Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852)

The author investigates analyticity of weak solutions \(u= (u_1,\dots, u_M): \mathbb R^N\times(0,T)\to \mathbb R^M\) of the Cauchy problem for a strong parabolic system of \(M\) linear partial differential equations of order \(2m\) (\(m\geq 1\), an integer) with analytic coefficients, but with initial data \(u_0\) only in \(L^2(\mathbb R^N\)). The Cauchy problem is considered as the following form \[ {\partial u\over\partial t}+ P(x, t,D)u= f(x,t),\;(x,t)\in \mathbb R^N\times (0,T), \] \[ u(x,0)= u_0(x),\quad x\in \mathbb R^N, \] where \(P= \sum_{|\alpha|,|\beta|\leq m} D^\alpha(P^{\alpha\beta}(x, t)D^\beta)\), and \(P^{\alpha\beta}\) is a \(M\times M\) matrix with elements \(P^{\alpha\beta}_{jk}\) which are real analytic functions in \(\mathbb R^N\times[0, T]\) and \(D={1\over i}{\partial\over\partial x}\). Introduce \[ X^r= \{z= x+iy\in CJ^N:|y|< r\},\quad Y^r_{T',T}= \{t= \sigma+ i\tau\in C: T'<\tau< T\} \] and denote \(\Omega= X^r\times Y^r_{T',T}\). Assume that \(P^{\alpha\beta}_{jk}\) belong to \(C^1(\Omega)\cap L^\infty(\Omega)\cap A(\Omega)\) and that \(P\) is strongly elliptic, that is, \[ {\mathfrak R}\Biggl\{\sum^M_{j,k=1}\;\sum_{|\alpha|= |\beta|= m} P^{\alpha\beta}_{jk}(z, t)\xi^{\alpha+\beta} \eta_j \eta_k\Biggr\}\geq c|\xi|^{2m}|\eta|^2 \] for \((z,t)\in\Omega\), \(\xi\in \mathbb R^N\), \(\eta\in C^M\). Moreover assume that the function \(f\) belongs to \(C^1(\Omega)\cap A(\Omega)\) and satisfies \[ \int_{\mathbb R^N} |f(x+ iy, t)|^2 dx\leq K^2,\;|y|\leq r,\;t\in\Delta^T_{\theta_0}\cap \{t\in C:|\text{Im\,}t|< T'\}, \] where \(\Delta^T_{\theta_0}= \{t=\rho e^{i\theta}\in C: 0<\rho< T/\cos\theta\), \(|\theta|< \theta_0\}\). Then the author proves the following Theorem. Let \(M, N\geq 1\), \(0< T<\infty\) and assume the above hypotheses are satisfied with \(0< r_0< \infty\), \(0<T_0\leq T\), and \(0<\theta_0<{\pi\over 2}\). Then, given \(u_0\in L^2(\mathbb R^N)\), the Cauchy problem for \(P\) possesses a unique weak solution \(u\in C([0,T]; C([0,T];L^2 (\mathbb R^N)))\). This solution can be (uniquely) extended to a holomorphic function in the complex parabolic domain \(\Gamma^{(T_0)}_T(\kappa_0,\nu_0)\). Moreover there exists a constant \(C_0> 0\) independent of \(u_0\), \(T\), and \(K\), such that \(u\) satisfies \[ \int_{\mathbb R^N} |u(x+ iy, t)|^2 dx\leq e^{C_0 J({\mathfrak R}t/T_0)}(\| u_0\|_{L^2\mathbb R^N})+ K^2\cdot{\mathfrak R}t \] for all \((y, t)\in\widehat\Gamma^{(T_0)}_T(\kappa_0,\nu_0)\), where \[ \Gamma^{(T_0)}_T(\kappa_0,\nu_0)= \mathbb R^N\times \widehat\Gamma^{(T_0)}_T(\kappa_0,\nu_0), \] \[ \widehat\Gamma^{(T_0)}_T(\kappa_0,\nu_0)= \{(y, t)= (y,\sigma+ i\tau)\in \mathbb R^N\times C: 0<\sigma< T,|y|<\kappa_0\chi(T_0), \nu_0|\tau|<\min\{\sigma, T_0\}\}, \] and \(\chi(s)= s^{(1/2m)+\varepsilon}\), \(\varepsilon> 0\).