Tag 032F, permanent. Cite it as [Bourbaki, Tag 032F].
Spectral Theories, IV, p. 342
Let n∈N. Let (x1,...,xn) denote the dual basis of the canonical basis of Rn.
a) Let c⩾0 and r>0 be real numbers. There exists a function u defined and analytic in an open neighbourhood U of 0 in Rn such that
(r−j=1∑n−1xj−u)∂nu−crj=1∑n−1∂ju=cr
on U and u(x,0)=0 whenever x∈Rn−1 satisfies (x,0)∈U. (First consider the case n=2.)
b) Let U be an open neighbourhood of 0 in Rn. Let (a1,...,an−1,b) be functions from U×R into C which are analytic in a neighbourhood of (0,0)∈U×R. Let Q denote the mapping of the vector space of analytic functions on U into itself such that
There exists at most one function v defined and analytic in an open neighbourhood V of 0 contained in U such that Q(v)=0 and such that v(x,0)=0 for every x∈Rn−1 such that (x,0)∈V. (Verify that the coefficients of the Taylor expansion at 0 of such a solution v can take only one value.)
c) Let f and g be formal series in C[[z1,...,zn]]. One says that f majorizes g, and one writes f≪g, if
f=α∈Nn∑aαzα,g=α∈Nn∑bαzα
with ∣aα∣⩽bα for every α∈Nn. If the formal series g converges in a neighbourhood of 0 in Rn, then the same is true of f.
d) If there exist functions (a1,...,an−1,b) analytic in a neighbourhood of 0 such that aj≪aj for 1⩽j⩽n−1 and b≪b (in the sense that the corresponding Taylor expansions at 0 satisfy these conditions), and if the equation
in the unknown v has an analytic solution in a neighbourhood of 0, then the equation Q(v)=0 has a unique analytic solution in a neighbourhood of 0. e) There exists a unique solution of the equation Q(v)=0 which is analytic in a neighbourhood of 0 ("Cauchy-Kowalewski theorem").