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N.M. Tri

ON THE GEVREY ANALYTICITY OF SOLUTIONS OF

SEMILINEAR

PERTURBATIONS OF POWERS OF THE MIZOHATA

OPERATOR

Abstract. We consider the Gevrey hypoellipticity of nonlinear equations with mul-tiple characteristics, consisting of powers of the Mizohata operator and a Gevrey analytic nonlinear perturbation. The main theorem states that under some con-ditions on the perturbation every Hs solution (with s ≥ s0) of the equation is a Gevrey function. To prove the result we do not use the technique of cut-off functions, instead we have to control the behavior of the solutions through a fun-damental solution. We combine some ideas of Grushin and Friedman.

1. Introduction

Since a Hilbert’s conjecture the analyticity of solutions of partial differential equations has at-tracted considerable interest of specialists. The conjecture stated that every solution of an an-alytic nonlinear elliptic equation is anan-alytic (see [1]). This conjecture caused considerable re-search by several authors. In 1904 Bernstein solved the problem for second order nonlinear elliptic equations in two variables [2]. For equations with an arbitrary number of variables the problem was established by Hopf [3], Giraud [4]. For a general elliptic system it was proved by Petrowskii [5], Morrey [6], and Friedman [7]. The last author also obtained results on the Gevrey analyticity of solutions. At present the results on the analyticity and Gevrey analyticity of solutions of linear partial differential equations have gone beyond the frame of the elliptic theory. A linear partial differential equation is called Gevrey hypoelliptic if every its solution is Gevrey analytic (in this context we can assume a solution in a very large space such as the space of distributions), provided the data is Gevrey analytic. Recently the class of linear Gevrey hypoelliptic equations with multiple characteristics has drawn much interest of mathematicians (see [8], and therein references). In this paper we consider the Gevrey analyticity of solutions in the Sobolev spaces of the nonlinear equation with multiple characteristics:

M_2khu+ϕ x1,x2,u, . . . ,

∂l1+l2_u ∂l1

x1∂

l2

x2

!

l1+l2≤(h−1)

=0,

where u = u(x1,x2), M2k = _∂∂_x₁ +i x2k₁ _∂∂_x₂, the Mizohata operator inR2. The Gevrey hy-poellipticity for the equation was obtained in [9] in the linear case. We will prove a theorem for a so-called Grushin type perturbationϕ(see the notations in §2 below). The analyticity of

∗_{Dedicated to my mother on her sixtieth birthday.}

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C∞solutions was considered in [10]. The paper is organized as follows. In §2 we introduce notations used in the paper and state some auxiliary lemmas. In §3 we state the main theorem and prove a theorem on C∞regularity of the solutions. In §4 we establish the Gevrey analyticity of the solutions.

2. Some notations and lemmas

First let us define the function

F_2kh(x1,x2,y1,y2)= 1 2π(h−1)!

(x1−y1)h−1 x₁2k+1−y2k₁+1

2k+1 +i(x2−y2)

.

For j=1, . . . ,h−1 we have (see [11])

M_2kj F_2kh = 1 2π(h− j−1)!

(x₁−y₁)h−j−1

x₁2k+1−y₁2k+1

2k+1 +i(x2−y2)

and M_2kh F_2kh =δ(x−y) ,

where x=(x₁,x₂), y=(y₁,y₂)andδ(·)is the Dirac function. We will denote bya bounded domain inR2with piece-wise smooth boundary. We now state a lemma on the representation formula. Its proof can be found in [10].

LEMMA4.1. Assume that u∈Ch()¯ then we have

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u(x)= Z

(−1)hF_2kh(x,y)M_2khu(y)d y₁d y₂

+ Z

∂

 

h_X−1

j=0

(−1)jM_2kj u M_2kh−j−1F_2kh(x,y)



(n1+i y12kn2)ds.

For reason of convenience we shall use the following Heaviside function

θ (z)=

1 if z≥0,

0 if z<0.

We then have the following formula_dtdmm(zn)=n. . . (n−m+1)θ (n−m+1)zn−m.

We will use∂₁α,∂₂β,γ∂α,β,∂1yα ,∂

β

2yandγ∂ y

α,βinstead of ∂

α

∂x₁α,

∂β ∂x₂β, x

γ

1 ∂ α+β

∂x₁α∂x₂β,

∂α ∂y₁α,

∂β ∂y₂β and

yγ₁ ∂α+β

∂yα

1∂y

β

2

, respectively. Throughout the paper we use the following notation

n!=

n! if n≥1,

1 if n≤0, and C

n₌ Cn if n≥1, 1 if n≤0.

Furthermore all constants Ciwhich appear in the paper are taken such that they are greater than 1. Put h(2k+1)=r₀. For any integer r≥0 letŴrdenote the set of pair of multi-indices(α, β) such thatŴr =Ŵr1∪Ŵr2where

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For a pair(α, β)we denote by(α, β)∗ the minimum of r such that (α, β) ∈ Ŵr. For any nonnegative integer t we define the following sieves

4t = {(α, β, γ ):α+β≤t,2kt≥γ≥α+(2k+1)β−t},

40_t = {(α, β, γ ):(α, β, γ )∈4t, γ =α+(2k+1)β−t}.

Later on we will use the following properties of4t:

4tcontains a finite number of elements (less than 2k(t+1)3elements). If(α, β, γ )∈4t,β≥1,γ ≥1, then(α, β−1, γ−1)∈4t−1.

For every(α, β, γ )∈ 4t,(α0, β0, γ0)∈4t0 we can expressγ∂α,β(γ0∂α0,β0)as a linear

combination of_γ′∂_α′_,β′, where(α′, β′, γ′)∈4_t+t0.

For every (α, β, γ ) ∈ 4t, (α1, β1) ∈ Ŵr and a nonnegative integer m we can rewrite

γ−m∂α+α1−m,β+β1 asγ−m∂α2,β2(∂1α3∂

β3

2 )where(α2, β2, γ−m)∈4tand(α3, β3)∈Ŵr−m (see [12]).

For any nonnegative integer r let us define the norm

|u, |r = max

(α1,β1)∈Ŵr

∂α1

1 ∂

β1

2 u,

+ max (α₁,β₁)∈Ŵr

α1≥1,β1≥1

max x∈ ¯

∂₁h

∂α1

1 ∂

β1

2 u(x),

where|w, | =P_{(α,β,γ )}_∈₄

h−1maxx∈ ¯|γ∂α,βw(x)|.

For any nonnegative integer l letHl_loc()denote the space of all u such that for any compact K inwe haveP_{(α,β,γ )}_∈₄_lkγ∂α,βukL2₍_K₎<∞. We note the following properties ofHl_loc():

H_locl ()⊂Hl_loc()where H_locl ()stands for the standard Sobolev spaces.

H4kloc+2()⊂Hloc2 ()⊂C().

If u∈Hl_loc()and(α, β, γ )∈4t, t≤l thenγ∂α,βu∈Hl_loc−t().

The following lemma is due to Grushin (see [12])

LEMMA4.2. Assume that u∈D′()and M_2khu∈Hl_loc()then u∈Hl_loc+h().

Next we define a space generalizing the space of analytic functions (see for example [7]). Let Ln and Ln¯ be two sequences of positive numbers, satisfying the monotonicity condition

i n

LiLn−i ≤ ALn(i = 1,2. . .; n = 1,2. . .), where A is a positive constant. A function F(x, v), defined for x = (x1,x2)and forv = (v1, . . . , vµ)in aµ-dimensional open set E ,

is said to belong to the class C{Ln−a;| ¯Ln−a;E}(a is an integer) if and only if F(x, v)is infinitely differentiable and to every pair of compact subsets0⊂and E0⊂E there corre-spond constants A1and A2such that for x∈0andv∈E0

∂j+kF(x, v) ∂xj1

1∂x j2

2 ∂v k1

1 . . . ∂v kµ

µ

≤A1A

j+k

2 Lj−aL¯k−a

j1+ j2= j, X

ki =k; j,k=0,1,2. . .

.

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LEMMA4.3. There exists a constant C1such that if g(z)is a positive monotone decreasing function, defined in the interval 0≤z≤1 and satisfying

g(z)≤ 1

812kg z 1−

6k n

!! + C

zn−r0−1 (n≥r0+2,C>0) ,

then g(z) <CC1/zn−r0−1.

3. The main theorem

We will consider the following problem

(2) M_2khu+ϕ(x1,x2,u, . . . ,γ∂α,βu)(α,β,γ )∈4h−1=0 in .

We now state our main

THEOREM4.1. Let s≥4k2+6k+h+1. Assume that u is aHs_loc()solution of the equation (2) andϕ ∈C{L_n₋_a₋₂;|L_n₋_a₋₂;E}for every a ∈ [0,r₀]. Then u ∈ C{L_n₋_r₀₋₂;}. In particular, ifϕis a s-Gevrey function then so is u.

The proof of this theorem consists of Theorem 4.2 and Theorem 4.3.

THEOREM4.2. Let s ≥ 4k2+6k+h+1. Assume that u is aHsloc()solution of the equation (2) andϕ∈C∞. Then u is a C∞()function.

Proof. Note that M_2kh is elliptic onR2, except the line(x1,x2)= (0,x2). Therefore from the elliptic theory we have already u∈C∞(∩R2\(0,x2)).

LEMMA4.4. Let s ≥ 4k2+6k+h+1. Assume that u ∈ _Hs_loc()andϕ ∈ C∞then

ϕ(x1,x2,u, . . . ,γ∂α,βu)(α,β,γ )∈4h−1 ∈H

s−h+1 loc ().

Proof. It is sufficient to prove thatγ1∂α1,β1ϕ(x1,x2,u, . . . ,γ∂α,βu)∈ L

2

loc()for every(α1,

β1, γ1)∈4s−h+1. Let us denote(u, . . . ,γ∂α,βu)(α,β,γ )∈4h−1by(w1, w2, . . . , wµ)withµ≤

2kh3. Since s ≥ 4k2+6k+h+1 it follows thatw1, . . . , wµ ∈ C(). It is easy to verify that∂₁α1∂β1

2 ϕ(x1,x2,u, . . . ,γ∂α,βu)is a linear combination with positive coefficients of terms of the form

(3) ∂

k_ϕ

∂xk1

1 ∂x k2

2 ∂w k3

1 . . . ∂w kµ+2 µ

µ

Y

j=1 Y

(α1,j,β1,j)

∂₁α1,j∂₂β1,jwj

ζ (α1,j,β1,j)

,

where k=k₁+k₂+ · · · +k_µ+2≤α1+β1;ζ (α1,j, β1,j)may be a multivalued function of

α1,j, β1,j;α1,j, β1,jmay be a multivalued function of j , and

X

j

α1,j·ζ (α1,j, β1,j) ≤ α1,

X

j

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Hence xγ1₁ ∂α1

1 ∂

β1

2 ϕ(x1,x2,u, . . . ,γ∂α,βu)is a linear combination with positive coefficients of

terms of the form

∂kϕ

∂xk1

1 ∂x k2

2 ∂w k3

1 . . . ∂w kµ+2 µ

xγ1

1

µ

Y

j=1 Y

(α1,j,β1,j)

ζ (α1,j,β1,j)

.

Therefore the theorem is proved if we can show this general terms are in L2_loc(). If all

ζ (α1,j, β1,j)vanish then it is immediate that∂kϕ/∂x1k1∂x k2

2 ∂w k3

1 . . . ∂w kµ+2

µ ∈ C, sinceϕ ∈

C∞,w1, . . . , wµ ∈C(). Then we can assume that there exists at least one ofζ (α1,j, β1,j) that differs from 0. Choose j₀such that there existsα₁_,_j₀, β₁_,_j₀withζ (α₁_,_j₀, β₁_,_j₀)≥1 and

α1,j0+(2k+1)β1,j0 = _j₌max₁_,...,µ

ζ (α₁_,_j,β₁_,_j)≥1

α1,j+(2k+1)β1,j.

Consider the following possibilities

I)ζ (α1,j0, β1,j0)≥2. We then haveα1,j+β1,j ≤l−(h−1)−(4k+2). Indeed, if j 6= j0

andα1,j+β1,j >l−(h−1)−(4k+2)thenα1,j0+β1,j0 ≥2k. Therefore

l−(h−1)−(4k+2) < α1,j+β1,j≤α1,j+(2k+1)β1,j

≤α₁_,_j₀+(2k+1)β₁_,_j₀ ≤(2k+1)(α₁_,_j₀+β₁_,_j₀)

≤2k(2k+1) .

Thus l< (2k+2)(2k+1)+(h−1), a contradiction.

If j= j₀andα1,j0+β1,j0 >l−(h−1)−(4k+2)then we have

l−(h−1)≥α1+β1≥2(α1,j0+β1,j0) >2(l−(h−1)−(4k+2)) .

Therefore l< (h+1)+4(2k+1), a contradiction. Next define

γ (α1,j, β1,j)=max{0, α1,j+(2k+1)β1,j+(h−1)+(4k+2)−l}.

We claim thatγ (α₁_,_j, β₁_,_j)≤2k(l−(h−1)−(4k+2)). Indeed, if j6= j₀andγ (α₁_,_j, β₁_,_j) >

2k(l−(h−1)−(4k+2))then

(2k+1)(l−(h−1)) ≥ α1+(2k+1)β1

≥ (α1,j+2α1,j0)+(2k+1)(β1,j0+2β1,j0)

> 3(2k+1)(l−(h−1)−(4k+2)) .

Thus l< (h−1)+3(2k+1), a contradiction.

If j= j0andγ (α1,j0, β1,j0) >2k(l−(h−1)−(4k+2))then it follows that

(2k+1)(l−(h−1))≥α1+(2k+1)β1≥2(α1,j0+(2k+1)β1,j0)

>2(2k+1)(l−(h−1)−(4k+2)) .

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From all above arguments we deduce that(α1,j, β1,j, γ (α1,j, β1,j))∈4l−(h−1)−(4k+2). Next

we claim thatPγ (α1,j, β1,j)ζ (α1,j, β1,j)≤γ1. Indeed, ifPγ (α1,j, β1,j)ζ (α1,j, β1,j) >

γ1then we deduce that

α1+(2k+1)β1−2(l−(h−1)−(4k+2))≥ X

γ (α1,j, β1,j)ζ (α1,j, β1,j) > γ1

≥α1+(2k+1)β1−(l−(h−1)) .

Therefore l< (h−1)+4(2k+1), a contradiction. Now we have

xγ1

1

µ

Y

j=1 Y

(α1,j,β1,j)

ζ (α1,j,β1,j)

=x₁γ1

µ

Y

j=1 Y

(α1,j,β1,j)

x₁γ (α1,j,β1,j)∂₁α1,j∂₂β1,jwj

ζ (α1,j,β1,j)

∈C()

since x₁γ (α1,j,β1,j)∂₁α1,j∂₂β1,jwj ∈H4k_loc+2()⊂C().

II)ζ (α1,j0, β1,j0)=1 andζ (α1,j, β1,j)=0 for j6= j0. We have

x₁γ1

µ

Y

j=1 Y

(α1,j,β1,j)

ζ (α1,j,β1,j)

=xγ1₁ ∂₁α1,j0∂₂β1,j0wj0 ∈L

2 loc() .

III)ζ (α₁_,_j₀, β₁_,_j₀)=1 and there exists j₁6=j₀such thatζ (α₁_,_j₁, β₁_,_j₁)6=0. Define

¯

γ (α1,j0, β1,j0)=max{0, α1,j0+(2k+1)β1,j0+(h−1)−l}.

As in part I) we can prove(α1,j, β1,j, γ (α1,j, β1,j)) ∈ 4l−(h−1)−(4k+2) for j 6= j0 and

(α₁_,_j₀, β₁_,_j₀,γ (α¯ ₁_,_j₀, β₁_,_j₀))∈ 4_l₋₍_h₋₁₎. Therefore xγ (α₁ 1,j,β1,j)∂₁α1,j∂₂β1,jw_j ∈ H4k_loc+2()

⊂C()for j6= j0and x ¯

γ (α1,_j0,β1,_j0)

1 ∂

α1,_j0 1 ∂

β1,_j0 2 wj0∈L

2

loc(). We also have P

j6=j0γ (α1,j, β₁_,_j)ζ (α₁_,_j, β₁_,_j)+ ¯γ (α₁_,_j₀, β₁_,_j₀)≤γ₁as in part I). Now the desired result follows from the decomposition of the general terms.

(continuing the proof of Theorem 4.2) u∈ H_locl (), l≥4k2+6k+h+1H⇒u∈Hl_loc(),

l≥4k2+6k+h+1H⇒ϕ(x1,x2,u, . . . ,γ∂α,βu)∈Hl_loc−h+1()(by Lemma 4.4). Therefore

by Lemma 4.2 we deduce that u ∈Hl_loc+1(). Repeat the argument again and again we finally arrive at u∈Hl_loc+t()for every positive t , i.e.

u∈ ∩lHlloc()=C∞() .

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4. Gevrey analyticity of the solutions

PROPOSITION4.1. Assume that

ϕ(x1,x2,u, . . . ,γ∂α,βu)(α,β,γ )∈4h−1∈C{Ln−a−2;|Ln−a−2;E}

for every a∈[0,r0]. Then there exist constantsHe0,He1,C2,C3such that for every H0≥ He0, H₁≥He₁, H₁≥C₂H2r0+3

0 if

|u, |q≤ H0H( q−r0−2)

1 Lq−r0−2, 0≤q≤N+1, r0+2≤N

then

max x∈ ¯

∂₁α1∂₂β1ϕ(x1,x2,u, . . . ,γ∂α,βu)

≤C3H0H₁N−r0−1LN−r0−1

for every(α₁, β₁)∈Ŵ_N+1.

Proof. ∂α1

1 ∂

β1

2 ϕ(x1,x2,u, . . . ,γ∂α,βu)as in Lemma 4.4 is a linear combination with positive

coefficients of terms of the form

∂kϕ

∂xk1

1 ∂x k2

2 ∂w k3

1 . . . ∂w kµ+2 µ

µ

Y

j=1 Y

(α1,j,β1,j)

ζ (α1,j,β1,j)

.

Substitutingwjby one of the termsγ∂α,βu with(α, β, γ )∈4h−1we obtain

∂₁α1,j∂₂β1,j(γ∂α,βu)= α1,j

X

m=0

m

α1,j

γ· · ·(γ−m+1)θ (γ−m+1)(γ−m)∂α+α1,j−m,β+β1,ju.

We can decompose(γ−m)∂α+α1,j−m,β+β1,ju into(γ−m)∂α2,β2

∂₁α3∂β3

2 u

with(α2, β2, γ − m)∈4h−1and(α3, β3)∈Ŵ(α1,j,β1,j)∗−m. Put S = N+1−α1−β1. Define R =r0−S.

It is easy to see that R is a nonnegative integer and less than r0. Sinceα1,j ≤ α1we deduce that(α1,j, β1,j)∈Ŵ(α1,j+β1,j+S). Using the monotonicity condition on Lnand the inductive

assumption we have

m

α₁_,_j

γ· · ·(γ−m+1)θ (γ−m+1)(γ−m)∂α+α1,j−m,β+β1,ju

≤

m

α1,j

γ· · ·(γ−m+1)θ (γ−m+1)H0H

α1,j+β1,j−m−R−2

1 Lα1,j+β1,j−m−R−2

≤C4H0H

α1,j+β1,j−m−R−2

1 Lα1,j+β1,j−R−2.

Therefore we deduce that

∂₁α1,j∂₂β1,j(γ∂α,βu)

≤

α1,j

X

m=0

m

α1,j

γ· · ·(γ−m+1)θ (γ−m+1)_(γ₋_m₎∂α+α1,j−m,β+β1,ju

≤C5H0H

α1,j+β1,j−R−2

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and the general terms can be estimated by

µ

Y

j=1 C5H0H

α1,j+β1,j−R−2

1 Lα1,j+β1,j−R−2.

Sinceϕ∈C{Ln−a;|Ln−a;E}, there exist constants C6,C7such that

∂kϕ

∂xq1

1 ∂x q2

2 ∂w r1

1 . . . ∂w rµ

µ

≤C6C

q−R

7 Lq−R−2C7rLr−R−2 (q=q1+q2,r =r1+ · · · +rµ) .

Now we take X(ξ, v)=X₁(v)·X₂(ξ )where

X₁(v)=C₆ p X

i=0

C₈iL_i−R−2vi

i ! , X2(ξ )= p X

i=0

C₇i−RLi−R−2ξi

i ! .

and

v(ξ )=C5H0 p X

i=1

H₁i−R−2Li−R−2ξi

i ! .

By comparing terms of the form (3) with the corresponding terms in_dd_ξppX(ξ, v)it follows that

∂α1

1 ∂

β1

2 ϕ(x1,x2,u, . . . ,γ∂α,βu)

x=x0

≤ d p

dξpX(ξ, v)

ξ=0

.

Next we introduce the following notation: v(ξ ) ≪ h(ξ )if and only ifv(j)(0) ≤ h(j)(0)for 1≤ j≤ p. It is not difficult to check that there exists a constant C9(independent of p) such that

v2(ξ )≪(C₅H₀)2C₉ p X

i=2

H₁i−R−3Li−R−3ξi

(i−1)! .

And by induction we have

vj(ξ )≪(C₅H₀)jC₉j−1 p X

i=j

H₁i−j−R−1Li−j−R−1ξ i

(i−j+1)! .

Next, it is easy to verify that X1(0) = 0, d Xd1(ξ )ξ

ξ=0 ≤ C5C6C8H0, and djX2(ξ )

dξj

ξ=0 = C₇j−RLj−R−2.

We now compute djX1(ξ )

dξj

ξ=0 when 2 ≤ j ≤ p. If 2 ≤ j ≤ 2R + 4 we can al-ways choose a constant C10 such that d

j_X

1(ξ )

dξj

ξ=0 ≤ C10H0H j−R−2

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If j≥2R+5, we have

(4)

djX1(ξ ) dξj

ξ=0 ≤C₆



 R_X+2

i=1

Ci₈(C5H0)iC₉i−1H₁j−i−R−1Lj−i−R−1j ! i !(j−i+1)!

+ j−_XR−2

i=R+3

C₈i(C5H0)iCi₉−1H₁j−i−R−1Li−R−2Lj−i−R−1j ! i !(j−i+1)!

+ j X

i=j−R−1

C₈i(C5H0)iC₉i−1Li−R−2j ! i !(j−i+1)!

 .

The first sum in (4) is estimated by

(5) C10H0H1j−R−2Lj−R−2

provided H1≥(C5C8C9H0)2r0+3as for 2≤ j≤2R+4.

By using the monotonicity condition on Lnthe second sum in (4) is estimated by (6)

C6 j−_XR−2

i=R+3

Ci₈(C5H0)iC₉i−1H₁j−i−R−1Li−R−2Lj−i−R−1j ! i !(j−i+1)!

≤ C11H0H j−R−2

1 j !Lj−2R−3

(j−2R−3)!

j−_XR−2

i=R+3

1 i· · ·(i−R−1)

1

(j−i+1)· · ·(j−i−R)

≤C12H0H₁j−R−2Lj−R−2, provided H1≥C5C8C9H0. For the third sum we see that

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C6 j X

i=j−R−1

C₈i(C5H0)iC9i−1Li−R−2j ! i !(j−i+1)!

≤C5C6C8H0H₁j−R−2j ! j X

i=j−R−1

Li−R−2 i !(j−i+1)!

≤C₁₃H₀H₁j−R−2L_j−R−2,

if H₁≥(C₅C₈C₉H₀)2.

By (4), (5), (6), (7) and taking H1≥(C5C7C8C9H0)2r0+3=C2H02r0+3we obtain

dpX(ξ, v)

dξp

ξ=0 ≤C14

p X

j=0

j p

H0H₁j−R−2Lj−R−2C₇p−j−RLp−j−R−2

≤C₁₅H₀H₁p−R−2L_p₋_R₋₂.

Hence

max x∈ ¯

∂₁α1∂β1

2 ϕ(x1,x2,u, . . . ,γ∂α,βu)

≤C15H0H₁p−R−2Lp−R−2

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REMARK4.2. The constantsHe0,He1,C2,C3depend onincreasingly in the sense that with the sameHe0,He1,C2,C3Proposition 4.1 remains valid if we substituteby any′⊂.

COROLLARY4.1. Under the same hypotheses of Proposition 4.1 with q≤N+1 replaced by q≤N , then

max x∈ ¯

∂₁α1∂β1

2 ϕ(x1,x2,u, . . . ,γ∂α,βu) ≤C3

|u, |N+1+H0H₁N−r0−1LN−r0−1

for every(α₁, β₁)∈Ŵ_N+1.

Proof. Indeed, as in the proof of Proposition 4.1 all typical terms, except _∂w∂ϕ

j0∂

α1

1 ∂

β1

2 wj0 can

be estimated by| · |_N. Replacingwj0by one ofγ∂α,βu, we have

∂ϕ ∂wj0

∂α1

1 ∂

β1

2 wj0= ∂ϕ ∂wj0

γ∂α+α1,β+β1u

+ ∂ϕ

∂wj0 α1

X

m=1

m

α1

γ· · ·(γ−m+1)θ (γ−m+1)_(γ₋_m₎∂α+α1−m,β+β1u.

The first summand is estimated by C3|u, |N+1. The second sum is majorized as in Proposition 4.1.

THEOREM 4.3. Let u be a C∞ solution of the equation (2) and ϕ ∈ C{Ln−a−2;|Ln−a−2;E} for every a ∈ [0,r0]. Then u ∈ C{Ln−r0−2;}. In

particu-lar, ifϕis a s-Gevrey function then so is u.

Proof. It suffices to consider the case(0,0)∈. Let us define a distanceρ((y1,y2), (x1,x2))=

max

|x₁2k+1−y₁2k+1|

2k+1 ,|x2−y2|

. For two sets S₁,S₂the distance between them is defined as

ρ(S1,S2)=infx∈S1,y∈S2ρ(x,y). Let V

T _{be the cube with edges of size (in the}_ρ_{metric) 2T ,}

which are parallel to the coordinate axes and centered at(0,0). Denote by V_δTthe subcube which is homothetic with VT and such that the distance between its boundary and the boundary of VT isδ. We shall prove by induction that if T is small enough then there exist constants H0,H1 with H1≥C2H02r0+3such that

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u,V_δT

n≤H0 for 0≤n≤max{r0+2,6 k₊₁_}

and

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u,V_δT

n≤H0

H1

δ

n−r0−2

Ln−r0−2 for n≥max{r0+2,6

k₊₁_}

andδsufficiently small. Hence the Gevrey analyticity of u follows. (8) follows easily from the C∞smoothness assumption on u. Assume that (9) holds for n = N . We shall prove it for n= N+1. Putδ′=δ(1−1/N). Fix x ∈V_δT and then defineσ =ρ(x, ∂VT)andσ˜ =σ/N.

Let V_σ_˜(x)denote the cube with center at(x)and edges of length 2σ˜ which are parallel to the co-ordinate axes, and Sσ˜(x)the boundary of Vσ˜(x). Let E1,E3(E2,E4) be edges of Sσ˜(x)which are parallel to O x1(O x2) respectively. We have to estimate max_x_∈_VT

δ γ∂α,β

∂₁α1∂β1

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for all(α, β, γ )∈4h−1,(α1, β1)∈ŴN+1, and maxx∈VT

δ ∂₁h

∂α1

1 ∂

β1

2 u(x)for all(α1, β1)∈

ŴN+1,α1≥1,β1≥1. But when(α1, β1)∈ŴNwe have already the desired estimate. Hence it suffices to obtain the estimate only for(α1, β1)∈ŴN+1\ŴN.

LEMMA4.5. Assume that(α, β, γ )∈4_h−1and(α1, β1)∈ŴN+1. Then ifα1≥1,β1≥1 there exists a constant C16such that

max x∈V_δT γ∂α,β

∂α1

1 ∂

β1

2 u(x)

≤C16

T2k1+1

u,V_δT′

N+1+H0

H1

δ

N−r0−1

LN−r0−1

T2k1+1 ₊ 1

H1

.

Proof. First we observe that M_2khu = ∂x1+i x

2k 1 ∂x2

h

u = P

(α,˜β,˜γ )˜ ∈40_hC

1 ˜

αβ˜γ˜ γ˜∂α,˜β˜u,

where C1 ˜

αβ˜γ˜ are some complex constants. Differentiating the equation (2)α1times in x1andβ1 times in x₂then applying the representation formula (1) for=V_σ_˜(x)we have

∂₁α1∂₂β1u(x)= Z

Vσ˜(x)

(−1)hF_2kh(y,x) (A(y)+B(y))d y₁d y₂

+ Z

Sσ˜(x)  

h_X−1

j=0

(−1)jM_2kj ∂α1

1y∂

β1

2yu(y)

M_2kh−j−1F_2kh 

(n₁+i y2k₁ n₂)ds,

where

(10) A(y)= − X

(α,˜β,˜γ )˜∈40_h ˜ β≥1,γ˜≥1

min{_X2kh,α1}

m=1 C1

˜

αβ˜γ˜m

m

α1

(γ˜−m)∂α1+ ˜α−m,β1+ ˜βu,

and

B(y)= −∂α1

1y∂

β1

2yϕ(y1,y2,u, . . . ,γ∂α,β(y)u) .

Therefore differentiatingγ∂α,βgives

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γ∂α,β

∂α1

1 ∂

β1

2 u(x)

= Z

Vσ˜(x)

(−1)hγ∂α,βF2kh(y,x) (A(y)+B(y))d y1d y2

+ Z

Sσ˜(x)  

h_X−1

j=0

(−1)jM_2kj

∂α1

1y∂

β1

2yu(y)

γ∂α,βM2kh−j−1F2kh 

(n1+i y12kn2)ds.

It is easy to verify that

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γ∂α,βF2kh

≤ C17

x₁2k+1−y₁2k+1 2k+1

+ |x2−y2|

.

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I)α1≤r0(=(2k+1)h). The typical terms(γ˜−m)∂_αy

1+ ˜α−m,β1+ ˜β

u(y)in (10) can be rewritten

as(γ−m)∂αy2,β2

∂α3

1y∂

β3

2yu(y)

with(α2, β2, γ−m)∈4h−1and(α3, β3)∈ŴN+1−m. Hence we have

|A(y)||_V ˜

σ(x)≤C18

min{_X2kh,α1}

m=1 H0

H1

δ′

N−r0−m−1

LN−r0−m−1

≤C19H0

H1

δ′

N−r0−2

LN−r0−1.

II) Ifα1≥r0+1 then we can decompose(γ˜−m)∂_αy

1+ ˜α−m,β1+ ˜β

u(y)into

˜

γ−m∂_αy_˜_{+ ˜}_β,₀

∂_1yα1− ˜β−m∂_2yβ1+ ˜βu(y)

,

where(α1− ˜β−m, β1+ ˜β)∈ ŴN+1−m andα1− ˜β−m ≥1,β1+ ˜β ≥ 1. Therefore by inductive assumptions we see that

|A(y)||_V ˜

σ(x)≤C20

min{_X2kh,α1}

m=1

m

α1

H₀

H1

δ′

N−r0−m−1

L_N−r0−m−1

≤C₂₁H₀

H1

δ′

N−r0−2

L_N−r0−1.

Hence in both cases we have

(13) |A(y)||_V ˜

σ(x)≤C22H0

H1

δ′

N−r0−2

LN−r0−1.

On the other hand, from Proposition 4.1 and the inductive assumption we have

(14) |B(y)| ≤C3 |u,VδT′|N+1+H0

H1

δ′

N−r0−1

LN−r0−1

!

.

Combining (12), (13), (14) we obtain

Z

Vσ˜(x)

γ∂α,βF_2kh(y,x) (A(y)+B(y))d y1d y2

≤ C₂₃ |u,V_δT′|N+1+H0

H1

δ′

N−r0−1

L_N₋_r₀₋₁ !

× Z

Vσ˜(x)

1

x2k₁+1−y₁2k+1 2k+1

+ |x2−y2| d y1d y2

≤ C₂₄T2k1+1 _|_u_,_VT

δ′|N+1+H0

H1

δ

N−r0−1

L_N−r0−1

!

.

To estimate the second integral in (11) we first note that

γ∂α,βM_2kh−j−1F2kh = min_X{j,α}

λ=0

α_X−λ

˜

λ≥_2kα−₊λ₁ C3

αβλ˜λ

(x1−y1)j−λx(2k+1) ˜

λ+λ−α+γ

1

x2k₁+1−y₁2k+1

2k+1 +i(x2−y2)

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Let us consider two cases:

I) 0≤ j≤h−2. We then split into sub cases:

A)|x1| ≤2σ˜

1

2k+1_{. We have the following estimate}

can be expressed as a linear combination of _γ′∂y

α′_,β′

2k+1 is not an integer. Here [·] denotes the integer part of the argument. Therefore in both cases the integral can be estimated in the following way

where{·}denotes the fractional part of the argument.

B)|x1| ≥2σ˜

can be decomposed into

(14)

that

A) We first estimate the integrals along the edges E2and E4. Integrating by parts gives

(15)

LEMMA4.6. Assume that(α, β, γ )∈4h−1. Then there exists a constant C38such that

following formula holds

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Therefore the first integral in (15) is estimated by

C39T

We now estimate the second integral in (15).

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B) Consider now integrals along the edgeseE1andEe3, whereeE1,Ee3denote the edges of S6k_σ_˜,

which are parallel toO x1. 1) 0≤ j≤h−2. We have

It follows that

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By Proposition 4.1 the first integral in the right hand side of (16) can be estimated by

(17)

To estimate the second integral in the right hand side of (16) we now integrate by parts: above the volume integral can be estimated by

C52T

For the boundary integral we again split into 2 cases

A) j=h−2. As in Lemma 4.5 we obtain the following estimate

By Proposition 4.1 the first integral in the right hand side of (17) can be estimated by

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To estimate the second integral in the right hand side of (17) we now integrate by parts

Proof. We have the following representation formula forγ∂α,β

Therefore, as in Lemma 4.5, the first integral in (18) is estimated by

C59T

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I) 0≤ j≤h−2. As in Lemma 4.5 I) A) 2) we obtain

A) We first estimate the integrals along E2and E4. Note that

B) The integrals along E1 and E3 now can be estimated in the same manner as in Lemma 4.5.

LEMMA4.8. Assume that(α₁, β₁) ∈ Ŵ_N+1\ŴN,α1≥ 1,β1 ≥1. Then there exists a constant C64such that

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Proof. This lemma can be proved as in [10]. We omit the details.

(Continuing the proof of Theorem 4.3). Put|u,V_δT|N+1 =g(δ). Combining Lemmas 4.5-4.8 gives

g(δ)≤C65 T

1 2k+1_g

δ(1−6k/N)

+H0

H1

δ

N−r0−1

LN−r0−1

T2k1+1 ₊ 1

H1 !

.

Choosing T≤

1/812kC65 2k+1

then by Lemma 4.3 we deduce that

g(δ)≤C66H0

H₁

δ

N−r0−1

LN−r0−1

T2k1+1 ₊ 1

H₁

.

If T is chosen to be small enough such that T ≤ (1/2C66)2k+1and choosing H1 ≥2C66(in addition to H1≥C2H02r0+3) we arrive at

g(δ)≤H0

H1

δ

N−r0−1

LN−r0−1.

That means

u,V_δT

N+1≤H0

H1

δ

N−r0−1

LN−r0−1.

The proof of Theorem 4.3 is therefore completed.

Acknowledgment. The author would like to express his gratitude to the Consiglio Nazionale delle Richerche for support. He also would like to thank Professor L. Rodino who helped to prove Theorem 4.2.

References

[1] MIRANDAC., Partial Differential Equations of Elliptic Type, Springer-Verlag 1970, 370.

[2] BERNSTEINS., Sur la Nature Analytique des Solutions des Équations aux Dériveés Par-tielles du Second Ordre, Math. Annal. 59 (1904), 20–76.

[3] HOPFE., Ub¨er den Funktionalen Insbesondere den Analytischen Charakter der L¨osungen Elliptischer Differentialgleichungen Zweiter Ordnung, Math. Zeit. 34 (1931), 194–233.

[4] GIRAUDG., Sur la Problème de Dirichlet Généralisée; Équations non Linéaires à m Vari-ables, Ann. ´Ec. N. Sup. 43 (1926), 1–128.

[5] PETROWSKIII., Sur l’analyticité des Solutions des Systèmes d’ Équations Différentielles, Mat. Sbornik (N. S.) 5(47) (1939), 3–70.

[6] MORREYC.B., On the Analyticity of the Solutions of Analytic Nonlinear Systems of Partial Differential Equations I, II, Amer. J. Math. 80 (1958), 198–218, 219–237.

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[9] CATTABRIGAL., RODINO L., ZANGHIRATI L., Analytic-Gevrey Hypoellipticity for a class of Pseudo-Differential operators with multiple characteristics, Comm. P. D. E. 15 (1990), 81–96.

[10] TRIN.M., Semilinear Perturbation of Powers of the Mizohata Operators, to appear in Comm. P. D. E.

[11] CALANCHIM., RODINO L., TRIN.M., Solutions of Logarithmic Type for Elliptic and Hypoelliptic Equations, Ann. Univ. Ferrara XLI (1997), 111–127.

[12] GRUSHINV.V., On a Class Elliptic Pseudo differential Operators Degenerate on a Sub-manifold, Math. USSR Sbornik 13 (1971), 155–183.

[13] KOMATSUH., Ultradistribution, I Structure Theorems and a Characterization, J. Fac. Sci. Univ. Tokyo Sect. I A Math. 20 (1973), 25–105.

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AMS Subject Classification: 35H10, 35B65, 35C15.

Nguyen Minh TRI Institute of Mathematics P.O. Box 631, Boho 10000 Hanoi, Vietnam

and Dipartimento di Matematica Universit`a di Torino

Via Carlo Alberto 10 10123 Torino, Italia

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