\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2010(2010), No. 74, pp. 1--14.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2010 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2010/74\hfil A Holmgren type theorem]
{A Holmgren type theorem for partial differential equations
whose coefficients are Gevrey functions}

\author[M. Kawagishi \hfil EJDE-2010/74\hfilneg]
{Masaki Kawagishi}

\address{Masaki Kawagishi \newline
Department of General Education College of Science
and Technology, Nihon University\\
1-8-14 Kanda-Surugadai, Chiyoda-ku, Tokyo 101-8308, Japan}
\email{masaki@suruga.ge.cst.nihon-u.ac.jp}

\dedicatory{Dedicated to Prof. Takesi Yamanaka on his 77th birthday}

\thanks{Submitted March 28, 2010. Published May 21, 2010.}
\subjclass[2000]{35A05, 35A10, 35G10}
\keywords{Banach scale; Gevery function; Holmgren type;
 Uniqueness theorem}

\begin{abstract}
 In this article, we consider a uniqueness theorem of Holmgren type
 for $p$-th order Kovalevskaja linear partial differential equations
 whose coefficients are Gevrey functions. We prove that the
 only $C^p$-solution to the zero initial-valued problem is
 the identically zero function. To prove this result we use the
 uniqueness theorem for higher-order ordinary differential
 equations in Banach scales.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}

\section{Introduction}

In this article we consider the linear partial differential equation
 \begin{equation} \label{1.1}
 \frac{\partial^{p} v(t,x)}{\partial t^{p}}=
 \sum_{\alpha \in \mathbb{Z}_{+}^{n},\, \lambda |\alpha|+j\leq p,\,
 j\leq p-1}
 a_{\alpha, j}(t,x)\frac{\partial^{j+|\alpha|}v(t,x)}
 {\partial t^{j}\partial x^{\alpha}},
 \end{equation}
where $p$ is an integer $\geq 1$, $\lambda$ is a real constant $>1$ and
$a_{\alpha, j}(t, x), v(t, x)$ are $\mathbb{C}$-valued
functions of $(t,x)\in \mathbb{R}\times \mathbb{R}^{n}$.
We denote by $\mathbb{Z}_{+}^{n}$ the set of $n$-dimensional
multi-indices. We write $|\alpha|=\alpha_{1}+\dots +\alpha_{n}$ for
$\alpha=(\alpha_{1},\dots,\alpha_{n}) \in \mathbb{Z}_{+}^{n}$.
  Each $a_{\alpha, j}(t,x)$ is assumed to be continuous in $t$
and Gevrey function of order $\lambda$ in $x$.


  The purpose of this paper is to prove that the only
$C^{p}$-solution
of \eqref{1.1} which satisfies the following condition
\begin{equation} \label{1.2}
 v(0,x)=\frac{\partial v(0,x)}{\partial t}=\dots
 =\frac{\partial^{p-1}v(0,x)}{\partial t^{p-1}}=0
\end{equation}
is $v(t,x)\equiv 0$. An exact statement of the above result
will be given in \S{4} as Theorem \ref{thm3.1}.


To prove the result mentioned above, we use the result
 given in \cite{kawagishi} on the uniqueness
 of the solution of a non-linear ODE in a Banach scale.

The outline of the proof of the Holmgren type uniqueness
 theorem in this paper is as follows:
First we construct a Banach scale consisting of the duals
 of some normed spaces of Gevrey functions, and define
 the adjoint equation to the equation \eqref{1.1} on the above
 dual Banach scale. Then it is shown, by the uniqueness, that the
 only solution of $0$-initial value problem of the adjoint
 equation in a Banach scale is identically $0$.
 On the other hand the given solution $v(t,x)$ of the problem
 \eqref{1.1}--\eqref{1.2} gives rise to a solution $L(t)$ of the
 $0$-initial value problem for the adjoint equation. From these
 facts we conclude that $v(t,x)\equiv 0$.



  As a preparation for performing our plan as mentioned above, we
shall prepare in \S{2} some important properties of Gevrey
functions. Especially, a problem of approximation in
Gevrey class is important for our purpose. We shall state that
problem in Lemma \ref{lem2.4} and Theorem \ref{thm2.2},
and at the end of \S{2} we construct a dual Banach scale. \S{3} is
devoted to showing the uniqueness of the solution of initial value
problem in a Banach scale. In \S{4} we shall state and
prove the main result in  the paper, i.e., a Holmgren type
uniqueness theorem for the initial value
problem \eqref{1.1}--\eqref{1.2}.


   Here we review the definition of Banach scale.
Let $J$ be an interval of real   numbers. A family
$\{E_{\sigma}\}_{\sigma\in J}$
of Banach spaces $E_{\sigma}$
is called a Banach scale, if $\delta<\sigma$ $(\sigma, \delta\in J)$,
then $E_{\sigma}\subset E_{\delta}$ and
$\|u\|_{\delta}\leq \|u\|_{\sigma}\ (u\in E_{\sigma})$.


 Finally we define the notation for partial differential
operators. If $f(x)$ is a function of
  $x=(x_{1},\dots,x_{n})\in \mathbb{R}^{n}$, we write
  $\partial_{i}f(x)=\partial f(x)/\partial x_{i}$ and
  $\partial^{\alpha}f(x)=
  \partial_{1}^{\alpha_{1}}\dots \partial_{n}^{\alpha_{n}}f(x)
  =\partial^{|\alpha|}f(x)/\partial x_{1}^{\alpha_{1}}\dots
  \partial x_{n}^{\alpha_{n}}$ for
  $\alpha=(\alpha_{1},\dots,\alpha_{n})\in
 \mathbb{Z}_{+}^{n}$.



\section{Preparation: Gevrey functions}

 Throughout this paper,  $\lambda$ denotes a fixed real constant $>1$ and
 $\Omega$ a fixed open set $\subset \mathbb{R}^{n}$.
 We write $\alpha !=\alpha_{1}!\dots \alpha_{n}!$
for $\alpha=(\alpha_{1},\dots,\alpha_{n})\in \mathbb{Z}_{+}^{n}$.
A $C^{\infty}$-function $f: \Omega \to \mathbb{C}$ is said to be in the
Gevrey class of order $\lambda$ if there exists a positive constant
 $\sigma $ such that
\[
\sup_{\alpha \in \mathbb{Z}_{+}^{n} ,\,x\in \Omega}
{|\partial^{\alpha}f(x)|
\frac{\sigma^{|\alpha|}}{(\alpha !)^{\lambda}}}<\infty.
\]
It is easily seen that a $C^{\infty}$-function
$f: \Omega \to \mathbb{C}$ is in the Gevrey class of
order $\lambda$ if and only if there exists a positive
constant $\rho$ such that
\begin{equation}\label{2.1}
\sup_{\alpha \in \mathbb{Z}_{+}^{n},\,
x\in \Omega}
{|\partial^{\alpha}f(x)|\frac{\rho^{|\alpha|}}{(\alpha !)^{\lambda}}}
(1+|\alpha|)^{2n}<\infty.
\end{equation}
We denote by $\mathcal{G}_{\lambda, \rho}(\Omega)$ the
set of all $C^{\infty}$-functions
$f: \Omega \to \mathbb{C}$ which satisfy the
condition \eqref{2.1}
and define the norm $|f|_{\lambda, \rho}$ of
$f\in \mathcal{G}_{\lambda, \rho}(\Omega)$ by
$$
|f|_{\lambda, \rho}=
\sup_{\alpha \in \mathbb{Z}_{+}^{n},\,x\in \Omega}
{|\partial^{\alpha}f(x)|
\frac{\rho^{|\alpha|}}{(\alpha !)^{\lambda}}}(1+|\alpha|)^{2n}.
$$
Then $\mathcal{G}_{\lambda, \rho}(\Omega)$ is a Banach space with
the norm $|\cdot|_{\lambda, \rho}$ and the family
$\{\mathcal{G}_{\lambda, \rho}(\Omega) \}_{\rho >0}$
forms a Banach scale.


In the following two theorems some important properties of elements
of the Gevrey class $\mathcal{G}_{\lambda, \rho}(\Omega)$ are stated.
These results were given in \cite{kawagishi_yamanaka} and \cite{yamanaka}.
However, it may not be considered quite suitable for our present situation
without some modification. So we shall state and prove these results as
Theorem \ref{thmofprod} and \ref{thmofdiff}

\begin{theorem} \label{thmofprod}
If $f,g\in \mathcal{G}_{\lambda, \rho}(\Omega)$, then
the product $fg$ is again in
$\mathcal{G}_{\lambda, \rho}(\Omega)$ and
\begin{equation}\label{2.2}
|fg|_{\lambda, \rho}\leq
2^{3n}|f|_{\lambda, \rho}|g|_{\lambda, \rho}.
\end{equation}
\end{theorem}

\begin{proof}
For any $\alpha\in \mathbb{Z}_{+}^{n}$, we have
\begin{align*}
|\partial^{\alpha}(fg)(x)|
&\leq
\sum_{\beta\in \mathbb{Z}_{+}^{n},\, \beta\leq \alpha}
          {}_\alpha \text{C}_{\beta}|\partial^{\beta}f(x)|
               |\partial^{\alpha -\beta}g(x)| \\
&\leq
|f|_{\lambda, \rho}|g|_{\lambda, \rho}
               \frac{(\alpha !)^{\lambda}}{\rho^{|\alpha|}}
               \frac{1}{(2+|\alpha|)^{2n}}
               \sum_{\beta\leq \alpha}
                       ({}_\alpha \text{C}_{\beta})^{1-\lambda}
                       \big\{\frac{1}{1+|\beta|}+
                       \frac{1}{1+|\alpha -\beta|}\big\}^{2n} \\
 &\leq
 |f|_{\lambda, \rho}|g|_{\lambda, \rho}
               \frac{(\alpha !)^{\lambda}}{\rho^{|\alpha|}}
               \frac{2^{2n}}{(1+|\alpha|)^{2n}}
               \sum_{\beta\leq \alpha}
                       \big\{\frac{1}{1+|\beta|}\big\}^{2n} \\
 &\leq
 |f|_{\lambda, \rho}|g|_{\lambda, \rho}
               \frac{(\alpha !)^{\lambda}}{\rho^{|\alpha|}}
               \frac{2^{2n}}{(1+|\alpha|)^{2n}}
               \Big(\sum_{k=0}^{\infty}
                       \frac{1}{(1+k)^{2}}\Big)^{n} \\
&\leq
 |f|_{\lambda, \rho}|g|_{\lambda, \rho}
               \frac{(\alpha !)^{\lambda}}{\rho^{|\alpha|}}
               \frac{2^{3n}}{(1+|\alpha|)^{2n}},
\end{align*}
which shows the theorem.
\end{proof}


 In what follows we restrict the range of the scale parameter $\rho$
 for the sake of simplicity of calculation. We restrict $\rho$ to the range
 $m^{-1}\leq \rho \leq em^{-1}$, where $m$ is a positive integer.

\begin{theorem} \label{thmofdiff}
If $f\in \mathcal{G}_{\lambda, \rho}(\Omega)$,
$m^{-1}\leq \sigma<\rho \leq em^{-1}$, then, for $\alpha\in \mathbb{Z}_{+}^{n}$,
$\partial^{\alpha}f
\in \mathcal{G}_{\lambda, \sigma}(\Omega)$ and
 \begin{equation} \label{2.4}
|\partial^{\alpha}f|_{\lambda, \sigma}\leq
(\lambda |\alpha|)^{\lambda |\alpha|}
\frac{|f|_{\lambda, \rho}}{(\rho -\sigma)^{\lambda |\alpha|}}.
\end{equation}
\end{theorem}

\begin{proof}
Note first that, if $a,b\in \mathbb{Z}_{+}$ and
$0<\sigma<\rho \leq em^{-1}$, then
\begin{equation} \label{ineq1}
\begin{aligned}
\left(
\frac{\sigma}{\rho}
\right)^{a+b}
\left(
\frac{(a+b)!}{b!}
\right)^{\lambda}
&\leq
\sup_{s\in \mathbb{R},\,  s\geq 0}
                                  {\left(\frac{\sigma}{\rho}
                                  \right)^{s}s^{\lambda a}}\\
&\leq\left(
\frac{\lambda \rho a}{e}
\right)^{\lambda a}
\frac{1}{(\rho -\sigma)^{\lambda a}}\\
&\leq
\frac{1}{m^{\lambda a}}
\frac{(\lambda a)^{\lambda a}}{(\rho -\sigma)^{\lambda a}}.
\end{aligned}
\end{equation}

If $\beta \in \mathbb{Z}_{+}^{n}$, we have, using \eqref{ineq1} and
 the condition $m^{-1}\leq \sigma$,
 \begin{align*}
 |\partial^{\beta}(\partial^{\alpha}f)(x)|
 &\leq
 |f|_{\lambda, \rho}
 \frac{((\alpha +\beta)!)^{\lambda}}{\rho ^{|\alpha +\beta|}}
 \frac{1}{(1+|\alpha +\beta|)^{2n}} \\
 &\leq
 |f|_{\lambda, \rho}\frac{(\beta !)^{\lambda}}{\sigma ^{|\beta|}}
 \frac{1}{(1+|\beta|)^{2n}}
 \frac{1}{\sigma ^{|\alpha|}}
 \left(
 \frac{\sigma}{\rho}
 \right)^{|\alpha +\beta|}
 \left(
 \frac{(\alpha +\beta)!}{\beta !}
 \right)^{\lambda} \\
 &\leq
  |f|_{\lambda, \rho}\frac{(\beta !)^{\lambda}}{\sigma ^{|\beta|}}
 \frac{1}{(1+|\beta|)^{2n}}(\lambda |\alpha|)^{\lambda |\alpha|}
\frac{1}{(\rho -\sigma)^{\lambda |\alpha|}},
 \end{align*}
 which shows the theorem.
\end{proof}


 Let us state the following important fact which is known as
 that the Gevrey space
 $\mathcal{G}_{\lambda, \rho}(\Omega)$ is
 sufficiently rich.

\begin{theorem} \label{thm2.1}
Let $\lambda >1$C$\rho$ a positive constant and $\Omega$
an open set in $\mathbb{R}^{n}$. Let a point $x_{0}\in \Omega$
and a neighborhood $V\subset \Omega$ of $x_{0}$ be given.
Then there exists an element
$\varphi\in\mathcal{G}_{\lambda, \rho}(\Omega)$ such that
$$
\mathop{\rm supp}\varphi\subset V,\quad \varphi(x_{0})>0, \quad
\varphi(x)\geq 0\quad (\forall x\in \Omega),
$$
where $\mathop{\rm supp}\varphi$ means the support of $\varphi$.
\end{theorem}

\begin{proof}
Here we give a sketch of the proof. Let $q$ be an integer $\geq 2$. Define
a $C^{\infty}$-function $f_{q} : \mathbb{R} \to \mathbb{R}$ by
$$
f_{q}(t)=\begin{cases}
             \exp{(-1/t^{q})} &(t> 0), \\
              0 &(t\leq 0).
              \end{cases}
$$
We can show that, if $1+q^{-1}<\lambda$, then there exists a
positive constant $c$
such  that the function
$$
f_{c, q}(t)=f_{q}(ct)
$$
belongs to $\mathcal{G}_{\lambda, \rho}(\mathbb{R})$.

Write $x_{0}=(x_{01},\dots,x_{0n})$. Take $r>0$ such that
$$
[x_{01}-r,x_{01}+r]\times \dots
\times [x_{0n}-r,x_{0n}+r]\subset V.
$$
For $x=(x_{1},\dots,x_{n})\in \Omega$, define
$$
\varphi(x)=\prod_{i=1}^{n}f_{c, q}(x_{i}-x_{0i}+r)f_{c, q}(x_{0i}+r-x_{i}).
$$
Then $\varphi\in \mathcal{G}_{\lambda, \rho}(\Omega)$ and
satisfies all requirements in the theorem.
\end{proof}


 Lemma \ref{lem2.1} and Lemma
\ref{lem2.2} stated below will play important roles when
we discuss the problem concerning the approximation of functions
on Gevrey spaces\ (Lemma \ref{lem2.4}). However, the proofs of two lemmas
can be performed by a standard method similar to the case
of $C^{\infty}$-functions as can be seen in Treves \cite{Treves}.
 So we omit the proofs.

\begin{lemma} \label{lem2.1}
Let $\varphi\in \mathcal{G}_{\lambda, \rho}(\mathbb{R}^{n})$
be a function such that
$$
\mathop{\rm supp}\varphi\subset \{x\in \mathbb{R}^{n} : \|x\|\leq
1\},\quad
\varphi(0)>0,\quad \varphi(x)\geq 0\ (\forall x\in
 \mathbb{R}^{n}).
$$
For $\varepsilon >0$, define
$$
\varphi_{\varepsilon}(x)
=\varepsilon ^{-n}a\varphi(\varepsilon^{-1} x)
\quad (x\in \mathbb{R}^{n}),
$$
where
 $$
 a=\Big(\int_{\|x\|\leq 1}\varphi(x)dx\Big)^{-1}.
 $$
Then $\varphi_{\varepsilon}$ has the following properties:
\begin{itemize}
\item[(i)] $\varphi_{\varepsilon}\in
\mathcal{G}_{\lambda, \varepsilon\rho}(\mathbb{R}^{n})$,
$|\varphi_{\varepsilon}|_{\lambda, \varepsilon\rho}\leq
             \varepsilon^{-n}a|\varphi|_{\lambda, \rho}$,
\item[(ii)] $\mathop{\rm supp}\varphi_{\varepsilon}\subset
          \{x\in \mathbb{R}^{n} : \|x\|\leq \varepsilon\}$,
 $\int_{\mathbb{R}^{n}}\varphi_{\varepsilon}(x)dx=1$.
\end{itemize}
\end{lemma}

\begin{lemma}   \label{lem2.2}
Let $\varphi_{\varepsilon}\in
\mathcal{G}_{\lambda, \varepsilon\rho}(\mathbb{R}^{n})$ be
the function defined in Lemma \ref{lem2.1}.
Let $f: \mathbb{R}^{n}\to \mathbb{C}$ be a continuous function
such that $\mathop{\rm supp}f$ is compact. Then the convolution
$$
\varphi_{\varepsilon}\ast f(x)=
\int_{\mathbb{R}^{n}}\varphi_{\varepsilon}(y)f(x-y)dy\
 \Big(=
\int_{\mathbb{R}^{n}}\varphi_{\varepsilon}(x-y)f(y)dy\Big)
$$
of $\varphi_{\varepsilon}$ and $f$ satisfies the following
properties:
\begin{itemize}
\item[(i)]  $\varphi_{\varepsilon}\ast f
\in \mathcal{G}_{\lambda, \varepsilon\rho}(\mathbb{R}^{n})$,
$|\varphi_{\varepsilon}\ast f|_{\lambda, \varepsilon\rho}
\leq \left\{\int_{\mathbb{R}^{n}}|f(y)|dy\right \}
|\varphi_{\varepsilon}|_{\lambda, \varepsilon\rho}$.

\item[(ii)] $\mathop{\rm supp}\varphi_{\varepsilon}\ast f
\subset\{x\in \mathbb{R}^{n} : d(x,\mathop{\rm supp}f)\leq
 \varepsilon\}$,
\end{itemize}
where the letter $d$ denotes distance.
\end{lemma}

\begin{lemma} \label{lem2.3}
Let $f\in \mathcal{G}_{\lambda, \rho}(\mathbb{R}^{n})$ and
 $y\in \mathbb{R}^{n}$ be given. Define the function $f_{y}$ by
 $f_{y}(x)=f(x-y)$. If $0<\sigma<\rho$, then
 $f_{y}\in \mathcal{G}_{\lambda, \sigma}(\mathbb{R}^{n})$ and
the map
$$
\mathbb{R}^{n}\ni y \mapsto f_{y}\in
                \mathcal{G}_{\lambda, \sigma}(\mathbb{R}^{n})
$$
is continuous.
\end{lemma}

\begin{proof}
Fix $y_{0},y\in \mathbb{R}^{n}$ and $\alpha\in\mathbb{Z}_{+}^{n}$
arbitrarily. Define the function $k(\theta)$ by
$$
k(\theta)=\partial^{\alpha}f(x-y_{0}+\theta (y_{0}-y))
\quad (0\leq \theta \leq 1).
$$
Write $y=(y_{1},\dots,y_{n}),y_{0}=(y_{01},\dots,y_{0n})$.
Then we obtain
\begin{align*}
\partial^{\alpha}f_{y}(x)-\partial^{\alpha}f_{y_{0}}(x)
&=
\partial^{\alpha}f(x-y)-\partial^{\alpha}f(x-y_{0})=k(1)-(0)\\
&=\int_{0}^{1}k'(\theta)d\theta \\
&=\int_{0}^{1}\Big\{\sum_{j=1}^{n}
       \partial_{j}(\partial^{\alpha}f)(x-y_{0}+\theta(y_{0}-y))
               (y_{j}-y_{0j})\Big\}d\theta.
\end{align*}
On the other hand, by Theorem \ref{thmofdiff},  we know that
$\partial_{j}f\in \mathcal{G}_{\lambda, \sigma}(\mathbb{R}^{n})$.
Hence, from the above equalities, it follows that
\begin{align*}
|\partial^{\alpha}f_{y}(x)-\partial^{\alpha}f_{y_{0}}(x)|
&\leq
\sum_{j=1}^{n}\int_{0}^{1}
|\partial^{\alpha}(\partial_{j}f)(x-y_{0}+\theta(y_{0}-y))|
               |y_{j}-y_{0j}|d\theta \\
&\leq
\sum_{j=1}^{n}|\partial_{j}f|_{\lambda, \sigma}|y_{j}-y_{0j}|
     \frac{(\alpha !)^{\lambda}}{\sigma^{|\alpha|}}
                                         \frac{1}{(1+|\alpha|)^{2n}} \\
&\leq
\Big\{\sum_{j=1}^{n}|\partial_{j}f|_{\lambda, \sigma}\Big\}
      \|y-y_{0}\|\frac{(\alpha !)^{\lambda}}{\sigma^{|\alpha|}}
                                         \frac{1}{(1+|\alpha|)^{2n}},
\end{align*}
and we obtain the inequality
$$
|f_{y}-f_{y_{0}}|_{\lambda, \sigma}\leq
\Big\{\sum_{j=1}^{n}|\partial_{j}f|_{\lambda, \sigma}\Big\}
\|y-y_{0}\|,
$$
which shows the continuity of the map
$y\mapsto f_{y}\in \mathcal{G}_{\lambda,\sigma}(\mathbb{R}^{n})$.
\end{proof}


 Let us define the subset $\mathcal{G}_{\lambda,\rho}^{c}(\Omega)$
of $\mathcal{G}_{\lambda, \rho}(\Omega)$ by
$$
\mathcal{G}_{\lambda, \rho}^{c}(\Omega)=
\{f\in \mathcal{G}_{\lambda, \rho}(\Omega) :
\mathop{\rm supp}f\  \text{is compact}\},
$$
and give $\mathcal{G}_{\lambda, \rho}^{c}(\Omega)$ the norm
$|\cdot|_{\lambda, \rho}$ defined on
 $\mathcal{G}_{\lambda, \rho}(\Omega)$. \par


  Lemma \ref{lem2.1}, Lemma \ref{lem2.2} and Lemma \ref{lem2.3}
yield the next lemma.

\begin{lemma} \label{lem2.4}
 If $0<\delta<\sigma<\rho$,
 then $\mathcal{G}_{\lambda, \rho}^{c}(\Omega)$ is a
dense subspace of $\mathcal{G}_{\lambda, \sigma}^{c}(\Omega)$ with
respect to the norm of
$\mathcal{G}_{\lambda, \delta}^{c}(\Omega)$.  In other words, if
$f\in \mathcal{G}_{\lambda, \sigma}^{c}(\Omega)$ and
$\varepsilon>0$, then there exists an element
$g\in \mathcal{G}_{\lambda, \rho}^{c}(\Omega)$ such that
$$
|f-g|_{\lambda, \delta}<\varepsilon.
$$
\end{lemma}

\begin{proof}
Let $f\in\mathcal{G}_{\lambda, \sigma}^{c}(\Omega)$ and
$\varepsilon >0$ be given. If $0<\delta<\sigma$, then,
by Lemma \ref{lem2.3}, there exists $r>0$ such that
$$
\|y\|<r \Rightarrow |f_{y}-f|_{\lambda, \delta}<\varepsilon.
$$
We can take the number $r$ so that
$\{x\in\mathbb{R}^{n} : d(x,\mathop{\rm supp}f)\leq r\}
\subset\Omega$.  For the numbers $r$ and $\rho$ taken above,
we take a third number $s$ such that $\rho<rs$
and fix it. Next, we take the function
$\varphi_{r}\in \mathcal{G}_{\lambda, rs}(\mathbb{R}^{n})$
defined in Lemma \ref{lem2.1}. Then, by Lemma \ref{lem2.2},
the relation
$$
\mathop{\rm supp}\varphi_{r}\ast f\subset \{x: d(x,\mathop{\rm supp}f)\leq r\}
\subset \Omega
$$
holds. It follows that
$$
\varphi_{r}\ast f\in \mathcal{G}_{\lambda, rs}^{c}(\Omega)
\subset \mathcal{G}_{\lambda, \rho}^{c}(\Omega).
$$
Since
$$
\int_{\mathbb{R}^{n}}\varphi_{r}(y)dy=\int_{\|y\|\leq r}\varphi_{r}(y)dy=1,
$$
we have
$$
\varphi_{r}\ast f(x)-f(x)=\int_{\|y\|\leq r}\varphi_{r}(y)(f(x-y)-f(x))dy
$$
and, for any $\alpha\in \mathbb{Z}_{+}^{n}$,
\begin{align*}
|\partial^{\alpha}(\varphi_{r}\ast f)(x)-\partial^{\alpha}f(x)|
&\leq \int_{\|y\|\leq r}\varphi_{r}(y)
           |\partial^{\alpha}f_{y}(x)-\partial^{\alpha}f(x)|dy \\
&\leq \int_{\|y\|\leq r}\varphi_{r}(y)\left\{|f_{y}-f|_{\lambda, \delta}
                      \frac{(\alpha !)^{\lambda}}{\delta^{|\alpha|}}
                          \frac{1}{(1+|\alpha|)^{2n}}\right \}dy \\
&\leq \frac{(\alpha !)^{\lambda}}{\delta^{|\alpha|}}
                          \frac{1}{(1+|\alpha|)^{2n}}\varepsilon,
\end{align*}
which shows that
$|\varphi_{r}\ast f-f|_{\lambda, \delta}\leq \varepsilon$. This
completes the proof.
\end{proof}


Using Lemma \ref{lem2.4}, we can prove the next theorem.

\begin{theorem} \label{thm2.2}
For $\sigma>0$, define a subspace $G_{\lambda, \sigma}^{c}(\Omega)$ of
$\mathcal{G}_{\lambda, \sigma}^{c}(\Omega)$ by
$$
G_{\lambda, \sigma}^{c}(\Omega)=
\bigcup_{\sigma<\rho}\mathcal{G}_{\lambda,
 \rho}^{c}(\Omega).
$$
In $G_{\lambda, \sigma}^{c}(\Omega)$, we adopt the same norm
$|\cdot|_{\lambda, \sigma}$ as in $\mathcal{G}_{\lambda, \sigma}(\Omega)$.
 If $\sigma<\delta$, then
$$
G_{\lambda, \delta}^{c}(\Omega)\subset
G_{\lambda, \sigma}^{c}(\Omega)
$$
and  $G_{\lambda, \delta}^{c}(\Omega)$ is a dense subspace of
$G_{\lambda, \sigma}^{c}(\Omega)$.
\end{theorem}

\begin{proof}
The relation $G_{\lambda, \delta}^{c}(\Omega)\subset
G_{\lambda, \sigma}^{c}(\Omega)$ is clear. In order to see that
$G_{\lambda, \delta}^{c}(\Omega)$ is dense in
$G_{\lambda, \sigma}^{c}(\Omega)$, take
$f\in G_{\lambda, \sigma}^{c}(\Omega)$
and $\varepsilon>0$. Then
$f\in \mathcal{G}_{\lambda, \sigma_{1}}^{c}(\Omega)$ for
some number $\sigma_{1}$ such that $\sigma<\sigma_{1}<\delta$.
Take two numbers $\sigma_{2}$ and $\delta_{1}$ such that
$\sigma<\sigma_{2}<\sigma_{1}<\delta<\delta_{1}$.
Then, by Lemma \ref{lem2.4}, there exists
$g\in \mathcal{G}_{\lambda, \delta_{1}}^{c}(\Omega)$
such that
$|f-g|_{\lambda, \sigma_{2}}<\varepsilon$. On the other hand,
$g$ belongs to $G_{\lambda, \delta}^{c}(\Omega)$ and satisfies
the inequality
$$
|f-g|_{\lambda, \sigma}\leq |f-g|_{\lambda,
 \sigma_{2}}<\varepsilon.
$$
Hence, this shows that $G_{\lambda, \delta}^{c}(\Omega)$ is a
dense subspace of $G_{\lambda, \sigma}^{c}(\Omega)$.
\end{proof}


Concerning the product of two functions and differential
operators on a function, the family
$\{G_{\lambda, \sigma}^{c}(\Omega)\}_{\sigma>0}$ defined in
Theorem \ref{thm2.2} has the same properties as those in the
Gevrey class
$\{\mathcal{G}_{\lambda, \sigma}(\Omega)\}_{\sigma>0}$.
In other words, the implication
$$
f,g\in G_{\lambda, \sigma}^{c}(\Omega)
\Rightarrow fg \in G_{\lambda, \sigma}^{c}(\Omega)
$$
holds and, if $0<\sigma<\rho,\alpha\in\mathbb{Z}_{+}^{n}$, then the
implication
$$
f\in G_{\lambda, \rho}^{c}(\Omega)
\Rightarrow \partial^{\alpha}f\in G_{\lambda,
 \sigma}^{c}(\Omega)
$$
holds.


 Now, it is easy, by Theorem \ref{thm2.2}, to construct a
Banach scale consisting of dual Banach spaces.
 If $(X,\|\cdot\|_{X})$ is a normed space, then the dual space
 $X^{\ast}$ of $X$ is defined as usual. Let $Y$ be a linear subspace
 of $X$ and $(Y,\|\cdot\|_{Y})$
 a normed space such that $\|y\|_{X}\leq \|y\|_{Y}$ for $y\in Y$. Then the map
$i : Y\ni y \mapsto y \in X$ is continuous, and the adjoint
operator $i^{\ast} : X^{\ast} \to Y^{\ast}$
of $i$ satisfies the inequality
\begin{equation} \label{2.ast}
\|i^{\ast}(u)\|_{Y}\leq \|u\|_{X}\ (u\in X^{\ast}).
\end{equation}
Here we want to identify $X^{\ast}$ with $i^{\ast}(X^{\ast})$.
This is possible if $Y$ is dense in $X$, since $i^{\ast}$ is injective
in that case. Then we have, by \eqref{2.ast},
$$
\|u\|_{Y}\leq \|u\|_{X}\ (u\in X^{\ast}).
$$
We have the following theorem.

\begin{theorem} \label{thm2.3}
Fix a number $\rho>0$ arbitrarily. For $\sigma$ such that
$0<\sigma<\rho$, put
$$
\mathcal{D}_{\lambda, \sigma}(\Omega)=
\{G_{\lambda, \rho -\sigma}^{c}(\Omega)\}^{\ast},
$$
and denote by $\|\cdot\|_{\lambda, \sigma}$ the norm on
$\mathcal{D}_{\lambda, \sigma}(\Omega)$. Then the family
$\{\mathcal{D}_{\lambda, \sigma}(\Omega)\}_{0<\sigma<\rho}$
forms a Banach scale.
\end{theorem}

The proof of the above theorem is obvious from the arguments
preceding the theorem.

\section{Uniqueness of the solution of the initial value problem
in a Banach scale}

In this section, we shall prove the uniqueness of the solution of
the initial value problem in a Banach scale, and we use this result in
showing our main theorem of this paper.


  Let $\{E_{\sigma}\}_{\sigma_{0}<\sigma\leq\delta_{0}}$ be a
scale of Banach spaces, where  $0\leq \sigma_{0}<\delta_{0}<\infty$.
  Let $I$ be an interval which contains $0$ as an inner point. Let
  $F$ be a map of the form
  $$
  F: I\times \bigcup_{\sigma_{0}<\sigma\leq\delta_{0}}
  \underbrace{E_{\sigma}\times \dots \times E_{\sigma}}
                                               _{p-\text{times}} \to
             \bigcup_{\sigma_{0}<\sigma\leq\delta_{0}}E_{\sigma}
  $$
  such that if $\sigma_{0}<\delta <\sigma \leq\delta_{0}$, then
  $F(I\times E_{\sigma}\times \dots \times E_{\sigma})\subset
  E_{\delta}$ and the map
  $$
  F : I\times
  E_{\sigma}\times \dots \times E_{\sigma}\to E_{\delta}
  $$
  is continuous. Further we assume that there exists a positive
  constant $C$ such that if $\sigma_{0}<\delta <\sigma
 \leq\delta_{0}$,
  then the inequality
   \begin{equation} \label{1.3}
   \|F(t,u)-F(t,v)\|_{\delta}\leq C\sum_{j=0}^{p-1}
   \frac{\|u_{j}-v_{j}\|_{\sigma}}{(\sigma -\delta)^{p-j}}
   \quad \quad (\forall t\in I)
   \end{equation}
   holds for $u=(u_{0},\dots,u_{p-1}),v=(v_{0},\dots,v_{p-1})
   \in E_{\sigma}\times \dots \times E_{\sigma}$.

   For such a map $F$ we can  consider an initial value problem of
the form
 \begin{equation} \label{1.4}
   u^{(p)}(t)=F(t,u(t),u'(t),\dots,u^{(p-1)}(t)),
   \end{equation}
   \begin{equation} \label{1.5}
   u(0)=b_{0},u'(0)=b_{1},\dots,u^{(p-1)}(0)=b_{p-1},
   \end{equation}
where
 $$
   b_{0},\dots,b_{p-1}\in E_{\delta_{0}}.
   $$


  Concerning the above mentioned problem, the author proved, in
  \cite{kawagishi}, the existence and the uniqueness of the solution.
  However, in this paper, we only use the uniqueness of the solution.
 Here we state and prove a uniqueness result which is simpler than
 the uniqueness part of the result given in \cite{kawagishi}.

 \begin{theorem} \label{thm3'}
 Let $T>0$ such that $[-T,T]\subset I$. Let $u, v$ be $C^{p}$-
 maps from the interval $[-T,T]$ to $E_{\delta_{0}}$. If
 $u$ and $v$ are the solutions of the problem
 \eqref{1.4}-\eqref{1.5},
 then for $t\in [-T,T]$
 $$
 u(t)=v(t).
 $$
 \end{theorem}

 \begin{proof}
 The problem \eqref{1.4}-\eqref{1.5} is rewritten as a system
 of first order equations of the form
 \begin{equation} \label{1.6}
\begin{cases}
 u_{1}'(t)&=u_{2}(t) \\
 &\vdots \\
 u_{p-1}'(t)&=u_{p}(t) \\
 u_{p}'(t)&=F(t,u_{1}(t),\dots,u_{p}(t))
 \end{cases}
 \end{equation}
 \begin{equation} \label{1.7}
 u_{1}(0)=b_{0},\dots,u_{p}(0)=b_{p-1}
 \end{equation}
 in the unknown functions $u_{1}(t),\dots,u_{p}(t)$. Further
the problem \eqref{1.6}-\eqref{1.7} is equivalent to the integral
 equation of the form
 \begin{equation} \label{1.8}
 \begin{bmatrix}
 u_{1}(t) \\
 \vdots \\
 u_{p}(t)
 \end{bmatrix}
 =
 \begin{bmatrix}
 b_{0}\\
 \vdots \\
 b_{p-1}
 \end{bmatrix}
 +\int_{0}^{t}
 \begin{bmatrix}
 u_{2}(\tau) \\
 \vdots \\
 u_{p}(\tau)\\
 F(\tau,u_{1}(\tau),\dots,u_{p}(\tau))
 \end{bmatrix}
 d\tau.
 \end{equation}
 From \eqref{1.8} it follows that each $u_{j}(t)$ satisfies
 \begin{equation} \label{1.9}
\begin{aligned}
 u_{j}(t)&=b_{j-1}+t b_{j}+\dots +\frac{t^{p-j}}{(p-j)!}b_{p-1}\\
&\quad + \int_{0}^{t}\frac{(t-\tau)^{p-j}}{(p-j)!}
 F(\tau,u_{1}(\tau),\dots,u_{p}(\tau))d\tau.
 \end{aligned}
\end{equation}

  If $u(t),v(t)$ are $C^{p}$-solutions of the problem
 \eqref{1.4}-\eqref{1.5} , then
 $(u_{1}(t),\dots,u_{p}(t))=(u(t),u'(t),\dots,u^{(p-1)}(t))$
  and $(v_{1}(t),\dots,v_{p}(t))
  =(v(t),v'(t),\dots,v^{(p-1)}(t))$
  are solutions of the integral equation \eqref{1.8}.
  $u_{j}(t),v_{j}(t)$ are continuous maps from $[-T,T]$ to the
  Banach space $E_{\delta_{0}}$.


   To prove the theorem, it is sufficient to prove
 $u_{j}(t)=v_{j}(t)$. If $\sigma_{0}<\nu<\mu\leq \delta_{0}$,
 then, by \eqref{1.3} and by \eqref{1.9}, we have, for $t\in [-T,T]$,
\begin{equation} \label{1.10}
  \begin{aligned}
  \|u_{j}(t)-v_{j}(t)\|_{\nu}
  &\leq
  \int_{0}^{|t|}\frac{(|t|-\tau)^{p-j}}{(p-j)!}
  \|F(\tau,u_{1}(\tau).\ \dots,u_{p}(\tau))  \\
&\quad -F(\tau,v_{1}(\tau).\ \dots,v_{p}(\tau))\|_{\nu}d\tau
   \\
  &\leq
  C\sum_{i=1}^{p}\frac{1}{(\mu -\nu)^{p+1-j}}
  \int_{0}^{|t|}\frac{(|t|-\tau)^{p-j}}{(p-j)!}
  \|u_{i}(\tau)-v_{i}(\tau)\|_{\mu}d\tau.
  \end{aligned}
\end{equation}
For the moment we assume that $0\leq t\leq T$ and put
 $$
 M=
 \max_{0\leq t \leq T}{\sum_{j=1}^{p}
\|u_{j}(t)-v_{j}(t)\|_{\delta_{0}}}.
 $$
 Let $\mu=\delta_{0},\nu=\delta_{0}-\xi\
 (0<\xi<\delta_{0}-\sigma_{0})$. We have, by \eqref{1.10},
\begin{equation}
 \begin{aligned}
 \|u_{j}(t)-v_{j}(t)\|_{\delta_{o}-\xi}
 &\leq
 C\sum_{i=1}^{p}\frac{1}{\xi ^{p+1-i}}
 \int_{0}^{t}\frac{(t-\tau)^{p-j}}{(p-j)!}
 \|u_{i}(\tau)-v_{i}(\tau)\|_{\delta_{0}}d\tau   \\
 &\leq
 MC\sum_{l=1}^{p}\frac{1}{\xi^{j-l}}\frac{1}{\xi^{p+1-j}}
 \frac{t^{p+1-j}}{(p+1-j)!}   \\
 &\leq  \label{1.11} %
  MC\sum_{l=1}^{p}\frac{1}{\xi^{j-l}}
  \sum_{k=1}^{p}\frac{1}{\xi^{k}}
 \frac{t^{k}}{k!}.
 \end{aligned}
\end{equation}
 Next let $\mu=\delta_{0}-\xi,
 \nu=\delta_{0}-2\xi\ (0<2\xi<\delta_{0}-\sigma_{0})$,
 we have, by \eqref{1.10} and \eqref{1.11},
 \begin{align*}
 \|u_{j}(t)-v_{j}(t)\|_{\delta_{0}-2\xi}
 &\leq
 MC^{2}\sum_{i=1}^{p}\frac{1}{\xi^{p+1-i}}
 \int_{0}^{t}\frac{(t-\tau)^{p-j}}{(p-j)!}
 \Big\{
\sum_{l=1}^{p}\frac{1}{\xi^{i-l}}\sum_{k=1}^{p}\frac{1}{\xi^{k}}
 \frac{\tau^{k}}{k!}
 \big\}d\tau \\
 &=
 MC^{2}\sum_{i=1}^{p}\frac{1}{\xi^{p+1-i}}
 \Big(
 \sum_{l=1}^{p}\frac{1}{\xi^{i-l}}
 \Big)
\sum_{k=1}^{p}\frac{1}{\xi^{k}}\int_{0}^{t}\frac{(t-\tau)^{p-j}}{(
p-j)!}
 \frac{\tau^{k}}{k!}d\tau \\
 &=
 MpC^{2}\sum_{l=1}^{p}\frac{1}{\xi^{p+1-l}}\sum_{k=1}^{p}
 \frac{1}{\xi^{k}}\frac{t^{p+1+k-j}}{(p+1+k-j)!} \\
 &=
  MpC^{2}\sum_{l=1}^{p}\frac{1}{\xi^{j-l}}\sum_{k=1}^{p}
 \frac{1}{\xi^{p+1+k-j}}\frac{t^{p+1+k-j}}{(p+1+k-j)!} \\
 &\leq
  MpC^{2}\sum_{l=1}^{p}\frac{1}{\xi^{j-l}}\sum_{k=2}^{2p}
 \frac{1}{\xi^{k}}\frac{t^{k}}{k!}.
 \end{align*}


 Repeating this process,  we can show that, if $n$ is a natural number and
 $\xi$ is a positive number such that $n\xi<\delta_{0}-\sigma_{0}$, then
 the inequality
 \begin{equation} \label{1.12}
 \|u_{j}(t)-v_{j}(t)\|_{\delta_{0}-n\xi}
 \leq
 Mp^{n-1}C^{n}\sum_{l=1}^{p}\frac{1}{\xi^{j-l}}
 \sum_{k=n}^{np}\frac{1}{\xi^{k}}\frac{t^{k}}{k!}
 \end{equation}
 holds for $0\leq t\leq T$. Writing $\mu=\delta_{0}-n\xi$, \eqref{1.12}
 is rewritten as
\begin{equation} \label{1.12+1}
 \|u_{j}(t)-v_{j}(t)\|_{\mu}
 \leq
Mp^{n-1}C^{n}\sum_{l=1}^{p}\frac{n^{j-l}}{(\delta_{0}-\mu)^{j-l}}
\sum_{k=n}^{np}\frac{n^{k}}{(\delta_{0}-\mu)^{k}}\frac{t^{k}}{k!}.
\end{equation}
In \eqref{1.12+1}, $\mu$ can be any number such that
$\sigma_{0}<\mu<\delta_{0}$. Moreover,  since $e^{n}>n^{k}/k!$, we see
that the inequality
$$
 \|u_{j}(t)-v_{j}(t)\|_{\mu}
 \leq
 \frac{M}{p}
 \Big(
 \frac{peCt}{\delta_{0}-\mu}
 \Big)^{n}
 \Big(
 \sum_{l=1}^{p}\frac{n^{j-l}}{(\delta_{0}-\mu)^{j-l}}
 \Big)
 \sum_{k=0}^{n(p-1)}
 \big(
 \frac{t}{\delta_{0}-\mu}
 \big)^{k}
$$
holds. Let $L=\min{\{1/peC,1\}}$. For each $t\in [0,T]$
such that $t<L(\delta_{0}-\mu)$, we have
\begin{equation} \label{1.12+2}
 \|u_{j}(t)-v_{j}(t)\|_{\mu}
 \leq
  \frac{M}{p}
 \left(
 \frac{peCt}{\delta_{0}-\mu}
 \right)^{n}
 \Big(
 \sum_{l=1}^{p}\frac{n^{j-l}}{(\delta_{0}-\mu)^{j-l}}
 \Big)
 \frac{1}{1-\frac{t}{\delta_{0}-\mu}}.
\end{equation}
Letting $n\to \infty$ in \eqref{1.12+2}, we know that
$\|u_{j}(t)-v_{j}(t)\|_{\mu}=0$ for $t\in [0,T]\cap [0,L(\delta_{0}-\mu))$,
since
$$
\lim_{n\to \infty}\left(\frac{peCt}{\delta_{0}-\mu}\right)^{n}
\frac{n^{j-l}}{(\delta_{0}-\mu)^{j-l}}=0.
$$




 Thus we have shown that $u_{j}(t)=v_{j}(t)$ for
 $t\in [0,T]\cap[0,L(\delta_{0}-\mu))$.  Further, since $\mu$
 can be taken as close to $\sigma_{0}$ as desired, we see that
 $u_{j}(t)=v_{j}(t)$ for $t\in [0,T]\cap[0,L(\delta_{0}-\sigma_{0})]$.
 If $L(\delta_{0}-\sigma_{0})<T$, then by a similar argument
as above, we conclude that $u_{j}(t)=v_{j}(t)$ for $t\in [0,T]$ such that
 $L(\delta_{0}-\sigma_{0})\leq t\leq 2L(\delta_{0}-\sigma_{0})$,
 and hence $u_{j}(t)=v_{j}(t)$ for 
 $t\in [0,T]\cap [0,2L(\delta_{0}-\sigma_{0})]$.
 Repeating this argument, we conclude that
 $u_{j}(t)=v_{j}(t)$ for $\forall t\in [0,T]$. Finally, it is clear by
 \eqref{1.10} that a similar argument as above is valid in the
case for $t\in [-T,0]$, too. This completes the proof.
 \end{proof}

\section{Main theorem}

The purpose of this paper is to give a proof of the following
theorem.

\begin{theorem} \label{thm3.1}
Let $\Omega\subset\mathbb{R}^{n}$ be an open set and
$I\subset \mathbb{R}$ be an interval of the form $I=[-T,T]$,
where $T$ is a positive constant. Let $\lambda$ be a constant $>1$.
 Write $\rho_{0}=m^{-1}(1+e)$, where $m$ is a positive integer.
In the differential equation \eqref{1.1}, assume that each
coefficient $a_{\alpha, j}(t,x)$ satisfies the condition that the function
$x\mapsto a_{\alpha, j}(t,x)$ belongs to
$\mathcal{G}_{\lambda, \rho_{0}}(\Omega)$ for each fixed
 $t\in I$ and
the map $I\ni t\mapsto a_{\alpha, j}(t,\cdot)\in
\mathcal{G}_{\lambda, \rho_{0}}(\Omega)$ is continuous.
Then the only $C^{p}$-solution $v(t,x)$ in the domain
$(t,x)\in I\times\Omega$ of the initial value problem
\eqref{1.1}--\eqref{1.2} is $v(t,x)\equiv 0$.
\end{theorem}
\begin{proof}

We first introduce an initial value problem on the dual Banach
scale which is called  `adjoint' to the problem \eqref{1.1}-\eqref{1.2}.



   Let $\Psi\subset \mathbb{R}^n$ be an open set such that
  its closure $\overline{\Psi}$
  is compact and is contained in $\Omega$.
  For $\delta$ such that
  $m^{-1}<\delta\leq m^{-1}e$, put
  $\mathcal{D}_{\lambda, \delta}(\Psi)=
  \{G_{\lambda, \rho_{0}-\delta}^{c}(\Psi)\}^{\ast}$.
  Then, by Theorem \ref{thm2.3},
  $\{\mathcal{D}_{\lambda, \delta}(\Psi)\}
  _{m^{-1}<\delta\leq m^{-1}e}$
  forms a Banach scale, and we use this scale throughout
  the rest of this paper.


  Using the {\it dual scale}, we can define the adjoint equation to the problem
  \eqref{1.1}. For $\delta,\sigma$
  such that $m^{-1}<\delta<\sigma\leq m^{-1}e$, we define a map
 $$
 F: I\times
 \underbrace{\mathcal{D}_{\lambda, \sigma}(\Psi)\times
  \dots
   \mathcal{D}_{\lambda, \sigma}(\Psi)}_{p-\text{times}}
                   \to \mathcal{D}_{\lambda, \delta}(\Psi)
 $$
by
 \begin{equation} \label{3.1+1}
 F(t,L_{0},\dots,L_{p-1})
 =\sum_{\alpha \in \mathbb{Z}_{+}^{n},\, \lambda |\alpha|+j\leq p,\,j\leq p-1}
                                (-1)^{|\alpha|}A_{\alpha, j}^{\ast}(t)(L_{j}),
\end{equation}
 where $A_{\alpha, j}^{\ast}(t)$ is the adjoint of the linear map
 $A_{\alpha, j}(t)$ which is defined by
 $$
 A_{\alpha, j}(t) : G_{\lambda, \rho_{0}-\delta}^{c}(\Psi)
 \to
        G_{\lambda, \rho_{0}-\sigma}^{c}(\Psi),\
 A_{\alpha, j}(t)(\varphi)(x)=
 \partial^{\alpha}(a_{\alpha, j}(t,x)\varphi(x)).
 $$


  We have to verify that $F$ is well defined. If
 $m^{-1}<\delta<\sigma\leq m^{-1}e$ and
 $\varphi\in G_{\lambda, \rho_{0}-\delta}^c(\Psi)$, then,
 by Theorem \ref{thmofprod}, the product
 $a_{\alpha, j}(t,\cdot)\varphi(\cdot)$ is in
 $G_{\lambda, \rho_{0}-\delta}^{c}(\Psi)$. Then, by
 Theorem \ref{thmofdiff},
 $\partial^{\alpha}(a_{\alpha, j}(t,\cdot)\varphi(\cdot))$ is in
  $G_{\lambda, \rho_{0}-\sigma}^{c}(\Psi)$.
 Hence the map $A_{\alpha, j}(t)$
 is well defined. The continuity of $A_{\alpha, j}(t)$ as a linear
 map from $G_{\lambda, \rho_{0}-\delta}^{c}(\Psi)$ to
 $G_{\lambda, \rho_{0}-\sigma}^{c}(\Psi)$ follows immediately from
 Theorem \ref{thmofprod} and Theorem \ref{thmofdiff}.
This shows that if
 $\delta<\sigma$, then the adjoint map
 $$
 A_{\alpha, j}^{\ast}(t):
 \mathcal{D}_{\lambda, \sigma}(\Psi)\to
 \mathcal{D}_{\lambda, \delta}(\Psi)
 $$
 of $A_{\alpha, j}(t)$ is well defined,  and the map $F$ is well
 defined, too.


 Here, by the above arguments, we can define an ODE on
 the Banach scale
 $\{\mathcal{D}_{\lambda, \sigma}(\Psi)\}_{m^{-1}<\sigma\leq
 m^{-1}e}$, by
\begin{equation} \label{3.2}
L^{(p)}(t)=F(t,L(t),L'(t),\dots,L^{(p-1)}(t)),
\end{equation}
which is the `adjoint' equation to the given equation \eqref{1.1}.


Now we show the following fact as the first step of the proof.

\noindent
{\bf Assertion ($\star$)}:
{\it The only $C^{p}$ -solution of the equation \eqref{3.2} such that}
 \begin{equation} \label{3.3}
L(0)=L'(0)=\dots =L^{(p-1)}(0)=0
\end{equation}
{\it is} $L(t)\equiv 0$.


To prove the above result, we use
Theorem \ref{thm3'}. We first show that the map $F$
is continuous. Fix the numbers $\delta,\sigma$ such that
$m^{-1}<\delta<\sigma\leq m^{-1}e$. We
show the continuity of the adjoint operator
$$
A_{\alpha, j}^{\ast} : I\times \mathcal{D}_{\lambda,
 \sigma}(\Psi)
 \to \mathcal{D}_{\lambda, \delta}(\Psi).
$$
For $t\in I$ and $L,L_{0}\in
\mathcal{D}_{\lambda, \sigma}(\Psi)$, the inequality
\begin{equation} \label{3.5}
\begin{aligned}
&\|A_{\alpha, j}^{\ast}(t)(L-L_{0})\|_{\lambda, \delta} \\
& \leq \|L-L_{0}\|_{\lambda, \sigma}
\sup{\{|A_{\alpha, j}(t)\varphi|_{\lambda, \rho_{0}-\sigma}
: \varphi\in G_{\lambda, \rho_{0}-\delta}^{c}(\Psi),\
                         |\varphi|_{\lambda, \rho_{0}-\delta}\leq 1\}}
\end{aligned}
\end{equation}
holds. If $|\varphi|_{\lambda, \rho_{0}-\delta}\leq 1$, then, by
\eqref{2.2} and \eqref{2.4} in \S{2}, we obtain
\begin{equation} \label{3.6}
\begin{aligned}
|A_{\alpha, j}(t)\varphi|_{\lambda, \rho_{0}-\sigma}
&=|\partial^{\alpha}(a_{\alpha, j}(t,\cdot)\varphi(\cdot))|
                                                  _{\lambda, \rho_{0}-\sigma} \\
&\leq (\lambda |\alpha|)^{\lambda |\alpha|}
 \frac{|a_{\alpha, j}(t,\cdot)\varphi(\cdot)|
                                             _{\lambda, \rho_{0}-\delta}}
   {(\rho_{0}-\delta-\rho_{0}+\sigma)^{\lambda |\alpha|}}   \\
&\leq p^{p}
 \frac{2^{3n}|a_{\alpha, j}(t,\cdot)|_{\lambda, \rho_{0}-\delta}}
{(\sigma-\delta)^{\lambda |\alpha|}}.
\end{aligned}
\end{equation}
Put
$$
K=\sup{\{|a_{\alpha, j}(t,\cdot)|_{\lambda, \rho_{0}}:
                      \lambda |\alpha|+j\leq p,j\leq p-1,t\in I\}}.
$$
Since the map $t\mapsto a_{\alpha, j}(t,\cdot)
\in \mathcal{G}_{\lambda, \rho_{0}}(\Omega)$ is continuous,
we know that $K$ is finite. It follows, from \eqref{3.6}, that
$$
|A_{\alpha, j}(t)\varphi|_{\lambda, \rho_{0}-\sigma}
\leq p^{p}2^{3n}K\frac{1}{(\sigma-\delta)^{\lambda|\alpha|}}
$$
holds. By the last inequality and \eqref{3.5}, we obtain
\begin{equation} \label{3.7}
\|A_{\alpha, j}^{\ast}(t)(L-L_{0})\|_{\lambda, \delta}\leq
\|L-L_{0}\|_{\lambda, \sigma}
\frac{2^{3n}p^{p}K}{(\sigma-\delta)^{\lambda |\alpha|}}.
\end{equation}
Next, we look at the  inequality
\begin{equation} \label{3.8}
\begin{aligned}
&\|(A_{\alpha, j}^{\ast}(t)-A_{\alpha, j}^{\ast}(t_{0}))
L_{0}\|_{\lambda, \delta} \\
&\leq \|L_{0}\|_{\lambda, \sigma}
\sup{\{|A_{\alpha, j}(t)\varphi-A_{\alpha, j}(t_{0})\varphi 
|_{\lambda, \rho_{0}-\sigma}
    : \varphi\in G_{\lambda, \rho_{0}-\delta}^{c}(\Psi),
                    |\varphi|_{\lambda, \rho_{0}-\delta}\leq 1\}},
\end{aligned}
\end{equation}
where $t,t_{0}\in I$. If we use \eqref{2.2}, \eqref{2.4} and \eqref{3.6}, then
\begin{align*}
|A_{\alpha, j}(t)\varphi-A_{\alpha, j}(t_{0})\varphi | _{\lambda, \rho_{0}-\sigma}
&\leq (\lambda |\alpha|)^{\lambda |\alpha|}
      \frac{|(a_{\alpha, j}(t,\cdot)-a_{\alpha, j}(t_{0},\cdot))
                            \varphi(\cdot)|_{\lambda, \rho_{0}-\delta}}
   {(\rho_{0}-\delta-\rho_{0}+\sigma)^{\lambda |\alpha|}} \\
&\leq
p^{p}\frac{2^{3n}|a_{\alpha, j}(t,\cdot)-a_{\alpha, j}(t_{0},
 \cdot)| _{\lambda, \rho_{0}}}
 {(\sigma-\delta)^{\lambda |\alpha|}}.
\end{align*}
The last inequality and \eqref{3.8} imply
\begin{equation} \label{3.9}
\|(A_{\alpha, j}^{\ast}(t)-A_{\alpha, j}^{\ast}(t_{0}))L_{0}\|
                                 _{\lambda, \delta}
 \leq \|L_{0}\|_{\lambda, \sigma}p^{p}
 \frac{2^{3n}|a_{\alpha, j}(t,\cdot)-a_{\alpha, j}(t_{0},
 \cdot)|
 _{\lambda, \rho_{0}}}{(\sigma-\delta)^{\lambda |\alpha|}}.
\end{equation}
From \eqref{3.7} and \eqref{3.9} it follows that
\begin{equation} \label{3.10}
\begin{aligned}
&\|A_{\alpha, j}^{\ast}(t)L-A_{\alpha, j}^{\ast}
 (t_{0})L_{0}\|_{\lambda, \delta}  \\
&\leq \|A_{\alpha, j}^{\ast}(t)(L-L_{0})\|_{\lambda, \delta}+
\|(A_{\alpha, j}^{\ast}(t)-A_{\alpha, j}^{\ast}(t_{0}))
 L_{0}\|_{\lambda, \delta} \\
&\leq p^{p}
    \frac{2^{3n}}{(\sigma-\delta)^{\lambda |\alpha|}}
    \{K\|L-L_{0}\|_{\lambda, \sigma}
    +|a_{\alpha, j}(t,\cdot)
    -a_{\alpha, j}(t_{0},\cdot)|_{\lambda, \rho_{0}}
    \|L_{0}\|_{\lambda, \sigma}\}.
\end{aligned}
\end{equation}
Since the map $t\mapsto a_{\alpha, j}(t,\cdot)\in
\mathcal{G}_{\lambda, \rho_{0}}(\Omega)$ is continuous,
\eqref{3.10} implies that the map
$$
A_{\alpha, j}^{\ast}:
I\times \mathcal{D}_{\lambda, \sigma}(\Psi) \to
\mathcal{D}_{\lambda, \delta}(\Psi)
$$
is continuous. Hence the map $F$ is also continuous.


Let us show that the map $F$ satisfies the condition \eqref{1.3}
in \S{3}. Put $L_{0}=0$ in \eqref{3.10}. Then, for
 $t\in I$ and $L\in \mathcal{D}_{\lambda, \sigma}(\Psi)$,
the inequality
 \begin{equation} \label{3.11}
 \|A_{\alpha, j}^{\ast}(t)L\|_{\lambda, \delta}
 \leq p^{p} 2^{3n}K
 \frac{\|L\|_{\lambda, \sigma}}{(\sigma-\delta)^{\lambda |\alpha|}}
 \end{equation}
 holds. For
 $$
 \mathcal{L}=(L_{0}, \ \dots,L_{p-1}),
 \mathcal{M}=(M_{0},\dots,M_{p-1})\in
 \underbrace{\mathcal{D}_{\lambda, \sigma}(\Psi)
\times \dots \times
\mathcal{D}_{\lambda, \sigma}(\Psi)}_{p-\text{times}}
$$
we have
$$
\|F(t,\mathcal{L})-F(t,\mathcal{M})\|_{\lambda, \delta}
\leq \sum_{\alpha\in\mathbb{Z}_{+}^{n},\,
\lambda |\alpha|+j\leq p ,\,j\leq p-1}
\|A_{\alpha, j}^{\ast}(t)(L_{j}-M_{j})\|_{\lambda, \delta}.
$$
 Hence, by the last inequality and  \eqref{3.11}, we
obtain
\begin{equation} \label{3.12}
\|F(t,\mathcal{L})-F(t,\mathcal{M})\|_{\lambda, \delta}
\leq p^{p}2^{3n}K\sum_{\alpha, j}
 \frac{\|L_{j}-M_{j}\|_{\lambda, \sigma}}{(\sigma-\delta)
^{\lambda|\alpha|}}.
\end{equation}
Here we note that the inequality
$$
\frac{1}{(\sigma-\delta)^{\lambda |\alpha|}}
=\frac{(\sigma-\delta)^{p-j-\lambda|\alpha|}}{(\sigma-
\delta)^{p-j}}
\leq \frac{e^{p}}{(\sigma-\delta)^{p-j}}
$$
holds and we put
$$
C=(ep)^{p}2^{3n}K\sum_{\alpha\in \mathbb{Z}_{+}^{n},\,
                        \lambda|\alpha|\leq p} 1_{\alpha},
$$
where $1_{\alpha}=1$. Then, by \eqref{3.12}, we obtain
$$
\|F(t,\mathcal{L})-F(t,\mathcal{M})\|_{\lambda, \delta}
\leq C\sum_{j=0}^{p-1}
\frac{\|L_{j}-M_{j}\|_{\lambda, \sigma}}{(\sigma-\delta)^{p-j}},
$$
which shows that the map $F$ satisfies the condition
\eqref{1.3} in \S{3}.


 Consequently, we can use the Theorem \ref{thm3'} to the
 problem \eqref{3.2}-\eqref{3.3}. As a result, we conclude that the
 Assertion $(\star)$  is true.

\noindent
{\bf Proof of the identity $v(t,x)\equiv 0$}: Let us construct a
solution of the problem \eqref{3.2}-\eqref{3.3} by the given
solution $v(t,x)$ of the problem \eqref{1.1}-\eqref{1.2}.


We define
 $$
 L_{v}(t)(\varphi)=\int_{\Psi}v(t,x)\varphi(x)dx
 $$
 for $\varphi \in G_{\lambda, \rho_{0}-m^{-1}e}^{c}(\Psi)=
 G_{\lambda, m^{-1}}^{c}(\Psi)$ and $t\in I$. Then we can see that
 $L_{v}(t)\in \mathcal{D}_{\lambda, m^{-1}e}(\Psi)$
 ($=\{G_{\lambda, m^{-1}}^{c}(\Psi)\}^{\ast}$)
 and the map
 $I\ni t\mapsto L_{v}(t)\in \mathcal{D}_{\lambda, m^{-1}e}(\Psi)$ is
$C^{p}$-class.  The derivative $L_{v}^{(j)}(t)$ of $L_{v}(t)$ has the form
$$
 L_{v}^{(j)}(t)(\varphi)=
 \int_{\Psi}\partial_{t}^{j}v(t,x)\varphi(x)dx
 \quad (j=1, \dots,p-1).
 $$
These facts can be proved without difficulty by the
compactness of
$\overline{\Psi}$ and by the uniform continuity of
$\partial_{t}^{j}v(t,x)$ on $I\times \Psi$.


 Now let us show that $L_{v}(t)$ is a solution of the problem
\eqref{3.2}-\eqref{3.3}. It is obvious by \eqref{1.2} that
 $L_{v}(t)$ satisfies the initial condition \eqref{3.3}.
Let $\sigma$ be a number such that
$m^{-1}<\sigma<m^{-1}e$. Take
$\varphi\in G_{\lambda, \rho_{0}-\sigma}^{c}(\Psi)$ arbitrarily.
We have
 \begin{align*}
 L_{v}^{(p)}(t)(\varphi)&=
 \int_{\Psi}\partial_{t}^{p}v(t,x)\varphi(x)dx \\
 &=\sum_{\alpha\in \mathbb{Z}_{+}^{n},\,
 \lambda|\alpha|+j\leq p ,\,
 j\leq p-1}
 \int_{\Psi}\partial_{x}^{\alpha}(\partial_{t}^{j}v(t,x))
 a_{\alpha, j}(t,x)\varphi(x)dx.
 \end{align*}
 Further we have, by integration by parts in $x$,
\begin{align*}
L_{v}^{(p)}(t)(\varphi)
 &=\sum_{\alpha, j}(-1)^{|\alpha|}
 \int_{\Psi}\partial_{t}^{j}v(t, \ x)
 \partial_{x}^{\alpha}(a_{\alpha, j}(t,x)\varphi(x))dx \\
 &=\sum_{\alpha, j}(-1)^{|\alpha|}L_{v}^{(j)}(t)(A_{\alpha, j}(t)\varphi) \\
 &=\sum_{\alpha, j}(-1)^{|\alpha|}A_{\alpha, j}^{\ast}(t)
           (L_{v}^{(j)}(t))(\varphi) \\
 &= F(t,L_{v}(t),L'_{v}(t),\dots,L_{v}^{(p-1)}(t))(\varphi),
  \end{align*}
 which shows that $L_{v}(t)$ is a solution of the adjoint equation
 \eqref{3.2}. It follows from the Assertion $(\star)$ that
 $L_{v}(t)\equiv 0$, which means that for each
 $\varphi\in G_{\lambda, m^{-1}}^{c}(\Psi)$
 $$
 \int_{\Psi}v(t,x)\varphi(x)dx=0\quad (\forall t\in I).
 $$
 Hence, by Theorem \ref{thm2.1}, $v(t,x)\equiv 0$ on
 $I\times \Psi$. Further, since we can let $\Psi$ be as close to $\Omega$
 as desired, we conclude that $v(t,x)\equiv 0$ on $I\times \Omega$.
 This completes the proof.
\end{proof}

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\end{document}
