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CONTINUATION OF HOLOMORPHIC SOLUTIONS OF MICROHYPERBOLIC DIFFERENTIAL EQUATIONS

Andrea D’Agnolo Giuseppe Zampieri

Abstract. Let M be a real analytic manifold, X a complexification of M , Ω an open subset of M with N

x0

(Ω) 6= T

x0

M, x

0

∈ ∂Ω. Let γ (resp γ

0

) be an open set of Ω ×

M

T

M

X with convex conic fibers and with Ω ×

M

γ ⊃ Ω ×

M

T

M

X (resp γ

0

= Ω ×

M

T

M

X); denote by U (resp W) the Ω-tuboids in X with profile γ (resp γ

0

) (cf [Z]) and by S the neighborhoods of x

0

.

Let P = P (x, D) be a differential operator at x

0

with C

ω

-coefficients which is microhyperbolic to each −θ ∈ N

x0

(Ω)

a

in γ

x∗a0

relative to Ω (in the sense of (2.3)).

We prove that for every U, W, S there exist W

0

, S

0

such that

f ∈ O

X

(U ∩ S), P f ∈ O

X

(W ∩ S) implies f ∈ O

X

(W

0

∩ S

0

).

A similar result is obtained for Ω-microhyperbolic operators in the sense of [S-Z] and for semihyperbolic operators in the sense of [Kan], [Kat].

We aim to refine the above conclusions and show (cf [D’A-Z]) that in the preceding hypotheses P is an isomorphism of the sheaf (C

Ω|X

)

T

MX

(cf [S]) at any p ∈ γ

x∗a0

.

1. Preliminaries. Let X be a complex manifold, P a differential operator with holomorphic coefficients, and let σ(P ) be the principal symbol of P . First we introduce a lemma which will be our main tool in proving propagation theorems.

Lemma 1.1. Let {V α } α (0 ≤ α ≤ 1) and V be open sets in X such that:

(i) V 0 ⊂ V , V α ⊂ V β , for β > α, (ii) V α = S

β<α

V β , V α = T

β

0

V β

0

, (iii) ∂V α ∩ V 1 \ V ⊂⊂ V 1 ,

(iv) N x (V α ) 6= T x X for every x ∈ ∂V α ∩ V 1 \ V ,

(v) σ(P )(z, ζ) 6= 0 for every z ∈ ∂V α ∩ V 1 \ V and for every ζ conormal to V α

at z (cf. par. 1).

Then:

(1.2) f ∈ O X (V ), P f ∈ O X (V ∪ V 1 ) implies f ∈ O X (V ∪ V 1 ).

Proof. For f as in the left hand side of (1.2) set V = {V ∪ V α ; f ∈ O X (V ∪ V α ) }, endowed with the natural order relation; this is an inductive family. Let V ∪ V α

0

be a maximal element for V and suppose by absurd that α 0 < 1.

Note that f ∈ O X (V α

0

) and, by (iii), P f ∈ (O X ) z ∀z ∈ ∂V α

0

∩ V 1 \ V . Using (iv) and the refined version of the theorem of Cauchy-Kowalevsky-Leray given in [B-S

Appeared in: Rend. Mat. Appl. (7) 12 (1992), no. 1, 143–156.

1

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1], we conclude that f extends holomorphically to a neighborhood of ∂V α

0

∩V 1 \ V . By (iii) (V 1 \ V ) ∩ V α ⊂⊂ V 1 \ V , hence from (ii) we get that, in V 1 \ V , {V β } β

(β > α 0 ) is a fundamental system of neighborhood of V α ; it follows that each open set containing (∂V α

0

∩ V 1 \ V ) ∪ (V ∪ V α

0

) contains also V ∪ V β for some β > α 0 . Hence f ∈ O X (V ∪ V β ) which is a contradiction. 

Remark 1.3. This result is a variant of a wider principle by Kashiwara concerning the “propagation of cohomology of a complex” (cf. [K-S 1,theorem 1.4.3]).

2. Statement of the results. Let M be a C ω -manifold, X a complexification of M . We denote by T M, T X the cotangent bundles to M, X, and T M X the conormal bundle to M in X; in particular we denote by T X X the zero section of T X. We set ˙ T X = T X \ T X X.

For subsets S, V ⊂ X one denotes by C(S, V ) the normal cone to S along V (cf [K-S 1]) and by N (S) the normal cone to S in X; these are objects of T X . The same notation will be used to denote the normal cone to a subset S of the manifold M , which is, of course, an object of T M .

Let Ω ⊂ M be an open set verifying for a fixed x 0 ∈ ∂Ω

(2.1) N x

0

(Ω) 6= T x

0

M.

Let γ be an open set of Ω × M T M X with convex conic fiber. A domain U ⊂ X is said to be an Ω-tuboid with profile γ iff C(X \ U, Ω) ∩ γ 1 = ∅ for some open set γ 1 ⊂ T X with convex conic fiber such that γ 1 ⊃ σ(N(Ω)), ρ(γ 1 ) ⊃ γ (cf [Z]).

Here

T M X ←− M × ρ X T X ←− T M σ are the canonical maps.

Remark 2.2. Let X ∼ = R n + √

−1 R n 3 x + √

−1 y, M ∼ = R n 3 x. We recall that U is an Ω-tuboid with profile γ iff ∀γ 0 ⊂⊂ γ, ∃ε = ε γ

0

such that U ⊃ {(x, y) ∈ Ω × M γ 0 : |y| < ε(dist(x, ∂Ω) ∧ 1)}.

Let q ∈ ∂Ω × M T ˙ M X, set x 0 = π(q) (where π is the projection T X −→ X) and let P be a differential operator with holomorphic coefficients in a neighborhood of x 0 .

Choose a system of coordinates (x; √

−1 η) ∈ T M X and (z, ζ) ∈ T X (z = x + √

−1 y, ζ = ξ + √

−1 η), and assume that σ(P )(z, ζ) 6= 0 for

− c 1 |η| < hξ, θi < −c 2 [ |y||η| + |ξ − hξ, θiθ|]

∀(x, √

−1 η) ∈ (Ω ∩ S) × √

−1 Λ, ∀θ ∈ ˙ N x

0

(Ω), (2.3)

where Λ is a closed cone of ˙ R n and c 1 , c 2 are constants independent of x, η, θ.

Remark 2.4. Since condition (2.3) is not C 1 -coordinate-invariant, no propagation

theorem involving the notion of micro-support of a sheaf (as in [K-S 1]) could be

applied.

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Remark 2.5. It is obvious that if (2.3) is satisfied by θ then it is even satisfied by any θ 0 in a neighborhood of θ. It follows that we can replace ˙ N x

0

(Ω) of (2.3) by ( ˙ N x

0

(Ω)) ε for a suitable ε. Here, for a cone A ⊂ ˙R n , we denote by A ε the conic ε-neighborhood of A:

A ε = {θ ∈ ˙R n : sup

η∈A h θ

|θ| , η

|η| i > 1 − ε}.

We shall now introduce a slight modification of condition (2.3) which is coordi- nate invariant.

Assume that

(2.6) θ / ∈ C q

0

(char(P ), Ω × M T M X) ∀q 0 ∈ λ, ∀θ ∈ ˙ N x

0

(Ω) a ,

where char(P ) is the characteristic variety of P , λ is a closed neighborhood of q with conic fiber and where the exponent a denotes the antipodal map. Finally note that we have used the identification

T x

0

M , →

j T x

0

X , → π

T q T X −H T q T X,

where j is due to the complex structure of X, π is the map associated to the projection π : T X → X, and H denotes the Hamiltonian isomorphism.

As in [S-Z], we shall refer to (2.6) as the condition of Ω-micro-hyperbolicity in λ with respect to each θ ∈ ˙ N x

0

(Ω) a ; this is a weaker condition then microhyperbolic- ity.

Remark 2.7. Note that one proves that if Λ ⊂⊂ (int λ) x

0

then (2.6) implies (2.3).

(Here, for A, B cones in ˙ R n , one says that A is a proper subcone of B, and writes A ⊂⊂ B, whenever A ∩ {y : |y| = 1} ⊂⊂ int B.)

Theorem 2.8. Let Ω verify (2.1), take q ∈ ∂Ω× M T ˙ M X, and let P be a differential operator at x 0 = π(q) which verifies (2.3) in some system of coordinates (resp (2.6)). Denote by U the family of tuboids whose profile γ verifies:

(2.9) Ω × M γ ⊃ Ω × M T M X, γ x ∗a

0

⊂ Λ (resp

(2.9)’ γ x ∗a

0

⊂ (int λ) x

0

), and by W those with profile γ 0 verifying

(2.10) γ 0 ⊃ Ω × M T M X

(where the exponent ∗ denotes the polar). Let S be the family of neighborhoods of x 0 . Then:

f ∈ U∈U ,S∈S lim −→ Γ(U ∩ S, O X ),

P f ∈ W ∈W,S∈S lim −→ Γ(W ∩ S, O X ) implies

f ∈ W ∈W,S∈S lim −→ Γ(W ∩ S, O X ).

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Remark 2.11. Let Γ be an open convex cone of ˙ R n with Γ ∗a ⊂ Λ, fix η ∈ ˙R n and let:

γ = (Ω × Γ) ∪ (Ω × c.h.(Γ, {−η}), γ 0 = Ω × c.h.(γ, {−η}).

Then the same conclusion of Theorem 2.8 holds. (here c.h. denotes the convex hull.)

In fact in subsequent Theorem 2.15 the assumption η ∈ intΓ ∩ Γ is unessential.

(It is only used in the conclusion to get c.h.(Γ, {−η}) = ˙R n .) Theorem 2.12. Let Ω = {x = (x 1 , x 0 ) : x 1 > 0 } and assume that

σ(P )(z, ζ) 6= 0 when (z, ζ) satisfies the conditions in (2.3) with Λ = R × Λ 00 ⊂ R ˙ n−1 ), and when in addition y 1 = 0. Then the conclusion of Theorem 2.8 still holds.

Note by the way that the condition for P expressed in this statement is a refine- ment of the hypothesis of semi-hyperbolicity in the sense of [Kan].

For example in T X 3 (z, ζ), z = (z 1 , z 0 ) consider σ(P )(z, ζ) = ζ 1 2 − z 1 ζ 2 2 − Q(z, ζ 0 ), Q homogeneous of degree 2 and Q | T

M

X ≤ 0. This is semihyperbolic but neither Ω-hyperbolic nor it satisfies (2.3).

The proof of Theorems 2.8, 2.12 will be given in the next section; it will follow from a statement which fully describes the shape of the sets U and V .

Let Ω ⊂ M be an open set verifying (2.1). Then we can write Ω on S, neigh- borhood of x 0 , as Ω = {x : x 1 > ϕ(x 0 ) } for a Lipschitz-continuous function ϕ. We set

ρ(x) = x 1 − ϕ(x 0 )

and remark that for suitable constants k 0 , k 00 > 0 we have:

(2.13) k 0 dist(x, ∂Ω) < ρ(x) < k 00 dist(x, ∂Ω), x ∈ Ω;

hence we will use the function ρ as a substitute of the distance to ∂Ω in our arguments. Moreover, we can find l 0 , l 00 > 0 so that on S:

(2.14) |ρ(e x) − ρ(x)| ≤ l 00 |e x − x|,

(2.14)’ inf

{v∈(N

x0

(Ω))

ε

:|v|=1} |ρ(x + av) − ρ(x)| ≥ l 0 a, 0 < a << 1.

(As for (2.14)’ we have to notice that we can choose coordinates at x 0 so that N ˙ x

0

(Ω) ⊂⊂ N x

0

(Ω); here we identify T x

0

M ∼ = T x

0

M ∼ = M ∼ = R n .)

Let Λ, Γ be open convex cones of ˙ R n with Λ ⊃⊃ Γ ∗a and take η ∈ int Γ ∩ Γ.

Theorem 2.15. Let P verify (2.3). Let

U =



(Ω + √

−1 Γ) ∪



z : t 0 < ρ(x) < t, y ∈ r ρ(x) − t 0 t − t 0 η + Γ



∩ {z : |y| < δ

t ρ(x) } ∩ S,

(2.16)

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where δ ≥ r and S is a suitable neighborhood of x 0 . Then for every convex cone Γ 0 ⊂⊂ Γ (Γ 0 3 η, Γ 0∗a ⊂ Λ), there exists k = k Γ

0

< 1 such that if t verifies

(2.17) t < kc −1 2 l 0

and if c verifies

(2.18) crl 00

t − t 0 < c 1 , crk −1 < δ, c < 1 (l 0 , l 00 being the constants of (2.14)), it follows that setting

(2.19) V = {z : 0 < ρ(x) < t, y ∈ −crρ(x) η + Γ 0 } ∩ {z : |y| < δ

t ρ(x) } ∩ S, then for a suitable S 0 ⊂ S, depending on t, l 0 , l 00 and the ε of Remark 2.5, the following holds:

f ∈ O X (U ), P f ∈ O X (V ) implies f ∈ O X (V ∩ S 0 ).

Remark 2.20. Since η ∈ Γ 0 then for a suitable c 0 = c 0 Γ

0

,η : V ⊃ {z : ρ(x) < t, |y| <

c 0 crρ(x) } ∩ S 0 .

To handle also the case when P f does not extend to a convex set we introduce the following

Theorem 2.21. Let P verify (2.3) and let c, t verify (2.17), (2.18), let U be defined by (2.16). For every g 1 (x) > 0 with inf

{x;ρ(x)=t}

g 1 (x) = r, there exists h(s), s ∈ R with h(0) = 0, h(t) = c r, h 0 increasing and 0 < h 0 ≤ cr/(t − t 0 ) for s > 0, such that if we set g 2 (x) = h(ρ(x)) and

V 1 = {z : y ∈ −g 1 (x) η + Γ, |y| < δ

t ρ(x), 0 < ρ(x) < t }, (resp

V 2 = {z : y ∈ −g 2 (x) η + Γ 0 , |y| < δ

t ρ(x), 0 < ρ(x) < t }), we get

f ∈ O X (U ), P f ∈ O X (V 1 ∩ S) implies f ∈ O X (V 2 ∩ S 0 ).

Remark 2.22. Let g 1 (x) = h 1 (ρ(x)) for a C 1 -function h 1 with h 0 1 increasing. Then one can show that the function h of Theorem 2.21 verifies h 0 1 ∧cr/t ≤ h 0 ≤ cr/(t−t 0 ).

In particular for g 1 (x) = r ρ(x) one recovers Theorem 2.15.

3. Proofs. We will divide the proof of the theorems in some lemmas.

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Lemma 3.1. Let U be as in (2.16). For every open convex cone Γ 0 ⊂⊂ Γ, Γ 0 3 η, there exists k = k Γ

0

< 1 such that if one sets for 0 ≤ α ≤ 1 and for ρ(x) < t:

(3.2) Φ α (x) = cr

t − t 0 (1 − α) (ρ(x) − t 0 (1 − α)), and

(3.3) U α = {z : ρ(x) < t, y ∈ −Φ α (x) η + Γ 0 } ∩ {z : |y| < δ

t ρ(x) } ∩ S, then:

(3.4) U 0 ⊂ U,

(3.5) ∅ 6= (U α ) x ∩ {y : k −1 Φ α (x) < |y| < δ 0

t ρ(x) } ⊂⊂ Γ, ∀δ 0 < δ, and moreover the following holds. Whenever

(3.6)

 z ∈ ∂U α ∩ {z : t 0 (1 − α) ≤ ρ(x) < t, |y| < k −1 Φ α (x) } ζ ∈ N z (U α ),

we have

(i) ξ ∈ (N x

0

(Ω) a ) ε

(ii) |ξ|

|η| < c 1 (iii) |ξ|

|η||y| > c 2 (iv) η ∈ Γ 0∗a .

Proof. The relation in (3.4) is obvious.

For proving (3.5) let us first remark that there exists k = k Γ

0

such that for a ∈ R:

(3.7) ( −aη + Γ 0 ) ∩ {y : k −1 a < |y| < d} ⊂⊂ Γ ∀d > 0.

Putting a = Φ α (x) in (3.7) and observing that we have

Φ α (x) ≤ cr

t ρ(x) < δ t ρ(x) (owing to the second inequality of (2.18) ) (3.5) follows.

As for (3.6), the point (i) is an easy consequence of the upper semicontinuity of

the map x 7→ N x (Ω).

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As for (ii),(iii) we first note that, on account of (2.14), Φ α (x) is a Lipschitz- continuous function with:

|Φ α (e x) − Φ α (x) | ≤ l 00 cr

t |e x − x|,

{v∈(N

x0

inf (Ω))

ε

:|v|=1} |Φ α (x + av) − Φ α (x) | ≥ l 0 cr

t a 0 < a << 1.

(ii) is then a consequence of the first inequality of (2.18). As for (iii) we have, if

|y| < k −1 Φ α (x) and ρ(x) < t, then clearly |y| < k −1 cr and therefore

|ξ|

|η||y| > l 0 cr t

1

k −1 cr > c 2 (due to (2.17) ).

Last, (iv) is obvious. 

The family {U α } α can be modified as follows. Let T 0 = R × {x 0 : |x 0 | < σ}, T 00 = R × {x 0 : |x 0 | < σ + σ 0 }, let e N be an open cone in ˙ R n , and set

Ω = e e Ω N ,T e

0

,T

00

= [

x∈∂Ω∩T

0

(x + e N ) ∩ T 00 .

For a suitable choice of e N , T 0 , T 00 we have

(i) Ω e ∩ S ⊂ Ω, ∂ e Ω ∩ T 0 = ∂Ω ∩ T 0 , (ii) ∅ 6= e Ω ∩ {x : ρ(x) = t} ⊂⊂ T 00 ,

(iii) N x (e Ω) ⊂ (N x

0

(e Ω)) ε , ∀x ∈ ∂ e Ω ∩ T 00 . (3.8)

Similarly to Ω, such an e Ω can be represented as e Ω = {x : x 1 > e ϕ(x 0 ) } for a Lipschitz-continuous function e ϕ so that the corresponding conditions to (i)-(iii)’s of (3.8) hold, i.e.:

(i)’ ϕ(x e 0 ) ≤ ϕ(x 0 ) and ϕ(x e 0 ) = ϕ(x 0 ), for |x 0 | < σ, (ii)’ ϕ(x e 0 ) < ϕ(x 0 ) + t, for x 0 ≥ σ + σ 0

(iii)’ -the same as in (iii)-.

(3.8)’

Let e ρ(x) = x 1 − e ϕ(x 0 ) and observe that we could choose e ϕ so that e ρ still verifies the assumptions (2.14) with new constants l 0 , l 00 . Let U be as in (2.16) on T 00 , let Γ 0 ⊂⊂ Γ, let t, c verify (2.17),(2.18). Define

Φ e α (x) = cr ρ(x) e − t 0 (1 − α) ρ(x) e − ρ(x) + t − t 0 (1 − α) , and

(3.9) U e α = {z : ρ(x) < t, y ∈ −e Φ α (x) η + Γ 0 } ∩ {z : |y| < δ 0

t ρ(x) } ∩ S for some k −1 cr < δ 0 < δ.

We then have the following

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Lemma 3.10. For a P verifying (2.3) the sets { e U α } α and U verify the hypotheses of Lemma 1.1.

Proof. (i) and (ii) of Lemma 1.1 are obvious. As for (iii) it is enough to show that for every x ∈ π( e U α ) 

= π  U e α 

we have ( e U α ) x ⊂ U x ∪ ( e U 1 ) x . To prove it, we will distinguish three cases.

If e ρ(x) < t 0 (1 − α) we get, for some a > 0, ( e U α ) x = ( √

−1 aη + √

−1 Γ 0 ) ∩ {z :

|y| ≤ δ 0 /t ρ(x) } ⊂⊂ U x .

If e ρ(x) = t 0 (1 − α) then ( e U α ) x = √

−1 Γ 0 ∩ {z : |y| ≤ δ 0 /t ρ(x) } ⊂⊂ ( e U 1 ) x ∪ U x . If e ρ(x) > t 0 (1 − α), since e Φ α (x) ≤ Φ α (x) we have e U α ⊂ U α and (3.5) holds with U α replaced by e U α , hence

∅ 6= ( e U α ) x ∩ {z : |y| ≥ k −1 Φ α (x) } ⊂⊂ U x , and moreover it is easily seen that

( e U α ) x ∩ {z : |y| < k −1 Φ α (x) } ⊂⊂ (U 1 ) x . Last, for ρ(x) near t we have

( e U α ) x ⊂ −cr η + √

−1 Γ 0 ∩ {z : |y| ≤ δ 0 } ⊂⊂ U x , since c < 1 and Γ 0 ⊂⊂ Γ (in the sense of Remark 2.7).

Concerning (iv), first note that for every z ∈ ∂ e U α ∩ e U 1 \ U we have ( |y| < k −1 Φ e α (x) ≤ k −1 Φ 1 (x)

-the solution of Φ e α (u) = 0 for u 0 = x 0 verifies ρ(u) < t e 0 -.

If one follows the lines of the proof of Lemma 3.1 it is easy to check that for such z and for ζ ∈ N z ( e U α ) we have

|ξ|

|η| < c 1 , |ξ|

|η||y| > c 2 .

It is clear that η ∈ Γ 0∗a and ξ ∈ (N x

0

(Ω)) ε due to (3.8)-(iii). Since σ(P ) verifies (2.3) (even replacing ˙ N x

0

(Ω) by ( ˙ N x

0

(Ω)) ε according to Remark 2.5), (i)-(iv) imply σ(P )(z, ζ) 6= 0. 

Proof of Theorem 2.15. Let be given f ∈ O X (U ), P f ∈ O X (V ) as in the statement.

The family { e U α } α of (3.9) has been so defined that one can find S 0 , depending on T 0 of (3.8)-(i), with

U e 1 ∩ S 0 = V ∩ S 0 .

Using Lemma 3.10, the proof of the theorem follows immediately from Lemma

1.1. 

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Proof of Theorem 2.21. The proof is the the same as the one of Theorem 2.15.

One only needs to replace in the definition of e U α the functions e φ α by k α φ e α with k α so chosen that k α φ e α < g 1 (x). Note that it is not restrictive to assume the map α → k α to be a continuous one. Thus the family V α = S

β<α

U e β satisfies the conditions of Lemma 1.1 and hence f extends to S

α

V α . Note that, on a small S 0 ⊂ S, the function sup

α k α φ e α is in the form h(s) (s = ρ(x)) for a C 1 -function h satisfying all requirements in the statement. 

Proof of Theorem 2.8. Let f ∈ O X (U ∩ S) and P f ∈ O X (W ∩ S) where U (resp W ) is a tuboid whose fiber verifies (2.9) (resp (2.9)’), (2.10). Then for every t, t 0 and for suitable δ and r = r t,t

0

, we can write U ∩ S as in (2.16) (possibly with a new S). Moreover for a suitable c, (W ∪ U) ∩ S contains a set V as in (2.19).

Applying Theorem 2.15, we get f ∈ O X (V ∩ S 0 ); then the conclusion follows from Remark 2.20. 

Proof of Theorem 2.12. As in the proof of Theorem 2.8 we can assume that f is analytic in U ∩ S and P f in V ∩ S, where U, V are defined by (2.16) and (2.19) respectively. On account of (2.3), z 1 = 0 is non characteristic for σ(P ) at x 0 and then there exist C so that:

(3.11) σ(P ) 6= 0 if |ζ 1 | > C|ζ 0 |.

We then set

˜ ˜

U α = {z ∈ X : |z 0 − ez 0 | < C|z 1 − ez 1 |, x 1 = e x 1 ⇒ ez ∈ e U α ∩ {z : y 1 = 0 } ∩ S}.

According to (3.11) we get

f ∈ O X ( e U α ∩ {z : y 1 = 0 } ∩ S), P f ∈ O X ( ˜ U ˜ α ) implies f ∈ O X ( ˜ U ˜ α ).

(3.12)

On the other hand we have

σ(P )(z, ζ) 6= 0 for

( z ∈ ∂ e U α ∩ e U 1 \ U ∩ S ∩ {z : y 1 = 0 } ζ ∈ N z ( ˜ U ˜ α )

and then

f ∈ O X ( ˜ U ˜ α ∩ S), P f ∈ (O X ) z implies f ∈ (O X ) z .

The conclusion then follows from (3.11),(3.12), via Lemma 1.1, in the same way as

it was for Theorem 2.8. 

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[S-Z] P. Schapira, G. Zampieri, Regularity at the boundary for systems of microdifferential equations, Pitman Res. Notes in Math. 158 (1987), 186–201.

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Dipartimento di matematica, via Belzoni 7, 35131 Padova, Italy

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