Some notations and lemmas

38 N.M. Tri C ∞ solutions was considered in [10]. The paper is organized as follows. In §2 we introduce notations used in the paper and state some auxiliary lemmas. In §3 we state the main theorem and prove a theorem on C ∞ regularity of the solutions. In §4 we establish the Gevrey analyticity of the solutions.

2. Some notations and lemmas

First let us define the function F h 2k x 1 , x 2 , y 1 , y 2 = 1 2πh − 1 x 1 − y 1 h−1 x 2k+1 1 −y 2k+1 1 2k+1 + i x 2 − y 2 . For j = 1, . . . , h − 1 we have see [11] M j 2k F h 2k = 1 2πh − j − 1 x 1 − y 1 h− j −1 x 2k+1 1 −y 2k+1 1 2k+1 + i x 2 − y 2 and M h 2k F h 2k = δx − y , where x = x 1 , x 2 , y = y 1 , y 2 and δ· is the Dirac function. We will denote by  a bounded domain in R 2 with piece-wise smooth boundary. We now state a lemma on the representation formula. Its proof can be found in [10]. L EMMA 4.1. Assume that u ∈ C h ¯  then we have 1 ux = Z  − 1 h F h 2k x, yM h 2k uy d y 1 d y 2 + Z ∂   h−1 X j =0 − 1 j M j 2k u M h− j −1 2k F h 2k x, y   n 1 + i y 2k 1 n 2 ds . For reason of convenience we shall use the following Heaviside function θ z = 1 if z ≥ 0 , if z 0 . We then have the following formula d m dt m z n = n . . . n − m + 1θ n − m + 1z n−m . We will use ∂ α 1 , ∂ β 2 , γ ∂ α,β , ∂ α 1y , ∂ β 2y and γ ∂ y α,β instead of ∂ α ∂ x α 1 , ∂ β ∂ x β 2 , x γ 1 ∂ α+β ∂ x α 1 ∂ x β 2 , ∂ α ∂ y α 1 , ∂ β ∂ y β 2 and y γ 1 ∂ α+β ∂ y α 1 ∂ y β 2 , respectively. Throughout the paper we use the following notation n = n if n ≥ 1 , 1 if n ≤ 0 , and C n = C n if n ≥ 1 , 1 if n ≤ 0 . Furthermore all constants C i which appear in the paper are taken such that they are greater than 1. Put h2k + 1 = r . For any integer r ≥ 0 let Ŵ r denote the set of pair of multi-indices α, β such that Ŵ r = Ŵ 1 r ∪ Ŵ 2 r where Ŵ 1 r = {α, β : α ≤ r , 2α + β ≤ r }, Ŵ 2 r = {α, β : α ≥ r , α + β ≤ r − r } . On the Gevrey analyticity of solutions 39 For a pair α, β we denote by α, β ∗ the minimum of r such that α, β ∈ Ŵ r . For any nonnegative integer t we define the following sieves 4 t = {α, β, γ : α + β ≤ t, 2kt ≥ γ ≥ α + 2k + 1β − t } , 4 t = {α, β, γ : α, β, γ ∈ 4 t , γ = α + 2k + 1β − t } . Later on we will use the following properties of 4 t : 4 t contains a finite number of elements less than 2kt + 1 3 elements. If α, β, γ ∈ 4 t , β ≥ 1, γ ≥ 1, then α, β − 1, γ − 1 ∈ 4 t −1 . For every α, β, γ ∈ 4 t , α , β , γ ∈ 4 t we can express γ ∂ α,β γ ∂ α ,β as a linear combination of γ ′ ∂ α ′ ,β ′ , where α ′ , β ′ , γ ′ ∈ 4 t +t . For every α, β, γ ∈ 4 t , α 1 , β 1 ∈ Ŵ r and a nonnegative integer m we can rewrite γ − m ∂ α+α 1 −m,β+β 1 as γ − m ∂ α 2 ,β 2 ∂ α 3 1 ∂ β 3 2 where α 2 , β 2 , γ − m ∈ 4 t and α 3 , β 3 ∈ Ŵ r−m see [12]. For any nonnegative integer r let us define the norm |u, | r = max α 1 ,β 1 ∈Ŵ r ∂ α 1 1 ∂ β 1 2 u,  + max α1,β1∈Ŵr α1≥1,β1≥1 max x ∈ ¯  ∂ h 1 ∂ α 1 1 ∂ β 1 2 ux , where |w, | = P α,β,γ ∈4 h−1 max x ∈ ¯  | γ ∂ α,β w x|. For any nonnegative integer l let H l loc  denote the space of all u such that for any compact K in  we have P α,β,γ ∈4 l k γ ∂ α,β uk L 2 K ∞ . We note the following properties of H l loc  : H l loc  ⊂ H l loc  where H l loc  stands for the standard Sobolev spaces. H 4k+2 loc  ⊂ H 2 loc  ⊂ C. If u ∈ H l loc  and α, β, γ ∈ 4 t , t ≤ l then γ ∂ α,β u ∈ H l−t loc  . The following lemma is due to Grushin see [12] L EMMA 4.2. Assume that u ∈ D ′  and M h 2k u ∈ H l loc  then u ∈ H l+h loc  . Next we define a space generalizing the space of analytic functions see for example [7]. Let L n and ¯ L n be two sequences of positive numbers, satisfying the monotonicity condition i n L i L n−i ≤ AL n i = 1, 2 . . . ; n = 1, 2 . . . , where A is a positive constant. A function Fx, v, defined for x = x 1 , x 2 and for v = v 1 , . . . , v µ in a µ-dimensional open set E , is said to belong to the class C{L n−a ; | ¯ L n−a ; E } a is an integer if and only if Fx, v is infinitely differentiable and to every pair of compact subsets  ⊂  and E ⊂ E there corre- spond constants A 1 and A 2 such that for x ∈  and v ∈ E ∂ j +k Fx, v ∂ x j 1 1 ∂ x j 2 2 ∂v k 1 1 . . . ∂v k µ µ ≤ A 1 A j +k 2 L j −a ¯ L k−a j 1 + j 2 = j, X k i = k; j, k = 0, 1, 2 . . . . We use the notation L −i = 1 i = 1, 2, . . .. If Fx, v = f x, we simply write f x ∈ C{L n−a ; }. Note that C{n; }, C{n s ; } is the space of all analytic functions s-Gevrey functions, respectively, in . Extensive treatments of non-quasi analytic functions in particular, the Gevrey functions can be found in [13, 14]. Finally we would like to mention the following lemma of Friedman [7]. 40 N.M. Tri L EMMA 4.3. There exists a constant C 1 such that if gz is a positive monotone decreasing function, defined in the interval 0 ≤ z ≤ 1 and satisfying gz ≤ 1 8 12 k g z 1 − 6 k n + C z n−r −1 n ≥ r + 2, C 0 , then gz CC 1 z n−r −1 .

3. The main theorem