Cauchy-Kovalevskaya theorem

For an order-$k$ scalar quasilinear partial differential equation with real-analytic coefficients, real-analytic Cauchy data on a real-analytic non-characteristic hypersurface determine a unique real-analytic solution in a neighbourhood of each point of that hypersurface.

For a linear differential operator with real analytic coefficients, a classical solution with zero Cauchy data on a real analytic non-characteristic hypersurface vanishes locally near that hypersurface. The solution itself need not be real analytic. A proof solves the real analytic inhomogeneous formal adjoint problem against polynomial sources, annihilates all polynomial moments using boundary jets, and uses polynomial density to force the solution to vanish.

Near a non-characteristic plane $x=0$, use the small cap ${\omega }_{\epsilon }=\{x>0,x+y^2<\epsilon \}$. Its curved face is non-characteristic by continuity of the principal symbol. A polynomial coordinate change flattens that face. Uniform real analytic coefficient bounds and the uniform Cauchy radius for polynomial forcing solve $P^{\ast }v=g$ throughout a common cap, with zero boundary jet on the curved face. The complete boundary-jet condition for formal adjoints then gives ${\int }_{{\omega }_{\epsilon }}ug=0$ for every polynomial $g$. Uniform approximation of $\bar{u}$ gives $\int |u{|}^2=0$. Repeating on the other side of the plane proves two-sided local uniqueness.

For a linear real analytic non-characteristic Cauchy problem for a partial differential equation with zero data, the local real analytic radius may be chosen uniformly over polynomial forcing terms. Fix an analyticity exponent $R^{-1}$. Each polynomial, including a polynomial obtained by a polynomial coordinate change, satisfies the corresponding factorial derivative bound with some finite prefactor, uniformly over a compact parameter range. Divide the forcing by that prefactor to put all such data in one fixed majorant class. The Cauchy-Kovalevskaya theorem supplies a common radius, and linearity rescales the solution back without shrinking it. This argument does not bound the amplitudes of the resulting solutions uniformly.

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.

In null coordinates, the characteristic boundary problemis a Volterra integral equation. Compatible analytic boundary data determine a unique analytic solution.

On a compact characteristic rectangle, the Volterra iterates for the analytic Goursat problem are bounded by $C^m/(m!{)}^2$. Their series and differentiated series converge throughout the rectangle, extending the local analytic solution globally across it.