 Solution

For the heat equation, viewed as a second-order equation in all $(t,x)$ variables, the principal symbol is $|\xi {|}^2$. It vanishes on $dt$, so $t=0$ is a characteristic hypersurface andWriting $u_t={\Delta }_{x}u$ does not repair its hypotheses: the right side has second spatial derivatives, exceeding the first-order normal-form allowance. Indeed real analytic initial data need not produce a jointly real analytic solution through time zero. In one dimension, $u_0(x)=(1+x^2{)}^{-1}$ would forceThe time Taylor coefficients $(-1{)}^k(2k)!/k!$ have zero radius of convergence.

Nevertheless the forward heat equation has Hadamard well-posedness in standard $L^2$ or Sobolev space classes for $t\ge 0$; its Fourier multiplier $e^{-t|\xi {|}^2}$ gives stable smoothing. Backward evolution has the growing multiplier $e^{|t||\xi {|}^2}$ and is unstable. Neither forward stability nor backward instability is decided simply by whether the real analytic theorem applies.