 General-order Cauchy-Kovalevskaya theorem

A real analytic system solved for the highest normal derivatives, with real analytic Cauchy data, has a unique local real analytic solution. For common order $m$, its normal form is ${\partial }_t^{m}U=F(t,x,\{{\partial }_t^j{\partial }_x^{\alpha }U:j<m,j+|\alpha |\le m\})$. An invertible coefficient/Jacobian matrix for the highest normal derivatives is the system's non-characteristic hypersurface condition. A real analytic coordinate change flattens the initial hypersurface, and adjoining derivatives through order $m-1$ reduces the problem to a first-order real analytic system. Uniqueness here is in the real analytic class; it does not assert Hadamard well-posedness in smooth or Sobolev norms.