Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 105 1 1 a Solution Created 2026-10-03 Updated 2026-10-05
The general-order Cauchy-Kovalevskaya theorem applies to analytic data on a non-characteristic hypersurface. In local coordinates , a real analytic system of order in an unknown vector is in normal form whenwith real analytic near the initial jet. Analytic data for determine a unique real analytic solution near each initial point. More general systems, including different orders for the components, have the same conclusion after solving for the highest normal derivatives: the corresponding coefficient matrix, or highest-derivative Jacobian for a nonlinear system, must be invertible. This is the system's non-characteristic hypersurface condition. The uniqueness asserted by the Cauchy-Kovalevskaya theorem is initially uniqueness in the real analytic class.
A real analytic coordinate change flattens a real analytic initial hypersurface. Non-characteristicity permits solving for its highest normal derivatives by the real analytic implicit function theorem. Introduce all derivatives through order as additional unknowns. Their normal derivatives are either another jet variable, a tangential first derivative of a jet variable, or the right-hand side of the original equation. This gives a first-order real analytic system. The derivative-compatibility identities have zero initial data and are preserved by the system; equivalently, its real analytic coefficient recurrence reproduces the derivatives of . This explains both reductions, rather than assuming arbitrary real analytic hypersurfaces are already flat.
For the first example, the principal symbol of the Laplace equation at the conormal is , so the plane is a non-characteristic hypersurface. The theorem therefore applies to real analytic and :This does not give Hadamard well-posedness in smooth or Sobolev space norms. For , the harmonic functionshave zero value data and normal derivative data tending to zero with every fixed tangential derivative. At any fixed , however, diverges. Thus the elliptic Cauchy problem for a partial differential equation is unstable despite real analytic solvability. The exceptional case is the elementary affine ordinary differential equation and has no such tangential high-frequency instability.