Nonlinear
Analysis,
Theoty,
Pergamon
Methods&Applications, Vol. 30, No. 6. pp. 3855-3865, 1991 Proc. 2nd World Coongrm of Nonlinear Analysts 0 1997 Elsevier Science Ltd Printed in Great Britain. All rights reserved 0362-546x/97 $17.00 + 0.00
PII: SO362-546X(96)00235-0
OVERDETERMINED SYSTEMS OF SINGULAR DIFFERENTI:AL EQUATIONS
PARTIAL
MINOItU KOIKE Shibaura Institute of Technology, 307 Fukasaku, Omiya 330, Japan Key words and phrases: Overdetermined system, singular partial differential equation, complete integrability condition, Stolz’s path, Banach scale. 1. IXTRODCCTIOiX In this paper we consider equations of the form
an overdetermined
system of singular
y(t)au/at, = ji(t, z, 11,cl(f.)l)u) + feo(4x>,
nonlinear
i = l;.*
partial
,rn,
differential
(1.1)
where t = (1i;.. ,t,) E llV’&, x = (XI;.. ,z,) E V and L? = (a/&i,... ,i3/&,). Under the assumptions that p(1), p(t), J~(~,x,zL,<) and fie(t, 2 ) are continuous (not necessarily differentiable) in the time variable t and analytic in (x, u, <) (and y(t) > 0 for f $I II), we establish existence and uniqueness theorems for local solutions analytic in the space variable 2‘: differentiable in t # 0, and continuous up to the singular point t = 0 along Stolz’s paths (see Section 3) without initial condition. Since a complex variable is regarded as a two-dimensional vector! problems with complex time variables are not excluded. From our viewpoint we can characterize the case where existence and uniqueness results simultaneouly hold like as classical Fuchsian equations (e.g. [l, 21). Modifications of the Nirenberg-Nishida method [3, 4) were used in [5! 61. Here we need to modify it further. When 1)~ = 1, our problem is a first order version of the one treated in [Sj, but the condition (,44) in Section 3 is an improvement of (A-l) in [6]. For rrr. > l! we give a new fclrm of the complete integrability condition for the overdetermined system, which is stronger than the one used in [5] in a nonsingular case. We need to use it here because of the singularity.
2. THE
COhIPLETE
IXTEGRABILITY
CONDITION
The problem Let Q and R be open subsets of Iw” and @“, respectively. @I” valued functions v, = u(t,z) in t E &, z E a,,, with (~~.(t,1c),1-l(~)l),~(t,2)) (ih/&:,, . . * , a?l~/ax,,)). where so and &I are positive numbers, and CAY= {x E C”; /PI -~ y( < s for some
(1.1) concerns E f/,,, (Du =
y E 0},
lJH = ((u,E) E C:” x CnN; ITA/< R, \
Section
we assume
that
p(t),
smooth
in (2, ?I.,<). For z = (~1,. f. ,zl),
$5
(.fdt ,KC,%E) + fio(t,3.)) ‘~1 = (~1,.
3855
. . ,TQ) we denote
are continuous
in f and
by 8, Fur the quantity
Second World Congress of Nonlinear Analysts
3856
Furthermore,
we write
@(r; h, k) = i1 [c (t + et1+ k; h) - ~(t + eh; h) + 6’ ~(1 + eh + dk; h, k)d4] de, and! for y E (‘I( [0, l]‘, Q), ~(7)
= 1’ [Gene,
1); iw,
1)) - (=hvwi
+ L1 we, We use the condition (II) rem 1.1 and 1.2 in [5]).
THEOREM (I) @(t; (II) where
following
h, k) = @(t;k, h)
conditions if t + OIz+ &
It is obvious mollifiers.
that
Let x E C~(EP)
,$ we put
(I) implies
q&(t)
=
that for every
‘Pc(t;[h, qk) = /&+l’(t for small
(II) implies
(cf. theo-
= y($,B).
(I). I n order
to show that
and /x(t)dt
= /+--/~(t)dt~-..dt,
in Q
- m; Jh, rjk)da =
(I) implies
(II),
we employ
= 1. For E > 0
T)/E)+(r)dT = /x(cJ)$(t - Ea)da.
-
C”‘J,y((t
(t, h, k)
theorem
E [0, 112.
x
lP
x
R”
The
the equality
Jx(a)Q(t - &a;T/k,Jh)du = Qe(t;qk,[h)
6 2 0, q 2 0 and E > 0. Thus
13&\IIE(t;
4b+oe.
are equivalent.
E Q for (e,4)
by “7(0,4)
l]“, Q) is defined
446
0))
to prove the existence
(I) and (II)
‘7 E C’([O,
a function
holds
theorem
112,Q),
Friedrichs
condition
in the following
C@(T) = cP(~Y) for y E C’([O,
Proof.
and
2.1. The
4); i3ed44),
ad4
at < = 11 = 0,
is
&tc,(f~;h)k + I-l,(t; h, k) = &G,(t; k, h) + &(t; k, h).
Second World
Therefore,
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3857
for 7 E C2( [0, l]“, Q), we have
Integrating both sides of this equality by 0, 49 and letting E tend to zero! we get a(7) G(t7) for 7 E C2([0, 112,Q). For arbitrary 7 E C’([0,112,Q), we can find a sequence in C”([O, l]“, Q) which converges to 7 in C* as j + co. We have G(7) = /iir@(yj) lim @(t7j) j-cc
= a(“~).
This
completes
= 7j =
the proof.
3. R.ESULTS
In this Section we state the existence and uniqueness theorems for the system (1.1). Hereafter Q denotes a fixed open subset of &P, which is a cone with vertex at O! that is the in Q for t E Q. We write V E S(Q) if V is an open line segment {Bt; 0 < 0 < 1) is contained cone with vertex at 0, contained in Q, satisfying the following condition: If W is a bounded closed cone with vertex at 0 such that W C- Q U {0), then rW = (rt; t E W} is contained in VU (0) for some r > 0. Let X be a topological space. When V E S(Q), we write $ E SC(V, X) if $ is a map : V U (0) --t X such that the map : [0, l] x V 3 (0, t) H +(0t) E X is continuous. Obviously. G(V U {0),X) C SC(V,X) C C(V,X). A. map $ : V U (0) --t X belongs to SC(V, X) if and only if $ E C( V, X) and + is continuous at 0 along Stolz’s paths, that is $ E C’(W, X) for each closed cone W c V U (0) with its vertex at 0. We write Se(V) for SC(V, C). If V E S(Q), T/JE SC(V) and l+(O)] < c, then {t E V; I$(&)\ < c for 0 E [O,l]} E S(Q). Let us denote by A(W) (W = tit, or W = n,, x r/,,) the set of all cAV-valued functions bounded and analytic in W. We write 1121//,= sup{]?r(z)j;
J?9 = A(%), Then
Z3, forms a scale of Banach f&r 5) & ,
spaces? that
(Al) 9 and p belong to SC(Q), Uh)) for some so, & > 0. (-42)
~t;f,(O,z,O,O) i=l
is
II . Iis!F II . /Is
We write R.?(R) = {,u E B& j]ulls < R}. For each t we can regard the Ji(t,r,u,<) are as follows.
for
O
in (1.1) as a function
‘p > 0 on Q and ~(0)
= 0 for t = (tl;.
Z E a,}.
of (z,u.,<).
= 0. fi belongs
Our assumptions
to sC(Q,A(n,,
x
, 1,) E Qm and x E !%,,; where
Qm = {t E Q; v(O,t) = a~},
4Q, t) = I’
&c.
(3.1)
3858
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(A3)
The
ues crj(t,z)
inequalities (1 5 j
Congress
inf{Recrj(t,z)/ll/; 5 N)
of the
of Nonlinear
Analysts
t E Q, z E fl,,}
N :< N matrix
A(t,rc)
> 0 hold
for the eigenval-
= -~ti&ji(O,r,O,O) i- 1
(&ji
=
Hfil~~j)l,,,N). (A4)
l’#
da converges
locally
in t E Q as 0 \
uniformly
0.
(A5) Qoo is relatively closed in Q and v(B, t) converges locally uniformly in t E Q \ Qoo as 0. (A6) Let c > 0, t E Q and h E IF’” \ (0). If f 1 1s not parallel to t, there exists a p > 0 such that
0 \
‘+-“‘q$9(@) uniformly
+ qJ([(f + Oh))]Q3(<(t
---j 0
as E \
0
in 0 E (0, p]
We prove the following
THEOREM
two theorems
3.1. (Existence)
there
exist
positive
u E SC(Q(s),
B,(R))
in. Section
Assume
QM C 1 f? Q Then
+ oh))-”
5.
(Al)-(A6),
and
for some half line I with
end point
at 0.
(3.2)
numbers R, RI and a set Q(s) E S(Q) (0 < s < so) such that, if e complete integrability condition (I) holds, then there exists a ho E =(Qt 4, (RI 1) and th solution 1~ of (1.1) in t E Q(s). z E 0,: isatisfying n C’(Q(s),
THEOREM 3.2. (Uniqueness) Q,
B,),
Assume
> 1n Q
pLh
(Al)-(A4),
E SC(Q(s),
E S(Q),
for
0 < s < se.(3.3)
and
for some half line 1 with
Then, for some H > 0 and some Q(s) satisfying (3.3) is unique.
I~,(R)~)
th e solution
end point
at 0.
(3.4)
u of (1.1) in t E Q(s)
and x E R,
4. PRELIMINARIES Here we prove several lemmas (cf. Section 3, [S]). Hereafter hold and write Qe = 22’Q = {t/2; t E Q}. Then Qe E S(Q).
LEMMA 1. There (0, t) E (‘All
exists a function
x
&a>
w(t)
> Ip(
and
w E SC(Qe)
&w(@t)
such that
2 ltll~(Qt)l/v(~t)
we assume
that
(Al)-(A4)
w(O) = 0; &i~l(&)
is continuous
for
x Qo.
(0, t) E (O,l]
in
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Proof, We put
Then
w1 E SC(Qo),
B J
2t)-l em p1 (at)&
q(O)
is smooth
&ul(et) is cyntinuous
in (0,f)
I,
2 1:2 pt(o8t)d~:
= 0 and w](t)
I,
> 2 ,‘, Jp(t)lda
=
Ill(t)\.
Further:
wl(&)
=
in # E [0, l], so is wl(&)
=
in 8 E (0, l] and
= Q-1[2,u1(Qt) - p1(&/2)] - 282&,(rrt)drr 1’
E (0, l] x QO.
CL](&)
1s . nondecreasing
hence &UI (8t) 2 0. Therefore
w(t)= cdl(f)+ ItIJy y#k? has the required
properties.
LEMMA 2. The function v defined only if the condition (A5) holds.
in (3.1) is a continuous
map from
[0, l] x Q to [0, co] if and
Proof It is easy to see that the continuity of v yields (A5). Suppose, conversely, that (A5) holds. It is clear that I/ is continuous in ((0, l] x Q) U ((0) x (Q \ QOO)). Thus it suffices to verify that 11 is continuous at every point (0, to) in {0} x Qoo. For every A4 > 0 we can choose a d f (0,l) such that ~(n, to) > M. By the continuity of l/cp on Q, we can find a neighborhood W of to such that ~(6, t) > M for t E IV. Thus ~(e,t) 2 ~(6,t) > A4 for (8, t) E (O,f x W. Th ere f ore ~(6, t) tends to 00 = ~(0, to) as (0, t) + (0, to). We write .4(t)(z) (A3) implies that /lIC(6,t)vll,
w h ere A(t, z) is the matrix function as in (A3). = A(t,z), there exist positive constants C; and b such that 5 C~e(0,t)l/ull,9
for (0,t)
E [O,l]
The
condition
x Q and u E B, (0 c s 5 SO),
(4.1)
where E(6, t) = exp[-v(o,t)A(t)],
~(0, t) -= exp[-br/(8,
t)i!i]
for (0,t)
For each t E Q, ts(B, t) and ~$0, t) are smooth in H E (0, l] and I;:(O,t) = 0 and e(O,t) = 0 for t t Qco. If we assume (A5), then, e E C( [0, l] x Q, [0, 11) and E E C( [0, l] x IQ, Ug).
E [0,
continuous by lemma
l] x Q. at B = 0. 2, we have
LEMMA 3. Let Q1 E S(Q), s E (0, so], ‘u E SC(Q1, H,) and the map t H (h H I’(t)h) belong to SC(Q,, f,(lP, H,)), w h ere L(IkP, HB) dlenotes the set of all linear maps from IP to B,. Set A(0,t) = r(&)t + A(t)v(t?t). L e t u b e .a map from &I U (0) to H, such that U(O) = v(0). If
Second World Congress of Nonlinear Analysts
3860
p(ot)aJu.(et)
+ A(t)u(c?f)
= ll(0,t)
for (0,t)
E (0, 11 x QI,
(4.3)
t
(4.4)
then u(1) =
1 -f<(O, ” PC@)
I
’
r(O)t Conversely, Proof.
(4.4) implies Suppose
that
+l(O, = 0
that ,u(&)
l)fM + qo,
for t E Qoo
is smooth
(4.2) and (4.3) hold. 1 1 -----E(f), E p(e)
J
t)A(ft,
we obtain
(4.4).
Thus
for
E Q,,
(if Qoo # 0).
(4.5)
in B E (0, l] for f E Q1 and satisfies
(4.3).
For 0 < E < l! we have by (4.3) t)cl0 = j1 3@[1S(O, /)u,(et)]da = u;t,
Let E + 0. Then
l)u,(O)
- E(E, f)‘U(&t).
we have
u.(t) - u(O) = 71.j(I) + l@(l),
(J.6)
where f?(:(8.,/)l?(Of)lf10,
Ul(/)
= 1’
&j
dt)
= i1
-E(H, &)
I)A(t)w(Ht)dH + fqo, t)u(o) - u(0)
1
1 --E(B, =/ 0 P(W since ,u.(O) = ~(0).
t)A(t)[w(Bt)
- w(O)]dO
(4.1) implies
= c,(hjtj)-‘[l
- e(0,t)] .
sup
UjCf
I Cc, . sup
!!!h!t!)-‘A!t)[v(tlt)
IlA(f)
- v(O)]Ils
- @)](I,>
CJ
hence v2 is continuous
at 0 along Stolz’s ~~~ is continuous
Since
paths,
along
and u,z(O) = 0. Therefore
Stolz’s
and UI(O) = 0.
E(0, f) = 0 for t E Qm: we have
761 (t) - /l(t)-‘ryO)f = 6’ $$q”’ thus,
paths,
for c E (O,l);
I)[r(Ht) - r(o)]w,
(4.6) and (4.2) yield (4.~)
Second World Congress of Nonlinear Analysts
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Hence am - A(t)-‘l?(O)t converges to 0 as r~ \ 0 for each t E Qoo ((it belongs for small g > 0). Thus we have (4.5) by (4.7). C onversely, assume (4.4). Then (T E (0, 11 and t E Q,
to Q1 II Qm we have for
u(d)=r0LE(H/ aqqo, t)&l+E(0, at)u(0) dot) CT, =zqcr, t)-1[6”sir E(O,1)A(O, l)dO +E(0, t)u(0) I. Differentiating
the both
sides of this equality
by c: we have (4.3).
We write
LEMMA
4. Assume
that
Qo3 # 0 (that
is (3.4)).
(1) If (3.2) holds (that is QOO = 1 n Q), then for every R’ E (0, &J) there exists an R1 > 0 such that, for every fin E S(r(Q, &,(RI)), th ere exists a unique ‘u) t H,Y,,(H’) satisfying P’(O,w
t) = 0
for
f E Qco.
(2) For solutions mined
u of (1.1) satisfying (3.3). the initial and satisfies /\uII/,, 5 R and (4.8).
value
(4.8) u t = u/=~[) is uniquely
deter-
Proof (1) By the assumptions, Q, = {rt”; T > 0) for every fixed to t d),. The condition matrix. (1.8) is equivalent to ft’(O, 11:;to) =: 0. Since A(/“) = -c%,E’(O,o; to)! u 0 is a nonsingular the well-known implicit function theorem yields the conclusion. (2) We have ll~l)l,~ < R (0 < s < SO) by (3.3). Thus jl,~(~)i,,, 5 R. Since ‘(1 is a solution of (1.1). we have ~(ot)&~(Ot) + A(t),~(trl) = K(Ot, ~(Otj; t) for (0, t) E (0, 11 x Q(3), where Kjt,
U; hj =- E’(I, ‘~1;If,) + A(h)u.
putting 1: = II and l‘(f)/,, = k’(t, u,(,f); lb,) in lemma 71’ is unique since the solution of (4.8) is unique.
(4.9)
3. we see from
(,4.5) that
71’ satisfies
(1.8).
5 PROOFS Kow
we prove theorem
3.1.
!!1171,!!,~
wit,h some con&ant
(::.
We have by the Cauchy’s
5 C~!~l!,~/(s
- s’)
for
inequality
0 < s’ < s? 1~ E A,
(5.1)
We have by (5.1)
for f E Q U (0): IL E iRrmT II, ‘11 E Zl,(R). p(l)l)v, /~(1)1h 0 < I? < I&, where &(-, H) belongs to SC:(Q) (j = 1,2).
t I&(R), It follows
0 < S’ < s 5 SO and from the definitions of
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K and A that di(0, R) + 0 as R \ 0. di and d2 are independent of the choice of fa. If Qoo # 0, then we take the solution ?u E: B40(~&) of (4.8). Otherwise, we take w E B,(rR) arbitrarily. We put Kl(L)
=
y$,
and
ll~~~~~~~~;~~ll~,ll~l
--
n(t)
= Cub-‘[1
- e(O,t)][Ki(t)
+LJ(~)],
(5.3)
where Cs and b are the numbers as in (4.1). It follows from (A5) that 1 - e(0, ~2) - 0 as p \ 0 locally uniformly in t E Q \ Qm. tc,(pt) --) 0 as p \ 0 locally uniformly in t E Q,. Thus K E SC(Qs) and K,(O) = 0. We put
Ql
= {t E
Qo; 4(&N
da(t)f, R) < Cz, PC(&) < 7-R for
< &,
where C, = &(O, R) + 1 and T > 0 is a small number determined later. for small R > 0. We define a sequence up, p = 0, 1, . . * , recursively by
B E (0, l]
Q1 belongs
, (5.4) > to SC(Q)
uO(/) = w,
flt;u”(Ht); r)dB + I:(O, t)w
(t # 0)
and
“V+‘(O)
= 711
and put VP = ZI? ’ - YP. Since v”(l)
=
u’(f)
-
w
==
1 I0
1 --qe, P(W
t)l;(tQ,
w;
f)dtl,
we have by (4.1)
--e(t), ’ I Xl(f) L1 :;:;;i
f.)dO = Ki(l)C&‘[l
- e(0, /.)I < K(f),
s)
0 < s < so
thus the estimation
llvp(t)11.9< holds
~(t)~~A4~(t;
for
I E Qp(s),
(5.5)
for p = 0, where
UT,= a0 fi (1 + j-y, j-1
Qpb)
=
{f
E
Q,;
w(f)
<
up(.so
-
s))
E
S(Q),
.
In the same way of using w(f) as in [6] we can verify by induction on p that VP is well-defined, belonging to SC:(Q,(s), 1j,g(R)): and (5.5) holds for p > 0 when cl0 > 0 is small enough. 71. =
lim 72’ = II! + 3Eod
Qr; $y<
e(ss - s)}
u(t) =
converges
(U = jiz
in sCr(Q(s),
aP > 0). This
BJ(H)),
where
Q(s)
= 2 Q,(.s)
=
II. satisfies tt # 0)
and
u.(O) = ~1.
{t
E
Second World
By lemma
Congress
of Nonlinear
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3863
3 we have p(Ot)&u(Qt)
= P’(Ot,u(Bt):
t)
for t) E (0, 11, t E Q(s).
(5.6)
We show that 11.satisfies (1.1) by the same way as in [5]. In the complete integrability condition (II), putting ?(a,$) = it” + [c$(t + 01~) for /L E R”, p E (0, O], 6 E (0, I], where t” E Q(s) and 6 is small enough, we have
thus,
ZZ o1 aY(l, (6); i’ct + 11)) - m40,4); J[ putting r = 1 + h and changing variables,
6’ G(pP
+
Et) + 1’
H(y(~,
41;
we have
+ &-; T) - q/It0
+ f#d; t)]fi+
J J
’ dcj 09[fZ(pfo + q% + Oh; 1, h) - N(pt” + c#d + Bh; h, t)]dtl. 0 Here the left side of this equality converges as p \ 0, and the derivative of the right side with respect to [ converges locally uniformly in c E (0, l] as p \ 0. Thus we have +
‘c 4J0
G(@ + Oh; h)&3 = G(E‘T; T) - G(@; t) (5.7) +
J
$Z(
+ ML; t, h) - W(
andput Wewrite&).9(4cu, p(t)Dw)$= (&dAt,Z:,II,04 + p(f.)Q(t,1,l?lS)W) /ceep(l),k A(t, Substituting
IL) = U(T) - u(t) (v, Dw, D”v)
G(t; h)(.,u,j,X) hence it follows
from
- 1’
L(t + ‘Oh, u(T); h)dO,
for (u, <, A) in (2.1): = L(f,q
(5.7) that
h),
L(t,u;
h) = -b(t,u.; v(t)
h).
we have
fZ(t; h, k)(., v, <, A) = [f&,,f,(t,
II; h)]L(t,v;
k),
(5.3)
3864
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Further
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we put
a, t,h)= &K,6h)+ wr t,h). Then
we have by (5.9)
Therefore
we have (cf. lemma W,h)
3)
fd (El I,)I R tt , t, h)a(@,{h)
= /nl &
+ S(f, t, h)]d[ + E:(q, t)fl(qt, qh),
h) = P(<, t, h) + A(t). K ow let h be not parallel to t. Tha assumption (A6) converges to 0 as v \ 0. Thus we have by (5.10) (5.8) imply that IIWV, W(@, @)lIs
where
B([,t,
A(& h) = i1 We can show by (A6)
that
&
there
Wl, exists
llS(C, 4 h)lL
t)[W,
4 hP(@,
a constant
I Cd<,
I
llu(Et)ll.s
+ ll~(E~)ll,~
and
(5.11)
4 h)Pt.
C$ such that for every E > 0 the estimate
t)-1’21tl+lM(t,~,
holds for E E (O,l], t, T E Q(S) if 11L1 is small max{w(t),W(T)). Since (-46) and (5.8) imply e(E, t)““ll~(Et,
Eh) + W,
(5.10)
s)-”
enough!
where
+ t:mrst.e(C,
t)l’”
A~(~,T,s)
sup Ey(f(t OSff<
= a(sO - s) -
+ Oh))-’
1
< 2R + ccmst., repeating
use of (5.11)
yields
ll~(t,h)ll.~
I G(@
+ ~lhl~f-&Wf,;-,
p= 1,2;-.
s)-‘,
for some constant (;I%. Letting p tend to infinity, we see that if b is not parallel p-l &)lls converges to 0 as p \ 0, which means that + plro) is differentiable respect to p at p = 0 and
llA(t,
u(t
y(W,u(t In
the
(5.12)
ca,se
holds,
+ ~h~)j~=~
t,
-= WC u(t); ho)
for
t E
Q(s).
where ho is parallel to (5.6) implies that ~(t + /&J) is differentiable too. Thus 21.is a required so:lution of (1.1). This completes the proof.
to with
t:
(5.12) by /, and
If 71.is a solution of (l.l), then 11.satisfies (5.6). Here we give a short proof of theorem 3.2. It follows from lemma 4 that the initial value ‘~1 = U(O) is uniquely determined. Therefore the solution of (1.1) is unique since the solution u(Ot) of (5.6) with the initial condition
Second World
u(@)lOTO = ‘111is
unique for every
Congress
t E Q(s).
of Nonlinear
Analysts
3865
This completes the proof.
REFERENCES 1. BAOUENDI M. S. & GOULAOUIC C.: Cauchy problems with characteristic initial hypersurface, Comm. Pure Appl. Math. 26, 455.475 (1973). 2. Singular nonlinear Cauchy problems, J. Differential Equations 22, 268291 (1976). 3. G’BERG L., An abstract form of the nonlinear Cauchy-Kowalewski theorem, J. Diffemnti~l Germ. 6, 561-576 (1972). 4. XISHIDA T., A note on a theorem of n’irenberg. J. Differential Geom. 12. 629-633 (1977). 5. KOIKE M., An abstract nonlinear Cauchy problem with a vector valued time variable, finkcial. Ekvac. 32, l-22 (1989). 6. -i VoleviE systems of singular nonlinear partial differential equations, Nonlinear Anal. 24, 997.1009 (1995).