Some results on the well-posedness for systems with time dependent coefficients

ANNALES

DE LA FACULTÉ DES SCIENCES

Mathématiques

MARCELLO D’ABBICCO, GIOVANNI TAGLIALATELA

Some results on the well-posedness for systems with time dependent coefficients

Tome XVIII, n^o2 (2009), p. 247-284.

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Some results on the well-posedness for systems with time dependent coefficients

Marcello D’Abbicco⁽¹⁾ and Giovanni Taglialatela⁽²⁾

ABSTRACT. — We consider hyperbolic systems with time dependent coefficients and size 2 or 3. We give some sufficient conditions in order the Cauchy Problem to be well-posed inC^∞and in Gevrey spaces.

R^´ESUM´E.— On consid`ere des syst`emes hyperboliques dont les coefficients ne d´ependent que du temps. On donne des conditions suffisantes pour que le probl`eme de Cauchy soit bien pos´e enC^∞et dans les espaces de Gevrey.

1. Introduction

In this note we consider the well-posedness of the Cauchy Problem for weakly hyperbolic systems whose coefficients depend only on the time vari- able of dimension 2 and 3:







LU ≡∂tU− n j=1

Aj(t)∂xjU−B(t)U =f(t, x) (t, x)∈[0, T]×Rⁿ,

U(0, x) =U0(x), x∈Rⁿ.

(1.1) We assume that

A(t, ξ):=|ξ|⁻¹ n j=1

Aj(t)ξj

(∗) Re¸cu le 23/08/06, accept´e le 23/01/08

(1) Dipartimento di Matematica, Universit`a di Bari, via E. Orabona 4, 70125 Bari – Italy.

(2) Dipartimento di Scienze Economiche e Metodi Matematici, Facolt`a di Economia, Universit`a di Bari, via C. Rosalba 53, 70124 Bari – Italy

is real valued and (weakly)hyperbolic, that is its eigenvalues are real (not necessarily distinct)for any ξ ∈ Rⁿ \ {0}. The coefficients of B may be complex valued.

We start with 2×2 systems. Let:

A(t, ξ) =

d1(t, ξ) a(t, ξ) b(t, ξ) d2(t, ξ)

, B(t) =

b11(t) b12(t) b21(t) b22(t)

; in this case the assumption of hyperbolicity means that:

h:= (d₁−d₂)²

4 +ab0.

In [N], Nishitani gave a necessary and sufficient condition in order the Cauchy Problem for any 2×2 system in one space variable and analytic coefficients to be well-posed in C^∞. On the other hand, Mencherini and Spagnolo [MS2] proved that Nishitani’s condition is sufficient for the well- posedness in all Gevrey classes, if the coefficients ofA =A(t)areC^∞ and B≡0.

In this note we prove an analogous result if the coefficients areC^χ, and we do not assume thatB ≡0.

To state our result, we recall some notations introduced in [N] and [MS2].

Let:

δ=δ(t, ξ):= d₁−d₂

2 , τ(t, ξ):= d₁+d₂

2 ,

A=A(t, ξ):=A−τ I=

δ a b −δ

k=k(t, ξ):= 1

2A²=1

2(a²+b²) +δ², a^#=a^#(t, ξ):= a+b

2 +id₁−d₂

2 , c^#=c^#(t, ξ):=ia−b 2 , D^#=D^#(t, ξ):=c^#a^#−a^#c^#= 1

2[(a−b)δ−(a−b)δ]−i

2[ab−ab]. Simple calculations show that:

0h=|a^#|²− |c^#|²|a^#|²+|c^#|²=k , (1.2) 1

2ka^#(t)²= 1 2k+1

2hk . (1.3)

Notations. — 1)Letf(t)andg(t)be defined in [0, T]; we will writef g to mean that there exists a positive constantC such that

f(t)C g(t), fort∈[0, T].

Analogously, if f(t, ξ)and g(t, ξ)are symbols defined in [0, T]×Rⁿ, we will write f g to mean that there exists a positive constant C such that

f(t, ξ)C g(t, ξ)for (t, ξ)∈[0, T]×Rⁿ.

In both cases, we will writef ≈gto mean thatf gandgf. 2)We write for brevity A ∈ C^χ (resp. A ∈ C^∞, resp. A ∈ A)if A_j belong to C^χ

[0, T]

(resp. to C^∞ [0, T]

, resp. are analytic on [0, T])for j= 1, . . . , n.

Then we have:

Theorem 1.1. — Assume that A ∈ C^χ, χ 2, B ∈ C¹ [0, T]

, and suppose that there exists α0 such that for anyε∈]0, ε₀] we have:

_T

0

D^#−a^#tr(A B)+D^#−a^#tr(A B)

(h+ε)(k+ε) dtε^−α1 . (1.4)

Then the Cauchy Problem (1.1) is well-posed inγ^sfor anys < s₀, where:

s₀:= 1 +min(χ, α)

2 .

Moreover, if the coefficients ofA are analytic, and T

0

D^#−a^#tr(A B)+D^#−a^#tr(A B)

(h+ε)(k+ε) dtlog1

ε, (1.5) then the Cauchy Problem (1.1) is well-posed inC^∞.

Remark 1.2. — Since

D^#−a^#tr(A B)+D^#−a^#tr(A B)√

k , (1.6)

we may assume α 2 in (1.4), and the Cauchy Problem (1.1) is always well-posed inγ^s, for anys <2.

Remark 1.3. — If the coefficients do not depend onx, Nishitani’s condi- tion [N] reduces to the following:

tD^#−atr(A B)+tD^#−atr(A B)√

h k . (1.7)

It’s easy to see that (1.7)implies (1.5). Indeed, using (1.3)and (1.6), we have:

_T

0

D^#−a^#tr(A B) (h+ε)(k+ε) dt

^√_ε

0

√k

(h+ε)(k+ε) dt

+ T

√ε

1 t

√h k

(h+ε)(k+ε) dt

^√_ε

0

√1 ε dt+

_T

√ε

1

tdtlog1 ε, forε∈]0, ε₀].

Hypothesis (1.4)is obviously satisfied if the following conditions hold true:

_T

0

|D^#|

(h+ε)(k+ε) dtε^−1/α, (1.8) T

0

tr(A B)

√h+ε dtε^−1/α, (1.9)

whereas, hypothesis (1.5)is satisfied if:

T 0

|D^#|

(h+ε)(k+ε) dtlog1

ε, (1.10)

_T

0

tr(A B)

√h+ε dtlog1

ε. (1.11)

Conditions (1.8)and (1.10)correspond to the homogeneous case (i.e.

B≡0), as treated in [MS2]. Indeed our proof of Theorem 1.1 is the natural generalization of that in [MS2].

The assumptions on the regularity of the coefficients ofAcan be relaxed in the following way. Let

Lχ :=

f ∈ C¹

[0, T]×Rⁿ\ {0} _T

0

f(t, ξ)

f(t, ξ)+εdtε^−2/χ

, L_∞ :=

f ∈ C¹

[0, T]×Rⁿ\ {0} _T

0

f(t, ξ)

f(t, ξ)+εdtlog1 ε

.

If we assume

a , b , δ∈ Lχ, h∈ L2χ, (1.12) instead ofA∈ C^χ, and

a , b , δ , h∈ L∞, (1.13) instead ofA∈ A, Theorem 1.1 still holds true.

Indeed, a simple calculation shows that if we assume (1.12) (resp. (1.13)), we have:

_T

0

|a^#√|+|c^#| k+ε + |h|

h+ε ε^−χ1 (resp.log1

ε), (1.14) and, as we will show in§2, these estimates are enough to prove our results.

In [CJS] it is proved that if f ∈ C^χ is a real positive function then f ∈ L2χ; more precisely for anyε∈]0, ε₀] we have:

T 0

|f(t, ξ)|

f(t, ξ) +εdtε^−χ1f(·, ξ)^χ1

χ , (1.15)

whereas, in [S], it is shown that iff is a complex valuedC^χ function, then f ∈ Lχ, and for anyε∈]0, ε0]:

_T

0

|f(t, ξ)|

|f(t, ξ)|+εdtε^−2χf(·, ξ)^2χ

χ . (1.16)

A general sufficient condition in orderfto belong toL∞is given in [CN1]

[O, Lemma 1], where it is shown that if there exists N ∈ N such that f(·, ξ)= 0 has at mostN roots for anyξ∈Rⁿ, thenf ∈ L∞. Examples of functions inL_∞ not verifying the above conditions are given in [DAR].

IfA∈ C^∞hasfinite degeneracy, Theorem 1.1 can be improved. Byfinite degeneracy we mean that the discriminanthhas only finite order zeroes:

∞ j=0

∂_t^jh(t, ξ)= 0, for allt∈[0, T] andξ= 0.

By a compactness argument, ifAhas finite degeneracy we may findκ∈ Nsuch that:

κ j=0

∂_t^jh(t, ξ)= 0, for allt∈[0, T] andξ= 0. (1.17)

Theorem 1.4. — Assume thatA∈ C^∞ has finite degeneracy, and that D^#−a^#tr(A B)+D^#−a^#tr(A B)h^γ√

k , (1.18) holds true for some γ >0. Then

1. ifγ+ 1 κ 1

2, the Cauchy Problem (1.1) is well-posed in all Gevrey spaces and inC^∞;

2. ifγ+ 1 κ < 1

2, the Cauchy Problem (1.1) is well-posed in all Gevrey spacesγ^s with

1s < 1−γ 1

2 − γ+ 1

κ .

If (1.10) is satisfied we can replace (1.18) with tr(A B)h^γ.

Since (1.18)is always satisfied withγ= 0, we have the following conse- quence of Theorem 1.4:

Corollary 1.5. — Assume that A∈ C^∞ has finite degeneracy. Then 1. ifκ2, the Cauchy Problem (1.1) is well-posed in all Gevrey spaces

and inC^∞ for anyB;

2. ifκ>2, the Cauchy Problem (1.1) is well-posed in all Gevrey spaces γ^s with

1s < 2κ κ−2, for anyB.

We will give other applications of Theorem 1.1 and 1.4 in section 4.

Next, we consider the Cauchy Problem for 3×3 first order systems.

Theorem 1.6. — Assume that A ∈ C³, B ∈ C² and the eigenvalues λ₁(t, ξ), λ₂(t, ξ), λ₃(t, ξ)

of A(t, ξ)satisfy the estimates:

|λ₁−λ₂| ≈t, (1.19)

|λ1−λ3| ≈t^κ and |λ2−λ3| ≈t^κ, (1.20) for some1κ%.

Then the Cauchy Problem (1.1) is well-posed inγ^sfor anys < s₀, where:

s0:=





 3κ

2κ−1 if κ2 , 2 + 1

% if κ= 1 .

(1.21)

Remark 1.7. — Theorem 1.6 extends to first order systems as result by Colombini [C], for third order equations.

Remark 1.8. — The hypothesis (1.19)and (1.20)can be weakened. In- stead of (1.19)and (1.20), we can assume that

|λ1−λ2|t

|λ1−λ3|t^κ and |λ2−λ3|t^κ.

If we assume some additional conditions on the structure ofA, then the result of Theorem 1.6 can be improved.

Theorem 1.9. — Assume that A ∈ C³, B ∈ C² and the eigenvalues λ1(t, ξ), λ2(t, ξ), λ3(t, ξ)

of A(t, ξ) satisfy conditions (1.19) and (1.20), for some1κ%.

Let us define

Q:=

trA 3 I−A

2

, and assume that there existsα >0 such that:

Q∞+Q∞t^α. (1.22)

Then the Cauchy Problem (1.1) is well-posed in γ^s for any s < sα, where:

sα:=

















3κ−α

2κ−α−1 if ακ−2, 2%+κ−α

%+κ−α−1 if κ−2< ακ, 2%

%−1 if ακ, % >1,

+∞ if α%=κ= 1.

(1.23)

If moreover κ = % = 1, and α 1, then the Cauchy Problem is well- posed inC^∞ too.

Remark 1.10. —Assuming a Levi-type condition on B:

BQ−Q∞+QB+Q∞t^α, (1.24) instead of condition (1.22), we get the same conclusion of Theorem 1.9.

If we assume more specific conditions on the structure ofA(t, ξ), then the result of Theorem 1.9 can be improved.

Example 1.11. — We assume thatA(t, ξ)is triangular:

A(t, ξ) =



λ₁ a₁ a₂ 0 λ₂ a₃ 0 0 λ₃



,

and that conditions (1.19)-(1.20) hold true for some 1κ%.

If we assume that:

|a1|+|a2|+|a3|t^α, (1.25) withακ, then condition (1.22)holds true.

More generally, if we replace condition (1.22)by:

|a1|+|a3|t^α, (1.26) then the conclusion of Theorem 1.9 holds true (we remark that conditions (1.22)and (1.26)are independent).

Remark 1.12. —The hypothesis B ∈ C^m−1,m= 2,3, in our Theorems is related to the fact that in both cases we transform the system into a sys- tem of order mwith diagonal principal part. This procedure is carried out by composing the operator with an operator whose principal part is the cofactor matrix ofA, which is of orderm−1.

We expect that with a different technique one may require onlyB∈ C⁰. Acknowledgements. — During the redaction of this paper T. Kinoshi- ta informed us that a result similar to Theorem 1.1 was obtained by D’Ancona, Kinoshita and Spagnolo [DAKS2]. We point out that the tech- niques employed in [DAKS2] are rather different from ours, hence we hope that both these results could be interesting for the reader. We thank D’Ancona, Kinoshita and Spagnolo for the interesting discussions.

2. Proof of Theorem 1.1 By Duhamel principle, we can assumef ≡0.

Let U be a solution of the system (1.1)and let V(t, ξ):= U(t, ξ)be the Fourier transform with respect to thex variables ofU;V satisfies the

system

V=iA(t, ξ)|ξ|V +B(t)V , V(0, ξ) =V0(ξ).

Let

V(t, ξ):= exp

i θ(t, ξ)|ξ|

V(t, ξ), where

θ(t, ξ):=

_t

0

τ(s , ξ)ds, τ(t, ξ):=d₁(t, ξ) +d₂(t, ξ)

2 ,

so that the Cauchy Problem (1.1)is transformed into V =iA(t, ξ)|ξ|V +B(t)V ,

V(0, ξ) =V0(ξ).

Next, we make the substitutionV =P V^#, with:

P :=

1 i i 1

, in order to obtain the equivalent system:

V^#=iA^#(t, ξ)|ξ|V^#+B^#(t)V^#, V^#(0, ξ) =V₀^#(ξ),

where

A^#:=P⁻¹AP =

c^# a^# a^# −c^#

, B^#:=P⁻¹BP , witha^# andc^# defined in the introduction.

Note that, since tr(A^#)= 0, we have:

A^#2=hI2,

A^#B^#−B^#coA^#=A^#B^#+ (A^#B^#)^co= tr(A^#B^#)I2= tr(AB)I2.

To simplify the notations, in the following we omit the # and we write A,B and V instead ofA^#,B^# andV^#.

Let:

M :=∂t+iA(t, ξ)|ξ|+Cε(t, ξ)−B^co(t),

whereCεwill be chosen in the following. It’s clear that if we prove the well- posedness ofM LandLM, then the well-posedness forLfollows. We show only the well-posedness ofM L, the proof forLMbeing completely analogue.

We have:

M L = I2∂_t²−iA|ξ| −iA|ξ|∂t−B−B∂t+iA|ξ|∂t+h−iAB|ξ|

+Cε∂t−iCεA|ξ| −CεB−B^co∂t+iB^coA|ξ|+B^coB

= I₂∂_t²+h|ξ|²I₂−iK|ξ|+ Γ∂_t+B , where:

K := A+ tr(AB)I₂+C_εA , Γ := Cε−B−B^co,

B := −CεB−B+B^coB . Let us define theapproximated energy:

E_ε(t, ξ):=|V(t, ξ)|²+ (h+ε)|ξ|²|V(t, ξ)|² , |ξ|1, We have:

E_ε(t, ξ)= 2Re(V, V) + 2h|ξ|²Re(V, V) + 2(h+ε)|ξ|²Re(V, V)

= 2|ξ|Re(iKV, V)−2Re(ΓV, V)−2Re(BV, V) +2h|ξ|²Re(V, V) + 2ε|ξ|²Re(V, V). Now, since|V|

Eε and|ξ| |V| 1

√h+ε

Eε, we get:

E_ε(t, ξ)C √|K|

h+ε +|Γ|+ |B|

|ξ|√

h+ε + |h|

h+ε+√ε|ξ| h+ε

Eε(t, ξ), and, using Gr¨onwall’s Lemma:

Eε(t, ξ)exp T

0

√|K|

h+ε+|Γ|+ |B|

|ξ|√

h+ε+ |h|

h+ε+ |ξ|ε

√h+ε

dt

Eε(0, ξ).

In order to estimate the first three terms, we choose Cε:= diag(c11, c11), where c11:=− 2aa

2|a|²+ε, so that:

K=







c+ tr(AB)− 2caa 2|a|²+ε

aε 2|a|²+ε aε

2|a|²+ε c+ tr(AB)− 2caa 2|a|²+ε





.

We have:

_T

0

|K11|

√h+ε dt2 _T

0

|a| |ca−ac−atr(AB)|

2|a|²+ε√

h+ε dt +

T 0

|c|ε 2|a|²+ε√

h+εdt+ T

0

|tr(AB)|ε 2|a|²+ε√

h+εdt=I+II+III . Now assume that Assumption (1.4)holds true. Using (1.3)and (1.14) we have:

I 2

T 0

D^#−a^#tr(A B)

(k+ε) (h+ε) dtε^−1α, (2.1)

II

T 0

|c|ε (k+ε)√

h+ε dt T

0

|c|

√k+ε dtε^−1χ

III

T 0

ε√ k (k+ε)√

h+ε dt T 2 .

The term _T

0

|K22|

√h+ε dtis estimated in the same way thanks to condi- tion (1.4)whereas the terms

T 0

|K12|

√h+ε dt= T

0

|K21|

√h+ε dt are estimated thanks to (1.14).

Using again (1.14), we have:

T 0

|Γ|+ |h|

h+εdtε^−1χ,

whereas:

_T

0

|B|

|ξ|√

h+εdt ε^−χ1

√ε|ξ|,

_T

0

|ξ|ε

√h+ε dt√

ε|ξ|. (2.2)

Hence we get:

Eε(t, ξ)exp

ε^−χ1 +ε^−α1 + ε^−1χ

√ε|ξ|+√ ε|ξ|

Eε(0, ξ). (2.3)

Choosingε=|ξ|^−β+22β , withβ:= min(χ, α), we get:

Eε(t, ξ)exp

|ξ|^β+22

Eε(0, ξ),

and we conclude the proof by standard argument based on Paley-Wiener Theorem (see e.g. [CJS]).

If (1.5)holds true and the coefficients ofAsatisfy (1.13), we have:

I , II , _T

0

|Γ|+ |h|

h+εdtlog1 ε, which gives

Eε(t, ξ)exp

! log1

ε+ 1

√ε|ξ|+√ ε|ξ|

"

Eε(0, ξ), instead of (2.3). Choosingε=|ξ|⁻², we get:

Eε(t, ξ)|ξ|^MEε(0, ξ),

for someM >0, and this gives the well-posedness inC^∞. 3. Proof of Theorem 1.4

The proof of Theorem 1.4 is similar to that of Theorem 1.1, but we use the following Lemma to improve some estimates.

Lemma 3.1 ([CIO]). — If h(t, ξ) verifies (1.17), then, for any η 0, there existsMη andε0 positive such that for anyε∈(0, ε0], we have:

T 0

1

h(t, ξ) +εηdt







M_η ifη <1/κ , Mηlog1

ε ifη= 1/κ , Mηε^κ1−η ifη >1/κ .

Assume at firstγ+ 1 κ < 1

2.

If (1.18)holds true, then, using Lemma 3.1, we have:

I T

0

D^#−a^#tr(A B) (h+ε)(k+ε) dt

T 0

dt

(h+ε)^1/2−γ ε^κ1+γ−12, (3.1) instead of (2.1), and

_T

0

|ξ|ε

√h+ε dtε^κ1+12|ξ| , rather than (2.2).

Hence we get:

Eε(t, ξ) exp

!

ε^κ1+γ−12 + 1

√ε|ξ|+ε^1κ+12|ξ|

"

Eε(0, ξ), instead of (2.3). Choosingε=|ξ|^{−1/(1−γ)}, we get:

E_ε(t, ξ) exp

#|ξ|(¹2−(_κ¹+γ))/(1−γ)$

E_ε(0, ξ).

Ifγ+ 1 κ 1

2, we have:

I _T

0

D^#−a^#tr(A B) (h+ε)(k+ε) dt

_T

0

dt

(h+ε)^1/2−γ log1 ε, hence:

E_ε(t, ξ)exp

! log1

ε+ 1

√ε|ξ|+ε^κ1+12|ξ|

"

E_ε(0, ξ), instead of (2.3). Choosingε=|ξ|^{−2κ/(κ+2)}, we get:

Eε(t, ξ)|ξ|^M Eε(0, ξ), for some constantM.

4. Examples

A simple sufficient condition for (1.10)is given in [MS2, Prop. 2].

We give here some equivalent forms.

Lemma 4.1. — Assume that one of the following equivalent conditions is satisfied:

C₁δ²+ab0, for someC₁∈[0,1[, (4.1)

|δ|C₂√

h , for someC₂>1, (4.2)

|ab|C3h , for someC3>1. (4.3) Ifa, b, δ∈ Lχ (resp.∈ L_∞), then (1.8) withα=χ(resp. (1.10))holds true.

Proof. — To prove the equivalence between the conditions (4.1), (4.2) and (4.3), we note that ifab0 then all the conditions are satisfied, hence we can assumeab <0.

To prove the equivalence between (4.1)and (4.2), we remark that con- dition (4.1)is equivalent to

(1−C1)δ²δ²+ab=h , which is equivalent to (4.2)withC₂:= (1−C₁)^−1/2.

We prove the equivalence between (4.1)and (4.3). If (4.1)is satisfied, then

|ab|=−ab= 1

1−C₁(C1ab−ab) 1

1−C₁(C1ab+C1δ) = C1

1−C₁h , hence (4.3)is verified withC3:= C1

1−C1

. Conversely, if (4.3)is satisfied, then

C1δ²+ab=C1h+ (1−C1)ab[C1−(1−C1)C3]h= 0, if we chooseC1:= C3

C3−1 <1.

Using (1.16), we have:

_T

0

(a−b)δ

(h+ε)(k+ε) dt _T

0

|a|+|b|

|a|+|b|+√ ε

√|δ|

h+ε dtε^−χ1 T

0

|ab|

(h+ε)(k+ε) dt T

0

|a|

|a|+√ ε

|a b|+|b|√

√ ε

h+ε dtε^−χ1 , and the other terms are estimated in a similar way.

Condition (4.1)is satisfied, in particular, ifAispseudosymmetric[DAS1], that is ifab0. Pseudosymmetric matrices have been introduced in [DAS1], where the corresponding homogeneous Cauchy problem is studied. Non ho- mogeneous Cauchy problem has been studied in [MS2] (see Example 4.4 below).

Condition (4.1)is satisfied also ifA isuniformly symmetrizable, that is if there exists an invertible matrixP =P(t, ξ)such that

P+P⁻¹M ,

andP⁻¹AP is Hermitian. IndeedAis uniformly symmetrizable, if, and only if (cf. [MS1, Prop. 1]),

h(t)η k(t), (4.4)

for some constantη1 and condition (4.4)is equivalent to (1−η)δ²+abη

2(a²+b²),

hence (4.1)holds true. Then from Theorem 1.1 we get the following result:

Corollary 4.2. — Assume thatAis uniformly symmetrizable, andB∈ C¹.

1. If the coefficients of A satisfy (1.13) (in particular if they are ana- lytic), then (1.1) is well-posed inC^∞ [N], [CN1], [DAS3].

2. If the coefficients of A satisfy (1.12) (in particular if they are C^χ, χ2), then (1.1) is well-posed inγ^s fors <1 +χ

2 [CN1].

We should remark that in [N] and [CN1] the coefficients ofBmay depend also onx, whereas in [DAS3] the same result is proved forN×N systems.

Note thatAis symmetric if, and only if, h=k.

Corollary 4.3. — IfA∈ C^∞ [0, T]

verifies the condition

C0δ²+abη t^2p(a²+b²), (4.5) for someC₀∈[0,1[,η >0,p0, andB(t)∈ C¹

[0, T] , then

1. ifp1the Cauchy Problem (1.1) is well-posed in all Gevrey classes;

if the coefficients ofAare analytic it is also C^∞ well-posed;

2. if p >1 the Cauchy Problem (1.1) is γ^s well-posed, for anys such that1s < p

p−1 .

IfA∈ C^∞ [0, T]

verifies the condition

C0δ²+abη(a²+b²)^1/(2γ), (4.6) hvanishes at order at mostκ andB∈ C¹, then:

1. ifγ+ 1 κ 1

2 the Cauchy Problem (1.1) is C^∞ well-posed;

2. if γ+ 1 κ < 1

2 the Cauchy Problem (1.1) is γ^s well-posed, for any s such that

1s < 1−γ 1

2 − γ+ 1

κ .

Proof. — First of all, we note that (4.5)and (4.6)imply (4.1)and hence (1.10). Moreover, since

tr(A B)√ k ,

we have: _T

0

tr(A B)

√h+ε dt _T

0

% k h+ε dt .

If assumption (4.5)holds true, then we can assume, with no loss of generality, thatη is small with respect toT so that

2η t^2pkC0δ²+ab+ 2η t^2pδ²h , (4.7) hence we have:

_T

0

% k h+ε dt=

^√_ε

0

%k ε dt+

_T

√ε

√ 1 2η t^p

% h h+ε dt

&

ε^(1−p)/2, ifp >1 , log

1 + 1

ε

, ifp= 1 , which shows that (1.9)is satisfied withα= 2

p−1, ifp > 1, and (1.11)is satisfied ifp= 1. The result follows from Theorem 1.1.

If (4.6)holds true, using (4.2)we have:

2k=a²+b²+2δ²η^−2γ(C0δ²+ab)^2γ+2δ²η^−2γh^2γ+2C₂²hCηh^2γ.

Hence, using Lemma 3.1:

_T

0

% k h+ε dt

_T

0

1

(h+ε)^1/2−γ dt=













M(h), ifγ+ 1

κ >1 2 , M(h)log1

ε, ifγ+ 1 κ =1

2 , M(h)ε^{1/κ+γ−1/2} ifγ+ 1

κ <1 2 , and we get easily the result from Theorem 1.4.

Example 4.4. — If a=t^α andb=t^β, we can choose γ=min(α, β)

α+β = α+β− |α−β| 2(α+β) , in (4.6), and we get:

1. if|α−β|2the Cauchy Problem (1.1) is C^∞ well-posed;

2. if |α−β|>2 the Cauchy Problem (1.1) is γ^s well-posed, for any s such that

1s <α+β+|α−β|

|α−β| −2 ,

meanwhile in [MS2] they proved well-posedness for1s < |α−β|

|α−β| −2. We can derive from Theorem 1.1 the following result for second order scalar equations.

Corollary 4.5. — Let

P u≡∂_t²u−2a₁∂_t∂_xu−a₂∂_x²u−b₀∂_tu−b₁∂_xu= 0 be a second order equation withC^χ coefficients. If

T 0

a₁+a1b0+b1

√h+ε + h

h+εdt ε^−1/α, (4.8) whereh:=a²₁+a2, then the Cauchy problem forP is well-posed in γ^s, for 1s <1 +min(χ, α)

2 .

If moreover the coefficients are analytic and _T

0

a₁+a₁b₀+b₁

√h+ε + h

h+εdt log1

ε, (4.9)

then the Cauchy problem for P is well-posed inC^∞.

Proof. — By standard method, we reduce the Cauchy Problem forP to a Cauchy Problem for a 2×2 system by settingU = (∂_xu, ∂_tu):

∂tU =A∂xU+BU , where

A=

0 1 a2 2a1

B=

0 0 b1 b0

(4.10) We have

a^#= 1

2(1 +a₂)−ia₁, c^#= i

2(1−a₂), h=a²₁+a₂, k= 1

2(1 +a²₂) +a²₁, D^#=a₁

a^#−h) +1

2(a₁+i)h, tr(AB) =b₀a₁+b₁, hence:

|D√^#−a^#tr(AB)|

h+ε√

k+ε a₁

a^#−h) +¹₂(a1+i)h−a^#(b0a1+b1)

√h+ε√ k+ε |a^#|a₁−a1b0−b1

√h+ε√

k+ε + ha₁

√h+ε√

k+ε + (a1+i)h

√h+ε√ k+ε #a₁−a₁b₀−b₁

√h+ε + |a₁|

|a1|+√

ε + |h| h+ε

$ , hence Corollary 4.5 follows form Theorem 1.1.

Note that (4.8)(resp. (4.9))is equivalent to _T

0

λ^(ε)₁ +b₀λ^(ε)₁ +b₁+λ^(ε)₂ +b₀λ^(ε)₂ +b₁

λ^(ε)₁ −λ^(ε)₂ dtε^−1/α (resp.log1 ε), whereλ^(ε)₁ , λ^(ε)₂ are the solutions of the perturbed characteristic equation

λ²−2a1λ−(a2+ε) = 0.

Note also that ifλ₁, λ₂ are the solutions of the characteristic equation λ²−2a1λ−a2= 0,

and satisfy the condition (cf. [CO], [KS]) λ²₁+λ²₂ (λ1−λ2)² C ,

then the matrixA in (4.10)satisfies the condition (4.1).

Example 4.6 (Systems with constant coefficients). — If A and B have constant coefficients, then (1.8)and (1.10)are trivially satisfied, whereas (1.9) forα2 and (1.11)are satisfied if, and only if,

tr(A B)√

h . (4.11)

On the other side, we know that in order the Cauchy Problem to be well-posed inC^∞[G] (resp.γ^s[L])it is necessary and sufficient that det

−λ I+A(ξ)+B

= 0 ⇒ Imλ(ξ)M resp.

1 +|ξ|1/s

, s < s .

A simple calculation shows that:

det(−λ I+A+B) =λ²−

tr(A)+tr(B)

λ+det(A)−tr

(A−2τ I)B

+det(B). Clearly the imaginary parts of the roots of this polynomial are bounded if, and only if, its discriminant is bounded from below. After some calcula- tions this condition can be written as

# 2√

h+tr(A B)

√h

$2

−tr(A B)²

h + tr(B)²−4 det(B)−C , which is equivalent to (4.11).

Example 4.7 (Systems with constant multiplicity). —Ifh(t, ξ)≡0, then condition (1.5)is always satisfied withα= 2 and the Cauchy Problem (1.1) is well-posed in γ^s, s < 2. Moreover If the coefficients ofA belong to Lχ

and

D(t, ξ)−a(t, ξ)tr(A B)≡D(t, ξ)−a(t, ξ)tr(A B)≡0, (4.12) then the Cauchy Problem (1.1)is well-posed inγ^s, for each:

s < s₀= 1 +χ 2.

If the coefficients ofA belong to L∞ and condition (4.12)holds, then the Cauchy Problem (1.1)is well-posed inC^∞.

As it is shown in [N], (4.12)is the usual Levi condition for systems with double characteristic [Ma] [D].

5. Proof of Theorem 1.6

As in the proof of Theorem 1.1, by Fourier transform with respect to the space variables, (1.1)yields:

V_t−i|ξ|A(t, ξ)V −B(t)V = ˆf ,

V(0, ξ) =V0(ξ), (5.1)

where V(t, ξ) =U(t, ξ), V0(ξ) = U0(ξ), and the hat denotes the Fourier transform with respect to thexvariable.

We divide the proof in two Steps.

Step I:A(t, ξ)is a Sylvester matrix. We assume thatA(t, ξ)is a Sylvester matrix, that is:

A(t, ξ) =



 0 1 0

0 0 1

H₃ H₂ H₁



,

where:

H₁=

1i3

λ_i, H₂=−

1i<j3

λ_iλ_j, H₃= '

1i3

λ_i.

We define for anyi, j= 1,2,3,i=j, the row vectors:

ω := (1,0,0), ωi := (−λi,1,0), ωij :=

λiλj,−(λi+λj),1 .

(5.2)

Note that if {i, j, k} = {1,2,3}, then ωij is the left eigenvector of A related toλk, that is:

ωijA=λkωij, (5.3)

whereas:

ωiA = ωij+λiωj, (5.4)

ωA = ωi+λiω . (5.5)

Fort∈[0, T] and|ξ|1, we define the energy:

E(t):=

i<j

|ωijV|²+ε²₁

|ω1V|²+|ω2V|²

+ε²₂|ω3V|²+ (µ²t²+ε⁴₁)|ωV|² , whereε1=|ξ|^−δ1,ε2=|ξ|^−δ2,µ=|ξ|^−ν, andδ1, δ2, νare positive constants that we will choose in the following.

In order to obtain the energy estimate for E, we prepare some useful estimations.

Estimate of |ωijV|.It’s clear that:

|ω_ijV|√

E . (5.6)

Estimate of |ωiV|.From the definition ofE, we have ε2|ω3V|√

E , (5.7)

whereas, since

ωij−ωik= (λk−λj)ωi, using Assumption (1.19)we have:

t|ω3V||λ2−λ1| |ω3V|=|ω13V −ω23V|√

E . (5.8)

Combining (5.7)and (5.8), we get:

|ω3V|

√E

t+ε₂, (5.9)

and, analogously:

|ω1V|,|ω2V|

√E t^κ+ε1

. (5.10)

Estimate of |ωV|.We can estimate |ωV| in two different ways; first of all, from the definition ofE, we get immediately:

|ωV|

√E ε²₁+µt, whereas from the identity

ω_i−ω_j= (λ_j−λ_i)ω , using Assumption (1.20), we obtain:

t^κ|ω||λ₃−λ₂| |ω|=|ω₃−ω₂|, and by (5.9)and (5.10), we get:

|ωV|

√E t^κ(t+ε2)+

√E t^κ(t^κ+ε1).

Thus, we have the estimate:

|ωV|ϕ(t, ξ)√ E ,

where ϕ(t, ξ):= min 1

ε²₁+µt, 1

t^κ(t+ε2)+ 1 t^κ(t^κ+ε1)

. (5.11)

Estimate of |V|. We remark that {ω, ω₁, ω₁₂} is a base of R³. Indeed, by a simple calculations, we see that if {e1, e₂, e₃} is the canonical row base ofR³, then:

e1 = ω , e₂ = ω₁+λ₁ω ,

e3 = ω12+ (λ1+λ2)ω1+λ²₁ω , hence:

|V|² = |e1V|²+|e2V|²+|e3V|²

[1 +|λ1|²+|λ1|⁴]|ωV|²+ [1 + (λ1+λ2)²]|ω1V|²+|ω12V|² .

Using (5.6), (5.10) and (5.11), we get:

|V||ωV|+|ω1V|+|ω12V|

ϕ+ 1

t^κ+ε1

+ 1 √

E . (5.12)

Estimate of∂_t|ω_ijV|².Leti, j, k be such that {i, j, k}={1,2,3}, we have:

∂tωij =−λ_iωj−λ_jωi, hence, using (5.3):

∂_t(ω_ijV) = ∂_tω_ijV +ω_ij∂_tV

= −λ_iωjV −λ_jωiV +iξλkωijV +ωijBV +ωijf ,ˆ thus:

∂t|ωijV|² = 2Re

∂t(ωijV), ωijV

= 2Re

−λ_iωjV −λ_jωiV +i|ξ|λkωijV +ωijBV +ωijf , ωˆ ijV

= 2Re

−λ_iω_jV −λ_jω_iV +ω_ijBV +ω_ijf , ωˆ _ijV , since the characteristic roots are real.