A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
P IERO D’A NCONA
S ERGIO S PAGNOLO
Small analytic solutions to nonlinear weakly hyperbolic systems
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 22, n
o3 (1995), p. 469-491
<http://www.numdam.org/item?id=ASNSP_1995_4_22_3_469_0>
© Scuola Normale Superiore, Pisa, 1995, tous droits réservés.
L’accès aux archives de la revue « Annali della Scuola Normale Superiore di Pisa, Classe di Scienze » (http://www.sns.it/it/edizioni/riviste/annaliscienze/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/conditions). Toute utilisa- tion commerciale ou impression systématique est constitutive d’une infraction pénale.
Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.
Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques
http://www.numdam.org/
Weakly Hyperbolic Systems
PIERO D’ ANCONA - SERGIO SPAGNOLO
By
theCauchy-Kovalevski theorem,
we know that the first ordersystem
t > 0, x =
(x 1, ... , xn)
E islocally
solvable in the class of realanalytic functions;
here~(x), u(t, x)
andfey,
zl, ... ,zn)
areCN-valued
functions.More
precisely,
if/(~h...,~)
is aeN -valued functions, analytic
in aneighbourhood
of 0 inC#
xe~
x ... xC~,
andQ~(x) : eN
isuniformly
analytic,
i.e.for some
C,
po > 0, then Problem(1), (2)
admits a(unique)
solutionu(t, x), analytic
on somestrip
withT~
=T, (f, 0)
> 0.Assume now that u - 0 is a solution to
equation (1), i.e.,
In contrast with the case of
ordinary
differentialequations,
one cannot ingeneral expect
thatfor
instance,
this is false for theCauchy-Riemann system,
whereT,
coincides with the radius of convergence po of the initialdata 0
and does notdepend
on E.Work
partially supported
by the Italian MURST National Project "Problemi non lineari nell’Analisi e nelleApplicazioni
fisiche, chimiche, biologiche" and by the CNR group GNAFA.Pervenuto alla Redazione il 4
Maggio
1994.Thus we are led to
investigate
under what conditions asystem
like(1) enjoys (5).
The purpose of thepresent
paper is to prove that this holds when(1)
isweakly hyperbolic
at u = 0,i.e.,
whenhas real
eigenvalues
for
(Çl,
... ,c
More
precisely,
we prove:THEOREM 1. Consider Problem
(1), (2) with 0
Esatisfying (3),
while
f satisfies (4), (6). Then, for
E -+ 0, thelifespan T, of
the solution u,tends to
infinity,
andfor
all T > 0 the sequence tends to 0 in the classof analytic functions
on[0, T]
xThe same conclusion holds
if
the initial datumO(x)
is assumed to beperiodic,
insteadof
summable on JRn.THEOREM 2. Under the
assumptions of
Theorem 1, thelifespan T, of
thesolution u, to
(1), (2)
admits theasymptotic
estimate(for
E --~0)
In the
special
case whenin
particular for
the systematu
=f (al u,
...,anu), we
have the stronger estimateThese estimates are
optimal,
in the sensethat, for
allintegers
N > 1,we can construct a
pair of functions f (y, zl, ... , zN)
and~(x),
withf (0)
= 0for
which the solution to(1), (2)
blows up at a timeREMARK. If
(1)
is astrictly hyperbolic system, i.e.,
theeigenvalues
in(6)
are real anddistinct,
it is easy to see that estimates(7)
and(8)
can beimproved
to thefollowing
ones, which areindependent
of the dimension N of the system:Theorem 1 can be restated as follows: if
system (1)
isweakly hyperbolic
at the constant solution u = 0, then 0 is a stable solution
(under perturbations
of the initial
data).
Moregenerally,
if(1)
isweakly hyperbolic
at some constantsolution
u,
then this is a stable solution.With some
changes
in theproof,
Theorem 1 can be extended to the timedepending
systemsOn the other
hand,
the methods of this paper, based on the Fouriertransform,
do notapply
to thegeneral
caseSuch an extension would
imply
that anyanalytic
solutionu(t, x)
to aKovalevskian
system
is stable if the system isweakly hyperbolic
at u = u.We recall that in a
previous
paper([DS]),
we considered the case of scalarequations
of second orderHowever,
the methods used there do notapply
to ageneral
system of type(1).
We also mention
that,
in thespecial
case of linearsystems,
Theorem1
gives
theglobal solvability
in the class of realanalytic functions, i.e.,
theBony-Schapira
theorem[BS].
The
proof
of Theorems 1 and 2 relies on thefollowing
ideas. We reduce( 1 )
to aquasilinear system,
and weregard
it as a nonlinearperturbation
nearu = 0 of a linear
system
with constant coefficients and real characteristic roots.The crucial
step
is anapproximation
of this linearsystem
with asymmetrizable
one,
following
atechnique
usedby
E. Jannelli[J].
A careful estimate of theanalytic
norms of the nonlinear terms,together
with the method of infinite order energy(see [AS]),
leads to a system of two first order differentialinequalities
where the unknows are the
analytic
norm of the solution u and its radius ofanalyticity.
From theseinequalities
the conclusion of Theorem 1follows,
as well as the estimates(7), (8)
of thelifespan.
As to thesharpness
of(7), (8),
we first consider the scalar
equation
in one space dimensionand we prove that there exists a
pair ~, ~
of data for which the solution ugblows up at some time
TE
The same result holds for aslightly
modified
equation,
that can be reduced to a 2 x 2 system oftype (1).
The casesN > 2 are
proved
in a similar way.1. - Proof of Theorem 1
We divide the
proof
into severalsteps.
We firststudy
the case ofquasilinear systems, devoting
the finalpart
of theproof
to the reduction of(1)
intoquasilinear
form.In the
quasilinear
case, we can write(1), (2)
in the formwhere are N x N constant matrices such that
has real
eigenvalues, ~
Er,
while
Fh(y), Fo(y)
are N x N matrix valuedfunctions, analytic
on someneighbourhood of y
= 0 in andsatisfying
A) Approximate diagonalization
of the linearsystem Writing
the
linear,
constant coefficientsystem
can be written in the form
where
Our
goal
will be to estimate the solution of(15).
To thisend,
weapproximate
the matrix
A(~)
withdiagonalizable
matricesA~(~), using
thefollowing
resulton constant matrices.
LEMMA 1. Let A be a N x N constant matrix with
(repeated) eigenvalues À1, ... , AN.
Thenfor
any qEE]O, 11
] there exists anonsingular
matrixP.,
suchthat
where
and
1PROOF. As it is well
known,
we can find aunitary
matrix U such thatis lower
triangular.
Then we can writewhere T is a
strictly
lowertriangular
matrix(i.e.,
with zeroes on thediagonal).
Since
IAI,
we haveIf we now define and
we obtain with
But, writing
T = we haveand
recalling
thattij
= 0for j >
i we see that1 With IBI we denote the operator norm of the matrix B.
By (19),
we obtain(18).
Applying
the above result to matrices with variablecoefficients,
we obtain:LEMMA 2
(see
Jannelli[J]).
LetA(~)
be a N x N matrix with realeigenvalues, depending continuously on ~
E JRn andsatisfying, for
some a > 0,Then, for
any qE]0,1],
there exists anonsingular
matrixP,~(~)
such thatwhere
is
Hermitian,
The matrices
P,, (~)
and arepiecewise
constantfunctions of ç.
PROOF. For
any 6
> 0 we can find a countablepartition
ofQj
a cube of center
~(i), j >
1, such that thepiecewise
constant matrix functionAb(~)
definedby
~ -"
satisfies
Now we
apply
Lemma 1 to each matrixA(£"))
and we construct, for any r~E]O, 1],
apiecewise
constantP~,,~ (~) satisfying
where
A
1 (~), ... , AN(£) denoting
theeigenvalues
ofA(~) - Hence,
we can writewhere
so
that, by (24), (25),
To conclude the
proof,
it is sufficient to choose 6 andperform
therescaling
"... ,
B)
The linear estimateLet us go back to the linear system
(15). By
Lemma2,
for all qe]0, 1]
wecan
find a (piecewise constant)
matrixsatisfying (20)-(22).
Inparticular,
= + with
A,~ Hermitian,
and hencedefining
theapproximate
energy of
v(t, ç)
aswe
find, by (15),
where
/~ _ I B I.
Thus we haveNow,
letp(t)
> 0 be a smooth function.By (26)
we deduce the formal estimatewhence
Let us now introduce the
analytic
norm of a vectorvalued,
summable functionw(x)
and the
infinite
order energy of the solutionu(t, x)
Taking (22)
into account, we see thatthus
by (27)
we see that anyanalytic
solutionu(t, x)
of(14)
satisfies thefollowing
apriori
estimate:where ~ is the constant defined in
(23),
andWe remark
that,
in order togive
sense to the above formalcomputations,
it issufficient to assume that
for some
C) Properties
of theanalytic
normWe list here some
properties
of theanalytic
norms defined in(28),
whichwill be used in the
following.
First of
all,
we observe that if w satisfiesthen for all
Conversely,
if v : JRn -+eN
is such thatthen we have v = iv for some real
analytic
functionw(x) satisfying (33).
Thesefacts are
simple
consequences of the definition.Now,
letz(x), w(x)
be vector valued and"pI (x), 1b2(z)
scalaranalytic
functions on
R" ,,
and letg(y)
be a vector valuedanalytic
function on someneighbourhood
of theorigin
inry,
such thatfor some
positive
constants M, A.Then we have
and,
ifg(0)
= 0,In
(38), (39)
we must of course assume thatIIwllr respectively.
Inequality (35)
is obvious. To prove(36),
weproceed
as follows:As to
(37),
it followseasily
fromLet us now prove
(39). Writing W
=(WI, ... , wN),
we havesince
g(O)
= 0, so thatby (35), (36)
and(34)
we findThis
implies (39),
thanks to theelementary inequalities
As to
(38),
we can writewhere
satisfies
h(0)
= 0 andThus
wefind, using (39),
Recalling
that we obtain(38).
D)
The linearizedproblem
Thanks to the a
priori
estimate(30)
forequation (14),
and toinequalities (35)-(37),
we are now in theposition
to prove the existence and a suitable estimate of the solution to a linearsystem
of the formThese
systems
will occur when weapply
the iterative method in order to solveour
original system (10).
n
LEMMA 3. Assume that the matrix
L çhAh
has realeigenvalues for
any1
ç
E and thatFh(t, x), Fo(t, x)
andb(t, x)
areanalytic
in x and continuousin t. Moreover let
6,
po bepositive
constants suchthat, defining
one has
for
Then Problem
(40), (41)
has aunique
solutionu(t, x), analytic
on[0,
and thefollowing
estimate holds:where
Co
=Co(N, a)
is the constantdefined
in(23),
and a,,Q
aregiven by (31 ).
PROOF. We observe that
equation (40)
has the form(14)
withNow,
by (35), (36)
and(43), (44)
we havehence
applying (30) with q
= 6 we findSince
p’
+ 2b = 0by
our choice ofp(t),
we obtainwhence, by
Gronwall’slemma,
the apriori
estimate(45)
follows.In order to conclude the
proof
of Lemma3,
it will be sufficient toapproximate
with entire functions in x the initial datumuo(x)
and the coefficientsFh, Fo,
b of(40): by
theCauchy-Kovalevski theorem, applying
a standardcompactness argument,
we find a solution to(40), (41)
which satisfies(45).
We remark that this solution is
analytic
also in t, as iteasily
followsby differentiating
theequation.
E)
Conclusion of theproof
Let us go back to the
original quasilinear system (10),
which we write aswhere L is the linearized
operator
We recall that
(12) holds;
moreover,F(0)
=FO(O)
= 0 andfor a suitable
positive
constant A.In order to solve
(46), (47),
we definerecursively
the sequenceas
and,
for v > 1,Then
using
Lemma 3 we can proveby
induction thefollowing
LEMMA 4. Assume that
for
some 6satisfying
where
Co
is the constant in(45).
Then the
functions uv(t, x)
are welldefined
on[0,
andsatisfy
the estimate
where
p(t)
= po - 26t.PROOF. When v = 0,
(52)
is immediate sinceAssume now that
(52)
holds for some v > 0; thenby (50)
we obtainOn the other
hand, applying (39)
with M = 1(see (48)),
we haveHence, by (51)
and(53)
we obtainThus we can
apply
Lemma 3 withFh(t, x) = Fh
o uv andb(t, x)
=0,
and weget
a solution u,,, to
(49) satisfying (45) i.e.,
whence
(52)
for uv+1 follows. This concludes theproof
of Lemma 4.To conclude the
proof
of Theorem 1 in the case of aquasilinear system,
we
only
have to show that the sequence{uv }
converges in the class of realanalytic
functions. Moreprecisely, writing
and
assuming
that(51)
isstrengthened
towe shall prove
that,
for allpo
po,with
Indeed,
w,,, satisfies theproblem
where
Now, by (35), (36)
and(38)
we havewhile
by (37)
In
conclusion, using (52),
we see thatUsing again (45),
with uo = 0,b(t, x)
=bv(t, x),
we then obtainwhence
(54) easily
follows.Taking
into account thatpo
can be chosenarbitrarily
close to po, we deduce from(54) that,
for tpo/26,
the sequence{uv}
converges in the space of realanalytic
functions on R" to some functionu(t, x),
andpassing
to thelimit in
(49),
we see that u is a solution of thequasilinear problem (46), (47).
Moreover, passing
to the limit in(52),
we see that this solution satisfies anestimate like
In
conclusion,
we haveproved
that if the initial datumuo(x)
satisfies(50)
for some
positive
61/4, sN-1 Co,
then Problem(46), (47)
admitsa solution
u(t, x)
on[0, po/26[xRnx satisfying (55).
Thus,
in order to solve(46), (47)
on somegiven
time interval[0, T[,
weneed
only
choose - - ’"and uo -
co
smallenough
tosatisfy (50). Finally, using (55),
weeasily
seethat the
corresponding
solutionu,(t,x)
isanalytic
on and convergesto zero as E -~ 0.
F)
Thefully
nonlinear caseWe show here that the
fully
nonlinearCauchy problem (1), (2)
isequivalent
to a
quasilinear system.
If u =
u(t, x)
is a solution to(1), (2)
on[0, T]
x JRn,by differentiating (1)
we see that theN(n + I)-vector
U is a solution of thequasilinear system
where
Conversely (see
Dionne[D]),
if U is a solution to(56), (57),
then theNn vector function V =
I (U I - al U°, ... , Un - anUo)
solves the linearsystem
Thus if U is
analytic
in x,by
theCauchy
Kovalevski theorem we have V - 0,i.e., uj ==
whencegoing
back to(56)
we find thatu(t, x) - U°(t, x)
is asolution of
(1), (2).
This shows theequivalence
of(1), (2)
with thequasilinear problem (56), (57).
As to the
assumption
ofhyperbolicity,
we observe that the characteris- tic roots of theprincipal part
of(56)
at U = 0 areexactly
theeigenvalues
ofthe matrix each one
repeated n
+ 1times,
which are realby assumption (6).
We remark
that, apparently,
the dimension of thesystem
has increased from N toN(n + 1);
but in fact theprincipal part
in theequations (56)
isexactly
the same for each of the n + 1(vector) equations;
hencesystem (56)
behaves under all
respects
as asystem
of order N. Inparticular,
the estimatesproved
in thepreceding
steps hold with the sameparameter
N(i.e.,
the orderof the
original fully
nonlinearsystem ( 1 )).
This remark will beimportant
in thefollowing
estimate of thelifespan T~
of the solution.This concludes the
proof
of Theorem 1 in the case the initial datumbelongs
to The case ofperiodic
data can beproved
in a similar way,using
thedevelopment
in Fourier series instead of the Fourier transform.2. - Proof of Theorem 2
A)
Estimate of the life spanBy
Lemma4,
we know that Problem(1), (2)
has a solution for 0 t Tprovided (50)
holds for 6 =po/2T, i.e., provided
This leads to the
following asymptotic
estimate of the life spanTE :
In the
special
case wheni.e.,
for systems of the formwith
/0(0)
=fl (0)
= 0, the constant ,appearing
in(58)
isequal
tozero. Thus we have the
stronger estimate
B) Sharpness
of the estimate(7)
In the case N = 1, the
sharpness
of(7)
isobvious; indeed,
it is sufficient to consider the scalarequation
whose solution is
with
As to the case N = 2, for the sake of
simplicity
we shall first examine in detail the modelproblem
where
§o, §i
1 areuniformly analytic
functions in R,belong
to andsatisfy
for some 6 > 0.
For
instance,
we can takeBy
Theorem 1 and itsproof (see (55)),
we know that Problem(59), (60)
has a solution
analytic
in somestrip [0, T, [ x R,
with a Fourier transform~) belonging
to for all t, andanalytic
withrespect
to time on[0, T([
for allç.
Moreover, (59), (60), (61) give
From
(63), (64)
weeasily
deducethat,
for all t E[0, TE [,
Indeed, by
differentiation of(63)
we find the relationsand
hence, proceeding by
inductionon j
andusing (64),
weget
i.e., (65)
at t = 0. Thanks to theanalyticity of vg
withrespect
totime 2,
weconclude that
(65)
is valid atany t TE.
Now,
from(63), (65)
we obtain theinequality
2 If v(t) is analytic on [0,T[ and for all then for all j and all tE[O,T[.
and
hence, by comparison3
with the solutionof v" = £v
wefind, by (61),
Recalling (62),
we have thenBut
provided t >
To whereHence, recalling
that0,
we findby (67)
thatas soon as t and 6 is so small that
We shall now prove that
where To denotes the
lifespan
of theproblem
3 If v(t) is a C2 function satisfying
with f such that then
where w is the solution of
Note that the lifespan of w can not be shorter than that of v.
Indeed,
assume that7~
> ~.By (63)
and(65)
we deduce that the functionsatisfies
Hence
by comparison
with(61) (see
footnote3)
we findwhence
T~
TE + To or,alternatively,
that is to say,
In
conclusion,
we haveproved that,
if6,
thenand
choosing
we find the estimate
We have considered the second order
equation (59)
in virtue of itssimplicity; however,
it can not be reduced to a first ordersystem
of dimension N = 2(this
could be doneonly
in the framework ofpseudodifferential operators),
for which
(72)
would be thesharp
estimate.In order to obtain a 2 x 2
system,
it is sufficient to consider instead of(59)
theequation
which is
equivalent
to thesystem
where
Indeed,
the aboveproof
can beapplied
also to(73),
with minormodifications,
andgives
the same estimate(72)
for thelifespan
of the solution. Thisgives
the
sharpness
of(7)
for N = 2.The
general
case(N
>2)
can be treated in ananalogous
way.Indeed, by
minor
changes
in theproof,
we can prove that theproblem
has a life span
for suitable initial data
Now, writing U = t(Ul, ... , UN)
withequation (75)
can be written in the form(74),
where A is a matrix with alleigenvalues equal
to zero, andf (0)
= 0.C) Sharpness
of the estimate(8)
We consider now the
problem
where and
By applying
the Fourier transform we findand we
have,
asabove,
Hence the function
satisfies
We now prove that
0(t)
blows up at a timeT~
of the ordergiven
in(8), by comparing 0(t)
with the solutionX,(t)
ofIndeed,
X, can be written aswhere 1b
resolvesThus,
if§o(0)
> 0, blows up at some finite time To, and thisimplies
thatTo conclude the
proof,
we needonly
observe thatequation (77)
isequivalent
to a N x Nsystem
of the form(74)
with/(0)
=f’(0)
= 0.REMARK
(Non-autonomous systems). Using
thetechniques
of Jannelli[J]
for the linear
systems,
it ispossible
to extend Theorem 1 to the case ofsystems
with coefficientsdepending
also ontime, i.e.,
We notice that it is sufficient to assume that
f
is continuous in t.With the same
methods,
one can also treat thegeneral
case, whensystem (79)
is notnecessarily hyperbolic
at u = 0,i.e.,
when the functionmay be different from zero, where
the matrix - I
are the
eigenvalues
ofOf course in this case one cannot expect that the life span
7~
of the solutionto
(1), (2)
go toinfinity
as c - 0.However,
we havewhere
To
is definedby
the relation(see (3))
REFERENCES
[AS] A. AROSIO - S. SPAGNOLO, Global existence for abstract evolution equations of weakly hyperbolic type, J. Math. Pures et Appl., 65 (1986), 263-305.
[BS] J.M. BONY - P. SCHAPIRA, Existence et prolongement des solutions holomorphes des équations aux dérivées partielles, Invent. Math., 17 (1972), 95-105.
[D] P.A. DIONNE, Sur les problèmes de Cauchy hyperboliques bien posés, J. Analyse Math., 10 (1962), 1-90.
[DS] P. D’ANCONA - S. SPAGNOLO, On the life span of the analytic solutions to quasilinear weakly hyperbolic equations, Indiana Univ. Math. J., 40 (1991), 71-98.
[J] E. JANNELLI, Linear kovalevskian systems with time dependent coefficients, Comm.
Partial Differential Equations, 9 (1984), 1373-1406.