation implies that the corresponding constants C~ are not bounded for all v = 1, 2 ..... In the case of finitely many Bauer-Peschl equations, however, the corresponding finitely many C~ are bounded and, therefore, the corresponding solutions exist in a common conical domain of type (13), i.e., the initial value problem with the initial funcion ~0 is solvable in that conical domain. Next we estimate the distance of two approximate solutions. Note that the following estimate is always applicable if only the constructed approximate solution is a fixed-point of an operator of type (18) (or it is the sum of finitely many fixed points; in case the operator (18) can be used for constructing the exact solution of an initial value problem (and not an approximate one) the following estimate shows the well-posedness of the initial value problem under consideration). Regard two fixed points t~(t,x) and ~(t,x) where tT(t,x) belongs to the initial values tT0(x), whereas t~(t,x) is the approximate solution with the initial values t~0(x). Therefore, one has ti(t, x) = uo(x) + "0 ~


(3, x)d~





and an analogous equation for ~(t, x). Take into consideration that an initial function with a finite norm has a finite ,-norm, too. Provided the operator (18) is contractive with the factor q, 0 < q < 1, one obtains II~i(t, x) - ~(t, x)ll, < II~i0(x) - ~0(x)ll,+ +q. II~(t, x) - ~(t, x)ll,,

i.e. the distance of the two approximate solutions ~i(t, x) and ~(t, x) can be estimated by I1~(/, x) - t~(t, x)ll, <


II~0(x) - ~0(x)ll,.

EXAMPLE 2. Suppose ~ is the (linear) Cauchy-Riemann operator (20)

Ow C(t, z)--z-- + A(t, z)w oz

where the coefficients A ( t , z ) and C ( t , z ) are continuous in t and holomorphic in z. Then for every constant 0 and for every non-negative integer k the differential operators Ow ffw - -O~


are associated to ~ (cf. [9]). Suppose now that the closure of a given domain D ist contained in the open disk with radius In 2 centred at z = 0. Then every complex-valued function continuous in b can be approximated uniformly by linear combinations of functions defined by

zl exp ( "Z'n ~ \nm/ with 0 < / z < m (see [8]). Moreover, these functions are solutions of the differential equation ~ w = 0 with a=n-#




andk =n-


i.e. the coefficients are uniformly bounded. Consequently, the corresponding constants C are uniformly bounded, too (since the differential equation ~'w = 0 does not contain ff~ every solution can



be represented as product of a holomorphic function and a factor nowhere vanishing and not depending on the special choice of the solution; thus the uniform boundedness of the constants C is true also by using the supremum norm). Summarizing these arguments, it has been seen that the above initial value problem is solvable for initial functions being continuous, only. Notice that the solution constructed above is not a solution of one of the differential equations f~w = 0 (for fixed t), but it can be approximated uniformly by solutions on finitely many differential equations of that type (where the first order derivatives converge locally uniformly). If the operator ~ defined by (20) contains the additional term D(t, z) (such operators occur in the H. Lewy example, see [11] or [10]), then a (~ of the above type is associated only if D(t, z) satisfies the differential equation

OD a~ = o~kD.
Initial value problems with operators ,.~ of type (20) can also be solved in the spaces H~ of polyanalytic functions having the form
(21) r ~

where ~ is an arbitrary holomorphic function (concerning polyanalytic functions see [1]). Since ~" transforms H~ into itself one can solve initial value problems with initial functions of type (21). On the other hand, the constant C describing the action of ~" does not depend on v because ~" does not change the form (21) of a function under consideration. Uniformly approximating an arbitrary continuous complex-valued function by functions of type (21) (this is possible in view of the Weierstrass-Stone approximation theorem), it follows again that continuous initial functions are permissible in this case. Another approach to solving initial value problems for the classical Cauchy-Riemann operator in the case of continuous initial functions starts from the uniform approximation of the given initial function by polynomials in x and y. Such polynomials can be extended to polynomials in two complex variables zl and zz to




which the classical Cauchy-Kovalevskaya theorem is applicable. However, the solutions does not exist in a common domain, in general, because one has not a uniform estimate for the complex extensions. The above approaches (using co-associated differential operators or spaces of polyanalytic functions) ensure the existence of the solutions in a common conical domain. EXAMPLE 3. Suppose ~" is an operator of type
~w = Ow Oz + A w + B~o

with p i e c e w i s e constant coefficients. Then all operators ~' with

Ow f~w -- -(~ + i 9 ~ A ) w - B(o

where Z is an arbitrary real number are associated to ,~'. All these operators fr are associated to ~" (cf. [14]). Now take any bounded sequence of real numbers ~.~, v = 1, 2 ..... e.g., regard any sequence containing all rational numbers between - 1 and +1. Denote the operator ~' with ~. = ~.~ with fr Then the corresponding constants C~ are bounded. Suppose a given complex-valued function wo c a n be represented by the series
I13 0 ~==~


where the Wo~ are solutions of the associated differential equation (~w = 0 and the series converges with respect to the Ht~lder norm (with a fixed H61der exponent) or with repect to the L p - n o r m (with p > 2). Then the derivatives converge, too (because the H-operator is a bounded operator, cf. [15]), and, consequently, the above decomposition theorem yields the solvability of the initial value problem with the initial function w0. An analogous result is true for operators acting in more general spaces of generalized analytic functions because associated differential operators are uniquely determined up to the real part of the coefficient of w only (for details see [14]). The same situation occurs for initial value problems with generalized analytic vectors as initial elements (concerning the foundations of the theory of



generalized analytic vectors cf. [3], while initial value problems with generalized analytic initial vectors are investigated in [4]).

REFERENCES [1] Balk M.B., Polyanalytic functions. Berlin 1991. [2] Bauer K. W., Uber eine der Differentialgleichung (14-z~,)2 wz~ +n (n + 1)w = 0 zugeordnete Funktionentheorie. Bonner Mathematische Schriften, vol. 23, 1965. [3] Bojarski B., Theory of generalized analytic vectors. Ann. Polon. Math., vol. 17, 281-320, 1966 (in Russian). [4] Crodel A., Si~tze vom Cauchy-Kowalewskaja-Typ fiir partielle komplexe Differentialgleichungssysteme in Klassen verallgemeinerter analytischer Vektoren. Thesis (Dissertation A), Halle University, 1986. [5] Douglis A., Nirenberg L., Interior estimates for elliptic systems of partial differential equations. Comm. pure appl. Math., vol. VIII, 503-538, 1955. [6] Heersink R., Tutschke W., Solution o f initial value ploblems of Cauchy-Kowalewskaja type satisfying a partial second order differential equation of prescribed type. Grazer Mathematische Berichte Nr. 312, 1991. [7] Heersink R., Tutschke W., Solution of initial value problems in associated spaces. Lecture Notes 681/18 of the "Second Workshop on Functional Analytic Methods in Complex Analysis and Applications to Partial Differential Equations", International Centre for Theoretical Physics Trieste, 25-29 January 1993. [8] Heersink R., Tutschke W., On the approximation of continuous compled-valued functions using generalized analytic functions, Fourn Math. Sciences (U. N. Singl Memorial Volume, Part. I), 28 (1994), 47-63. [9] Heersink R., Tutschke W., On associated and co-associated complex differential operators, Zeitschr. Anal. Anwend (in print). [10] John E, Partial differential equations. 4th ed. New York/Heidelberg/Berlin 1982. [11] Lewy H., An example of a smooth linear partial differential equation without solution. Ann. of Math., vol. 66 (1957), 155-158. [12] Nirenberg L., Topics in nonlinear Functional Analysis. New York 1974. Russian transl.: Moscow t977. [13] Treves E, Basic linear differential operators. New York / San Franzisco / London, 1975.






[14] Tutschke W., Solution of initial value problems in classes of generalized analytic functions. Teubner Leipzig and Springer-Verlag 1989. [15] Vekua I.N., Generalized analytic functions. 2nd edit. Moscow 1988 (in Russian; Engl. transl. Reading 1962, German transl. Berlin 1963). [16] Walter W., An elementary proof of the Cauchy-Kowalevsky theorem. Amer. Math. Monthly, vol.92 (1985), 115-125.
Pervenuto il 3 dicembre 1993.

Rudolf Heersink Technical University Graz Department of Mathematics Steyrergasse 30/3 A-8010 Graz (Austria) Wolfgang Tutschke at present: Technical University Graz Department of Mathematics Steyrergasse 30/3 A-8010 Graz (Austria)