Introduction To Involutive Structures

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An Introduction to Involutive Structures
Detailing the main methods in the theory of involutive systems of complex

vector fields, this book examines the major results from the last 25 years in
the subject. One of the key tools of the subject – the Baouendi–Treves
approximation theorem – is proved for many function spaces. This in turn is
applied to questions in partial differential equations and several complex
variables. Many basic problems such as regularity, unique continuation and
boundary behavior of the solutions are explored. The local solvability of
systems of partial differential equations is studied in some detail. The book
provides a solid background for beginners in the field and also contains a
treatment of many recent results which will be of interest to researchers in
the subject.
Shi feraw Berh a n u is a Professor of Mathematics at Temple

University in the US.
Pau lo D. Corda r o is a Professor of Mathematics in the Institute of
Mathematics and Statistics at the University of São Paulo in Brazil.
Jor ge Houni e is a Professor of Mathematics at the Federal University of
São Carlos in Brazil.
NEW MATHEMATICAL MONOGRAPHS
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Béla Bollobás
William Fulton
Frances Kirwan
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For information about Cambridge University Press mathematics publications

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An Introduction to Involutive Structures
SHIFERAW BERHANU
Temple University
PAULO D. CORDARO
University of São Paulo
JORGE HOUNIE
Federal University of São Carlos
CAMBRIDGE UNIVERSITY PRESS
Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, São Paulo
Cambridge University Press

The Edinburgh Building, Cambridge CB2 8RU, UK
Published in the United States of America by Cambridge University Press, New York
www.cambridge.org
Information on this title: www.cambridge.org/9780521878579
© S. Berhanu, P. Cordaro and J. Hounie 2008
This publication is in copyright. Subject to statutory exception and to the provision of

relevant collective licensing agreements, no reproduction of any part may take place
without the written permission of Cambridge University Press.
First published in print format 2008
ISBN-13 978-0-511-38612-1 eBook (EBL)
ISBN-13 978-0-521-87857-9 hardback
Cambridge University Press has no responsibility for the persistence or accuracy of urls
for external or third-party internet websites referred to in this publication, and does not
guarantee that any content on such websites is, or will remain, accurate or appropriate.
Contents
Preface page ix
I Locally integrable structures 1
I.1 Complex vector fields 1
I.2 The algebraic structure of X 4
I.3 Formally integrable structures 5
I.4 Differential forms 7
I.5 The Frobenius theorem 11
I.6 Analytic structures 14
I.7 The characteristic set 15
I.8 Some special structures 15
I.9 Locally integrable structures 19
I.10 Local generators 21
I.11 Local generators in analytic structures 25
I.12 Integrability of complex and elliptic structures 26
I.13 Elliptic structures in the real plane 28
I.14 Compatible submanifolds 32
I.15 Locally integrable CR structures 36
I.16 A CR structure that is not locally integrable 38
I.17 The Levi form on a formally integrable structure 42
Appendix: Proof of the Newlander–Nirenberg theorem 47
Notes 51
II The Baouendi–Treves approximation formula 52
II.1 The approximation theorem 52
II.2 Distribution solutions 63
II.3 Convergence in standard functional spaces 69
II.4 Applications 83
Notes 99
v
vi Contents
III Sussmann’s orbits and unique continuation 101

III.1 Sussmann’s orbits 101
III.2 Propagation of support and global unique continuation 108
III.3 The strong uniqueness property for locally integrable
solutions 120
III.4 Proof of Theorem III.3.15 126
III.5 Uniqueness for approximate solutions 132
III.6 Real-analytic structures in the plane 140
III.7 Further applications of Sussmann’s orbits 146
Notes 147
IV Local solvability of vector fields 149
IV.1 Planar vector fields 150
IV.2 Solvability in C 176
IV.3 Vector fields in several variables 184
IV.4 Necessary conditions for local solvability 199
Notes 214
V The FBI transform and some applications 218
V.1 Certain submanifolds of hypoanalytic manifolds 218
V.2 Microlocal analyticity and the FBI transform 226
V.3 Microlocal smoothness 236
V.4 Microlocal hypoanalyticity and the FBI transform 239
V.5 Application of the FBI transform to the C wave front
set of solutions of nonlinear PDEs 243
V.6 Applications to edge-of-the-wedge theory 254
V.7 Application to the F. and M. Riesz theorem 263
Notes 270
VI Some boundary properties of solutions 271
VI.1 Existence of a boundary value 271
VI.2 Pointwise convergence to the boundary value 281
VI.3 One-sided local solvability in the plane 286
VI.4 The H p property for vector fields 289
Notes 307
VII The differential complex associated with a formally
integrable structure 308
VII.1 The exterior derivative 308
VII.2 The local representation of the exterior derivative 309
VII.3 The Poincaré Lemma 311
VII.4 The differential complex associated with a formally
integrable structure 311
Contents vii
VII.5 Localization 312

VII.6 Germ solvability 313
VII.7 -cohomology and local solvability 315
VII.8 The Approximate Poincaré Lemma 316
VII.9 One-sided solvability 319
VII.10 Localization near a point at the boundary 321
VII.11 One-sided approximation 322
VII.12 A Mayer–Vietoris argument 323
VII.13 Local solvability versus local integrability 328
Notes 330
VIII Local solvability in locally integrable structures 331
VIII.1 Local solvability in essentially real structures 332
VIII.2 Local solvability in the analytic category 332
VIII.3 Elliptic structures 333
VIII.4 The Box operator associated with D 337
VIII.5 The intersection number 340
VIII.6 The intersection number under certain geometrical
assumptions 343
VIII.7 A necessary condition for one-sided solvability 346
VIII.8 The sufficiency of condition 0 348
VIII.9 Proof of Proposition VIII.8.2 350
VIII.10 Solvability for corank one analytic structures 354
Notes 357
Epilogue 361
1 The similarity principle and applications 361
2 Mizohata structures 364
3 Hypoanalytic structures 370
4 The local model for a hypoanalytic manifold 371
5 The sheaf of hyperfunction solutions on a hypoanalytic
manifold 372
Appendix A Hardy space lemmas 374
A.1 Multipliers in h1 374
A.2 Commutators 376
A.3 Change of variables 378
Bibliography 381
Index 390
Preface
Since the first systematic exposition of the theory of involutive systems of

vector fields ([T5]) was published almost 15 years ago, the subject has under-
gone considerable development and many new applications have been found.
Systems of vector fields arise as a local basis of an involutive sub-bundle
of the complexified tangent bundle CT . Involutivity of means that
the commutation bracket of two smooth sections of must also be a section
of . Examples of involutive structures include foliations, complex
structures, and CR structures. In these examples, ∩ has constant rank.
However, in recent work on integral geometry, natural examples of involu-
tive structures have arisen for which the rank of ∩ changes from point
to point ([BE], [BEGM], and [EG1]). In the works [BE] and [BEGM], the
cohomology of involutive structures is a key ingredient. Examples of invo-
lutive structures where the rank of ∩ is not constant also arise naturally,
for instance, on the tangent bundle of symmetric spaces (see [Sz] and the
references therein) or in the study of the generalized similarity principle for
the equation
Lu = Au + Bu
where L is a planar complex vector field not necessarily elliptic, which is

intimately linked to the study of infinitesimal deformations of surfaces in R3
with non-negative curvature (see [Me3], [Me4], and the references therein).
This book introduces the reader to a number of results on systems of vector
fields with complex-valued coefficients defined on a smooth manifold .
Most of the time, it will be assumed that the involutive structure is
locally integrable. The latter means that the orthogonal of , which is a sub-
bundle T of the complexified cotangent bundle CT ∗ , is locally generated
by exact differentials. When is locally integrable, each point has a
neighborhood U such that if L1 Ln are n smooth vector fields that form
ix
x Preface
a basis of over U , then we can find m = dim −n smooth, complex-valued

functions Z1 Zm which are solutions of the equations
Lj h = 0 1≤j≤n (1)
and whose differentials are linearly independent over C at each point of U .
The m functions Z = Z1 Zm are sometimes referred to as a complete
set of first integrals in the neighborhood U .
In 1981, in [BT1], Baouendi and Treves proved that in a locally inte-
grable structure, each solution of (1) can be locally approximated by a
sequence Pk Z where the Pk are holomorphic polynomials of m variables
and Z = Z1 Zm is a complete set of first integrals. This approxima-
tion theorem has enabled several researchers to use the methods of complex
analysis, harmonic analysis, and partial differential equations to study many
problems on locally integrable structures. These problems include: the local
and microlocal regularity of the solutions of (1); the determination of sets of
uniqueness for solutions of (1); the solvability of the differential complex
associated with the structure ; and many other properties of the
solutions of (1).
This book attempts to present a systematic treatment of some of these
results in a way that is accessible to graduate students with a background
in real analysis, one complex variable, and basic introductions to several
complex variables and linear PDEs including the theory of distributions.
Chapter I introduces the basic concepts in the theory of involutive and
locally integrable structures. Special classes of involutive structures such as
complex structures, CR structures, elliptic structures, and real analytic struc-
tures are identified and examples are provided. Useful local representations
both for general involutive and locally integrable structures are also discussed.
A proof of the Newlander–Nirenberg theorem is presented in the appendix to
Chapter I. Chapter II is devoted to the approximation theorem of Baouendi
and Treves. It is shown that the approximation is valid in many function
spaces used in analysis: the Lebesgue spaces Lp 1 ≤ p < ; Sobolev spaces;
Hölder spaces; and localizable Hardy spaces hp 0 < p < . Applications to
uniqueness in the Cauchy problem and extendability of CR functions are also
included. Chapter III presents a variety of results on unique continuation for
solutions and approximate solutions in a locally integrable structure .
The orbits of Sussmann associated with the real parts RL of the smooth
sections of play a crucial role in many problems, including the study of
unique continuation and the chapter includes a discussion of some of the
properties of these orbits. Chapter IV provides a detailed treatment of locally
solvable vector fields. In the first part of the chapter, where the focus is on
Preface xi
planar vector fields, the solvability condition of Nirenberg and Treves is
discussed and a priori estimates are proved in Lp and in a mixed norm that
involves the Hardy space h1 R. A duality argument is then used to derive
local solvability results in Lp 1 < p < and in L R bmoR . The chapter
also includes sections on the sufficiency and necessity of condition for
local solvability in higher dimensions. The first part of Chapter V introduces
certain submanifolds in an involutive structure which are important
in the study of solutions. These submanifolds are generalizations of the totally
real and generic CR submanifolds encountered in CR manifolds. The second
part of the chapter introduces the FBI transform first in Rn and then in a locally
integrable structure. The FBI transform is then applied to derive edge-of-the-
wedge type results. It is also applied to study the microlocal singularities
of the solutions of a first-order nonlinear PDE and a generalization of the
F. and M. Riesz theorem. Chapter VI studies some boundary properties of the
solutions of locally integrable vector fields. These properties include the exis-
tence of a trace at the boundary, pointwise convergence of solutions to their
boundary values, and the validity of Hardy space-like properties. Chapter VII
describes the differential complex attached to a general involutive structure.
An invariant definition of this complex is followed by a useful representa-
tion in appropriate coordinates. An approximate Poincaré Lemma for locally
integrable structures is also proved in the chapter. Chapter VIII deals with
the local solvability theory of the undetermined systems of partial differen-
tial equations naturally associated with a locally integrable structure, that is,
the cohomology theory of its differential complex. Necessary and sufficient
conditions are studied in some detail when the structure is analytic, or elliptic,
or has corank one. Concerning the latter class, a thorough exposition of the
geometric characterization of local solvability in degree one for real analytic
structures is presented.
Finally we conclude with an epilogue which summarizes some of the
results obtained in recent years on diverse areas such as the similarity prin-
ciple, Mizohata structures, and hyperfunction solutions in hypoanalytic mani-
folds. Two applications of the similarity principle are described. The first
application concerns uniqueness in the Cauchy problem for a class of semi-
linear equations. The second application involves the theory of bending of
surfaces.
There are numerous interesting results on complex vector fields and invo-
lutive structures that have been obtained since the publication of [BT1] and
which are not covered in this book. The authors have selected the material
with which they have had first-hand experience. In the notes at the end of each
chapter, we indicate some related works and provide additional references.
xii Preface
The reader is referred to [BER] for a further reference on CR manifolds and

to [T5] for additional topics on involutive structures.
We are grateful to Elisandra Bär, Sagun Chanillo, Nicholas Hanges, Gustavo
Hoepfner, and Gerson Petronilho for reading parts of the manuscript, pointing
out errors and suggesting improvements.
We are also grateful to Peter Thompson of Cambridge University Press for
the expedience with which our book has been handled.
I
Locally integrable structures
In this chapter we introduce the main concepts which will be studied through-
out the book. In order to do so we recall some standard notions such as differ-
entiable manifolds, vector fields, differential forms, etc., with the purpose
mainly of laying down the basis for the presentation and to establish the
notations.
Nevertheless, we assume from the reader some familiarity with these
concepts. In particular, we freely use some standard results on complex vector
fields and complex differential forms on RN .
I.1 Complex vector fields

Let be a Hausdorff topological space, with a countable basis of open
sets. A differentiable structure over of dimension N is a collection of
pairs = U x , where U ⊂ is a nonempty open set, x U −→ RN is a
homeomorphism onto an open subset xU of RN and the following properties
are satisfied:

(1) Ux∈ U = ;
x x−1
(2) xU ∩ U −→ x U ∩ U is C for each pair U x, U x ∈ with
U ∩ U = ∅;
(3) is maximal with respect to (1) and (2), that is, if ∅ = V ⊂ is open
and y V −→ yV is a homeomorphism over an open subset of RN such
y x−1
that, for any U x ∈ with U ∩ V = ∅, the composition xU ∩ V −→
yU ∩ V is C , then V y ∈ .
1
2 Locally integrable structures
It is easy to see that given any family ∗ = U x as above satisfying (1)
and (2) there is a unique differentiable structure over , of dimension N ,
such that ∗ ⊂ .
Definition I.1.1. A differentiable manifold (or smooth manifold) of dimen-

sion N is a Hausdorff topological space , with a countable basis equipped
with a differentiable structure of dimension N .
If, in the above definitions, we replace C by real-analytic we obtain the

concept of a real-analytic manifold of dimension N .
We give some examples:
(1) = RN , ∗ = RN identity map .

(2) Let be a differentiable manifold of dimension N and let W ⊂
be open. Then over W is defined a natural differentiable structure of
dimension N , which is given by
W = W ∩ U x W ∩U U x ∈ W ∩ U = ∅
(3) Let f RN +1 → R be a C function. Let
= x ∈ RN +1 fx = 0
and suppose that dfx = 0, ∀x ∈ . Then a natural differentiable structure
of dimension N is defined over (as a consequence of the implicit
function theorem).
Notation. An element U x ∈ will be refered to as a local chart or as

a local system of coordinates. If we write x = x1 xN then for p ∈ U
its local coordinates (with respect to this given local chart) are given by
x1 p xN p.
From now on, unless otherwise stated, we shall fix a differentiable manifold
(of dimension N ). We shall say that a function f → C is smooth if for
every U x ∈ the composition f x−1 is C on xU.1 We shall denote
by C the set of all smooth functions on . We observe that C is an
algebra over C which contains, as an R-subalgebra, the set C R of all
smooth functions on which are real-valued.
Definition I.1.2. A (smooth) complex vector field over is a C-linear map

L C −→ C
1
More generally, we say that a function f → C is C k (k ≥ 0) if for every U x ∈ the
composition f x−1 is C k on xU.
I.1 Complex vector fields 3
which satisfies the Leibniz rule

Lfg = fLg + gLf f g ∈ C (I.1)
We shall denote by X the set of all complex vector fields over .
Proposition I.1.3. If L ∈ X and if f is constant then Lf = 0. We also

have
supp Lf ⊂ supp f ∀f ∈ C L ∈ X (I.2)
Proof. For the first statement it suffices to show that L1 = 0 and this follows
from (I.1) together with the fact that 12 = 1. We shall now prove (I.2); we
must show that if f vanishes on an open set V ⊂ then the same is true
for Lf .
Let p ∈ V be arbitrary. We select a local chart U x with p ∈ U ⊂ V
and take ∈ Cc xU such that xp = 1. Then the function g → R
defined by the rule

xq if q ∈ U
gq =
0 if q ∈ U
belongs to C R and vanishes on \V . In particular,
f = 1 − gf
and then
Lfp = 1 − gpLfp + fpL1 − gp = 0
since gp = 1.
A consequence of the preceding result is the possibility of defining the
restriction of an element L ∈ X to an open subset W of . More precisely,
there is a C-linear map
X L −→ LW ∈ XW
which turns the diagram
L
C −→ C
↓ ↓
LW
C W −→ C W
commutative (the vertical arrows denote the restriction map). Indeed, if p ∈ W
and f ∈ C W we set
LW fp = Lf̃ p
where f̃ is any element in C which coincides with f in a neighborhood

of p. Such a definition is meaningful according to Proposition I.1.3 and it
is very easy to check that LW defines an element in XW. As usual we
shall write L instead of LW , since the meaning will always be clear from the
context.
I.2 The algebraic structure of X

Given g ∈ C and L ∈ X we can define gL ∈ X by
gLf = g · Lf f ∈ C
Such external multiplication gives X the structure of a C -module.
A very important (internal) operation in X is the so-called Lie bracket
(or commutator) between two vector fields. Given L M ∈ X we define
L M f = L Mf − M Lf f ∈ C (I.3)
It is a simple verification to check that L M ∈ X. This bracket operation
turns X into a Lie algebra2 over C.
Let U x be a local chart in and let also L ∈ XU. We fix p ∈ U and
write as before
xq = x1 q xN q q ∈ U
Next we take V ⊂ U open such that xV is an open ball centered at xp =
a = a1 aN . Given f ∈ C U, write f ∗ = f x−1 . If x1 xN ∈ xV,
the Fundamental Theorem of Calculus applied to the function t → f ∗ a1 +
tx1 − a1 aN + txN − aN gives

N
f ∗ x1 xN = f ∗ a1 aN + hj x1 xN xj − aj
j=1
where hj ∈ C xV and hj a = f ∗ /xj a. If we further set gj = hj x ∈

C V, we obtain

N
fq = fp + gj qxj q − xj p q ∈ V (I.4)
j=1
2
Recall that a Lie algebra over C is a C-vector space E over which is defined a bilinear form
E × E v w → v w which satisfies
u u = 0 u v w + v w u + w u v = 0 u v w ∈ E
I.3 Formally integrable structures 5
and consequently the Leibniz rule gives

N
Lf p = gj p Lxj p (I.5)
j=1
Definition I.2.1. The C-linear map C U → C U given by

f ∗
f → x
xj

defines an element in XU, which will be denoted by xj
.
Returning to the preceding argument and notation we can write

f ∗
gj p = hj xp = xp = f p
xj xj
Inserting this in (I.5) gives

N
Lfp = Lxj p f p
j=1 xj
since p was an arbitrary point taken in U we obtain the representation of L

in the local coordinates x1 xN :

N
L= Lxj (I.6)
j=1 xj
In particular this representation shows that the C U-module XU is free,

with basis /x1 /xN .
Observe that if M ∈ XU then the representation of L M in the local
coordinates x1 xN is given by

N

L M = LMxj − MLxj (I.7)
j=1 xj
I.3 Formally integrable structures

Denote by p the set of all pairs V f, where V is an open neighborhood
of p and f ∈ C V. In p we introduce the following equivalence relation:
V1 f1 ∼ V2 f2 if there is an open neighborhood V of p, V ⊂ V1 ∩ V2 , such
that f1 and f2 agree on V .

A germ of a C function at p is an element in the quotient space C p =
p / ∼. We observe that C p is also a C-algebra. Given a C function f
defined in an open neighborhood of p, the germ at p defined by f will

be denoted by f . Notice that there is a natural C-algebra homomorphism
C p → C defined by f → fp.
Definition I.3.1. A complex tangent vector (to ) at p is a C-linear map

v C p −→ C
satisfying
vf g = fpvg + gpvf f g ∈ C p (I.8)
The set of all complex tangent vectors at p, denoted by CTp , has a structure
of a C-vector space and is called the complex tangent space to at p.
If L ∈ X then Lp C p → C defined by
Lp f = Lfp f ∈ C p
belongs to CTp . Conversely, suppose that for each p ∈ an element
vp ∈ CTp is given such that
p → vp f ∈ C ∀f ∈ C
Then there is L ∈ X such that Lp = vp for all p ∈ .
Suppose now that p ∈ U and that U x is a local chart. If v ∈ CTp then,
according to (I.5),

N N

vf = gj pvxj = vxj f f ∈ C p
j=1 j=1 x j p
In particular we conclude that x p j = 1 N is a basis of CTp .

j
The complexified tangent bundle of is defined as the disjoint union
CT = CTp
p∈
We shall also need the notion of a complex vector sub-bundle of CT of rank
n and corank N − n. By this we mean a disjoint union
= p ⊂ CT
p∈
satisfying the following conditions:
(a) For each p ∈ , p is a vector subspace of CTp of dimension n.

(b) Given p0 ∈ there are an open set U0 containing p0 and vector fields
L1 Ln ∈ XU0 such that L1p Lnp span p for every p ∈ U0 .
The vector space p is called the fiber of at p.

Given a complex vector sub-bundle of CT and an open subset W

of , a section of over W is an element L of XW such that Lp ∈ p
for all p ∈ W . We are now in a position to introduce our main object of
study:
Definition I.3.2. A formally integrable structure over is a complex vector

sub-bundle of CT satisfying the involutive (or Frobenius) condition:
• If W ⊂ is open and L M ∈ XW are sections of over W then L M

is also a section of over W .
The rank (resp. corank) of will be referred to as the rank (resp. corank) of
the formally integrable structure . Let be a formally integrable structure
over and fix p ∈ . There is a local chart U x with p ∈ U and vector
fields L1 Ln ∈ XU such that L1q Lnq is a basis of q for every
q ∈ U . If we write x = x1 xN and

N

Lj = ajk x
k=1 xk
then the matrix ajk has rank equal to n at every point; moreover, there are

cjk ∈ C U, j k = 1 n, such that

n
L j Lk =
cjk L j k = 1 n
=1
Definition I.3.3. A (classical) solution for the formally integrable structure

over is a C 1 -function u on such that Lu = 0 for every section L of
defined in an open subset of .
More generally, we can consider the concept of (weak) solutions for the
formally integrable structure over : it suffices to consider u, in the
preceding definition, belonging to the space of distributions on (we refer
to [H2] for the theory of distributions on manifolds).
I.4 Differential forms

We shall denote by N the dual of the C -module X and shall
refer to its elements as differential forms over of degree one (or one-forms
for short). In other words, a one-form on is a C -linear map
X → C
Let ∈ N, L ∈ X and suppose that L vanishes on an open subset

V ⊂ . Then L also vanishes on V . Indeed, let p ∈ V and let g ∈ C R
be equal to one at p and vanish on \V . Then L = 1 − gL and consequently
L = 1 − gL
vanishes at p. In fact, we have a more precise result:
Lemma I.4.1. Let ∈ N, L ∈ X and suppose that Lp = 0. Then

Lp = 0.
Proof. By the preceding discussion it is clear that we can restrict a one-form

on to an open set W ⊂ , that is, given ∈ N there is W ∈ NW
which makes the diagram

X −→ C
↓ ↓
W
XW −→ C W
commutative (the vertical arrows denote restriction homomorphisms). Let then
U x be a local chart with p ∈ U . Then, if x = x1 xN we have by (I.6)

N

Lp = U LU p = Lxj pU p = 0
j=1 xj
The proof of Lemma I.4.1 is complete.
If we then define

CTp∗ = dual of CTp
to each ∈ N we can associate an element p ∈ CTp∗ by the formula
p v = Lp
where L ∈ X is such that Lp = v.

As in the case for vector fields, we have a converse: if for every p ∈ an
element p ∈ CTp∗ is given such that
p → p Lp ∈ C ∀ L ∈ X
then there is ∈ N such that p = p , for every p ∈ .
Proposition I.4.2. CTp∗ = p ∈ N .
Proof. Let U x be a local chart with p ∈ U . Formula (I.6) allows one to
define dxj ∈ NU, j = 1 N , by the rule

dxj = jk j k = 1 N
xk
Hence, if ∈ NU we have

N

= dxj (I.9)
j=1 xj
where /xj ∈ C U. If we now observe that dxj p ⊂ CTp∗ is the

dual basis of /xj p ⊂ CTp then the conclusion will follow easily.
Definition I.4.3. Given f ∈ C we define df ∈ N by the formula
dfL = Lf L ∈ X (I.10)
From (I.9) we obtain the usual representation in local coordinates

N
N
f
df = df dxj = dxj
j=1 x j j=1 x j
We now introduce the complexified cotangent bundle of as being the

disjoint union

CT ∗ = CTp∗
p∈
As before we can also introduce the notion of a complex vector sub-bundle

of CT ∗ of rank m as being a disjoint union
= p
p∈
where each p is a vector subspace of CTp∗ of dimension m, satisfying the

following property:
• Given p0 ∈ there are an open set U0 containing p0 and one-forms

1 m ∈ NU0 such that 1p mp span p for every p ∈ U0 .
As before we shall refer to the space p as the fiber of at the point p.
Proposition I.4.4. Let = ∪p∈ p be a complex vector sub-bundle of CT

and set, for each p ∈ ,

p⊥ = ∈ CTp∗ = 0 on p

Then ⊥ = ∪p∈ p⊥ is a complex vector sub-bundle of CT ∗ .
Proof. Given p0 ∈ there is a local chart
U0 x x = x1 xN
with p0 ∈ U0 , and vector fields on U0

N

Lj = ajk j = 1 n
k=1 xk
such that L1p Lnp spans p for all p ∈ U0 . After a contraction of U0

around p0 and a relabeling of the indices we can assume that the matrix
ajk jk=1n is invertible in U0 . Let bjk jk=1n be its inverse and set

n
L#j = bj L j = 1 n
=1
Then L#1p L#np also spans p for all p ∈ U0 . Moreover, we have
m

L#j = + cjk j = 1 n
xj k=1 xn+k
where cjk are smooth in U0 and m = N − n. Set

n
= dxn+ − c dx = 1 m
=1
Then 1p mp are linearly independent for all p ∈ U0 and furthermore
L#j = dxn+ L#j − cj = 0
Hence 1p mp is a basis for p⊥ for each p ∈ U0 .
Remark I.4.5. It is clear that the preceding argument can be reversed. If ⊥ is

a vector sub-bundle of CT ∗ then it follows that is a vector sub-bundle
of .
When is a formally integrable structure over of dimension N we shall

always denote the sub-bundle ⊥ by T . We shall also always denote by n
the rank of and by m the rank of T . In particular, n + m = N .
We shall also use the standard notation:

Tp = v ∈ CTp v is real

Tp∗ = ∈ CTp∗ is real

T = Tp
p∈

T ∗ = Tp∗
p∈
Given L ∈ X its (complex)-conjugate is the vector field L ∈ X defined by
Lf = Lf f ∈ C

In particular we shall say that L is a real vector field if L = L, that is, if
LC R ⊂ C R. In the same way we can define the (complex)-
conjugate of an element in CTp . Given a subspace p ⊂ CTp we define

p = v v ∈ p
It is clear from the definitions that if is a complex vector sub-bundle of

CT then the same is true for = ∪p∈ p . We shall refer to as the
(complex)-conjugate of the sub-bundle . Analogous definitions and results
can be introduced and obtained for CT ∗ and its fibers CTp∗ . It is also
important to mention the equality
⊥
= ⊥
which is valid for every complex vector sub-bundle of CT.
I.5 The Frobenius theorem

We start by considering a real vector field

N

L= aj x
j=1 xj
defined in a neighborhood of the origin in RN . Assume that L = 0. Then it is

possible to find local coordinates y1 y2 yN , defined near the origin, such
that

L=
y1
The proof of this result is very simple and will be recalled here.
We assume that a1 0 = 0 and solve, in some neighborhood of the origin,
the following Cauchy problem:
⎧
⎨ xj /y1 = aj x1 xN j = 1 N
x 0 y2 yN = 0
⎩ 1
xj 0 y2 yN = yj j = 2 N
The fact that a1 0 = 0 implies that y1 yN → x1 xN is a smooth

diffeomorphism at the origin and a simple computation shows our claim.
The generalization of this result to a larger number of vector fields is the
classical Frobenius theorem:
Theorem I.5.1. Let L1 Ln be linearly independent, real vector fields

defined in a neighborhood V of the origin in RN . Assume that the sub-bundle
of CTV generated by L1 Ln is a formally integrable structure. Then
there are local coordinates y1 y2 yN , defined near the origin, such that
is generated by /y1 ,…, /yn .
Proof. We shall proceed by induction on N . The case N = 1 is trivial.

We then suppose that the result was proved for values < N . Applying the
procedure described at the beginning of this section we can make a change
of variables and assume that the given vector fields have the form:
N

L1 = Lj = ajk j = 2 n
x1 k=1 xk
We then introduce a new set of generators for the bundle :
L#1 = L1 L#j = Lj − aj1 L1 j = 2 n
Notice that when j ≥ 2 the vector field L#j does not involve differentiation in
the x1 -variable. Thus, in a neighborhood of the origin, we have

n
L#j L#k = #
Cjk L j k = 2 n
=2
If we then consider, in a neighborhood W of the origin in RN −1 , the vector

fields
N

Mj = ajk 0 x2 xN j = 2 n
k=2 x k
as well as the sub-bundle of CTW defined by them, we conclude the

existence of a coordinate system y2 yN defined near the origin in RN −1
for which is spanned by
/y2 /yn
This argument has the following consequence: returning to the original coor-
dinates x1 xN , the induction hypothesis allows us to assume from the
beginning that
ajk 0 x2 xN = 0 j = 2 n k > n

Now, the coefficient of /x in the commutator L#1 L#j is equal to aj /x1 .
On the other hand,

n
n N

L#1 L#j = #
C1j L = C1j
1
+ C1j
ak
=1 x1 =2 k=2 x k
and thus
aj n
=
C1j a = 2 N j = 2 n
x1 =2
Hence for each fixed the vector a2 an satisfies a linear system of
ordinary differential equations with trivial initial condition. By the uniqueness
theorem for such systems we conclude that aj = 0 if j = 2 n and > n.
Thus we have
n

L#j = ajk j = 2 n
k=2 x k
which concludes the proof.
We now discuss the holomorphic version of the Frobenius theorem. Write

the complex coordinates in C as z1 z , where zj = xj + iyj , and identify
C R2 by
z = z1 z → x1 y1 x y
Given an open set ⊂ C denote by the algebra of holomorphic

functions on . An element L ∈ X is said to be a holomorphic vector
field if given any f ∈ we have Lf ∈ and Lf = 0. Introducing the
standard notation

1 1
= −i = +i
zj 2 xj yj zj 2 xj yj
it is clear that every vector field L ∈ X can be written as

L= aj + bj (I.11)
j=1 zj zj
where aj bj ∈ C ; (I.11) is then a holomorphic vector field if and only

if bj = 0 and aj ∈ , j = 1 .
We now state the holomorphic version of the Frobenius theorem, whose
proof is the same as that of Theorem I.5.1, working now in the holomorphic
category.
Theorem I.5.2. Let L1 Ln be linearly independent, holomorphic vector

fields defined in a neighborhood V of the origin in C . Assume that the sub-
bundle of CTV generated by L1 Ln is a formally integrable structure.
Then there are local holomorphic coordinates w1 w2 w , defined near
the origin in C such that is generated by /w1 ,…, /wn .
I.6 Analytic structures

Let be a real-analytic manifold, defined by the differentiable (real-analytic)
structure = V x . A function f → C is real-analytic if for every
V x ∈ the composition f x−1 is real-analytic on xV. Given U ⊂
an open set, we shall denote by U the space of real-analytic functions on
U . An element L ∈ X is said to be a real-analytic vector field on if
L U ⊂ U ∀U ⊂ open
If L is given in local coordinates as in (I.6) then L is real-analytic if and only
if its coefficients Lxj , j = 1 N , are real-analytic functions.
Analogously, we shall say that ∈ N is a real-analytic one-form on
if L ∈ U for every U ⊂ open and every real-analytic vector field L.
From such definitions it is clear that one can introduce the notions of
complex analytic vector sub-bundles of CT and of CT ∗ ; in particular we
can refer to the notion of an analytic formally integrable structure over .
Remark I.6.1. Suppose that is now an open subset of RN and let L ∈ X
be real-analytic. Write
N

L = aj x
j=1 x j
Let also u ∈ and take an open set C ⊂ CN , where the holomorphic
coordinates are written as z1 zN , such that
• C ∩ RN = ;
• u, aj extend as holomorphic functions ũ, ãj on C .
Then
Lu = L̃ũ (I.12)
where L̃ is the holomorphic vector field

N

L̃ = ãj z
j=1 zj
1.8 Some special structures 15
I.7 The characteristic set

Let ⊂ CT be a formally integrable structure over . The characteristic
set of is the subset of T ∗ defined by

T 0 = T ∩ T ∗ (I.13)
We shall also write Tp0 = Tp ∩ Tp∗ if p ∈ . If we recall that the symbol of
a vector field L ∈ X is the function
L T ∗ → C L = Lp if ∈ Tp∗
then we see that ∈ Tp0 if and only if L = 0 for every section L of .
Let U x, x = x1 xN be a local chart on . Take p ∈ U and ∈ Tp∗ .

If we write = Nj=1 j dxjp (j ∈ R) and L = Nj=1 aj /xj then

N
L = aj pj
j=1

Thus, if Lj = Nk=1 ajk /xk are n linearly independent sections of over
U we can describe T 0 ∩ T ∗ U by the system of equations

N
ajk pk = 0 p ∈ U k ∈ R j = 1 n
k=1
Example I.7.1 (The Mizohata operator). If we write the coordinates in =

R2 as x t then

M = − it ∈ XR2 (I.14)
t x
is called the Mizohata vector field or Mizohata operator. We now describe
the characteristic set of the formally integrable structure defined by M. From
the equation − it = 0 we get

0 if t = 0
Txt =
0
dxp ∈ R if p = x 0.
This example in particular shows that T 0 is not, in general, a vector sub-bundle
of T ∗ .
I.8 Some special structures

Let be a formally integrable structure over . We shall say that defines
• an elliptic structure if Tp0 = 0, ∀p ∈ ;
• a complex structure if p ⊕ p = CTp , ∀p ∈ ;
• a Cauchy–Riemann (CR) structure if p ∩ p = 0, ∀p ∈ ;

• an essentially real structure if p = p , ∀p ∈ .
Before we proceed further we state some easy consequences of the preceding

definitions.
Proposition I.8.1. Every essentially real structure is locally generated by

real vector fields.
Proof. Given p0 ∈ we take vector fields L1 Ln which generate in

a neighborhood of p0 . By hypothesis the real vector fields Lj , Lj are also
sections of . Moreover,

span Lj p Lj p j = 1 n = p0
0 0

and consequently n of the tangent vectors Lj p Lj p are linearly
0 0
independent. Since this remains true in a neighborhood of p0 the result is
proved.
Next we recall a very elementary but useful result.
Lemma I.8.2. If V is a vector subspace of CN = RN + iRN and if V 0 = V ∩ RN

then V 0 ⊗R C V 0 + iV 0 = V ∩ V .
Proof. We only verify the equality. If x y ∈ V 0 then x ± iy ∈ V and so

V 0 + iV 0 ⊂ V ∩ V . For the reverse inclusion take z ∈ V ∩ V . Then
1 i
z= z + z − iz − iz ∈ V 0 + iV 0
2 2
As a consequence, given any formally integrable structure over we have

Tp0 ⊗R C Tp ∩ T p ∀p ∈ (I.15)
Since for a complex structure we also have

Tp ⊕ T p = CTp∗ ∀p ∈
we obtain:
I.8 Some special structures 17
Corollary I.8.3. Every complex structure is elliptic.
Unlike what happens with Mizohata structures we have:
Proposition I.8.4. If defines a CR structure over then T 0 is a vector

sub-bundle of T ∗ of rank d = N − 2n.
Proof. If p ∩ p = 0, for all p ∈ , then

= ⊕ = p ⊕ p
p∈
is a vector sub-bundle of CT (of rank 2n) which defines an essentially

real structure over . By Proposition I.4.4, ⊥ is a vector sub-bundle of
⊥
CT ∗ of rank d which of course satisfies p⊥ = p for all p ∈ . The same
argument used in the proof of Proposition I.8.1 shows that ⊥ has local real
generators. Since these generators span T 0 the proof is complete.
In order to obtain appropriate local generators for a formally integrable struc-

ture we shall need an elementary result:
Lemma I.8.5. Let V be a complex subspace of CN of dimension m. Let

V0 = V ∩ RN , d = dimR V0 , = m − d. Let also V1 ⊂ CN be a subspace such
that V0 ⊕ iV0 ⊕ V1 = V and take:
1 basis for V1 +1 m real basis for V0
If we write j = j + ij , j = 1 , then:
1 +1 m is a basis for V ; (I.16)

1 m 1 is linearly independent over R (I.17)
+ m ≤ N (I.18)
Proof. Notice that (I.16) is trivial since +1 m is also a basis for
V0 ⊕ iV0 .
Next we notice that V ∩ V 1 = 0. Indeed, let z ∈ V ∩ V 1 . Then z ∈ V1 ⊂ V
and consequently z z ∈ V0 , which gives z ∈ V0 ⊕ iV0 ∩ V1 = 0. Hence
1 1 +1 m
is linearly independent. In particular, 2 +d = +m ≤ N and (I.17) holds.
Given a formally integrable structure over and fixing p ∈ we shall

apply Lemma I.8.5 with the choices
V = Tp V0 = Tp0
If 1 +1 m is the basis given in (I.16) we first take a system

of local coordinates
x1 x y1 y s1 sd t1 tn
vanishing at p such that, writing zj = xj + iyj we have
dzj p = j dsk p = +k j = 1 k = 1 d
Afterwards we take one-forms 1 1 d which spanT in a neigh-
borhood of p and such that
j p = dzj p k p = dsk p j = 1 k = 1 d
If L is a complex vector field on defined near p we can write it in the form

L= Aj + Bj + Ck + D
j zj j zj k sk t
If, furthermore, L is a section of we necessarily must have Aj = Ck = 0 at

p for all j and k. Since + n = n, it follows that after a linear substitution
we can find a set of local generators of the sub-bundle in a neighborhood
of p of the form

d

Lj = + ajj + bjk j = 1 (I.19)
zj j =1 zj k=1 sk

d

L̃ = + ãj + b̃k = 1 n (I.20)
t j =1 zj k=1 sk
where the coefficients ajj , ãj , bjk , b̃k all vanish at p.

We notice that the elliptic case corresponds to the situation when d = 0,
the complex case to the one when d = n = 0, and the CR case to the one
when n = 0.
Next we introduce a generalization of the structure defined by the Mizohata
operator (cf. Example I.7.1).
Definition I.8.6. We shall say that a formally integrable structure over

is a generalized Mizohata structure at p0 ∈ if p0 = p0 .
Thus in the case of generalized Mizohata structures the coordinates vanishing

at p0 can be taken as s1 sm t1 tn [d = m, n = n in this case] and
is spanned by the vector fields
d

L = + b̃k s t = 1 n
t k=1 sk
I.9 Locally integrable structures 19
where bk = 0 at the origin for every k.

Finally we recall the classical notion of the so-called CR functions:
Definition I.8.7. Given a CR formally integrable structure over , any

classical solution (for the formally integrable structure ) is called a CR
function.
Needless to add, we can also introduce the concept of CR distributions, etc.
I.9 Locally integrable structures

A complex vector sub-bundle of CT, of rank n, is said to define a locally
integrable structure if given an arbitrary point p0 ∈ there are an open
neighborhood U0 of p0 and functions Z1 Zm ∈ C U0 , with m = N − n,
such that
span dZ1p dZmp = p⊥ ∀p ∈ U0 (I.21)
If one observes that the differential of a smooth function g is a section of
⊥ if and only if Lg = 0 for every section of , it follows easily that every
locally integrable structure satisfies the Frobenius condition. Hence, every
locally integrable structure defines a formally integrable structure.
We have:
• The formally integrable structure is locally integrable if and only if, given
p0 ∈ and vector fields L1 Ln which span in an open neighborhood
U0 of p0 , there are an open neighborhood V0 ⊂ U0 of p0 and smooth
functions Z1 Zm ∈ C V0 such that:
dZ1 ∧ ∧ dZm = 0 in V0
Lj Zk = 0 j = 1 n k = 1 m
Thus, checking local integrability is equivalent to looking for a maximal

number of nontrivial solutions to the (in general overdetermined) homoge-
neous system defined by a fixed set of independent sections of .
Theorem I.9.1. Every essentially real structure is locally integrable.
Proof. By Frobenius Theorem I.5.1, in conjunction with Proposition I.8.1,

given p ∈ we can find a local chart U x, x = x1 xN , with p ∈ U ,
such that

j = 1 n
xj
are sections of over U . It suffices to take

Zk = xk+n k = 1 m
Theorem I.9.2. Every analytic formally integrable structure is locally

integrable.
Proof. We shall prove that if L1 Ln are linearly independent, real-

analytic vector fields in an open ball B centered at the origin in RN such that

n
L L =
C L
=1
where
C ∈ B, then we can find real-analytic functions Z1 Zm
defined in a neighborhood of the origin and satisfying
Lj Z = 0 j = 1 n = 1 m
dZ1 ∧ ∧ dZm = 0
We write

N

Lj = ajk
k=1 xk
and take an open, connected set U ⊂ CN such that U ∩ RN = B and such that

there are ãjk , C̃ ∈ U satisfying
ãjk = ajk C̃

= C

in B
Consider then the holomorphic vector fields in U :

N

L̃j = ãjk
k=1 zk
By analytic continuation the coefficients of the holomorphic vector fields

n
L̃ L̃ −
C̃ L̃
=1
must vanish identically in U since they vanish on B and the former is

connected. By the holomorphic version of the Frobenius theorem we can
find holomorphic functions W1 Wm defined in an open neighborhood
V ⊂ U of the origin in CN such that
L̃j W = 0 j = 1 n = 1 m
dW1 ∧ ∧ dWm = 0

It suffices then to set Zk = Wk V ∩B in order to obtain the desired solutions
(cf. (I.12)).
Example I.9.3. For the Mizohata vector field (I.14) we have MZ = 0 in R2 ,

where Zx t = x + it2 /2. Notice that dZ = 0 everywhere.
I.10 Local generators

In this section we shall construct appropriate local coordinates and local
generators of the sub-bundle T when the structure is locally integrable.
Once more we shall apply Lemma I.8.5.
Let p ∈ and let also G1 Gm be smooth functions defined in a
neighborhood of p such that dG1 dGm span T . As in Section I.8 we
make the choices: V = Tp , V0 = Tp0 . If 1 +1 m is the basis
given in (I.16) then we can find cjk ∈ GLm C such that

m
cjk dGk p = j j = 1
k=1

m
cjk dGk p = j j = + 1 m
k=1
We then set

m
Zj = cjk Gk − Gk p j = 1
k=1

m
W = c+k Gk − Gk p = 1 d
k=1
It is clear that dZ1 dZ dW1 dWd also span T in a neighborhood of

p. If we further set
xj = Zj yj = Zj s = W
then (I.17) gives that
dx1 dx dy1 dy ds1 dsd
are linearly independent at p. We are now ready to state and prove the
following important result:
Theorem I.10.1. Let be a locally integrable structure defined on a manifold

. Let p ∈ and d be the real dimension of Tp0 . Then there is a coordinate
system vanishing at p,
x1 x y1 y s1 sd t1 tn
and smooth, real-valued functions 1 d defined in a neighborhood of
the origin and satisfying
k 0 = 0 dk 0 = 0 k = 1 d
such that the differentials of the functions

Zj x y = zj = xj + iyj j = 1 (I.22)
Wk x y s t = sk + ik z s t k = 1 d (I.23)
span T in a neighborhood of the origin. In particular, we have + d = m,
+ n = n and also
Tp0 = span ds1 0 dsd 0 (I.24)
Proof. The proof follows almost immediately from the preceding discussion:
it suffices to take smooth, real-valued functions t1 tn defined near p and
vanishing at p such that
dx1 dx dy1 dy ds1 dsd dt1 dtn
are linearly independent. Notice that dWk p = +k is real, from which we
derive that dk = 0 at the origin.
Since we have
Wk
0 0 0 = kk k k = 1 d
sk

we can introduce, in a neighborhood of the origin in R2+d+n , the vector
fields
d

Mk = kk z s t k = 1 d (I.25)

k =1
s k
characterized by the relations

Mk Wk = kk (I.26)
Consequently the vector fields
d
k
Lj = −i z s tMk j = 1 (I.27)
zj k=1 zj
d
k
L̃ = −i z s tMk = 1 n (I.28)
t k=1 t
are linearly independent and satisfy

Lj Zj = L̃ Zj = Lj Wk = L̃ Wk = 0
for all j j = 1 , = 1 n , and k = 1 d. Hence

L1 L L̃1 L̃n span in a neighborhood of the origin. (I.29)

Notice that the one-forms
dz1 dz dz1 dz dW1 dWd dt1 dtn (I.30)
span CT ∗ near the origin. Moreover, the dual basis of (I.30) is given by
L1 L L1 L M1 Md L̃1 L̃n (I.31)
where
d
k
Lj = −i z s tMk j = 1 (I.32)
zj k=1 zj
Finally we observe that

the vector fields (I.31) are pairwise commuting. (I.33)
Indeed it suffices to notice that if P Q are any two of the vector fields (I.31)
and if F is any one of the functions Zj Zj Wk t , the fact that (I.30) is
dual to (I.31) gives
dF P Q = P Q F = 0
from which we obtain that P Q = 0.
In many cases we do not need the precise information provided by Theorem
I.10.1 and the following particular case is enough:
Corollary I.10.2. Same hypotheses as in Theorem I.10.1. Then there is a

coordinate system vanishing at p,
x1 xm t1 tn
and smooth, real-valued 1 m defined in a neighborhood of the origin
and satisfying
k 0 0 = 0 dx k 0 0 = 0 k = 1 m
Zk x t = xk + ik x t k = 1 m (I.34)

span T in a neighborhood of the origin.
If we write Zx t = Z1 x t Zm x t then Zx 0 0 equals the identity
m × m matrix. Hence we can introduce, in a neighborhood of the origin in
RN , the vector fields

m

Mk = k x t k = 1 m (I.35)
=1 x
characterized by the relations
Mk Z = k (I.36)
Consequently the vector fields
m
k
Lj = −i x tMk j = 1 n (I.37)
tj k=1 tj
are linearly independent and satisfy Lj Zk = 0, for j = 1 n, k = 1 m.

The same argument as before gives:
L1 Ln span in a neighborhood of the origin; (I.38)

L1 Ln M1 Mm are pairwise commuting and (I.39)
span CT RN in a neighborhood of the origin in RN .
Let U be an open set of Rn and assume, given a smooth function ! U → Rm ,

!t = 1 t m t. We shall call a tube structure on Rm × U the
locally integrable structure on Rm × U for which T is spanned by the
differentials of the functions
Zk = xk + ik t k = 1 m
A tube structure has remarkably simple global generators. Indeed if we set,

as usual, Z = Z1 Zm we have Zx x t = I, the identity m × m matrix,
for every x t ∈ Rm × U . This gives Mk = /xk and consequently the vector
fields (I.37) take the form
m
k
Lj = −i t j = 1 n (I.37 )
tj k=1 tj xk
Observe that these vector fields span on Rm × U .

I.11 Local generators in analytic structures 25
I.11 Local generators in analytic structures

When is real-analytic then the functions k in Corollary I.10.2 can be taken
real-analytic. We keep the notation established in the preceding section and
consider the equation
Zx t − z = 0
for x t z ∈ Cm × Cn × Cm in a neighborhood of the origin. Since
Z
0 0 = I
x
we can find, by the implicit function theorem, a holomorphic function x =
Hz t = H1 z t Hm z t defined in a neighborhood of the origin in
Cm × Cn satisfying
H0 0 = 0 HZx t t = x
We set

Zk# x t = Hk Zx t 0 k = 1 m
Then we also have
Lj Zk# = 0 j = 1 n k = 1 m
dZ1# ∧ ∧ dZm# = 0
Moreover, Zk# x 0 = xk for every k. Hence, if we consider the real-analytic
diffeomorphism
x t → X T = Z# x t t
in these new variables we can write Zk# X T = Xk + i!k# X T where now
we have !k# X 0 = 0 for every k. Summing up we can state:
Corollary I.11.1. Let be a locally integrable real-analytic structure

defined on a real-analytic manifold . Let p ∈ . Then there is a real-
analytic coordinate system vanishing at p,
x1 xm t1 tn
and real-analytic, real-valued 1 m defined in a neighborhood of the
origin and satisfying
k x 0 = 0 k = 1 m
Zk = xk + ik x t k = 1 m (I.40)
Remark I.11.2. We point out that in the coordinates x t given by Corollary
I.11.1 it is elementary to find the unique analytic solution u to the Cauchy
problem:

Lj u = 0 j = 1 n
(I.41)
ux 0 = hx
where h is real-analytic. Indeed,
ux t = hZ1# x t Zm# x t
solves (I.41) and in order to see that this is the unique analytic solution it
suffices to notice that if v is analytic, if vx 0 = 0, and if Lj v = 0 for every
j then v must vanish identically since all its derivatives vanish at the origin.
Uniqueness for the distribution solutions of (I.41) holds when the structure
is only C . This, though, is a much deeper result and its discussion will be
postponed to Chapter II.
I.12 Integrability of complex and elliptic structures

The celebrated theorem of Newlander and Nirenberg ([NN]) states that every
complex structure is locally integrable. We shall postpone the proof of this
result to the appendix of this chapter and now we will apply it to prove the
more general statement that in fact every elliptic structure is locally integrable.
This result is due to L. Nirenberg.
Theorem I.12.1. Let be an elliptic structure over a smooth manifold .

Then is locally integrable.

Proof. By (I.15) we have Tp ∩ T p = 0 for every p ∈ and then

T ⊕T = Tp ⊕ T p
p∈
is a vector sub-bundle of CT ∗ of rank 2m. In particular, if n is the dimension

of , we obtain that 2m ≤ n. Thus

⊥
∩ = p ∩ p = Tp ⊕ T p
p∈ p∈
is a vector sub-bundle of CT. By the argument that led to the proof of

Proposition I.8.1 we see then that

∩ T = p ∩ T p
p∈
I.12 Integrability of complex and elliptic structures 27
is a vector sub-bundle of T. Notice that

n = dimR p ∩ Tp = n − 2m p ∈
Let p0 ∈ be fixed. By the Frobenius Theorem I.5.1 we can find a coordinate
system x1 x2m t1 tn around p0 such that ∩ T is generated near
p0 by the vector fields

j = 1 n
tj
Next we select m complex vector fields

2m

Lk = ak x t
=1 x
in such a way that L1 Lm /t1 /tn span in a neighborhood of
p0 . After a linear substitution (as in the proof of Proposition I.4.4) we can
assume that the vector fields Lk take the form
2m

Lk = + b x t k = 1 m
xk =m+1 k x
Since is a formally integrable structure, we know /t Lk must be a
linear combination of L1 Lm , /t1 /tn . Due to the special form
of the vector fields Lk these brackets must vanish identically, that is:
2m
bk
x t = 0 ∀ k
=m+1 t x
Consequently, the functions bk do not depend on t1 tn in a full neigh-
borhood of p0 . Since, moreover,

L1 Lm L1 Lm
t1 tn
span CT it follows that L1 Lm L1 Ln are linearly independent.
We conclude then that L1 Lm define a complex structure (in the x-space)
in a neighborhood of p0 . By the Newlander–Nirenberg theorem there are
Z1 x Zm x with linearly independent differentials such that
Lk Z = 0 k = 1 m
Since, moreover,
Z
= 0 = 1 m j = 1 n
tj
the proof is complete.
Theorem I.10.1 gives a particularly simple local representation for an elliptic

structure. Let and be as in Theorem I.12.1 and fix p ∈ . With the
notation as in Theorem I.10.1 we have d = 0, = m and thus there is a
coordinate system
x1 xm y1 ym t1 tn
vanishing at p such that, setting zj = xj + iyj , the differentials dzj span T
near p, and the vector fields /zk , /tj span near p. Notice also that
n = 0 corresponds to the case when defines a complex structure.
I.13 Elliptic structures in the real plane

In this section we depart a bit from the spirit we have adopted in the expo-
sition up to now and make use of some standard results on Fourier analysis
and pseudo-differential operators in order to study elliptic structures in two-
dimensional manifolds. The results contained here are not necessary for the
comprehension of the remaining parts of the chapter and the section can be
avoided in a first reading.
If is an open subset of R2 any sub-bundle of CT of rank one
defines a formally integrable structure over , for the involutive condition
is automatically satisfied. Suppose that contains the origin and let L be a
complex vector field that spans in a neighborhoord of 0. After division by
a nonvanishing smooth factor it can be assumed that, in suitable coordinates
x1 x2 , we can write

L= + ax1 x2
x2 x1
As at the beginning of Section I.5 we can find a smooth diffeomorphism
x t → x1 x2 , x2 = t, which reduces L to /t. Since also /x1 is a
multiple of /x in these new variables, L can be written as a nonvanishing
multiple of

L• = + ibx t (I.42)
t x
where b is smooth and real-valued. Since both L and L• span in a neigh-
borhood of the origin of R2 , there is no loss of generality in assuming that
our original L takes the form (I.42).
The structure is elliptic if and only if L and L are linearly independent
at every point. This is equivalent to saying that the function b in (I.42) never
vanishes (in the p.d.e. terminology, L is an elliptic operator). We shall now
recall the standard elliptic estimates satisfied by L and its transpose t L in a

neighborhood of the origin. Let

L0 = + ib0 0 (I.43)
t x
If ∈ Cc R2 then taking Fourier transforms gives
L0 = i − b0 0
Since b0 0 = 0 we have

1
2 + 2 ≤ max 1 i − b0 0 2
b0 02
and thus by Parseval’s formula we obtain, in Sobolev norms,
1 ≤ C L0 0 + 0 ∈ Cc R2 (I.44)
where for any real s we denote by s the norm in the Sobolev space L2s R2
(see Section II.3.2 for the definition of Sobolev norms). We select an open
neighborhood of the origin U ⊂ such that bx t − b0 0 ≤ 1/2C for
x t ∈ U . If ∈ Cc U then by (I.44)
1 ≤ C L0 + L − L0 0 + 0
= C L0 + bx t − b0 0 x 0 + 0
1
≤ C L0 + 0 + 1
2
and thus
1 ≤ 2C L0 + 0 ∈ Cc U (I.45)
Let now V ⊂⊂ U be an open set and let also ∈ Cc U be identically equal
to one in V . We denote by " the operator ‘multiplication by ’ and by # the
operator 1 − $1/2 . For a real number s and for ∈ Cc V, we obtain
s+1 = #s "1 ≤ "#s 1 + C1 s
since the commutator between #s and " has order s − 1. If we now apply
(I.45) we obtain
s+1 ≤ C2 L"#s 0 + "#s 0 + s
≤ C3 "#s L0 + s
since both "#s and its commutator with L have order s. We then obtain:
• For every V ⊂⊂ U open and every s ∈ R there is C • > 0 such that

s+1 ≤ C • Ls + s ∈ Cc V (I.46)
Proposition I.13.1. If u ∈ U and Lu ∈ L2s loc U then u ∈ Lloc U. In
2s+1
particular, if u ∈ U and Lu ∈ C U then u ∈ C U.
Proof. Let W ⊂⊂ V ⊂⊂ U be open sets and let ∈ Cc V be identically

equal to one in W . Since there is ≤ s such that u ∈ L2
loc V it will suffice
to show that u ∈ L2+1 , for iteration of the argument will give the result.
Let B% = &% ∗ ·, where &% is the usual family of mollifiers in R2 . We have
B% u → u in L2 as % → 0 and also
%→0
LB% u = B% Lu + L B% u −→ Lu in L2
by Friedrich’s lemma, since Lu ∈ L2 . Thus, if take %n → 0 and if we apply

(I.46) for s = and = B%m u − B%n u we conclude that B%n u is a
Cauchy sequence in L2+1 . Hence u ∈ L2+1 and the proof is complete.
We shall now derive from (I.45) an estimate for the transpose of L which
will lead us to a solvability result. If we notice that t L = −L − ibx x t then
from (I.45) we obtain, for some constant C > 0,
1 ≤ C t L0 + 0 ∈ Cc U (I.47)
Now, it is elementary that
0 ≤ 2t 0 ∈ Cc U
where = sup t x t ∈ U . Consequently, if we further contract U about

the origin in order to achieve 2C ≤ 1/2, from (I.47) we finally obtain
0 ≤ 2C t L0 ∈ Cc U (I.48)
Proposition I.13.2. For every f ∈ L2 U there is u ∈ L2 U such that Lu = f

in U .
Proof. Given f ∈ L2 U consider the functional

t
L → fx tx tdxdt (I.49)
defined on t L ∈ Cc U , where the latter is considered as a subspace

of L2 U. By (I.48) it follows that (I.49) is well-defined and continuous. By
the Hahn–Banach theorem we extend (I.49) to a continuous functional on
L2 U and by the Riesz representation theorem we find u ∈ L2 U such that

g = gx tux tdxdt g ∈ L2 U
In particular, if ∈ Cc U

t L = fx tx tdxdt
which is precisely the meaning of the equality Lu = f in the weak sense.
Corollary I.13.3. Let D ⊂⊂ U be an open disk centered at the origin. Then
L C D = C D (I.50)
Proof. Given f ∈ C D we extend it to an element f̃ ∈ Cc U and by

Proposition I.13.2 we find u ∈ L2 U solving Lu = f̃ in U . Finally, by Propo-
sition I.13.1, we have u ∈ C U and thus its restriction to D belongs to
C D.
Still under the assumption that L is elliptic we apply (I.50) in order to find
v ∈ C D such that
Lv = −ibx (I.51)
If we set
x

ux t = evx t dx
0
we get
x

Lux t = vt x tevx t dx + ibx tevxt
0
x

= −ibvx − ibx x tevx t dx + ibx tevxt
0
x
= −i x bev x tdx + ibx tevxt
0
= ib0 tev0t
Then if we set
t

Zx t = ux t − i b0 t ev0t dt (I.52)
0
we obtain
LZ = 0 Zx = ev = 0 (I.53)
that is, our original elliptic structure is locally integrable. We have thus
obtained a proof of the Newlander–Nirenberg theorem in the particular case
when N = 2. We emphasize for this situation the conclusion that we have
reached at the end of Section I.12:
Corollary I.13.4. If L is an elliptic operator in an open subset ⊂ R2 and

if p ∈ then we can find local coordinates x y vanishing at p such that L
can be written, in a neighborhood of p, as

L = gx y +i
x y
where g never vanishes.
Remark I.13.5. Our discussion indeed leads to a general criterion that char-
acterizes when a rank one formally integrable structure ⊂ CT, ⊂ R2
open, is locally integrable. Suppose that is spanned, in a neighborhood of
the origin, by the vector field (I.42).
Proposition I.13.6. The following properties are equivalent:
† there is Z ∈ C near the origin solving LZ = 0, Zx = 0;

‡ there is v ∈ C near the origin solving (I.51).
Proof. We have already presented the argument that ‡ ⇒ †. For the
reverse implication we notice that
0 = LZx = LZx + ibx Zx
and consequently
L logZx = Zx−1 LZx = −ibx
I.14 Compatible submanifolds

Let be a smooth manifold. A subset of is called an embedded
submanifold (or submanifold for short) of if there is r ∈ 0 1 N for
which the following is true:
• Given p0 ∈ arbitrary there is a local chart U0 x, with p0 ∈ U0 and

x = x1 xN , such that
U0 ∩ = q ∈ U0 xr+1 q = xr+1 p0 xN q = xN p0
When p0 runs over the pairs U0 x0 , where
x0 = x1 U0 ∩ xr U0 ∩
make up a family ∗ that satisfies properties (1) and (2) of Section I.1 Hence
is a smooth manifold of dimension r. We shall refer to the number N − r
as the codimension of (in ).

Let p ∈ and denote by C p the space of germs of smooth functions on
at p. It is clear that the restriction to defines a surjective homomorphism
o f C-algebras C p → C
p which gives us then a natural injection
'p CTp CTp (I.54)
By transposition we thus obtain a surjection
'p ∗ CTp∗ −→ CTp∗ (I.55)
whose kernel will be denoted by CNp∗ . We shall sometimes refer to the

disjoint union

CN ∗ = CNp∗ (I.56)
p∈
as the complex conormal bundle of in .

Let now U ⊂ be open and let ∈ NU. Given L ∈ XU ∩ the map

p → '∗p p Lp
is easily seen to be smooth on U ∩ . By the discussion that precedes

Proposition I.4.2, there is a form • ∈ NU ∩ such that
•p = 'p ∗ p
for every p ∈ U ∩ . We shall denote • by '∗ and shall refer to it as

the pullback of to U ∩ . It is clear that '∗ is a homomorphism which is
moreover surjective when U ∩ is closed in U . Observe also that
'∗ df = df U ∩ f ∈ C U (I.57)
Let now be a formally integrable structure over , with T = ⊥ , and

let ⊂ be a submanifold. If p ∈ we set

p = p ∩ CTp = p (I.58)
p∈
With orthogonal now taken in the duality CTp CTp∗ we have
'p ∗ Tp = ⊥

p (I.59)
since the left-hand side is the image of the composition

'p ∗
Tp CTp∗ −→ CTp∗
and consequently is equal to the orthogonal to the kernel of the composition
CTp CTp −→ CTp /p

Definition I.14.1. We shall say that is compatible with the formally inte-
grable structure if defines a formally integrable structure over .
When is compatible with then, according to our previous notation,

T p = ⊥ ∗
p = 'p Tp
(cf. (I.59)). The next result gives a very useful criterion:
Proposition I.14.2. The submanifold is compatible with if (and only if)
p → dim p is constant on . (I.60)
Proof. We must prove that (I.60) implies that is a vector sub-bundle
of which satisfies the Frobenius condition.
First we observe that (I.60) and (I.59) give the existence of such that
dim'p ∗ Tp = ∀p ∈ (I.61)
Let p0 ∈ and take 1 m ∈ NU0 , where U0 is an open subset of

that contains p0 , such that 1 q m q span Tq for every q ∈ U0 . Select
j1 j such that
'∗ j1 p0 '∗ j p0
form a basis for 'p0 ∗ Tp 0 . Then
'∗ j1 p '∗ j p
will still be linearly independent when p belongs to an open neighborhood V0

of p0 in and consequently, thanks to (I.61), will form a basis to 'p ∗ Tp
for all such p. By the remark that follows Proposition I.4.4 we conclude that
is a vector sub-bundle of .
To conclude the argument it suffices to observe that if U is an open subset
of and if L M ∈ XU are such that Lp Mp ∈ CTp for every p ∈ U ∩
then L M p ∈ CTp also for every p ∈ U ∩ . This property will easily
imply that satisfies the Frobenius condition.
Proposition I.14.3. If is a locally integrable structure over and if

is a submanifold of which is compatible with then is a locally
integrable structure over .
Proof. It follows from the proof of Proposition I.14.2 in conjunction

with (I.57).
Example I.14.4. Generic submanifolds of complex space. As in Section I.5

we shall write the complex coordinates in C as z1 z , where zj = xj +iyj .
If f is a smooth function on an open subset of C we shall write, as usual,

f
f = dzj (I.62)
j=1 z j

f
f = dzj (I.63)
j=1 z j
Definition I.14.5. Let be a submanifold of C of codimension d. We

shall say that is generic if given p0 ∈ there are an open neighborhood
U0 of p0 in C and real-valued functions &1 &d ∈ C U0 such that
∩ U0 = z ∈ U &k z = 0 k = 1 d
and
&1 &d are linearly independent at each point of ∩ U0 .
Notice that every one-codimensional submanifold of C is automatically

generic. Denote by 01 the sub-bundle of CT C which defines the complex
structure on C , that is, the sub-bundle spanned by the vector fields /zj ,
j = 1 .
Proposition I.14.6. If is a generic submanifold of C of codimension d

then is compatible with 01 . Moreover, 01 is a locally integrable,
CR structure for which n and m satisfy:
dim = 2n + d m = = n + d

The sub-bundle T is spanned by the differentials of the restriction to
of the complex coordinate functions on C .

Proof. Let p ∈ . A vector j=1 aj /zj p belongs to CTp ∩ p01 if and
only if

&
aj k p = 0 k = 1 d
j=1 zj
Since is generic it follows that

dimC CTp ∩ p01 = − d ∀p ∈
By Propositions I.14.2 and I.14.3 we conclude that is compatible with 01
and that 01 is locally integrable. Moreover, since 01 p ∩ 01 p = 0
for every p ∈ C we obtain
01 p ∩ 01 p = 0 ∀p ∈

which shows that 01 defines a CR structure over . Finally, we

have n = rank 01 = − d and thus dim = 2 − d = 2n + d and
m = dim − n = n + d.
The last statement follows immediately from the proof of Proposition I.14.2.
I.15 Locally integrable CR structures

When defines a locally integrable CR structure over then, according to

Proposition I.8.4, d = dim Tp0 = N − 2n, for all p ∈ . Using Theorem I.10.1
we obtain m = N − n = n + d, = m − d = n and n = N − 2 − d = 0. We
summarize:
• Given p ∈ there is a coordinate system vanishing at p,
x1 xn y1 yn s1 sd
and smooth, real-valued functions 1 d defined in a neighborhood
of the origin and satisfying
k 0 = 0 dk 0 = 0 k = 1 d (I.64)
Zj = xj + iyj j = 1 n (I.65)
Wk = sk + ik z s k = 1 d (I.66)

Notice that is spanned, in a neighborhood of the origin, by the pairwise

commuting vector fields (I.27), where = n and there is no t-variable.
Suppose that = 1 d is defined in a neighborhood U of the origin
in Cn × Rd . Then the map
F U → Cn+d Fz s = z s + iz s (I.67)
has rank 2n + d and consequently FU is an embedded submanifold of Cn+d
of dimension 2n + d (and of codimension d).
Now we write the coordinates in Cn+d as
z1 zn w1 wd
where w = s + it, wj = sj + itj . Then FU is defined by the equations

&k z w = k z s − tk = 0 k = 1 d
I.15 Locally integrable CR structures 37
Since
&k 1 k
= + ik k = 1 d
w 2 s
we conclude, taking into account (I.64), that FU is generic if U is taken
small enough so that

z s ≤ 1 z s ∈ U (I.68)
s 2
By Proposition I.14.6 the complex structure 01 on Cn+d defines a locally

integrable CR structure FU on FU for which the sub-bundle T FU
is spanned by the differentials of the restrictions of the functions z1 zn ,
w1 wd to FU. Since in the local coordinates z s we have
zj F U = Zj z s wk F U = Wk z s
(cf. (I.65), (I.66)), we can state:
Proposition I.15.1. Every locally integrable CR structure can be locally

realized as the CR structure induced by the complex structure on a generic
submanifold of the complex space.
Remark I.15.2. Let be a tube structure on Rm × U (cf. Section I.10). Thus

U is an open subset of Rn and we assume given smooth, real-valued functions
1 m on U such that T is spanned by the differential of the functions
Zk = xk + ik t, k = 1 m. Recall that is then spanned on Rm × U by
the vector fields (I.37 ). Let us now assume that is also a CR structure.
Let d = m − n be the rank of the characteristic set T 0 (cf. Proposition I.8.4).
∗
Since being CR demands that Txt + T xt = CTxt Rm × U for every
x t ∈ R × U , we must then have
m
rank ! t = n ∀t ∈ U

where ! = 1 m . This implies that = !U is an embedded
submanifold of Rm of dimension n and it is clear that can be realized
as the CR structure induced by the complex structure on the generic subman-
ifold Rm + i of Rm + iRm = Cm .
One very important model of a CR structure is the Hans Lewy structure.

We take as the space C × R, where the coordinates are written as z = x + iy
and s, and consider the formally integrable structure spanned by the Hans
Lewy vector field (or operator)

L= − iz (I.69)
z s
Since L and L are linearly independent at every point it follows that defines
a CR structure which is furthermore locally integrable, since the differential
of the functions z and W = s + i z 2 span T on C × R. Notice also that the
Hans Lewy structure can be globally realized as the CR structure induced on
the hyperquadric

Q = z w ∈ C2 w = s + it t = z 2 (I.70)
by the complex structure on C2 .
More generally, given %j ∈ −1 1 , j = 1 n, we can consider the CR
structure on Cn × R spanned by the pairwise commuting vector fields

Lj = − i%j zj j = 1 n (I.71)
zj s
Such a structure is also locally integrable for the differential of the functions
z1 zn and W = s + iz, with

n
z = %j z j 2
j=1
span T on Cn × R.
I.16 A CR structure that is not locally integrable

In this section we shall prove the following quite involved result:
Proposition I.16.1. Let

%1 = 1 %j = −1 j = 2 n (I.72)
There is a smooth function gz s defined in an open neighborhood of the
origin in Cn × R and vanishing to infinite order at z1 = 0, such that if we set

L#j = − i%j zj 1 + gz s j = 1 n (I.73)
zj s
then the following is true:
(a) the vector fields L#j are pairwise commuting;

(b) if h is a C 1 function near the origin satisfying L#j h = 0 j = 1 n
then h/s0 0 = 0.
Before we embark on the proof we shall state and prove the important conse-
quence of this result:
Corollary I.16.2. The vector fields (I.73) span a CR structure which is not
locally integrable in any neighborhood of the origin.
Indeed, first we notice that L#1 L#n L#1 L#n are linearly independent
over which together with property (a) shows that (I.73) define a CR structure
over .
Now, given any smooth solution h to the system
L#j h = 0 j = 1 n (I.74)
we necessarily have h/zj 0 0 = 0 for all j = 1 n. By property (b)

we then obtain dh = nj=1 aj dzj at the origin and hence any set h1 hn+1
of smooth solutions to (I.74) must have linearly dependent differentials at
the origin. In particular, the CR structure defined by the vector fields (I.73)
cannot be locally integrable.
Proof of Proposition I.16.1. The first step in the proof is the construction
of the function g. In the complex plane we denote the variable by w = s + it
and consider a sequence of closed, disjoint disks Dj , all of them contained
in the sector w s < t and such that Dj → 0 as j → .
Let F ∈ C C R have support contained in the union of the disks Dj and
satisfy
Fw > 0 ∀w ∈ int Dj ∀j (I.75)
As before we shall write Wz s = s + iz, with
z = z1 2 − z2 2 − − zn 2 (I.76)
Lemma I.16.3. The function F W vanishes to infinite order at z1 = 0.
Proof. Denote by H the Heaviside function. For every ∈ Z+ there is C > 0

such that
Fw ≤ C tHt
Then
FWz s ≤ C zHz
Since moreover zHz ≤ z1 2 , the lemma is proved.
We then set
FWz s
gz s = (I.77)
z1 − FWz s
Since
FWz s 1
gz s =
z1 1 − FWz s/z1
it follows from Lemma I.16.3 that g is smooth in an open neighborhood of
the origin in Cn × R and that g vanishes to infinite order at z1 = 0.
We shall now proceed to the proof of (a). We shall write

L#j = Lj − i%j zj gz s
s
(cf. (I.76), (I.73)). Since Lj Lk = 0 and Lj zk = 0 for all j and k we obtain

L#j L#k = −i %k zk Lj g − %j zj Lk g (I.78)
s
Now
z1
Lj g = L F W
z1 − F W2 j
and an easy computation making use of the chain rule gives
F
Lj FWz s = −2i%j zj Wz s
w
Hence from (I.78) we obtain
−iz1
L#j L#k = % z L F W − %j zj Lk F W
z1 − F W2 k k j s
−2z1
= % k zk % j zj − % j zj % k z k = 0
z1 − F W 2 s
We now start to prove (b). For this we set
(z s = hz 0 0 s
and will show that (/s0 0 = 0. We assume that ( is C 1 in a set of the
form
V = z s ∈ C × R z < r s <
and observe that
(
L( − izfz s = 0 (I.79)
s
where L is the Hans Lewy operator given in (I.79) and
Fs + i z 2
fz s =
z − Fs + i z 2
is smooth in V (contracting V if necessary).

Let U = w = s + it ∈ C s < 0 < t < r 2 and assume that Dj ⊂ U for
all j. Define

Iw = √ (z sdz w ∈ U (I.80)
z= t
By Stokes’ theorem we have

√
( 2) t (
Iw = √ z sdz ∧ dz = 2i &ei s&d&d
z≤ t z 0 0 z
from where we obtain
I 2) ( √ 1 (
w = i tei sd = √ z sdz
t 0 z z = t z z
Consequently,
I i 1
w = √ L(z sdz (I.81)
w 2 z= t z
(cf. (I.79)). From (I.79), (I.81) and from the fact that F is supported in the
union of the disks Dj we conclude that I is a holomorphic function of w in the
connected open set U \ ∪j Dj . Since, moreover, Iw → 0 when t → 0+ the
Schwarz reflection principle implies that I vanishes identically in U \ ∪j Dj .
In particular,
I ≡0 on Dj ∀j. (I.82)
Next we consider, for each j, the map

√
Dj × S 1 −→ R3 w → tei s (I.83)
whose image defines a torus Tj ⊂ V . If we set

u = ( dz ∧ dW (I.84)

where W z s = s + i z 2 , we have Tj u = 0 for all j, as a consequence of
(I.82). Consequently,

du = 0 ∀j (I.85)
Sj
where Sj is the solid torus whose boundary is equal to Tj .

We shall now exploit property (I.85). Since dz dz dW are linearly inde-
pendent we can write
d( = Adz + Bdz + CdW (I.86)

where A, B and C are continuous functions. If we apply both sides of (I.86)

to L we obtain that B = L(, since Lz = LW = 0. Hence, from (I.84) we
obtain
du = L(dz ∧ dz ∧ dW
(
= izfz s dz ∧ dz ∧ ds
s
(
= −2zfz s dx ∧ dy ∧ ds
s
which in conjunction with (I.85) gives
(
zfz s dxdyds = 0 ∀j (I.87)
Sj s
Now we observe that zfz s = Fs + i z 2 *z s, where * is smooth and
satisfies *0 0 = 1. From (I.87) we conclude the existence of points Pj Qj ∈
Sj such that

( (
*Pj Pj = *Qj Qj = 0
s s
for all j. It suffices to let j → to obtain that (/s0 0 = 0 and hence

to conclude the proof of the proposition.
I.17 The Levi form on a formally integrable structure

Let be a formally integrable structure over a smooth manifold and let
∈ Tp0 , = 0 be fixed (recall that in particular ∈ Tp∗ ⊂ CTp∗ ). We start
with the following result:
Lemma I.17.1. Let L and M be sections of in a neighborhood of p. If

either Lp = 0 or Mp = 0 then L M p = 0.
Proof. We take complex vector fields L1 Ln which span at each point

in a neighborhood of p.
Assume for instance that Mp = 0 (for the other case the argument is anal-
ogous). Then we can write

n
M= gj Lj
j=1
where gj are smooth functions and gj p = 0 for all j = 1 n. We have

n
L M = Lgj Lj + gj L Lj
j=1

and thus L M p = 0 since Lj p = 0 (because is real) and
gj p = 0.
From Lemma I.17.1 it follows that the following definition is meaningful:
Definition I.17.2. The Levi form of the formally integrable structure at

the characteristic point ∈ Tp0 , = 0 is the hermitian form on p defined by
1
Lp v w = L M p (I.88)
2i
where L and M are smooth sections of defined in a neighborhood of p and
satisfying Lp = v, Mp = w.
Given a hermitian form H on a finite-dimensional complex vector space V ,

its main invariants are the subspaces V + , V − and V ⊥ of V , which give a
decomposition
V = V+ ⊕V− ⊕V⊥
and are characterized by:
• v → Hv v is positive definite on V + ;

• v→ Hv v is negative definite on V − ;
• V ⊥ = v ∈ V Hv w = 0 ∀w ∈ V .
Thus H is itself positive definite (resp. positive negative) if V = V + (resp.

V = V − ). More generally, H is said to be positive (resp. negative) if V − = 0
(resp. V + = 0 ). Also, H is said to be nondegenerate if V ⊥ = 0 . Finally,
we recall that it is common to call the positive integer dim V + − dim V − the
signature of H. Notice that the signature does not change after multiplication
of H by a nonzero real number.
A formally integrable structure over is nondegenerate if given any
∈ Tp0 , = 0 the Levi form Lp is a nondegenerate hermitian form.
We now describe the Levi form for a formally integrable CR structure over
. Let p ∈ , ∈ Tp0 , = 0. According to the results described in Section
I.8 we can find a system of coordinates
x1 xn y1 yn s1 sd
vanishing at p and vector fields of the form

d
d

Lj = + ajj z s + bjk z s j = 1 n
zj j =1 zj k=1 sk
with ajj 0 0 = bjk 0 0 = 0 for all j j k, which span in a neighborhood
of the origin in R2n+d . Notice, moreover, that Tp0 is equal to the span of
ds1 0 dsd 0 .
Write = 1 ds1 0 + + d dsd 0 and denote by Ajj the matrix of the Levi
form Lp with respectto the basis /z1 p /zn p of p . Thus, by
definition, Ajj = Lp /zj p /zj p and then
1
Ajj = ds + + d dsd 0 Lj Lj p
2i 1 1 0
1 d
= L b − Lj bjk 0 0
2i k=1 k j j k
that is
1 d
bj k bjk
Ajj = 0 0 − 0 0 (I.89)
2i k=1 k zj zj
As an example, let us consider the CR structure defined by the vector fields
L#j given by (I.73). In this case d = 1 and we take = ds 0 . We also have
bj = −i%j zj 1 + gz s, where g vanishes to infinite order at z1 = 0. Then
bj
0 0 = −i%j jj
zj
and (I.89) gives
Ajj = diag %1 %n
Thus, Corollary I.16.2 has provided an example of a nondegenerate CR
structure, defined in a neighborhood of the origin in Cn × R, for which the
signature of the Levi form at ds 0 ∈ T00 , = 0 is equal to n − 1.
In connection with this example we mention the following deep result
which gives a positive answer to the problem of local integrability (or local
realizability, as we have seen in Proposition I.15.1) for certain classes of
CR structures. It shows that the value of the signature of the Levi form plays
a crucial role.
Recall that by Proposition I.8.4 the characteristic set of a CR structure is a
sub-bundle of the cotangent bundle.
Theorem I.17.3. Let be a nondegenerate CR structure over a smooth

manifold and assume that its characteristic set has rank equal to one. Let
n denote the rank of (and thus the dimension of is equal to 2n + 1).

Suppose that for some p ∈ the signature of the Levi form at ∈ Tp0 , = 0,
is equal to n. If n ≥ 3 then is locally integrable in a neighborhood of p.
Finally, we shall compute the expression of the matrix Ajj of the Levi form
when is locally integrable and CR. Invoking the local coordinates described
at the beginning of Section I.15, and in particular the functions (I.66) satisfying
(I.64), we see that we can take the vector fields Lj in the form (cf. (I.27))
d
k
Lj = −i z sMk j = 1 n
zj k=1 zj
where

d

Mk = kk z s k = 1 d
k =1
sk
characterized by the relations Mk sk + ik = kk . In particular, (I.64) gives
kk 0 0 = kk (I.90)
According to our previous notation, we have ajj ≡ 0 for all j j and
d
k
bjk = −i
k =1
zj k k
Again by (I.64) and by (I.90) we have
bjk 2 k
0 0 = −i 0 0
zj zj zj
and then by (I.89) we obtain

d
2 k
Ajj = k 0 0 (I.91)
k=1 zj zj
Example I.17.4. The following discussion justifies our terminology and

makes a connection with the theory of several complex variables.
Let U be an open subset of Cn+1 with a smooth boundary. Let & ∈

C Cn+1 R be such that U = z &z < 0 and that d& = 0 on U =
z &z = 0 . We say that U satisfies the Levi condition at the point p ∈ U
if the restriction of the hermitian form

n+1
2 &
→ pj k
jk=1 zj zk
n+1
to the space Tp = ∈ Cn+1 j=1 &/zj pj = 0 is positive.
The Levi condition is independent of the choice of the defining function

&: it is also a holomorphic invariant. After a translation and a C-linear
tranformation we can assume that 0 ∈ and that the tangent space to
at the origin is given by the real-hyperplane w = 0, where now we are
writing the complex coordinates as z1 zn w. We can also assume that
the exterior normal to at the origin is the vector 0 0 −i ∈ Cn+1 .
By the implicit function theorem we conclude the existence of a smooth,
real-valued function satisfying 0 0 = 0, d0 0 = 0 such that & can
be written, near the origin and in these new complex variables, as
&z w = z w − w (I.92)
Since then T0 = n+1 = 0 , the Levi condition at the origin can be written
as:
n
2
0 0j k ≥ 0 ∀ ∈ Cn (I.93)
jk=1 z j z k
The boundary of U is a one-codimensional submanifold of Cn+1 and conse-

quently it is generic. The complex structure 01 of Cn+1 induces on U a
CR structure 01 U and, according to the discussion in Section I.15, the
differentials of the functions
Zj = zj j = 1 n Wz s = s + iz s
span T U near the origin [we are writing s = w and considering z s
as local coordinates in U ]. From (I.91) we obtain the following equiva-
lent statement to (I.93): the Levi form of the CR structure 01 U at the
characteristic point ds 0 is positive.
10
To obtain an invariant
01 ⊥ statement let us first denote by T the orthog-
onal sub-bundle . Given an open set U with a smooth boundary U
as above, and given p ∈ U , the map '∗p CTp∗ Cn+1 → CTp∗ U induces an
isomorphism
∼
p Tp10 −→ Tp U
Let ∈ Tp0 U, = 0. We shall say that is inward pointing if

p−1 v > 0
for every v ∈ Tp Cn+1 which is inward pointing toward U . In the preceding

set-up, when p = 0 and & is given by (I.92), then 0−1 ds 0 = dw 0 and
then = ds 0 is inward pointing if and only if > 0. Summing up we can
state:
Proposition I.17.5. Let U ⊂ Cn+1 be an open set with a smooth boundary.

Then U satisfies the Levi condition at p ∈ U if and only if the Levi form
associated with the CR structure U is positive at every ∈ Tp0 U, = 0
which is inward pointing.
Appendix: Proof of the Newlander–Nirenberg theorem

In this appendix we shall present an argument due to B. Malgrange ([Mal])
which leads to the proof of the Newlander–Nirenberg theorem. We start by
recalling some of the results we need from the theory of nonlinear elliptic
equations.
Let us consider then an overdetermined system of nonlinear partial differ-
ential equations

! x u" x1 u" u" = 0 ≤ M (I.94)
where x varies in an open subset of RN ,
u" = u1 uq ∈ C M Rq
! = 1 p is smooth and real-valued and q ≤ p. The system (I.94) is

elliptic at u" 0 ∈ C M Rq in if the linear differential operator
d
v" → ! x u" 0 + "v x1 "u0 + "v "u0 + "v =0 (I.95)
d
is elliptic in the following sense: if
× RN \0 → LRq Rp
denotes the principal symbol of (I.95) then
rank x = q ∀x ∈ × RN \0
We call I95 the linearization of (I.94) at u" 0 .

Here is an important remark that will be quite important in what follows:
if x0 ∈ and if
d
v" → ! x0 u" 0 x0 + "v x1 "u0 x0 + x1 "v =0 (I.96)
d
is an elliptic linear system (with constant coefficients!) then (I.94) is elliptic at
u" 0 in a neighborhood of x0 . Accordingly, we shall call (I.96) the linearization
of (I.94) at u" 0 at the point x0 .
The two main results that are essential for Malgrange’s argument are:
• If u" is a C M -solution of (I.94), if (I.94) is elliptic at u" in the sense just

defined, and if the function ! is real-analytic then u" is real-analytic.
• Now assume that q = p and that (I.94) is elliptic at u" 0 ∈ C M Rq . Let
x0 ∈ be such that

! x0 u" 0 x0 x1 u" 0 x0 u" 0 x0 = 0
Then there are %0 > 0, C > 0 and 0 < < 1 such that for every 0 < % ≤ %0
there is a smooth solution u" % to (I.94) on x − x0 < % satisfying the bounds

u" % x − u" 0 x ≤ C%M− + x − x0 < % ≤ M
We now embark on the proof of the Newlander–Nirenberg theorem. The

starting point is the description of the special generators presented after
Lemma I.8.5, particularly the vector fields given by (I.19), taking into account
that when the structure is complex then d = n = 0. In other words, we can
assume that our (complex) formally integrable structure is defined, in an open
neighborhood of the origin in Cm , by the pairwise commuting vector fields
m

Lj = + ajk z j = 1 m (I.97)
zj k=1 zk
where ajk = 0 at the origin. For technical reasons, which are going to be
clear in the argument, it is convenient to assume that ajk z = O z 2 , and
this property can be achieved after performing a local diffeomorphism of the
form z = z + Qz z, where Q is a homogeneous polynomial of degree two in
z1 zm z1 zm chosen suitably. We leave the details of this (simple)
computation to the reader.
Malgrange’s key idea is to show the existence of a local diffeomorphism
w = Hz, defined near the origin in Cm , such that, in the new variables
w1 wm , the structure has a set of generators which have real-analytic
coefficients. This implies the sought-for conclusion thanks to Theorem I.9.2.
In order to shorten the notation and make the computations more apparent,
we shall describe all the systems involved in vector and matrix notation. Thus
we set
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
L1
⎢ ⎥ ⎢ ⎥
z1
⎢ z1 ⎥
"
L = ⎣ ⎦ = ⎢ ⎥ =⎢ ⎥
z ⎣ ⎦ z ⎣ ⎦
Lm z z
m m
and rewrite the system (I.97) as

"=
L + Az
z z
where Az denotes the matrix ajk z .
Let w = Hz be a local diffeomorphism near the origin in Cm satisfying
Hz 0 is invertible. (I.98)
Since

= t Hz + tHz = t Hz + tHz
z w w z w w
a new set of generators for the structure is defined, in the new variables
w1 wm , by the system

"• =
L + Bw (I.99)
w w
where
−1
Bw = t
Hz + A tHz t H z + A t Hz z=H −1 w (I.100)
" • then a fortiori we must have
If L•1 L•m denote the components of L
L•j L•k = 0 ∀j k = 1 m j < k
Writing B = bjk this property is equivalent to
m
bk bj bj bk
− − b w − bjr w = 0 ∀j k j < k (I.101)
wj wk r=1 kr wr wr
We emphasize: given any local diffeomorphism H satisfying (I.98) then
equations (I.101) are satisfied by B = bjk defined by (I.100).
The system (I.101) together with the additional equations

m
bjk
= 0 k = 1 m (I.102)
j=1 wj
make up a system of quasi-linear partial differential equations in the unknowns

bjk . Let us write V" = b11 b12 bmm−1 bmm ∈ R2m . Then
2
systems (I.101) and (I.102) can be written as

V" + +V" ," V" = 0 (I.103)
where is an elliptic linear operator with constant coefficients and + is a
bilinear form in its arguments. It then follows that there is a small number
> 0 such that if B0 ≤ then (I.101), (I.102) is elliptic at B in an open
neighborhood of the origin. Hence any such B is a real-analytic function of

w and the argument will be complete if we can show that a diffeomorphism
H satisfying (I.98) can be chosen in such a way that B, defined by (I.100), is
a solution of (I.102) satisfying B0 ≤ .
We are left to solve the determined system
m
t −1 !
H z + A t H z t Hz + A t Hz = 0 k = 1 m (I.104)
j=1 wj
jk
whose unknown is Hz Hz (we look at (I.104) as a determined system

of 2m real equations). It is important to emphasize that these equations are
now being considered in the z1 zm variables.
Since Az = O z 2 it is easily seen that H0 z = z satisfies (I.104) at the
origin. Furthermore, taking
Hz = H0 z + Gz
then for ∈ R, small we have
t −1
H z + A t H z t Hz + A t Hz = A + t Gz + A F + O2
for some F smooth. Furthermore, since

= t Hz−1 − t Hz−1 t H z
w z w
we obtain

= + O
wj zj
Hence, using once more the fact that Az = O z 2 , we can easily conclude
that the linearization of (I.104) at H0 at the origin can be identified, in a
natural way, with the complex operator
" #
m
t m
t
G → Gz j1 Gz jm
j=1 zj j=1 zj
" #
m
2 G1 m
2 Gm
=
j=1 zj zj j=1 zj zj
which is clearly elliptic (in the usual sense). We conclude that there are %0 > 0,
C > 0 and < 1 such that for every 0 < % ≤ %0 there is a smooth solution H%
to (I.104) satisfying
H% − H0 C 2 z z ≤% ≤ C%2+ % ≤ %0 (I.105)
In particular, if % > 0 is small enough we can ensure that:
Notes 51
• H% is a local diffeomorphism near the origin satisfying (I.98);

• B defined by (I.100) satisfies B0 ≤ .
The proof is complete.
Notes
The first treatment of formally and locally integrable structures as presented
here appeared in [T4], the main point for this being the discovery of the
Approximation Formula by M. S. Baouendi and F. Treves in 1981 ([BT1]);
such structures were then studied extensively in [T5]. The pioneering work
though seems to be the article by Andreotti-Hill ([AH1]), where the concept
of what we now call a real-analytic locally integrable structure was introduced
in its full generality.
This introductory chapter contains mainly results that have already been
presented in standard textbooks. We mention, for instance, the Frobenius
theorem, whose proof was taken from L. Hörmander’s book [H4] and the
integrability of elliptic vector fields in the plane, of which we give an almost
self-contained proof, depending only on very simple facts concerning commu-
tators of certain pseudo-differential operators that can be found, for instance,
in [Fo].
As mentioned in the text, Theorem I.12.1 is due to L. Nirenberg ([N2])
and the proof we present was taken from [T5].
Proposition I.16.1 is a particular case of a more general result due to H.
Jacobowitz and F. Treves ([JT1]). We also refer to [JT2] where the same
authors study, via a category argument, the set of all formally integrable
CR structures of rank n on an open subset of R2n+1 whose Levi form has, at
each nonzero characteristic point, signature n − 1.
Theorem I.17.3 was originally due to M. Kuranishi ([Ku1], [Ku2]) in the
case n ≥ 4. Later, T. Akahori ([Ak]) presented an improvement to Kuranishi’s
argument which allowed him to prove Theorem I.17.3 also for the case n = 3.
The case n = 2 is still an open problem, whereas when n = 1 the conclusion
is false, according to [N3] (see also Theorem I.12.1). A proof of Theorem
I.17.3 can also be found in [W3].
Finally, Malgrange’s proof of the Newlander–Nirenberg theorem that we
presented in the appendix was taken from [N1], where the use of a solvability
result on elliptic determined systems of nonlinear partial differential equations
makes the argument a bit simpler.
II
The Baouendi–Treves approximation formula
In this chapter we prove what is probably the most important single result in
the theory of locally integrable structures. It states that in a small neighborhood
of a given point of the domain of a locally integrable structure , any solution
of the equation u = 0 may be approximated by polynomials in a set of a
finite number of homogeneous solutions as soon as the solutions in that set
are chosen with linearly independent differentials and the number of them is
equal to the corank of . Such a set is called a complete set of first integrals
of the locally integrable structure.
The proof is relatively simple for classical solutions and depends on the
construction of a suitable approximation of the identity modeled on the kernel
of the heat equation as shown in Section II.1. The extension to distribution
solutions is carried out in Section II.2. Section II.3 studies the convergence of
the formula in some of the standard spaces used in analysis: Lebesgue spaces
Lp , 1 ≤ p < ; Sobolev spaces; Hölder spaces; and (localizable) Hardy spaces
hp , 0 < p < . The last section is devoted to applications.
II.1 The approximation theorem

Since the approximation formula is of a local nature it will be enough to
restrict our attention to a locally integrable structure defined in an open
subset of RN over which ⊥ is spanned by the differentials dZ1 dZm
of m smooth functions Zj ∈ C , j = 1 m, at every point of . Thus,
if n is the rank of , we recall that N = n + m.
Given a distribution u ∈ we say that u is a homogeneous solution
of and write u = 0 if
Lu = 0 on U
52
for every local section L of defined on an open subset U ⊂ . Simple

examples of homogeneous solutions of are the constant functions and
also the functions Z1 Zm , since LZj = #dZj L$ = 0 because dZj ∈ ⊥ ,
j = 1 m. By the Leibniz rule, any product of smooth homogeneous
solutions is again a homogeneous solution, so a polynomial with constant
coefficients in the m functions Zj , i.e., a function of the form

PZ = c Z = 1 m ∈ Zm c ∈ C (II.1)
≤d
is also a homogeneous solution. The approximation theorem states that any

distribution solution u of u = 0 is the weak limit of polynomial solutions
such as (II.1).
Theorem II.1.1. Let be a locally integrable structure on and assume

that dZ1 dZm span ⊥ at every point of . Then, for any p ∈ , there
exist two open sets U and W , with p ∈ U ⊂ U ⊂ W ⊂ , such that
(i) every u ∈ W that satisfies u = 0 on W is the limit in

U of a
sequence of polynomial solutions Pj Z1 Zm :

u = lim Pj Z in U
j→
(ii) if u ∈ C k W the convergence holds in the topology of C k U, k =

0 1 2 .
Some well-known approximation results in analysis are particular cases of

Theorem II.1.1.
Example II.1.2. Let be the locally integrable structure generated over an

open set ⊂ C by the Cauchy–Riemann vector field

1
= +i z = x + iy
2 x y
Then a distribution solution of u = 0 is just a holomorphic function and the
theorem simply states that any holomorphic function can be locally approxi-
mated by polynomials in the complex variable z.
Later we will give several applications of the approximation theorem but

we wish to point out already one interesting consequence. Assume that two
points p q ∈ U are such that Zp = Zq and let u ∈ C 0 satisfy u = 0.
Then P Zp = P Zq for any polynomial P in m variables and, by
the uniform approximation of u on U by polynomials in Z, it follows that
up = uq. The fibers of Z in U are, by definition, the equivalence classes
54 The Baouendi–Treves approximation formula
of the equivalence relation defined by ‘p ∼ q if and only if Zp = Zq’.

Thus, every solution u ∈ C 0 of u = 0 is constant on the fibers of Z. In
particular, if the differentials of Z1# Zm# span ⊥ over it follows that
Z# = Z1# Zm# is constant on the fibers of Z in U . Applying the theorem
with Z# in the place of Z we may as well find a neighborhood U # ⊂ U of p
such that Z is constant on the fibers of Z# in U # , which shows that the fibers
of Z and the fibers of Z# on U # are identical. Thus, in the sense of germs
of sets at p, the equivalence classes defined by Z and those defined by any
other Z# = Z1# Zm# such that dZ1# dZm# generates ⊥ coincide. This
independence of the particular choice of Z allows us to talk about the germs
at p of the fibers of which are invariants of the structure.
The fact that u is constant on the fibers of Z in U when u = 0, u ∈ C 0 ,
may be expressed by saying that there exists a function $ u ∈ C 0 ZU such
that u =$u Z. Thus, any continuous solution of u = 0 can be factored as the
composition with Z of a continuous function defined on a subset of Cm . In
general, the set ZU may be irregular but if it happens to be a submanifold
of Cm , then $ u will satisfy in the weak sense the induced Cauchy–Riemann
equations on ZU. Hence, at a conceptual level, the theorem links the study
of solutions of u = 0 to solutions of the induced Cauchy–Riemann equations
on certain sets of Cm .
We will prove Theorem II.1.1 in several steps. The first step consists
of taking convenient local coordinates in a neighborhood of p. Applying
Corollary I.10.2, there exists a local coordinate system vanishing at p,
x1 xm t1 tn
and smooth, real-valued functions 1 m defined in a neighborhood of

the origin and satisfying
k 0 0 = 0 dx k 0 0 = 0 k = 1 m
such that the functions Zk , k = 1 m, may be written as
Zk x t = xk + ik x t k = 1 m (II.2)
on a neighborhood of the origin. To do so we need to assume that the real

parts of dZ1 dZm are linearly independent, for which we might have to
replace Zj by iZj for some of the indexes j ∈ 1 m . Notice that this will
not change the conclusion of the theorem. Thus, we may choose a number R
such that if
V = q xq < R tq < R
then (II.2) holds in a neighborhood of V and we may assume that

j x t 1
< x t ∈ V (II.3)
xk 2
where the double bar indicates the norm of the matrix x x t = j x t/xk
as a linear operator in Rm . Modifying the functions k ’s off a neighborhood
of V may assume without loss of generality that the functions k x t,
k = 1 m, are defined throughout RN , have compact support and satisfy
(II.3) everywhere, that is

j x t 1
< x t ∈ RN (II.3 )
xk 2
Modifying also off a neighborhood of V we may assume as well that the

differentials dZj , j = 1 m, given by (II.2), span ⊥ over RN . Of course,
the new structure and the old one coincide on V so any conclusion we
draw about the new on V will hold as well for the original . We will
make use of the vector fields Lj , j = 1 n and Mk , k = 1 m entirely
analogous to those introduced in Chapter I after Corollary I.10.2, with the
only difference that here they are defined throughout RN . We recall from
Chapter I that the vector fields

m

Mk = k x t k = 1 m
=1 x
are characterized by the relations
Mk Z = k k = 1 m
and that the vector fields
m
k
Lj = −i x tMk j = 1 n
tj k=1 tj
are linearly independent and satisfy Lj Zk = 0, for j = 1 n, k = 1 m.

Hence, L1 Ln span at every point while the N = n + m vector fields
L1 Ln M1 Mm
are pairwise commuting and span CTp RN , p ∈ RN . Since
dZ1 dZm dt1 dtn span CT ∗ RN
the differential dw of a C 1 function wx t may be expressed in this basis.
In fact, we have
n m
dw = Lj w dtj + Mk w dZk (II.4)
j=1 k=1
which may be checked by observing that Lj Zk = 0 and Mk tj = 0 for 1 ≤

j ≤ n and 1 ≤ k ≤ m, while Lj tk = jk for 1 ≤ j k ≤ n and Mk Zj = jk for
1 ≤ j k ≤ m (jk = Kronecker delta).
We now choose the open set W as any fixed neighborhood of V in . In
proving the theorem we will assume initially that u is a smooth homogeneous
solution of u = 0 defined in W with continuous derivatives of all orders,
i.e., u ∈ C W satisfies on W the overdetermined system of equations
⎧
⎪
⎪ L1 u = 0
⎪
⎪
⎨L u = 0
2
(II.5)
⎪
⎪·········
⎪
⎪
⎩
Ln u = 0
Given such u we define a family of functions E u that depend on a real

parameter , 0 < < , by means of the formula

e− Zxt−Zx 0 ux 0hx det Zx x 0 dx
2
E ux t = /)m/2
Rm
which we now discuss. For = 1 m ∈ Cm we will use the notation

2 = 12 + · · · + m2 , which explains the meaning of Zx t − Zx 0 2 in
the formula. The function hx ∈ Cc Rm satisfies hx = 0 for x ≥ R and
hx = 1 in a neighborhood of x ≤ R/2 (recall that R was introduced right
before (II.3) in the definition of the set V ). Note that since u is assumed to
be defined in a neighborhood of V , the product ux 0hx is well-defined
on Rm , compactly supported, and of class C . Since Z has m components
we may regard Zx as the m × m matrix Zj /xk and denote by det Zx its
determinant. Furthermore, since the exponential in the integrand is an entire
function of Z1 Zm , the chain rule shows that it satisfies the homogenous
system of equations (II.5) and the same holds for E ux t by differentiation
under the integral sign. The second step of the proof will be to show that
E ux t → ux t as → uniformly for x < R/4 and t < T < R if
T is conveniently small. Once this is proved we may approximate in the
C topology the exponential e− (for fixed large ) by the partial sum of
2
degree k, Pk , of its Taylor series on a fixed polydisk that contains the set
√
Zx t − Zx 0 x x < R t < R , so replacing the exponential
in the definition of E by Pk Zx t − Zx 0 we will find polynomials
in Zx t that approximate E ux t in the C topology for x < R/4 and
t < T when k is large. Hence, from now on we fix our attention on the
convergence of E u → u. We consider the following modification of the

operator E :

e− Zxt−Zx t ux thx det Zx x t dx
2
G ux t = /)m/2
Rm
Notice that in the trivial case in which the functions k , k = 1 m, vanish

identically so Zx t = x and det Zx = 1, G is just the convolution of
ux 0hx with a Gaussian in Rm , which is a well-known approximation
of the identity as → . In general, the functions k do not vanish but they
are relatively small because they vanish at the origin and (II.3 ) holds, so
G is still an approximation of the identity. The idea is then to prove that
G u → u and then estimate the difference R u = G u − E u using the fact
that u = 0.
Lemma II.1.3. Let B be an m × m matrix with real coefficients and norm

B < 1 and set A = I + iB where I is the identity matrix. Then

e− Ax dx = ) m/2
2
det A
Rm
Proof. We may write Ax 2 = t AAx · x (the dot indicates the standard inner
product in Rm and also its extension as a C-bilinear form to Cm ) so e− Ax =
2
e−Cx·x where the matrix C = t AA has positive definite real part C = I − t BB

because B < 1. It is then known that (see, e.g., [H2, page 85])

e−Cx·x dx = ) m/2 det C−1/2
Rm
where the branch of the square root is chosen so det C1/2 > 0 when C is
real. Since det C = det A2 the proof is complete.
Set hxux t det Zx x t = vx t. For x t fixed, the matrix Zx x t =
I + ix x t satisfies the hypotheses of the lemma in view of (II.3 ). Thus,
we may write
2
hxux t = ) −m/2 e− Zx xtx vx t dx
Rm
Introducing the change of variables x → x + −1/2 x in the integral that defines

G u we get
−1/2
G ux t = ) −m/2 e− Zxt−Zx+ x t vx + −1/2 x t dx
2
Rm
Then
G ux t − hxux t = I + J
where
2
I x t = ) −m/2 e− Zx xtx vx + −1/2 x t − vx t dx
Rm
and
J x t = ) −m/2
−1/2 x t 2 2

e− Zxt−Zx+ − e− Zx xtx vx + −1/2 x t dx
Rm
2 2 2 2
To estimate I we observe that e− Zx xtx = e− x + x xtx ≤ e−3 x /4 in
view of (II.3 ). We also observe that ,x vx t is bounded in Rm × t ≤ R
because v vanishes for large x, so the mean value theorem gives
2
I x t ≤ C −1/2 e−3 x /4 x dx ≤ C −1/2
Rm
showing that I x t → 0 as → uniformly on Rm × t ≤ R . To estimate

−1/2 2 2
J we first observe that e− Zxt−Zx+ x t − e− Zx xtx ≤ 2e−3 x /4 , so
2
−1/2 2
e− Zxt−Zx+ x t − e− Zx xtx dx
2
J x t ≤ C
x <K
+ C exp−K 2 /2
Thus, to show that J x t → 0 uniformly we need only estimate the

integral on x < K for any large K. When x ≤ K and t ≤ R, the
Leibniz quotient 1 = Zx t − Zx + −1/2 x t/ −1/2 converges to 2 =
−Zx x tx uniformly in x as → in view of (II.3 ), which also implies
that 1 2 ≥ 0 and 2 2 ≥ 0. Since e− is a Lipschitz function on ≥ 0
and 1 2 − 2 2 ≤ C −1/2 (note that 2 remains bounded as x t ∈ RN and
x ≤ K), we have
J x t ≤ CK m −1/2 + C exp−K 2 /2
which shows that J x t → 0 uniformly for x ∈ Rm and t ≤ R as → .

Thus, G ux t → hxux t uniformly and the limit hxux t = ux t
for x < R/2.
We will now estimate the remainder R = G − E by means of Stokes’
theorem. The fact that u satisfies the system (II.5)—which was not used to
prove that G u → hu—is essential at this point. For x t ∈ RN fixed consider
the m-form on RN given by

x t = /)m/2 e− Zxt−Zx t ux t hx dZx t
2
= vx t dZx t
where dZ = dZ1 ∧ · · · ∧ dZm . Hence, we may write

G ux t = and E ux t =
Rm ×t Rm ×0
observing that the pullback of dZx t to a slice t = c = const. is given

by det Zx x c dx1 ∧ · · · ∧ dxm . Keeping in mind that vanishes identically
for x > R and invoking Stokes’ theorem, we have

G ux t − E ux t = d
Rm × 0t
where 0 t denotes the segment joining the origin of Rn to the point t ∈

Rn . To compute d we will take advantage of expression (II.4). We have
d = dv ∧ dZ so the only terms in (II.4) that matter here are those that do not

contain dZj , j = 1 m , i.e., d = nj=1 Lj v dtj ∧ dZ. Since the exponential
factor in v is an entire function of Z1 Zn , and thus satisfies (II.5) as well
as u, we obtain
n
2
R ux t = /)m/2 e− Zxt−Zx t ux t Lj hx dtj ∧ dZx t
j=1 R × 0t
m
Assume now that x ≤ R/4 and t ≤ T , where T will be chosen momentarily.

We wish to estimate the exponential factor
2− x−x 2
e− Zxt−Zx t
2
= e xt−x t
We have
x t − x t ≤ x t − x t + x t − x t
1
≤ x − x + C t − t
2
1
≤ x − x + CT
2
because t ∈ 0 t and t ≤ T . Hence,
1
x t − x t 2 ≤ x − x 2 + 2T 2
2
and
& − Zxt−Zx t 2 &
&e & = e2T 2 − x−x 2 /2
where is a bound that depends only on and does not depend on u. Since
Lj h vanishes for x ≤ R/2 we have that x ≥ R/2 in all integrands in the
expression of R , so x − x ≥ R/4 and
2 −R2 /32
R ux t ≤ Ce2T
We may now choose T small enough so as to achieve R ux t ≤ Ce−R /33 .

2
This proves that R ux t → 0 uniformly on U = x ≤ R/4 × t ≤ T .

Summing up, we have found a neighborhood of the origin U such that for
any C -solution u of (II.5) defined in W , E u → u uniformly on U , which
partially proves part (i) of the theorem for very regular distributions.
The third step is to prove part (ii) of the theorem for k = (the cases
1 ≤ k < will be proved later). The main tool is the use of commutation
formulas for the vector fields Mk with G .
Lemma II.1.4. For u ∈ C 1 W and k = 1 m the following identity holds:
Mk G ux t − G Mk ux t = Mk G ux t

e− Zxt−Zx t ux tMk hx det Zx x t dx
2
= /)m/2 (II.6)
Rm
Proof. By the symmetry in the variables x and x of the expression
Zj x t − Zj x t j = 1 m
we have

jk = Mk x t Dx Zj x t − Zj x t

= −Mk x t Dx Zj x t − Zj x t
Thus, if F is an entire holomorphic function and we set
fx x t = FZx t − Zx t
we also have, by the chain rule,
Mk x t Dx fx t t = −Mk x t Dx fx t t
Applying this to F = e− we get, after differentiation under the integral
2
sign that
Mk G ux t = −/)m/2

Mk x t Dx e− Zxt−Zx t ux thx dZx t
2
Rm
where we have used the fact that the pullback to any slice t = const. of the
m-form dZ1 ∧ · · · ∧ dZn is given by det Zx x t dx . Next, using the ‘integra-
tion by parts’ formula

Mk v w dZ = − v Mk w dZ (II.7)
Rm Rm
which is valid if v and w are of class C 1 and one of them has compact support,
we get
Mk G ux t = /)m/2
2
e− Zxt−Zx t Mk ux thx + ux tMk hx dZx t
Rm
which proves (II.6). To complete the proof we show that (II.7) holds. Consider
the exact m-form defined by
' k ∧ · · · ∧ dZm
k = duv dZ1 ∧ · · · ∧ dZ
' k ∧ · · · ∧ dZm
= duv ∧ dZ1 ∧ · · · ∧ dZ
where the hat indicates that the factor dZk has been omitted. The pullback of
k to the slice t × Rm is exact, so

k = 0 (II.8)
t ×Rm
Using (II.4) to compute duv and observing that the pullback to the slice of
terms that contain a factor dtj vanish, we get
k t ×Rm = −1k+1 vMk u + uMk v dZ t ×Rm
so (II.8) implies (II.7).
Next we prove for the Lj commutation formulas analogous to (II.6). We

write
m
k
Lj = −i x tMk
tj k=1 tj
m

= + jk j = 1 n
tj k=1 xk
We start with a technical lemma.
Lemma II.1.5.
det Zx m
jk det Zx
+ ≡ 0 j = 1 n (II.9)
tj k=1 xk
Proof. Note that (II.9) says that the vector field det Zx Lj is divergence free,
i.e., div det Zx Lj = 0, or that t Lj det Zx = 0 where t Lj is the transpose
of Lj . Take a test function vx t and consider the compactly supported

exact form

$ j ∧ · · · ∧ dtn
j = d v dZ ∧ dt1 ∧ · · · ∧ dt
$ j ∧ · · · ∧ dtn
= dv ∧ dZ ∧ dt1 ∧ · · · ∧ dt
= −1m+j−1 Lj v dZ ∧ dt
= −1m+j−1 Lj v det Zx dx ∧ dt
whose integral over RN vanishes, that is,

Lj vdet Zx dxdt = v t Lj det Zx dxdt = 0
RN RN
Since v is arbitrary, Lj det Zx ≡ 0 and (II.9) is proved.

t
If g̃ t is a smooth function on Cm × Rn that is holomorphic with respect

to and we set gx t = g̃Zx t t we have, by the chain rule, that
g̃
Lj gx t = Zx t t
tj
because Lj Zk = 0, k = 1 m. To take advantage of this fact we may write
G ux t = /)m/2 G̃ uZx t t, where

e− −Zx t ux thx det Zx x t dx
2
G̃ u t =
Rm
so
G̃ u
Lj G ux t = /)m/2 Zx t t
tj
To compute the right-hand side of the last identity we write e x t =

e− −Zx t , differentiate with respect to tj under the integral sign, and
2
observe that
e uh det Zx e uh det Zx
= det Zx + e uh
tj tj tj
m

= det Zx Lj e uh − det Zx jk e uh
k=1 xk
det Zx
+ e uh
tj
Note that the integral over Rm of the second term of the right-hand side may
be written, after integration by parts, as
m

e uh jk det Zx dx
k=1 x k
so the integral of the second and third terms together yields

" #
det Zx m

e uh + jk det Zx dx = 0
tj k=1 xk
in view of (II.9). Since Lj e = 0, we also have that det Zx Lj e uh =
det Zx e Lj uh + det Zx e uLj h. This shows that

G̃ u t = G̃ Lj u t + e x tuLj h det Zx x t dx
tj
When = Zx t we obtain
Lemma II.1.6. For u ∈ C 1 W and j = 1 m the following identity holds:

Lj G ux t − G Lj ux t = Lj G ux t

e− Zxt−Zx t ux tLj hx det Zx x t dx
2
= /)m/2 (II.10)
Rm
Let us assume now that u ∈ C W satisfies u = 0 and we wish to prove

that E ux t → ux t in C U. We have already proved that G u → hu
uniformly in t ≤ T × Rm . Since Lj Mk u = Mk Lj u = 0, 1 ≤ j ≤ n, 1 ≤ k ≤ m,
Mk u is a smooth solution of the system, so we also have that G Mk u → hMk u
uniformly on t ≤ T ×Rm . Now, the expression (II.6) of Mk G u is almost
identical to that of G , the only difference being that h has been replaced by
Mk h, so Mk G u → Mk hu. Restricting our attention to U where h = 1 and
Mk h = 0, we conclude that Mk G u = G Mk u + Mk G u → Mk u uniformly
on U as → . A similar conclusion can be obtained for Lj G u using (II.10)
instead of (II.6), that is, Lj G u → Lj u uniformly on U . Since any first-order
derivative D may expressed as a linear combination with smooth coefficients
of the Mk ’s and the Lj ’s, we see that DG u → Du uniformly on U . This
shows that G u → u in C 1 U. Of course, the argument can be iterated for
higher-order derivatives to conclude that G u → u in C U.
II.2 Distribution solutions

We continue the proof of Theorem II.1.1, keeping the notations of Section II.1.
In order to extend the arguments of the previous section to a distribution
u ∈ W such that u = 0—which is the fourth step of the proof of
Theorem II.1.1—it is enough to check the following facts:

(a) E u is well-defined for u ∈ W;

(b) G u is well-defined for u ∈ W;
(c) G u → u in U as → for u ∈ W;

(d) R u = G u − E u → 0 in U as → for u ∈
W.
We start by observing that since u satisfies the system of equations (II.5)

on a neighborhood of V , the wave front set WFu of u is contained in the
characteristic set of and therefore does not intersect the set
x t 0 ∈ RN × RN x t < R = 0
for some R > R. Thus, WFhu is contained in the same set and, in particular,
the restriction of u to W belongs to
C t ≤ R
x < R
On the connection between wave front sets and restrictions of distributions,
we refer to [H2, chapter VIII]. Moreover, since V = x < R × t < R
is relatively compact in W we may assume that t → u· t is a continuous
function with values in the L2 based local Sobolev space L2s loc BR of order s,
for all t ≤ R and some real s, where BR denotes the ball of radius R centered
at the origin of Rm (for the definition of local Sobolev spaces see Section II.3.2
below). Thus, for any t ≤ R, the trace u· t is well-defined and belongs
to L2s
loc BR . Then, E ux t (resp. G ux t) is well-defined if we interpret
the integral as duality between the distribution u· 0 and the test function

/)m/2 e− Zxt−Zx 0 hx det Zx x 0 (resp. u· t and the test function
2

/)m/2 e− Zxt−Zx t hx det Zx x t). This takes care of (a) and (b). To
2
prove (d), it is convenient to express R u by a reinterpretation of the formula

obtained for smooth u using Stokes’ theorem. We point out that the formula
could also have been written as
n
R ux t = rj x t t dtj (II.11)
0t j=1
where

rj x t t = /)m/2 e− Zxt−Zx t ux t Lj hx det Zx x t dx
2
Rm
(II.12)
and 0 t denotes the straight segment joining 0 to t. In other words, by
integrating first in x we may express the integral of an m + 1-form over the
cell Rm × 0 t as the integral of a 1-form over the segment 0 t . In this
form, Stokes’ theorem is just a restatement of the fundamental theorem of
calculus for a 1-form. To prove this claim, write for fixed and
2
gt = G̃ u t = e− −Zx t ux t hx det Zx x t dx
Rm
Then,
n
g
gt − g0 =
t dtj (∗)
0t j=1 t j

To compute the derivatives of g we write e x t = e− −Zx t , differen-
2
tiate with respect to tj under the integral sign, and recall that
e uh det Zx e uh det Zx

=
det Zx + e uh
tj tj tj
m

= det Zx Lj e uh − det Zx jk e uh
k=1 xk
det Zx
+ e uh
tj
a fact we already used in the proof of (II.10). Once again, the integral over
Rm of the second term of the right-hand side may be written, after integrating
by parts, as
m

e uh jk det Zx dx
k=1 xk
so the integral of the second and third terms together yields

" #
det Zx m

e uh + jk det Zx dx = 0
tj k=1 xk
in view of (II.9). Since Lj e u = 0, we also have that det Zx Lj e uh =
det Zx e uLj h. This shows that
g
t = r̃j t (∗∗)
tj
where

r̃j t = e− −Zx t ux t Lj hx det Zx x t dx
2
Rm
Hence, (∗) for = Zx t gives an alternative proof of the fact that R u =
G u − E u as given by (II.11) and (II.12). Notice that (II.12) makes sense if
u ∈ C t ≤ R
x < R as soon as we change the integral symbol
by the duality pairing between the distribution u· t and the appropriate test
function; furthermore, R u = G u − E u is still given by (II.11) and (II.12)
in the case of distribution solutions since (∗∗) is easily seen to remain valid
in this case. Note also that R ux t is a smooth function of x t. We will
prove a stronger form of (d).

Proposition II.2.1. Let u ∈ W satisfy the system (II.5). Then,
R ux t → 0 in C U (II.13)
Proof. We already saw that the exponential in (II.12) may be majorized by

e−c for some positive constant c > 0 when x < R/4, x ≥ R/2, t < T and
t ∈ 0 T . Let $x denote the Laplacian in Rm . For k ∈ Z+ we may write

Lj hx ux t det Zx x t =(x 1 − $x k 1 − $x −k Lj hx

ux t det Zx x t
where (x is a cut-off function that vanishes for x ≤ R/4 such that
(x Lj hx = Lj hx . Let us write
vj x t = 1 − $x −k Lj hx ux t det Zx x t
It follows that vj ∈ C 0 V for an appropriate choice of k and we may write,

after an integration by parts,
2
rj x t t = /)m/2 vj x t 1 − $x k (x e− Zxt−Zx t dx
Indeed, the convolution operator

1 ix·
1 − $−k fx = e 1 + 2 −k$
f d f ∈ Rm
2)m
maps continuously L2s Rm onto L2s+2k Rm and the latter is contained in
L Rm ∩ C 0 Rm if s + 2k > m/2 by Sobolev’s embedding theorem. Hence,
rj x t t is continuous with respect to t and converges to 0 uniformly
for x ≤ R/2 t ≤ t ≤ T , as → , since the derivatives in 1 − $x k
produce powers of that are dominated by the exponential e−c . Hence,
R ux t → 0 uniformly as → and it is easy to see, by differentiating
(II.11), that the same holds for the derivatives of any order with respect to x
and t of R ux t, as we wished to prove.

Finally, it is enough to prove that (c) holds assuming that u ∈ C 0 t ≤

R L2k
loc BR for some integer k. Let us start with the case k = 0. We assume

that u ∈ C t ≤ R Lloc BR (with R slightly larger that R) and we wish
0 2
to prove that

G ux t − ux t 2 dx → 0 uniformly in t ≤ T
x ≤R/4
which certainly implies (c) in this case. Redefining u by zero off BR × Rn we

may assume that ux t ∈ L2 Rm for each fixed t, t ≤ T . Using once more
(II.3 ), we see that for any x x ∈ Rm and t ∈ Rn
Zx t − Zx t 2 = x − x 2 − x t − x t 2

≥ 3/4 x − x 2
so the exponential inside the integral that defines G u has a bound
2 2
e− Zxt−Zx t ≤ e−3 x−x /4 . If we set
F x = m/2 e−3 x

2 /4
0 < <
we easily conclude for fixed t ≤ R that
G ux t ≤ C F ∗ u x t
where the convolution is performed in the x variable and t plays the role of
a parameter. Since F L1 = F1 L1 = C, Young’s inequality for convolution
implies
sup G u· tL2 Rm ≤ C sup u· tL2 Rm (II.14)
t ≤T t ≤T
On the other hand, we proved in Section II.1 that if u ∈ Cc V then G u → u
uniformly in U = BR/4 × t < T , which implies convergence in the mixed
norm space C 0 t ≤ T L2 BR/4 . So the operator G U convergesto the
restriction operator u → u U , as → , on a dense subset of C 0 t ≤
T L2 BR and the family of operators G U is equicontinuous
because
of
(II.14). Thus, G u U → u U in the whole space C 0 t ≤ T L2 BR .
Assume now that u ∈ C 0 t ≤ T L21 BR , R > R. Introducing
a cut-off
function we may assume that u ∈ C 0 t ≤ T L21 Rm without modifying
u for x < R. Thus, for t ≤ T fixed, we see that u, u/xk and u/tj
are in L2 Rm for 1 ≤ k ≤ m, 1 ≤ j ≤ n. Since we are assuming that x t
is compactly supported, the coefficients of Lj and Mk are bounded, with
bounded derivatives. In particular, Lj u and Mk u are in L2 Rm for 1 ≤ k ≤ m,
1 ≤ j ≤ n, uniformly in t ≤ T . To obtain the convergence result for k = 1 we
will be able to reason as with the case k = 0 as soon as we prove an estimate
analogous to (II.14) for the L21 norm, i.e.,
sup G u· tL21 Rm ≤ C sup u· tL21 Rm (II.15)
t ≤T t ≤T
Any first-order derivative with respect to x is a linear combination with

bounded coefficients of the Mk ’s, so it is enough to prove for t ≤ T ,
1 ≤ k ≤ m, 1 ≤ j ≤ n, that
Mk G u· tL2 Rm ≤ C sup u· tL21 Rm (II.16)

t ≤T
Writing Mk G = Mk G + G Mk we are led to estimate G Mk uL2 and

Mk G uL2 . By (II.14) we have G Mk uL2 ≤ CMk uL2 ≤ C uL21 .
Notice that an estimate like (II.14) holds as well with Mk G in the place
of G because G and Mk G have very similar kernels, as (II.10) shows.
Thus, Mk G uL2 ≤ CuL21 , which proves (II.16) and gives (II.15). This
process can be continued to prove
sup G u· tL2k Rm ≤ Ck sup u· tL2k Rm k = 1 2 (II.17)
t ≤T t ≤T
To deal with the case in which k is a negative integer, i.e., k = − k = −k,

we consider a slight modification of G , namely, G ux = hxG ux. Of
course, G u U = G u U because hx = 1 for x ≤ R/2, so this change
will not affect our conclusions for x ≤ R/4. The advantage of considering
G is that for fixed t it becomes a formally symmetric operator in the x-
variables, as soon as we use the pairing given by the complex measure
dZx t = det Zx x t dx. More precisely, for fixed t and v w ∈ Cc Rm
we have #G v w$ = #v G w$ where we are using the notation #a b$ =

axbx det Zx x t dx, when a b ∈ C Rm and one of them has compact
support. Thus,
G u· tL2k Rm ≤ C sup #G u· t w$

w∈Cc Rm
wL2k ≤1
=C sup #u· t G w$

w∈Cc Rm
wL2k ≤1 (II.18)
≤C sup u· tL2k G wL2k
w∈Cc Rm
wL2k ≤1
≤ Cu· tL2k
where we have used (II.17) for the positive integer k in the last inequality.
This extends (II.17) to all integers k ∈ Z, proving the equicontinuity of G

in all spaces C 0 t ≤ T L2k BR , k ∈ Z, which together with the conver-
gence of G u U to u U for the space of test functions Cc BR × t ≤ T

which is dense in any C 0 t ≤ T L2k BR proves that G u → u in

C 0 t ≤ T L2k BR/4 for any u ∈ C 0 t ≤ T L2k BR . This proves
(c) and concludes the proof of part (i) of Theorem II.1.1.
To prove part (ii) of the theorem—this is the fifth and final step of the
proof—using the same method of proof, it will be enough to prove the
equicontinuity of G on the spaces

C j t ≤ T Cbk Rm j k = 0 1 2
where Cbk Rm is the space of functions on Rm possessing continuous bounded

derivatives of order ≤ k. For j k = 0 this is easily achieved by noting that
G ux t ≤ C F ∗ u x t ≤ C uC 0 t ≤T C 0 Rm

b
For j k ≤ 1 one expresses the derivatives in terms of the vector fields Lj and

Mk and reduces the equicontinuity for the norms of C j t ≤ T Cbk Rm to
the case j = k = 0 by introduction of the commutators G Lj and G Mk ,
as was done before for Sobolev norms; iteration of this process gives the
result for k = 2 3 This concludes the proof of Theorem II.1.1.
II.3 Convergence in standard functional spaces

As proved in Proposition II.2.1, R u = G u − E u → 0 in C U, for any
distribution u satisfying u = 0 in a larger open set V . This reduces the
problem of the convergence E u → u in any space with coarser topology
than C -topology to the convergence of G u → u in the same space. Now,
as the reader probably noticed in the proof of Theorem II.1.1, the operator G
is very close to convolution with a Gaussian in the x-variables with t playing
the role of a parameter, and as such it is a very well-behaved approximation
of the identity. Hence, loosely speaking, we may expect that the convergence
G u → u on U holds in the topology of many functional spaces used in
analysis, provided that u belongs to that space over the larger set V . In this
section we deal with this question and the approach will always be the same:
to prove convergence in a given space of distributions XU we will first
prove the equicontinuity of G in the space XRN and then try to apply
the standard fact that under the hypotheses of equicontinuity it is enough to
check the convergence on a convenient dense subset of XV. Usually the
dense subset will be the space of test functions * ∈ Cc V, for which we know
that G * → * in C U . Thus, this approach works if (i) XV is a normal
space of distributions (i.e., Cc V is dense in XV), and (ii) C U ⊂ XU
with continuous inclusion. We have already applied this principle in the proof

of Theorem II.1.1 with XV = C 0 t ≤ R L2k BR .
II.3.1 Convergence in L p
The main result of this subsection is:
Theorem II.3.1. Let be a locally integrable structure on and assume

that dZ1 dZm span ⊥ at every point of . Then, for any z ∈ , there
exist two open sets U and W , with z ∈ U ⊂ U ⊂ W ⊂ , such that for any
u ∈ Lploc W, 1 ≤ p ≤ , satisfying u = 0,
E ux t −→ ux t a.e. in U as → . (II.19)
In case p is finite, i.e., 1 ≤ p < , we also have
E ux t −→ ux t in Lp U as → . (II.20)
In (II.19) and (II.20) we may replace the operator E by a convenient sequence
of polynomials in Z, P Z1 Zm .
In the proof of Theorem II.3.1 we may assume from the start by shrinking
W that u ∈ Lp W and we will do so. We are also tacitly assuming that we
are using special coordinates x t adapted to a given set of local generators
dZ1 dZm of ⊥ with linearly independent real parts so that Z = x +
ix t, where x t is smooth, real, has compact support and satisfies
(II.3 ). Once the special coordinates x t are fixed, the operator E referred
to in (II.19) and (II.20) is defined precisely as in the proof of Theorem II.1.1.
We will also prove below theorems similar to Theorem II.3.1 for different
norms and in all of them the first step will be to choose special local coordi-
nates where Z has this special form where the operators E and G are defined
and have good convergence properties. To avoid repetitions we will always
assume that this step has already been carried out, even if not mentioned
explicitly.
According to the considerations made at the beginning of the section, we
need only prove that
G u −→ hu in Lp W −→ u ∈ Lp W (II.21)
For 1 ≤ p < , the space Cc0 W is dense in Lp W and (II.20) will be a
consequence of
G u −→ hu uniformly −→ u ∈ Cc0 W
(which we already know by Theorem II.1.1) and the uniform bound that we
will prove later:
G up ≤ Cup u ∈ Lp RN > 0 (II.22)
where p denotes the Lp -norm.
Let us set W = Bx × Bt , where Bx = x < R and Bt = t < R . Let

u ∈ Lp W and set ut x = ux t. Fubini’s theorem guarantees that ut is
defined for a.e. t, it is measurable, and it belongs to Lp Bx . If, moreover, u
satisfies u = 0, we know that u has a trace Tt u and Bt t → Tt u ∈ Bx
is a smooth function. It will be useful to compare both types of restrictions
of u to the slices t = const.
Lemma II.3.2. If u ∈ Lp W 1 ≤ p ≤ , and u is a solution of the system

(II.5) then Tt u = ut for a.e. t ∈ Bt . In particular, Tt u ∈ Lp Bx for a.e. t ∈ Bt .
Proof. We take functions ∈ Cc Bx and * ∈ Cc Bt . We know that t →
#Tt u $ is a C -function defined in Bt , t → #ut $ belongs to Lp Bt and

#Tt u $*t dt = ux tx dx *t dt
(II.23)
= #ut $*t dt

If we take *t = (j t −t0 , (j t = j n (jt, 0 ≤ ( ∈ Cc t ≤ 1 , (dt = 1,
and let j → , the left-hand side of (II.23) converges for every t ∈ Bt to
#Tt u $ while the right-hand side converges a.e. to #ut $. Hence, there is
a null set N ⊂ Bt such that
#Tt u $ = #ut $ ∈ Cc t % N
If we apply the last identity to a dense sequence k ⊂ Cc Bx and set

N = Nn we obtain that Tt u = ut as elements of Bx when t is not in
the null set N .
Remark II.3.3. One cannot expect in general that, under the conditions of
Lemma II.3.2, Tt u ∈ Lp for all t. For instance, if = −1 1 × −1 1 ⊂ R2 ,
Z = x + it2 /2, L = t − itx is the Mizohata operator and ux t = 1/Zx t,
it is simple to verify that u ∈ Lp for 1 ≤ p < 3/2, Lu = 0 in the sense of
distributions and Tt u ∈ C −1 1 ⊂ L −1 1 ⊂ Lp −1 1 for t = 0 but
for t = 0 we have T0 u = pv1/x − i)x % Lp −1 1.
We now prove Theorem II.3.1. Consider the maximal operator associated

with G u:
G∗ ux t = sup G ux t
≥1
We claim that, for u ∈ L1 , there exists a constant C > 0 such that
G∗ ux t ≤ CMhxTt ux (II.24)

for any t such that Tt u ∈ L1 Bx . Here

1
Mfx t = sup fx t dx
r>0 Bx r Bxr
is the Hardy–Littlewood maximal operator acting in the x-variable, Bx r is
the ball of radius r centered at x, and Bx r denotes its Lebesgue measure.
In fact, G ux t can be estimated by
2
e− x−x − xt−x t Tt ux hx detZx x t dx
2
/)m/2
Rm
and this expression can be dominated by the maximal operator

2
sup F ∗ h Tt u det Zx = C sup m/2 e−3 x−x /4
≥1 ≥1 Rm
Tt ux hx det Zx x t dx

where
F x = C m/2 e−3 x
2 /4
and C is a constant. Hence,

G∗ ux t ≤ sup F ∗ h Tt u detZx ≤ CMh·Tt u·x
≥1
The last inequality follows from the fact that F1 x = Ce−3 x /4 is radial
2
decreasing and belongs to L1 Rm (see, for instance, [S1, page 62]). Thus,
(II.24) is proved.
If u ∈ Cc0 W, we know that G ux t → hxux t → uniformly.
The standard properties of the maximal operator allow us to conclude that
for any t ∈ Bt such that Tt ux ∈ L1 Bx there exists a subset Nt ⊂ Bx with
Nt = 0 such that
G ux t → hxux t x % Nt
Hence, if we choose x t ∈ U such that Tt u ∈ L1 Bx and x % Nt , we get
(recalling that R u → 0 uniformly in U )
E ux t → hxux t = ux t ae in U
and therefore E ux t → ux t a.e. in U as we wished to prove.
We now prove (II.22). We observe that
G ux t ≤ F ∗ h Tt u det Zx
and then Young’s inequality for convolution implies
G u· tLp dx ≤ F 1 h Tt u det Zx Lp dx ≤ CTt uLp dx
since the L1 norm of F does not depend on and h det Zx is bounded. Raising
this inequality to the pth power and integrating with respect to t we obtain
(II.22). Since G u → hu uniformly in W as → when u is continuous,
the usual density argument shows that (II.21) holds for 1 ≤ p < . Thus,
(II.19) and (II.20) have been proved. Finally, since E u can be approximated
in C U by polynomials in Z for fixed , the proof is complete.
It is obvious that (II.20) is, in general, false for p = because the uniform
limit of a sequence of continuous functions, such as E ux t, is continuous.
A simple consequence of Theorem II.3.1 is:
Corollary II.3.4. Let be a locally integrable structure over a C manifold

U and let u ∈ Lploc U, 1 ≤ p ≤ , v ∈ Lqloc U, 1/p + 1/q = 1, be solutions
of the system (II.5). Then the product w = uv ∈ L1loc U also satisfies (II.5).
Proof. By localization we may assume that U is the neighborhood where

the conclusions of Theorem II.3.1 hold. Set u = E u, w = u v. Leibniz’s
rule shows that w = 0, as u ∈ C U. By Theorem II.3.1 and Hölder’s
inequality w → w in L1loc U, → , showing that w = 0 in the sense of
distributions.
II.3.2 Convergence in Sobolev spaces

In this subsection we prove
Theorem II.3.5. Let be a locally integrable structure with first integrals

Z1 Zm , defined in a neighborhood of the closure of W = Bx × Bt . There
exists a neighborhood U ⊂ W of the origin such that for any u ∈ Lps loc W,
1 < p < , s ∈ R, satisfying u = 0,
E ux t −→ ux t in Lps

loc U −→ (II.25)
As usual, we may replace the operator E in (II.25) by a convenient sequence

We recall that for 1 ≤ p ≤ s ∈ R,

Lps RN = f ∈ RN f ps = #s f p <
where #s fx = −1 1 + 2 s/2 f x and denotes the Fourier trans-
form in RN (#s is the Bessel potential and denotes the space of tempered
distributions). For k ∈ Z+ and p in the range 1 < p < the space Lpk RN
is exactly the subspace of the functions in Lp RN whose derivatives of
order ≤k in the sense of distributions belong to Lp RN . This space is equiv-

alently normed by ([S1])

uLpk = D up (II.26)
≤k

The space Lps
loc is the subspace of of the distributions u such that
*u ∈ Ls R for all test functions * ∈ Cc , equipped with the locally
p N
convex topology given by the seminorms u → *ups , * ∈ Cc . Fix

p ∈ 1 , s ∈ R and choose the open sets U and W as in Theorem II.1.1.
The theorem will be proved if we show that
lim G v = h v in Lps W ∀v ∈ Cc W (II.27)

→
and there exists a positive constant C such that
G wps ≤ Cwps ∀w ∈ Lps RN (II.28)
Indeed, (II.27) and (II.28) imply as usual, by density and triangular approx-
imation, that G w − hwps → 0 as → for any w ∈ Lps RN ∩ W—
where W denotes the space of distributions compactly supported in
W —which implies that G w → w in the topology of Lps loc U. We know
that for u ∈ Cc U, G u → u in C U, thus (II.27) is clearly true and we
need only worry about proving (II.28), which we prove first for a positive
integer s = k ∈ Z+ . The vector fields Lj and Mk form a basis of CT Rn and
we may express the derivatives D in (II.26) in terms of the vector fields Lj ,
j = 1 n, Mk , k = 1 m. This gives

G wLpk ≤ C M 1 L2 G wp (II.29)
1 + 2 ≤k
We write
Lj G w = G Lj w + Lj G w
Mk G w = G Mk w + Mk G w
As shown in Lemmas II.1.4 and II.1.6, the operators Lj G and Mk G

are given by the same expression as G with hx replaced respectively by
Lj hx and Mk hx. Hence, the proof of Theorem II.3.1 gives bounds in Lp
for the commutators that may be written as
Lj G vp + Mk G vp ≤ Cvp v ∈ Lp RN (II.30)

Thus, for 1 ≤ j ≤ n, 1 ≤ k ≤ m,
Lj G wp + Mk G wp ≤ CLj wp + Mk wp + wp

≤ Cwp1 + wp
≤ Cwp1 (II.31)
where we have used (II.22) to estimate G Lj w and G Mk w in the first

inequality. Thus, combining (II.26) for u = G w and k = 1 with (II.31) we
get (II.28) for k = 1. This reasoning can be iterated for any s = k ∈ Z+ and
the theorem is proved for s ∈ Z+ .
To prove (II.28) for nonintegral s > 0, we use interpolation of Sobolev
spaces (on the subject of interpolation see, for instance, [C1] and [C2]). First
we take k ∈ Z+ such that 0 < s < k. The operator G is of type p p 0 0
and also of type p p k k k ∈ Z+ , that is, it verifies
G wp ≤ Cwp w ∈ Cc RN
and
G wpk ≤ Cwpk w ∈ Cc RN
By complex interpolation we obtain that G is of type p p s s; that is,

(II.28) holds for 0 < s < k and w ∈ Cc RN and by density it also holds for
w ∈ Lps RN . Finally, to prove (II.28) for s < 0, we invoke a slight variation of
the duality argument that was used to extend (II.18) from positive integers to
negative integers: we consider the modification of G , G ux = hxG ux
which is formally symmetric in the x-variables for fixed t for the pairing
given by integration with respect to dZx t = det Zx x t dx and thus also
symmetric in both variables x and t for the pairing given by integration
with respect to dZx t ∧ dt = det Zx x t dxdt. Since this is a nonsingular
continuous pairing for the spaces Lps RN and Lq−s RN , 1/p + 1/q = 1, it
extends (II.28) to s < 0 as follows:
G wLps RN ≤ C sup #G w· t *$

*∈Cc RN
*Lq ≤1
−s
≤C sup #w G *$

*∈Cc RN
*Lq ≤1
−s
≤C sup wLps G *Lq−s

*∈Cc RN
*Lq ≤1
−s
≤ Cs wLps RN
where in the last inequality we used (II.28) with q in the place of p and
−s > 0 in the place of s. Thus, (II.28) is completely proved and the proof of
Theorem II.3.5 is complete.
II.3.3 Convergence in Hölder spaces

Let ⊂ R be an open, bounded, convex set. The Hölder space C is
N
defined as
C = u ∈ C k u <
where
u = u + u 0
u 0 = sup ux
x∈
ux − uy
u = sup 0 < ≤ 1
xy∈ x−y
x=y

u= D u −k k < ≤ k + 1 k ∈ Z+ u ∈ C k
≤k
The spaces C RN are defined similarly. The approximation theorem is:


exists a convex neighborhood U ⊂ of the origin such that for any u ∈
C W, > 0 satisfying u = 0 in a neighborhood of W and any 0 ≤ <
E ux t −→ ux t in C U −→ (II.32)
Proof. As always, since Cc W is dense in Cc W for the C norm, we
need only prove
G u −→ u in C W u ∈ Cc W
and the inequality
G u ≤ Cu u ∈ Cc W
It is obvious that G u − u → 0 when → , u ∈ Cc W, because by
Theorem II.1.1 G u → u, → in C k W for every positive integer k.
We may assume without loss of generality, as we always do, that Zx t =
x + ix t is defined and satisfies (II.3 ) throughout RN and reduces to
Zx t ≡ x for x t outside a compact set. We shall then prove
G u ≤ Cu u ∈ Cc RN (II.33)
We assume first that 0 < < 1. It will be useful to use the following
well-known characterization of C RN ([S2, page 256]):
Lemma II.3.7. A function u belongs to C RN , 0 < < 1, if and only if

there exist a sequence of functions uk ∈ C 1 RN , bounded and with bounded
gradients, such that
(i) uk L ≤ K 2−k , k = 0 1

(ii) ,uk L ≤ K 21−k , k = 0 1

(iii) uz = k=0 uk z, z ∈ R .
N
It also follows that the best constant K in (i) and (ii) above is proportional to
u . Such a sequence is usually called a sequence of best approximation for

u. We start by writing u = uk with uk a sequence of best approximation

for u. Then, G u = G uk and we need to estimate the essential supremum
of G uk and ,G uk . Taking account of (II.22) with p = and (i) of Lemma
II.3.7 we derive
G uk L ≤ Cuk L ≤ CK2−k k ∈ Z+ (II.34)
In order to estimate ,G uk it is convenient to express any partial derivative in

terms of the vector fields Lj and M , 1 ≤ j ≤ n, 1 ≤ ≤ m. Then, we are led
to estimate Lj G uk , j = 1 n and M G uk , = 1 m. We may write
Lj G uk = G Lj uk + Lj G uk and recall that
Lj G uk L ≤ Cuk L
which follows from (II.30) with p = . We get
Lj G uk L ≤ CLj uk L + uk L

≤ C,uk L + uk L j = 1 n k = 1 2
Similar estimates are true for M G uk , = 1 m, k ∈ Z+ and we obtain
,G uk L ≤ Cuk L + ,uk L ≤ C K21−k k ∈ Z+ (II.35)
Thus, (II.34), (II.35) and Lemma II.3.7 imply that (II.33) holds for 0 < < 1.
Let us assume next that there is a positive integer k such that = k + ,
0 < < 1 and we wish to estimate

G u ∼ D G u ≤ C M 1 L2 G u
≤k 1 + 2 ≤k
Using the commutation formulas of Lemmas II.1.4 and II.1.6 it is easy to

prove (II.33) by induction on k, adapting the reasonings we used to deal with
Sobolev norms of integral order in Section II.3.2; we leave the details to the
reader. Finally, to prove (II.33) for = k = 1 2 , we observe that in this
case u = uk ∼ uLk so (II.33) is a variation of the estimates already
considered for Sobolev norms. This completes the proof of Theorem II.3.6.
It is not possible to take = in Theorem II.3.6, as we will see next.
Example II.3.8. Consider in R2 , where we denote the coordinates by x t,

the structure spanned by t with first integral Zx t = x and let 0 < ≤ 1.
Consider a function ux ∈ Cc R2 independent of t (so it satisfies u = 0)
such that ux = x for x ≤ 1. If wx t is of class C 1 in a neighborhood
of the origin, we have for 0 < - < 1 sufficiently small,
u- − w- 0 − u0 − w0 0
u−w ≥ ≥ 1 − C-1−
-
and the left-hand side is ≥ 1/2 for - small, showing that u cannot be approx-
imated by continuously differentiable functions in the C topology.
II.3.4 Convergence in Hardy spaces

We recall that the real Hardy space H p RN , 0 1, is properly contained
in L1 RN for p = 1, and is a space of not necessarily locally integrable
distributions for 0 < p < 1. For p ≤ 1, H p RN is a substitute for Lp RN
([S2]), as the latter is not a space of distributions and has trivial dual if p < 1;
even for p = 1, L1 RN does not behave as well as Lp RN , 1 < p < ,
for example on questions concerning the continuity of pseudo-differential

operators. Let us choose a function ! ∈ RN , with !dz = 0 and write
!- z = -−N !z/-, z ∈ RN , and
M! fz = sup !- ∗ fz

0<-<
Then ([S2])

H p RN = f ∈ RN M! f ∈ Lp RN
An obstacle to the localization of the elements of H p RN , 0 < p ≤ 1, is that

*u may not belong to H p RN for * ∈ Cc RN and u ∈ H p RN . A way
around this is the definition of localizable Hardy spaces hp RN ([G],[S2])

by means of the truncated maximal function
m! fz = sup !- ∗ fz

0<-≤1

h R = f ∈
p N
RN m! f ∈ Lp RN
It turns out that if ! is replaced in the definition of hp RN by any other

function ! ∈ R only required to satisfy ! = 0, this will not change
the space hp RN . It is also known that the space hp RN is stable under
multiplication by test functions and also that hp RN = Lp RN for 1 < p < .
For 0 < p ≤ 1, which we henceforth assume, hp RN is a metric space with

the distance df g = m! f − gzp dz. If ⊂ RN is an open set, the
space Hlocp
is the subspace of of the distributions u such that
*u ∈ h RN for all test functions * ∈ Cc . A sequence un converges
p
p
to zero in Hloc if *un → 0 in hp RN for every * ∈ Cc . We have

exists a neighborhood U ⊂ W of the origin such that for any u ∈ Hloc p
W,
0 1, Theorem II.3.9 follows from
Theorem II.3.1 for these values of p and it is enough to assume that 0 < p ≤ 1.
The space Cc W is continuously included in Hloc p
W and the theorem may
be proved by showing once again that
lim G v = h v in hp RN ∀v ∈ Cc W (II.37)

→
G whp ≤ Cwhp ∀w ∈ hp RN (II.38)

with the notation whp = m! wzp dz1/p , in spite of the fact that w →
whp is not a norm for p < 1. To prove (II.37) and (II.38) we use the atomic
decomposition of hp ([G],[S2]). An hp atom, p ≤ 1, is a bounded, compactly
supported function az satisfying the following property: there exists a cube
Q with sides parallel to the coordinate axes that contains the support of a and
furthermore
(i) az ≤ Q −1/p , a.e., with Q denoting the Lebesgue measure of Q;

(ii) z az dz = 0, ≤ N1/p − 1, if the side length of Q happens to be
less than 1.
Notice that if the support of a is contained in a cube Q such that (i) holds and
the side of Q has length ≥ 1, then a is an atom, as condition (ii) is vacuous
and only (i) is required in this case.
As always, (II.37) follows from the convergence G v → v in Cc ,
v ∈ Cc . So, to prove Theorem II.3.9, we need only show (II.38) and
the density of Cc RN in hp RN . To prove the density, it is enough to
approximate hp atoms by smooth hp atoms in the hp norm. This is simply
approximating a rough atom a by the convolution a- = a ∗ *- , where *- z =
-−N *z/-, and * ∈ Cc RN has integral equal to 1. Then, a- satisfies the
vanishing moments condition (ii) because a does and satisfies (i) for a cube
Q slightly larger than the one that worked for a, if - > 0 is sufficiently small.
Moreover, a- → a in the hp ‘norm’ as - → 0. To check the last fact use
Hölder’s inequality to write

m! a − a- zp dz ≤ Q 1−p/2 m! a − a- L2
≤ C Q 1−p/2 Ma − a- L2

≤ C Q 1−p/2 a − a- L2
where we have majorized the maximal function m! a − a- by the

Hardy–Littlewood maximal function Ma − a- which is continuous in L2 .

Any w ∈ hp can be written as a convergent series in hp , w = k k ak , where

the ak are atoms and k are complex numbers such that k k p ∼ whp
([S2]) (since atoms may be approximated by smooth atoms we may even
assume that ak ∈ Cc RN for all k). Then, to prove (II.38) it is enough to
verify that there is a constant C > 0 such that for all hp atoms az

G aphp = m! G azp dz ≤ C ≥ 1 (II.39)
Indeed,
" #p " #p

m ! G k ak dz ≤ k m ! G ak dz
k k

≤ k p
m! G ak p dz
k
because p ≤ 1. We assume without loss of generality that ! ≥ 0 is supported in

the unit ball (in fact, changing the function ! by any other function in RN
with nonvanishing integral will produce an equivalent ‘norm’ in H p RN ).

We set Fx = e−3 x /4 , x ∈ Rm , F x = −m Fs/ and we check that by
2
the estimates of Section II.3.1 (see (II.24)):

x
!- ∗ G ax t ≤ C !- ∗ F ∗ ax t
x
= C !- ∗ a ∗ F x t = −1/2
x
where the symbol ∗ denotes convolution in the x-variable. Let Q = Q1 × Q2 ,
Q1 ⊂ Cm , Q2 ⊂ Cn , be a cube containing the support of a. Thus, invoking (i),
we get
m! G ax t ≤ C Q −1/p (Q2 t (II.40)
Here and in the sequel, (A will denote the characteristic function of a measur-
able set A. Let Q∗1 (resp. Q∗∗
1 ) be the cube in R concentric with Q1 having
m
twice (resp. four times) the side length. Then (II.40) shows that

m! G ax t p dx dt ≤ C (II.41)
Q∗∗
1 ×R
n
with C > 0 independent of 0 < - ≤ 1, ≥ 1, az an atom. Thus, (II.39) will

be proved as soon as we obtain
x
sup !- ∗ F ∗ ax t p dx dt ≤ C 0 < ≤ 1 (II.42)
Rm \Q∗∗
1 ×R 0<-≤1
n
Assuming that !x t = !1 x!2 t, !1 and !2 supported in the unit ball of
x x
Rm and Rn respectively, we are led to consider the convolution !-1 ∗ a ∗ F .
In order to simplify the notation we simply write !-1 ∗ a ∗ F , letting t play
the role of a parameter. Let us assume first that the side r of the cube Q

is ≥ 1. Since !1 is supported in the unit ball, !-1 ∗ a = a- , 0 < - ≤ 1, is
supported in Q∗1 . Therefore, if x % Q∗∗ 1 , letting x0 be the center of Q1 and
CL = supx∈Rn x L Fx, we have
& &
& &
!-1 ∗ a ∗ F x t ≤ (Q2 t & a- y tF x − y dy&
( )
x − x0 −L
≤ CCL (Q2 t Q −1/p Q∗1 −m

where we have used that x − x0 ∼ x − y for y ∈ Q∗1 and x % Q∗∗1 . Since
∗
Q1 = 2r ≤ 2 x − x0 and
m m L−m
≤ 1 if we take L > m, we obtain for a
large integer d = L − m
!-1 ∗ a ∗ F x t ≤ C(Q2 t Q −1/p x − x0 −d

Convolving with !-2 t gives, for x % Q∗∗

1 and t ∈ R ,
n
x t
!- ∗ F ∗ ax t ≤ C Q −1/p x − x0 −d
!-2 ∗(Q2 t
≤ C Q −1/p x − x0 −d
(Q∗2 t
Choose d = m + 1. If we take the supremum in 0 < - ≤ 1, raise both sides to

the pth power and integrate in Rm \Q∗∗ 1 × R , we obtain (II.42), under the
n
assumption r ≥ 1.
Let us assume now that r < 1, so az satisfies the moment conditions (ii).
It is clear that these properties are inherited by a- z, i.e., z a- z dz = 0,
≤ N1/p − 1. We start by writing Fx as a convergent series in Rm ,

Fx = k F k x with F 0 supported in the unit ball B = B0 1 and each
F k supported in some ball of radius 1. We aim at proving (II.42) with F k
in the place of F . Using the vanishing of the moments of a
x

a- ∗ Fk x t = (Q∗2 t ay t Gk
- x − y dy

= ay t Gk
- x − y − qx- y dy (II.43)
where Gk - = !- ∗ F and qx- y is the Taylor polynomial of degree d of
1 k
the function y → Gk - x − y expanded about x0 and d is the integral part of
N1/p − 1. The usual estimates for the remainder of the Taylor expansion
imply that the integrand in (II.43) is ≤ C Q −1/p −d+1+m r d+1 . We assume
first that k = 0 so F 0 is supported in the unit ball. Since x − x0 ≤ C x − y
when y ∈ Q∗1 and x % Q∗∗ 1 , x − y ≤ on the support of F x − y, and a is
0
supported in the cube Q∗1 of measure 2rm it follows that for any 0 < % ≤ 1
and 0 < ≤ 1
d+m+1p
r
a- ∗ F0 x t p ≤ C0 (Q2 t x % Q∗∗
1
x − x0
which after integration gives

sup !- ∗ F0 ∗ ax t p dx dt ≤ C0 (II.44)
Rm \Q∗∗
1 ×R 0<-≤1
n
On the other hand, the proof of (II.41) shows that

sup !- ∗ F0 ∗ ax t p dx dt ≤ C0
Q∗∗
1 ×R 0<-≤1
n
which combined with (II.44) gives

sup !- ∗ F0 ∗ ax t p dx dt ≤ 2C0 (II.45)
Rm ×Rn 0<-≤1
For other values of k we consider an appropriate translate F̃ k of F k so

that F̃ k is supported in B0 1. If for any given we replace the atom a
by a convenient translate ã, which of course is also an atom, we may write
a- ∗ Fk = ã- ∗ F̃k . Reasoning as before we get the analogue of (II.45):

sup !- ∗ Fk ∗ ax t p dx dt ≤ Ck (II.46)
Rm ×Rn 0<-≤1
The proof also shows that there is a continuous seminorm p in involving

derivatives of order ≤ d + 1 such that Ck ≤ pF k and since the series

F = k F k converges absolutely in we see that k Ck < . Estimates
(II.46) imply (II.41) by subadditivity and the theorem is proved.
II.4 Applications
In this section we discuss two typical applications of the Baouendi–Treves
approximation formula. The first one deals with extensions of CR functions
and the second with uniqueness of solutions of the equation u = 0 where
is a locally integrable structure. The principle that governs the first appli-
cation is conceptually very simple: suppose that we know that a sequence of
polynomials P , ∈ Cm , converges uniformly in a compact set K ⊂ Cm ,
then it converges uniformly in the holomorphic convex hull K $ of K in Cm .
We recall that
*
$=
K ∈ Cm P ≤ sup P
P∈ K
where denotes the space of polynomials in m complex variables. Since on

a ball that contains K any entire function, that is any holomorphic function
defined throughout Cm , can be uniformly approximated by the partial sums
of its Taylor series, we also have
$ = ∈ Cm
K f ≤ sup f for all entire functions f
K
Let u ∈ C 0 W satisfy u = 0 on W and let K = ZV where V ⊂ U and

U , W are the neighborhoods in the statement of Theorem II.1.1. We already
noticed that we may write u = $ u Z on V where $ u ∈ C 0 K because u is
constant on the fibers of Z in U . Now, we have a function U $ defined
on K$ by U$ = lim→ P , ∈ K,
$ which clearly extends $ u. Depending
on the geometry of ZV , K$ may have nonempty interior and on this open
$
set the extension U will be holomorphic because it is the uniform limits of
polynomials in . Composition with Z gives the required extension. When u
is not continuous but, say, belongs to Lp , things are technically more involved
but essentially the same principle works.
This type of approach may also be seen at work in the following simple
example. Consider the operator in R2

L= − 3it2 (a)
t x
with first integral Zx t = x +it3 . Indeed, it is easily verified that LZ = 0 and
clearly dZ never vanishes. The operator L has real analytic coefficients and
is elliptic off the x-axis but is not elliptic at t = 0, nevertheless it shares with
elliptic vector fields with real analytic coefficients the following regularity
property: if u is a C 1 solution of Lu = 0, then u is real-analytic ([M]). This
is also true for distribution solutions (thus, (a) is analytic hypoelliptic) but to
keep matters simple let us restrict ourselves to classical solutions. To prove the
claim, it will be enough to prove that u is real-analytic at any point x 0 of
its domain, since for points x t with t = 0 this follows from ellipticity. Let
us prove, for instance, that u is real-analytic at the origin in case it is defined
in a neighborhood of the origin. By Theorem II.1.1 we may find > 0 such
that for x ≤ and t ≤ the uniform limit ux t = lim→ P x + it3
holds for a certain sequence of polynomials P , ∈ Z+ . This implies that
the sequence P z = P x + iy is a Cauchy sequence in the space C 0 K

where K = − × −3 3 . Hence, lim→ P z = $ uz is a continuous
function on K which is a holomorphic function on − × −3 3 and
we have that ux t = $ ux + it3 for x t ≤ . Since $ u is real-analytic in
a neighborhood of the origin and so is Zx t = x + it3 , it follows that u is
real-analytic in a neighborhood of the origin as we wished to prove.
II.4.1 Extendability of CR functions

Consider the Heisenberg group
Hn Cn × R = z s = z1 zn s z ∈ Cn s ∈ R
with the group law
" #

n
z s · w s = z + w s + s + zj w̄j
j=1
Then Hn can be topologically identified with the boundary of the Siegel upper
half-space

n
Dn+1 = z1 zn+1 ∈ Cn+1 zn+1 > zj 2
j=1
via the map
Z z1 zn t −→ z1 zn t + i z 2 (II.47)
This identification endows Hn with the CR structure transported from the

boundary Dn+1 which possesses a standard CR structure as a smooth boundary
of an open subset of Cn+1 induced by the anti-holomorphic differentiations.
A function f ∈ C 1 Hn (or more generally a distribution) is a CR function
(resp. CR distribution) if and only if it satisfies the overdetermined first-order
linear system of equations
f f
L̃j f = − izj = 0 j = 1 n (II.48)
z̄j s
Observe that the vector fields L̃j are left-invariant under the action of
Hn . The components of the map (II.47), that is, the functions Z1 z s =
z1 Zn z s = zn , Wz s = s + i z 2 satisfy (II.48) and it is of interest to
determine which solutions of (II.48) may be expressed as the composition of
the map (II.47) with a holomorphic function defined in Dn+1 and having a
suitable trace in Dn+1 . It is known ([FS]) that a function f ∈ C 1 Hn is a CR
n+1
function if and only if there exists a function F ∈ C 1 D which is holo-
morphic in Dn+1 and whose composition with the map (II.47) is equal to f .
There is also a similar local result due to Hans Lewy ([L1]) which holds in
the general set-up of CR structures of hypersurface type with nondegenerate
Levi form which we now describe. Consider a hypersurface in Cn+1 with
the CR structure induced by the standard anti-holomorphic differentiations
of Cn+1 . We may assume that, in a suitable neighborhood of the origin in
Cn+1 , is given by
t = !z1 z2 zn s zi ∈ C s ∈ R i = 1 n
where
n
2 !
!z s = 0 0zj z̄k + O z 3 + s z + s2
ij=1 z j z̄ k
Then is orthogonal to the differential of the functions
Zj z s = zj j = 1 n z = z1 zn

Wz s = s + i!z s
and generated by the vector fields

−1
Lj = − i!z̄j z s 1 + i!s z s j = 1 n (II.49)
z̄j s
Using zj and w = s + it as a system of coordinates, the Levi form at 0 ds

is represented by the matrix
2 !
0 0
zk z̄j
The aforementioned result of Hans Lewy asserts that, when the Levi form of
at 0 ds has a positive eigenvalue, there exists a neighborhood V of the
origin in Cn+1 such that every continuous function satisfying
Lj u = 0 (II.50)
in Z−1 ∩ V, Z = z1 zn s + i!z s, can written as
u=F Z
where F is a continuous function defined in z w ∈ V t ≥ !z s and

holomorphic in V + = z w ∈ V t > !z s .
We now return to the Heisenberg group Hn and recall that the (global)
holomorphic Hardy space p Dn+1 , 0 < p < , is the set of functions F ,
holomorphic in Dn+1 , which satisfy

sup Fz s + i z 2 + & p dmz ds <
0<&< C×R
Here dm is the Lebesgue measure on Cn , ds is the Lebesgue measure on the

real line and it turns out that the pullback of the product measure dm × ds
is the Haar measure on Hn . If F ∈ p Dn+1 , F has a pointwise boundary
value f at almost every point of Dn+1 given by the normal limit which exists
also in Lp norm and, of course, f is a CR distribution. We now prove an
analogue of Lewy’s local extension result within the framework of local Lp
spaces, 1 ≤ p < .
Theorem II.4.1. Let be a smooth hypersurface of Cn+1 passing through the

origin and assume that the Levi form has a nonzero eigenvalue. Then, for any
1 ≤ p < and f ∈ Lploc which is a CR distribution in a neighborhood of
the origin, there exists an open set V 0 of Cn+1 and a holomorphic function
F in Lp V + (V + denotes the portion of V lying on the ‘convex’ side of )
such that f is the trace of F .
Proof. In view of the hypothesis we may assume V + is given by t = zn+1 >

!z s with

n
!z s = z1 2 + %j zj 2 + O z 3 + s z + s2 (II.51)
j=2
where each %j may assume the values +1, −1, or 0. We will assume initially
that the remainder terms vanish identically because the proof is very simple
in this case. Hence, we assume that

n
!z s = !z = z1 2 + %j z j 2 (model case)
j=2
Since f is a CR function, it follows that f Z satisfies the overdeter-

mined system (II.50) where the vector fields Lj are given by (II.49). By
Theorem II.3.1 there is a sequence of polynomials P Z, Z = z1 zn s +
i!z s that converges to f Z in Lp norm in a neighborhood of the origin
in Cnz × Rs . We may assume that the closure of the Cartesian product of
√
the polydisk $0 2 a of radius 0 < a ≤ 1 times the interval −a a is
contained in that neighborhood. Let us write z = z2 zn . Then, for each
z and t fixed, the set
z1 z1 z s + it ∈ V +

is a disk centered at the origin of radius Rz t = t − nj=2 %j zj 2 1/2 if
n
t − j=2 %j zj 2 ≥ 0 and empty if the latter quantity is negative. We will
denote this (possibly empty) disk by Dz t. Given an entire function u
defined on Cn+1 (actually we will only use that u is harmonic in the first
variable), we wish to estimate the Lp norm of u on
Va+ = z1 z s + it ∈ V + zj ≤ a j = 2 n s t ≤ a
in terms of the Lp norm of the restriction of u to the boundary of V + . As the
disks Dz r sweep V + , their boundaries sweep the boundary of V + , which
suggests the use of Poisson’s formula. A change to polar coordinates rei in
the variable x1 y1 allows us to express the integral
a a
I= ds dt dx dy ux1 + iy1 z s t p dx1 dy1
−a −a $ 0a Dz t
as
a a 2) Rz t
I= ds dt dx dy d urei z s t p rdr
−a −a $ 0a 0 0
It is a well-known consequence of Poisson’s formula and Young’s inequality

for convolution that
Rz t 2) Rz t2 2)
urei z s t p d rdr ≤ uRz tei z s t p d
0 0 2 0
A more geometric way of writing this inequality for any disk D is

diam D
u p dA ≤ u p d (II.52)
D 4 D
where dA is the element of area and d indicates arc length. Hence,

a a Rz t2 2)
I≤ ds dx dy dt uRz tei z s t p d
−a $ 0a z 2 0
where, for a given z , z indicates the value of t below which the disk
Dz t becomes empty (if this ever happens) or −a, whichever is larger.
Now the substitution = Rz t in the integral with respect to t (so that
t = ! z ) yields, assuming a is sufficiently small,
a 2√a 2)
I≤ ds dx dy √ 3 d uei z s ! z p d
−a $ 0a −2 a 0
a √
2 a 2)
≤ ds dx dy √ d uei z s ! z p d
−a $ 0a −2 a 0

≤2 √ u Z p dxdyds
$02 a×−aa
Thus, we have proved that

+
u p
dxdydsdt ≤ 2 √ u Zz s p dxdyds (II.53)
Va $02 a×−aa
and applying this to u = P − P we conclude that the sequence P converges

in Lp Va+ to a holomorphic function F that has a trace F/Va+ such that
F/Va+ Z = f Z and this implies that F/Va+ = f , as we wished to prove
(it follows from Cauchy’s formula that Lp -convergence implies local uniform
convergence). To deal with a general ! given by (II.51) we may reason
exactly in the same way, except that now the domains of C
D̃z s t = z1 z1 z s + it ∈ V +
will no longer be round disks centered at the origin. However, they are simply
connected and may be regarded as smooth perturbations of a disk Dz t of
radius Rz t which can be mapped by a Riemann map z1 → .z1 z s t
onto Dz t. Thus, we will be able to reason as in the proof of (II.52) as
soon as we prove the following substitute for (II.52):

u p dA ≤ C diam D̃z s t u p d
D̃z st D̃z st
where C > 0 is independent of z s t in a neighborhood of the origin and u

is any harmonic function defined in D̃z s t and continuous in its closure.
To simplify the notation we omit any reference to the variables z s that
play the role of parameters and write z = x + iy instead of z1 = x1 + y1 . Thus,
we are led to consider the class % of smooth functions x y in R2 whose
Taylor series at the origin is x y ∼ a + bx + cy + x2 + y2 + O z 3 , when
z → 0, where a + b + c < % and such that D x y ≤ C (here % > 0

is a conveniently chosen small number and C is a given fixed sequence of
positive constants). We will need to study the sublevel sets in a fixed small
neighborhood of the origin,
D̃t = z = x + iy z < r x y < t
for an arbitrary ∈ % . Observe that any ∈ % has a small local minimum

m at a point z0 = x0 y0 located close to the origin for small %. It follows
that
m + 2−1 z − z0 2 ≤ x y ≤ m + 2 z − z0 2
in a neighborhood of the origin and thus

+ √
Dz0 t/2 ⊂ D̃m + t ⊂ Dz0 2t
We see that D̃m + t is empty for t ≤ 0 and contained between concentric

√
disks of radius comparable to t if t is positive and small. Furthermore,
the implicit function theorem shows that, in the latter case, D̃m + t has a
smooth boundary made up of a simple closed curve contained in the annulus
t/2 < z − z0 2 < 2t.
Lemma II.4.2. There exist t0 r0 > 0 such that for all 0 < t ≤ t0 and ∈
% , D̃m + t is a relatively compact simply connected open subset of the
disk D0 r0 . Furthermore, there exists C > 0 such that for every harmonic
function u defined in a neighborhood of the closure of D̃m + t and any
1 ≤ p < , the following a priori inequality holds:

u p dA ≤ C diam D̃m + t u p d (II.54)
D̃m+t D̃m+t
Proof. After a translation, we may assume that z0 = 0. For small t > 0, the
level curve x y = m + t, which is implicitly given in polar coordinates
by r 2 A + rBr = t where A = cos2 + 2 sin cos + sin2
and all derivatives of B with respect to x and y are bounded, may also be
explicitly expressed by r = r t. Observe that if % is small, and are
close to 1 and is close to zero. Implicit differentiation shows that
r rA + r 2 B √
r = =− = O t t → 0
2A + 3rB + r Br
2
Differentiating further the expression above we conclude that the higher-

√
order derivatives r n , n = 1 2 , are also O t as t → 0. Consider a
√
dilation of D̃m + t, t = 1/ tD̃m + t, whose boundary is given by
√ √
Rt = r t/ t = A−1/2 + O t. Observe that we also have
√
dn Rt /dn = dn A−1/2 /dn + O t for n ≥ 1.
Since (II.54) is invariant under dilations of the domain, it will be enough
to prove it for the dilate t that converges in C to the domain 0 with
equation R < A−1/2 as t → 0. To do so it is enough to show that, for small
t, the derivative Ft of the Riemann map Ft from t to the unit disk satisfies
1/C ≤ Ft ≤ C. Indeed, if u is harmonic in t and continuous up to the
boundary, so will be v = u Ft−1 on the unit disk, and starting from (II.52)
applied to v, the change of variables w = Ft z will give

u p dA ≤ C u p d (II.55)
t t
Notice that if we introduce the factor diam √ t on the right-hand

√ side of
(II.55) the inequality remains valid because 2/ 2 ≤ diam t ≤ 2 2. Hence,
the proof of (II.54) will be finished as soon as we prove
Lemma II.4.3. There exist t0 > 0 and C > 0 such that for 0 ≤ t ≤ t0 the
Riemann map Ft from t to the unit disk D satisfies 1/C ≤ Ft ≤ C.
Proof. Let u be the solution of the Dirichlet problem
⎧ 2 2
⎨$u = u + u = 0 on t
x2 y2 (II.56)
⎩
u t = uRt ei = logRt 0 ≤ ≤ 2)
Let v be the harmonic conjugate of u in t (say, normalized by v0 = 0) and
set ft = u + iv. Then a Riemann map from t onto the unit disk D = D0 1
is (cf. the proof of theorem 3.3 in [F])
Ft z = ze−ft z
Thus, Ft = e−ft z 1 − zft z and Ft = e−uz 1 − zft z which implies, by
the maximum principle, that
C −1 inf 1 − zft z ≤ Ft ≤ C sup 1 − zft z
t t
with C > 0 independent of t, for small t. Indeed, logRt converges to

−1/2 log A = −1/2 log cos2 + 2 sin cos + sin2 as t → 0 and
the domain 0 is close to the unit disk for small %. Therefore, to conclude the
proof, we need only show that ft ≤ 1/2 for small t and %. Since ft = ux − iuy
we must show that the derivatives of u are uniformly small in t . The domains
t change with t and the analysis may be simplified by mapping t ∪ t
onto the fixed domain 0 ∪ o by a diffeomorphism (of manifolds with

boundaries) !t such that all derivatives of !t and !t−1 are bounded uniformly
with bounds that do not depend on t ∈ 0 t0 . Such !t are easily constructed.
Then, Ut = u !t−1 is the solution of a Dirichlet problem on 0 with respect
to an elliptic second-order differential operator Pt x y Dx Dy Ut = 0 and in
particular satisfies the boundary condition Ut 0 = log !t−1 0 . The coef-
ficients of Pt x y Dx Dy depend continuously on t ∈ 0 t0 as well as their
derivatives. The usual regularity theory of smooth elliptic boundary value
problems implies that there exists a positive integer N > 0 with the following
property: given & > 0 there exists > 0 such that any function U that satisfies
the equation Pt x y Dx Dy U = 0 for some t ∈ 0 t0 , and has in addition all
tangential derivatives at the boundary bounded up to order N by , will satisfy
the estimate ,Ux y ≤ &. Since 0 is close to the unit disk for small %,
it follows that log !t−1 0 will have small tangential derivatives up to
any fixed order, and thus Ut = u !t−1 will have uniformly small gradient.
The chain rule now implies that u = U !t has small gradient, uniformly in
x y ∈ t and t ∈ 0 t0 , proving that ft = ,u ≤ 1/2 for small t and %.
Since Lemma II.4.3 implies (II.54), Lemma II.4.2 is proved.
As we pointed out, the control of the Lp norm of u on the sublevel sets

D̃m + t in terms of the Lp norm of u on their boundaries D̃m + t given
by Lemma II.4.2 is all that is needed in order to extend the proof carried out
in the model case to the general case. The proof of Theorem II.4.1 is then
complete.
Remark II.4.4. Stronger results than Theorem II.4.1 are known. In fact, it is
possible to sweep V + with suitable translates of so that the Lp norm of the
restriction of F to those translates is uniformly bounded ([Ro]). Theorem II.4.1
then follows from an application of Fubini’s theorem.
II.4.2 Propagation of zeros of homogeneous solutions

Given a locally integrable structure in a manifold , and a solution u of
u = 0 a natural question is: what additional conditions must the solution u
satisfy in order to conclude that u vanishes identically? The local version of
the question is: given p ∈ , and a neighborhood V of p, what conditions
guarantee that there exists a neighborhood p ∈ U ⊂ V on which u vanishes
identically? A natural additional condition would be to require that u vanish
in some subset of V . In a small neighborhood of p, u = 0 may be expressed
as an overdetermined system of equations (II.5). To get some insight, let
us consider the simplest case of a single vector field L = Ax + By , A +

B > 0, defined in an open set ⊂ R2 . Since the constant functions u = C
always satisfy Lu = 0 it is apparent that some additional condition is needed;
for instance, requiring that u vanishes at p certainly rules out the nonzero
constants, but for most vector fields this is not enough (there exist, however,
vector fields whose only homogeneous solutions are the constant functions
[N1]). If L = is the Cauchy–Riemann operator of Example II.1.2, one
could require that u vanishes at p to infinite order which would imply that
u vanishes throughout any connected open set U that contains p. However,
this condition will not be enough for the vector field L = x since a smooth
function uy independent of x could vanish to infinite order at p and yet
not vanish identically in any neighborhood U of p. A better condition for
L = x would be then to require that u vanishes on the curve 0 = p1 y ,
p = p1 p2 . So requiring that u vanishes on 0, that is a submanifold of
of codimension one, works for both and x but it does not work for
y (show this). The main point is that y is tangent to p1 y while the
two previous vector fields are transversal to any vertical line (for a complex
vector field L = X + iY with real part X and imaginary part Y , L transversal
to 0 means that at least one of the two vectors X and Y is transversal). This
suggests that we should look at the case where u vanishes on a submanifold
0 of codimension one to which L is transversal. Note that if the structure
of rank n = 1 generated by L is locally integrable, the corank m of L⊥
must be one, so we have N = 2, m = 1, and n = 1. Elaboration of this type
of consideration for the case of a locally integrable structure of rank n
and corank m defined in a manifold of dimension N = n + m leads to the
following definition:
Definition II.4.5. Let 0 ⊂ be an embedded submanifold. We say that 0

is maximally real with respect to if
(i) the dimension of 0 is equal to m;

(ii) for every p ∈ 0, any nonvanishing section L of defined in a neighbor-
hood of p is transversal to 0 at p.
If local coordinates x1 xm t1 tn vanishing at p are chosen according

to Corollary I.10.2, then ⊥ is generated in a neighborhood of x = 0, t = 0, by
dZ1 dZm , where Zj x t = xj +ij x t, j 0 0 = 0, j /xk 0 0 =
0, 1 ≤ j k ≤ m, and the vectors L1 Ln become Lj = /tj , j = 1 n
at the origin. If 0 is maximally real, the vectors tj 0 are transversal to 0 at
the origin, so by the implicit function theorem we may find locally defined
functions j x such that 0 = x x , where x = 1 x n x. If
we perform the change of coordinates x = x, t = t − x the expression of

Z in the new coordinates is Z x t = x + ix t + x = x + i x t
and now 0 is given by t = 0. In other words, if 0 is maximally real, we
may always assume that the set of coordinates x t of Corollary I.10.2 are
such that not only Z has the form Zx t = x + i with real, 0 0 = 0,
dx 0 0 = 0 but also that 0 is given locally by 0 = x 0 . In particular, if
u is a distribution solution of u = 0 we may always consider its restriction
to 0, u 0 , which is just the trace ux 0 which we have seen to exist from
considerations on the wave front set of u.
Theorem II.4.6. Let be a locally integrable structure on the manifold

and let 0 ⊂ be an embedded submanifold maximally real with respect to
. If u ∈ satisfies
(i) u = 0 in ;
(ii) u 0 = 0;
then u vanishes identically in a neighborhood V of 0.
Proof. It is enough to see that any point p ∈ 0 is contained in a neighborhood

U on which u vanishes identically. According to our previous remarks, given
p ∈ 0 we may assume that the special coordinates of Corollary I.10.2 that
were used to prove Theorem II.1.1 are such that 0 is given by 0 = x 0
and p = 0 0. We may find open sets 0 ∈ U ⊂ W as in Theorem II.1.1 so
that W is contained in the coordinate neighborhood and u is approximated
in U by E u in the sense of U. However, the formula that defines E u
right after (II.5) shows that E ux t = 0 because ux 0 vanishes on 0 ∩ W .
Thus, u ≡ 0 on U .
Corollary II.4.7. Let be a locally integrable structure on a manifold

and let u ∈ satisfy u = 0 in . Let L be a local section of , let
X = L. Assume that is an integral curve of X joining the points p and
q ∈ . Then p ∈ supp u &⇒ q ∈ supp u.
Proof. If X vanishes at p then p = q and there is nothing to prove. We

may assume that 0 1 → is a nonconstant solution of s = X s,
0 ≤ s ≤ 1, with 0 = q and 1 = p, so X does not vanish in a neighborhood
of . Denote by K = supp u the support of u and let us assume for the sake
of a contradiction that p ∈ K and q % K. Replacing p by the first point s
such that s ∈ K we may assume that p and q are as close as we wish
and all points in between q and p are not in K. We may find a local set

of generators of , L = L1 L2 Ln such that in appropriate coordinates

x t, x < 1, t < 2, that rectify the flow of X1 = X we have
(i)
X1 = L1 =
t1

m

Xj = Lj = + jk j = 2 n
tj k=1 xk
and p = 0 0;
(ii) s = s − 1 0 0, q = 0 = −1 0 0;
(iii) for some a > 0 the embedded closed m-ball given by x ≤ a, t = 0,
t1 = −1 does not meet K (here t = t2 tn ). Since it is an embedded
submanifold with boundary we may denote this m-ball as 00 ∪00 , where
00 is the corresponding open m-ball.
Consider now the one-parameter family of embedded submanifolds 0 (without

their boundaries) given by the equations
x2
t1 = − 1 − t2 = · · · = tn = 0 x < a 0 ≤ ≤ 1
a2
Since 00 ∩ K = ∅ and 0 0 ∈ 01 ∩ K there is a largest 0 ∈ 0 1 such that
0 ∩ K = ∅ for 0 ≤ < 0 . Note that the submanifolds 0 are all maximally
real with respect to . Indeed, the vector fields Xj , 1 ≤ j ≤ n, are transversal
to any 0 . This is clear for j ≥ 2 because 0 is contained in the slice
t2 = · · · = tn = 0 and it is also obvious for j = 1 because /t1 is never
tangent to 0 . Hence, the trace u 0 is well-defined and furthermore u 0 = 0
for 0 < < 0 and, since → u 0 depends continuously on , we conclude
that
u 0 = 0 (A)
0
We claim that
00 ∩ K = ∅ (B)
Indeed, since dist00 K = 0, this is certainly true if we replace 00 by its
closure 00 which amounts to adding to 00 its boundary points 00 . But,
for any ∈ 0 1 , 0 is given by x = a, t1 = −1, t2 = · · · = tn = 0, so (iii)
shows that 0 ∩ K = ∅. Hence, 00 ∩ K = 00 ∩ K = ∅. However, applying
Theorem II.4.6 to 00 , (A) implies that u vanishes in a neighborhood of 00
in x < a, t < 2. This contradicts (B).
Let be a manifold and consider a collection D = X of locally defined,
smooth, real vector fields X. In Chapter III, the notion of orbit of D is
defined. Suppose now that is a locally integrable structure and we consider

the collection D = L of all vector fields that are real parts of local
sections of . In this case the orbits of D are simply called the orbits of
. In the language of orbits, Corollary II.4.7 implies that if an orbit of
intersects the support K of a solution u of the equation u = 0 it must be
entirely contained in K. This is equivalent to saying that K is a union of orbits
of . Thus, Corollary II.4.7 gives an alternative proof of Theorem III.2.1. The
proof presented in Chapter III follows in a remarkable simple way—thanks
to the use of a criterion of Bony about flow-invariant sets—from a related
uniqueness result that we now describe. An embedded submanifold of
of codimension 1 will be called a hypersurface. A hypersurface 0 ⊂ is
noncharacteristic with respect to at p ∈ 0 if there exists a local section L of
defined in a neighborhood of p that is transversal to 0 at p (which means,
changing L by iL if necessary, that X = L is transversal to 0 at p). Notice
that if u is a solution of u = 0 defined in a neighborhood U of p, the trace
u 0∩U is defined because u satisfies the equation Lu = 0 for any local section
of , so choosing L transversal to 0 we see that the wave front set of u does
not contain 0’s conormal directions.
Definition II.4.8. Let be a formally integrable structure in the manifold

. We say that has the Uniqueness in the Cauchy Problem property for
noncharacteristic hypersurfaces if and only if the following holds: for every
hypersurface 0, every point p ∈ 0 such that 0 is noncharacteristic at p and
every distribution solution u of u = 0 defined in a neighborhood U of p,
u U ∩0 = 0 &⇒ u vanishes in a neighborhood of p.
Corollary II.4.9. The Uniqueness in the Cauchy Problem property for

noncharacteristic hypersurfaces holds for every locally integrable structure .
Proof. Let 0 be a noncharacteristic hypersurface at p. As usual, we denote

by N the dimension of the manifold , by n the rank of and set m = N − n.
In appropriate local coordinates x t we may assume that ⊥ is generated
by dZ1 dZm , Z = x + ix t, 0 0 = 0, dx 0 0 = 0, p = 0 0.
Hence, is spanned at 0 0 by

t1 tn
and since is transversal to 0 at p = 0 0, the implicit function theorem
gives a local representation of 0 as t1 = t1 t x, t = t2 tn , after renum-
bering the t-coordinates if necessary. Let 01 be given by t1 = t1 0 x, t = 0.
Then, 01 is a maximally real submanifold contained in 0 that contains
p = 0 0. Consider now a neighborhood U of p = 0 0 and u ∈ U

such that u = 0 and u U ∩0 = 0. Since 01 ⊂ 0 we also have that u U ∩01 = 0
and it follows from Theorem II.4.6 that u vanishes in a neighborhood of p.
Example II.4.10. P. Cohen ([Co]) (see also [Zu] and the references therein)
constructed smooth functions ux y and ax y defined on R2 such that
u u
(1) Lux y = + ax y = 0;
y x
(2) ux y = ax y = 0 for all y ≤ 0;
(3) supp u = supp a = x y y≥0 .
Thus, the formally integrable structure spanned by the vector field L fails to
have the Uniqueness in the Cauchy Problem property for the noncharacteristic
curve 0 = t = 0 and, by Corollary II.4.9, cannot be locally integrable in
any open set that intersects the x-axis. The construction of ax y shows
that ax y is real-analytic for y = 0, so for any point p = x y with y = 0
we may find a function Z defined in a neighborhood of p such that LZ = 0
and dZp = 0. On the other hand, if Z is a smooth function defined in a
neighborhood of p = x 0 such that LZ = 0 we must have that dZp = 0,
otherwise would be locally integrable in some open set that intersects the
x-axis, a contradiction. A nonlocally integrable vector field was first exhibited
by Nirenberg ([N1]) who used a completely different method to construct a
vector field whose only homogeneous solutions are contant.
II.4.3 An extension
In the applications to uniqueness we have seen so far, the ‘initial’ maximally
real manifold t = 0 is in the interior of the domain where the solution u of
u = 0 is defined. This is quite convenient because in this case the trace
u· t exists and t → u· t is a continuous function of t valued in the space
of distributions. However, in the study of one-sided Cauchy problems or
boundary values of solutions, it is desirable to consider the case where the
solution is not defined in a neighborhood of the ‘initial’ manifold. We will
say that a set + ⊂ Rn \0 is a cone (or a cone with vertex at the origin to be
explicit) if t ∈ + ⇐⇒ &t ∈ + ∀ 0 < & < . A set +T ⊂ Rn \0 , 0 < T , will be
called a truncated cone if there exists a cone + such that +T = + ∩ t < T .
An open truncated cone is a truncated cone which is an open set. Notice that
the origin is in the closure of + and +T but it does not belong to them. A cone
+ is said to be a proper subcone of + if + ∩ x = 1 is a compact subset of
+. This is, for instance, the case if + and + are circular cones with the same
axis and + has a smaller aperture than +. If + is a proper subcone of + and

T < T we say that +T is a proper truncated subcone of the truncated cone +T .
When n = 1, a truncated cone is an interval of the form 0 T or −T 0 or
the union of both. If W ⊂ Rm is an open set and +T ⊂ Rn is an open truncated
cone, the set W × +T ⊂ Rm × Rn is usually called a wedge with edge W .
Consider a locally integrable structure of rank n in an N -manifold and
assume that the standard coordinates x t used in the proof of Theorem II.1.1
had been chosen in a neighborhood of the origin. Let Bx ⊂ Rm , m = N −n, be a
ball centered at the origin, +T ⊂ Rn a truncated open cone, and assume that u is
a distribution satisfying the system (II.5) in Bx × +T . Under this circumstances
we can assert that the trace u Bx ×t = Tt ux = ux t is defined and depends
smoothly on t ∈ +T as a map valued in Bx , but ux 0 might not be

defined. On the other hand, we may assume that limt→0 Tt u = bu exists in

Bx as t → 0.
If n = N − m = 1, Bx × 0 divides = Bx × −T T into two components
+ = x t ∈ t > 0 and − = x t ∈ t < 0 and in this case
we consider distributions u that satisfy the system (II.5) in + and such
that limt(0 Tt u = bu exists. In other words, we assume that u ∈ C 0 +T ∪
0 Bx (resp. u ∈ C 0 0 T Bx for n = 1). We see that E u can
still be defined by

e− Zxt−Zx 0 ux 0hx det Zx x 0 dx
2
E ux t = /)m/2
Rm
as soon as we interpret ux 0 as bux . For a given t ∈ +T and 0 < % < 1

consider
R% ux t = G ux t − E% ux t
where E% u is given by

e− Zxt−Zx 0 ux %thx det Zx x 0 dx
2
E% ux t = /)m/2
Rm
and

e− Zxt−Zx t ux thx det Zx x t dx
2
G ux t = /)m/2
Rm
As in the proof of Theorem II.1.1, the remainder R% u is given by

m
R% ux t = rj x t t dtj
%tt j=1
where

2
Rm
Letting % → 0 we obtain
R u = G u − E u
with R given by

m
R ux t = rj x t t dtj
0t j=1

2
Rm
The proof of Theorem II.1.1 now shows that there is a ball Bx = Bx 0 and
proper subcone +& ⊂ +T such that R u → 0 uniformly in Bx × +& as → .
Indeed, we can find a fixed k such that vj x t = 1 − $x −k Lj hx ux t
detZx x t is continuous in Bx ×+& , since the distributions x→Lj hx ux t
detZx x t lie in a bounded set of some Sobolev space when t ranges
over a compact subset of +T ∪ 0 because u ∈ C 0 +T ∪ 0 Bx . Since
the continuity of +T ∪ 0 t → Tt ux ∈ Bx implies the continuity of
+T ∪ 0 t → Dx Tt ux = Tt Dx ux ∈ Bx and equation (II.5) allows
us to express the derivatives of u with respect to t as a linear combination
with smooth coefficients of derivatives of u with respect to x for t = 0, we
conclude that actually u ∈ C +T ∪ 0 Bx . The derivatives of R u can
be estimated in the same fashion and we obtain
Corollary II.4.11. Let u ∈ C 0 +T ∪0 Bx (resp. u ∈ C 0 0 T Bx

for n = 1) be a distribution satisfying the system (II.5) in = Bx × +T (resp.
in + = Bx × 0 T for n = 1). There exist > 0, and a proper subcone
+& ⊂ +T (resp. a number & > 0 for n = 1) such that for all multi-indexes
∈ Zm+ and ∈ Z+
n
Dx Dt R ux t −→ 0 uniformly on Bx 0 × +& ∪ 0

(resp. on Bx 0 × 0 & for n = 1).
Corollary II.4.11 reduces the study of the approximation of u by E

to the problem of approximating u by G u. As an illustration, we sketch
the proof of a version of the approximation for wedges. Consider a wedge
W = Bx × +T —where Bx ⊂ Rm is a ball centered at the origin and +T ⊂ Rn is
an open truncated cone—and a locally integrable structure with first inte-
grals Z1 = x1 + i1 x t Zm = xm + im x t, 0 0 = dx 0 0 = 0,
defined in a neighborhood of the closure of W . Let u ∈ C 0 +T ∪ 0 Lploc Bx ,
1 ≤ p < satisfy u = 0 and we wish to approximate u by polynomials in
Z in the topology of C 0 +& ∪ 0 Lploc Bx , where +& is a proper subcone
of + of height &, Bx ⊂ Bx is a ball of radius and & > 0 are small.
Notes 99
Shrinking Bx we may assume that u· t ∈ Lp and by Corollary II.4.11 it will

be enough to approximate u by G u in the norm
sup u· t − G u· tLp Rm

t∈+T
By the proof of Theorem II.3.1 we know that the norm of G as an operator

on Lp Rm (depending on t as a parameter) may be bounded by a constant
independent of t ∈ +T . Thus, it is enough to check that G converges strongly
to the identity on a dense subset of C 0 +T ∪ 0 Lp Bx . This is indeed the
case, because if vx t is continuous and supported in +T ∪ 0 × Bx where
Bx is a ball concentric with Bx and of smaller radius, we know by the proof of
Theorem II.1.1 that G vx t → vx t uniformly on +T × Bx and this implies
convergence in the norm of C 0 +T ∪ 0 Lp Bx . This proves

Z1 Zm , defined in a neighborhood of the closure of W = Bx × +T . There
exist a ball Bx ⊂ Bx and a proper truncated subcone +& of +T such that for
any u ∈ C 0 +T ∪ 0 Lp Bx , 1 ≤ p < , satisfying u = 0
E ux t −→ ux t in C 0 +& ∪ 0 Lp Bx −→ (II.57)

Notes
The approximation formula of Section II.1 for classical solutions was first
proved by Baouendi and Treves in [BT1], building upon their previous work
([BT2]) that dealt with a corank one system of real-analytic vector fields.
For distribution solutions, the proof in [BT1] relied on a local representa-
tion formula proved under a supplementary hypothesis on the locally inte-
grable structure. This representation formula, which is of independent interest
and states that any distribution solution u of u = 0 may be written as
u = Px Dv, where v is a classical solution of v = 0 and Px D is a
differential operator that commutes with the local generators Lj , 1 ≤ j ≤ n, of
. This representation formula was proved in general by Treves in [T4], who
also stated and proved the approximation formula for distribution solutions
in all generality. Metivier studied the case of a nonlinear first-order analytic
single equation and proved an approximation formula for solutions of class
C 2 , obtaining as a consequence uniqueness in the Cauchy problem ([Met]).
The convergence in Lp of the approximation formula for solutions in Lp

is an unpublished observation of S. Chanillo and S. Berhanu; the proofs
presented here for Lp as well as for other functional spaces follow [HMa1].
It was soon realized by researchers in several complex variables theory that
the approximation formula, although formulated in the rather general context
of locally integrable structures, could be applied with success to deal with
classical questions and it was used early as a tool in the problem of extending
CR functions ([BP],[W1], [BT3]) and other matters like the study of the Radó
property for CR functions ([RS]) (see also [HT1] for the Radó property for
solutions of locally solvable vector fields).
Because the approximation is obtained through the operator E that depends
linearly on the trace of the solution on a maximally real submanifold, it is
hardly surprising that it would have consequences for uniqueness questions.
One remarkable feature is that it applies directly to distribution solutions in
sharp contrast with other methods, like Carleman’s estimates, which were
devised to deal with functions rather than with less regular distributions.
Before the definition of orbits by Sussmann in 1973 ([Su]), the propagation
of zeros had been observed for some operators with real-analytic coefficients
([Z]) using as propagators Nagano’s leaves ([Na]), which coincide with Suss-
mann’s orbits in the real-analytic set-up. The theorem stating that the support
of a solution is a union of Sussmann’s orbits was initially stated and proved
in [T4]. Another early application to uniqueness is [BT4]. Nowadays, the use
of the approximation formula is so standard that probably there is no point
in keeping track of its use in the literature. Anyway, we mention [BH3] as a
recent uniqueness result that takes advantage of the approximation formula.
Another application outside the scope of the theory of holomorphic func-
tions is its use in the study of removable singularities for solutions of locally
solvable vector fields ([HT2], [HT3], [HT4]).
III
Sussmann’s orbits and unique continuation
In this chapter we will present various results on unique continuation for

solutions and approximate solutions of locally integrable structures. Our main
focus will be on those results where Sussmann’s orbits have played a decisive
role. We will begin with some general discussion of these orbits, taken mainly
from [Su] and [BM].
III.1 Sussmann’s orbits

Let be a C , paracompact manifold. Let D be a set of locally defined,
smooth real vector fields. That is, each X in D is defined on some open
subset of and it is smooth there. Assume that the union of the domains
of the elements of D equals . We define an equivalence relation on as
follows: two points p and q are related if there is a curve 0 T −→
such that
(1) 0 = p, T = q;

(2) there exist t0 = 0 < t1 < · · · < tn = T and vector fields Xi ∈ D (i =
1 n) such that for each i, the restriction ti−1 ti −→ is an
integral curve of Xi or −Xi .
The equivalence classes of this relation will be called the orbits of D. In [Su],
Sussmann showed that these orbits can be equipped with a natural topology
and differentiable structure which makes them immersed submanifolds of .
We will next briefly describe the orbit topology and C structure (the reader
is referred to [Su] and [BER] for more details). If X ∈ D is defined near p in
, let !tX p denote the integral curve of X which at t = 0 equals p and is
defined on a maximal interval. If Y = X1 Xm ∈ Dm (i.e., each Xi ∈ D),
101
102 Sussmann’s orbits and unique continuation
s = t1 tm ∈ Rm , and p ∈ , we write

X X X
!sY p = !t11 !t22 !tmm p
and let Y denote the open subset of Rm × consisting of the points s p
where !sY p is defined. For p ∈ and Y ∈ Dn , let !Y p denote the map
s −→ !sY p, and let Y p be its domain. Note that Y p is a subset
of Rn . Suppose that = x is an orbit of D through a point x. Observe that
is the union of the sets !Y xY x, where Y ∈ Dn for n = 1 2
The orbit is topologized by giving it the strongest topology that makes all
the !Y x continuous (for all n, and for all Y ∈ Dn ). Note that since each
!Y x Y x −→ is continuous, it follows that the topology of is
finer than the subspace topology. Equivalently, the inclusion map from into
is continuous. As the examples below will show, in general, this inclusion
won’t be a homeomorphism. For the independence of the topology of on
the point x, we refer the reader to [Su, page 176]. We will briefly recall the
differentiable structure on by describing the coordinate charts. Let +D be
the smallest set of locally defined C vector fields on satisfying:
(1) D ⊆ +D, and

(2) for any p ∈ , Xp X ∈ +D is a subspace of Tp .
We will use +D to denote the smallest set of locally defined, smooth
vector fields which contains +D and is invariant under the group of local
diffeomorphisms generated by +D. It is not hard to see that the dimension
is constant as x varies in the orbit . Suppose now q ∈ .
of the fibers +D x
By lemmas 5.1 and 5.2 in [Su], there exist Y ∈ Dn for some n, q ∈ and
s ∈ Y q such that
!Y q s = q
and the rank k of the differential of
!Y q Y q −→
for
at the point s is maximal, and that in fact, this rank equals dim +Dx
any x ∈ . By the rank theorem, we can find neighborhoods U of s in Rn , V
of q in , diffeomorphisms F from U onto C n , G from V onto C N (N =
dimension of ) such that
G !Y q F −1 x1 xn = x1 xk 0 0
Here C l denotes the cube
x1 xl ∈ Rl xi < 1 ∀i
Let # = !Y q U. # is an open subset of (see [Su]). Moreover, # is a

submanifold of since
G# = x1 xk 0 0
The differentiable structure on the orbit is defined by taking the pairs

# G # as charts. One of the main results proved by Sussmann may be
stated as follows:
Theorem III.1.1 (Theorem 4.1 in [Su]). Let be a C manifold, and let

D be a set of locally defined, smooth vector fields such that the union of the
domains of the elements of D is . Then
(1) If is an orbit of D then (with the topology described above) admits

a unique differentiable structure such that is a submanifold of .
(2) With the topology and differentiable structure as above, every orbit of D

is a maximal integral submanifold of +D.
We will next present several examples.
Example III.1.2. Let be a manifold and suppose P is a sub-bundle of

the tangent bundle T of dimension k. That is, for each x ∈ , the fiber
Px is a k-dimensional subspace of Tx , and for each y ∈ , there exists
a neighborhood U of y and smooth vector fields X 1 X 2 X k on U such
that X j x 1 ≤ j ≤ k is a basis of Px for each x ∈ U . We assume that P
is closed under Lie brackets. Then by the Frobenius theorem, the manifold
is foliated by leaves each of which is an integral manifold of P. If we
set D to be equal to the set of smooth local sections of P, then these leaves
are precisely the orbits of D. Note that in this example, the orbits have the
same dimension. Thus the concept of Sussmann’s orbits may be viewed as a
generalization of Frobenius foliations. For a concrete example of this kind,
consider the 2-torus T2 = S 1 × S 1 . Use the angles 1 2 as coordinates for
points in T2 , so 1 and 2 are determined modulo integral multiples of 2).
Pick two real numbers a and b, not both equal to zero, and consider the
sub-bundle of the tangent bundle of T2 generated by the vector field

L=a +b
1 2
The orbits are the integral curves of L. If a and b are linearly dependent over
the rational numbers, then each orbit is diffeomorphic to S 1 . In this case, an
orbit is an embedded submanifold of T2 and so its orbit topology agrees with
the induced subspace topology. If a and b are linearly independent over the
rational numbers, each orbit is diffeomorphic to the real line. In this case the
orbits are dense in T2 , and hence are not embedded submanifolds.
Example III.1.3. Let 1 = R2 and 2 = x ∈ 1 x <,1 . Let gt -∈

C R, g > 0 on (1, 2) and g ≡ 0 outside (1, 2). Let D = x gx1 x .
1 2
1 is the only orbit for D. However, if we consider D on 2 , the orbits are
the horizontal segments in 2 . Notice also that the tangent space of the orbit
1 at points x1 x2 with x1 % 1 2 does not coincide with the fiber of the

Lie algebra generated by and gx1 .
x1 x2
, -
Example III.1.4. Consider the orbits of x x1 x in R2 . There are three
2 1
orbits: x1 > 0 , x1 < 0 , and x1 = 0 . Thus the dimension of orbits is not
locally constant. In general, if dx = the dimension of the orbit through x,
then dx is a lower semicontinuous function.
Example III.1.5. The analytic case: suppose is a real-analytic manifold

and D is a set of real-analytic vector fields on . Let D∗ be the smallest
Lie algebra (under brackets) of real-analytic vector fields that contains D.
It is well known (see [Su], for example) that if p ∈ , then there are a
finite number of elements X1 Xk of D∗ such that every X ∈ D∗ can be
expressed in a neighborhood of p as

k
fj Xj
j=1
for some real-analytic functions fj . Moreover, in this case, if is an orbit of

D and p ∈ , then its tangent space
Tp = Dp∗ where Dp∗ = Xp X ∈ D∗
This makes it easier to compute the dimensions of orbits in the analytic

case. The concept of orbits in the analytic case dates back to Nagano’s paper
([Na]). Orbits arise in a locally integrable structure by taking D as
the collection of the real parts of smooth, local sections of . Below we will
give an example of orbits arising from the CR structure of a hypersurface in
C2 . More examples will be given in the rest of the sections.
Example III.1.6. Let z = x + iy, w = s + it denote the variables in C2 and

suppose g = gx y is a real-valued, real-analytic function defined on the
plane such that
(1) g0 0 = 0, gx y > 0 for x y = 0 0; and

,g 2
(2) $g < 2 .
g
Define
&z w = s2 + t − gx y2 − gx y2
and let
= z w ∈ C2 \0 &z w = 0
Notice that since d& = 0 on , is a real-analytic hypersurface. We

consider the orbits arising from the CR structure of . Observe first that the
complex line 0 = C\0 × 0 ⊂ . Since the bundle is tangent to 0, the
bracket X Y of any two smooth sections X and Y of is also tangent to
0. Hence by the remarks in Example III.1.5, 0 is an orbit. We will next show
that \0 is strictly pseudo-convex. For any a = a1 a2 ∈ C2 , we have
¯
#&a a$ = i w − w̄gzz̄ a1 2 − gz a1 ā2 + gz̄ a2 ā1 + i a2 2

On the manifold , w̄ + ig 2 = g 2 = 0 and so if for a = a1 a2 , #& a$ = 0

at a point of , then

iw̄ − wgz
a2 = a1
w̄ + ig
It follows that if #& a$ = 0, then

¯ 2 gz 2
#&a a$ = i a1 w − w̄ gzz̄ −
2

g
The latter, together with the assumptions on g, show that \0 is strictly
pseudo-convex. Thus has one orbit of dimension 2, and all other orbits
are of dimension 3. If we make a further assumption on g, say for example,
gz z̄ = g z , then \0 is connected, and hence a single open orbit. When
gx y = x2 + y2 , this example appeared in [BM]. Our next objective is to
analyze the extent to which orbits behave like embedded submanifolds. We
begin with:
Lemma III.1.7. Let be an orbit through p0 of dimension k, dimension

= n. Then there exists a local chart T × V * on about p0 with T
and V neighborhoods of 0 in Rk and Rn−k respectively, such that
∩ *T × V = *T × P where
P = v ∈ V *0 v ∈
Proof. Let S be a submanifold of through p0 of dimension n − k such

that
Tp0 = Tp0 S + Tp0
where we view Tp0 as a subspace of Tp0 . Let X1 Xk be locally
defined vector fields in $
+ spanning Tp0 at p0 . After contracting S about p0
if necessary, we can find a neighborhood T of 0 in Rk and a neighborhood
U of p0 in such that the map
F T × S −→ U
given by
X X X
Ft1 tk p = !t11 !t22 !tkk p
is a diffeomorphism. Suppose now that q ∈ ∩ U . Then q = Ft s for a
unique t s ∈ T × S. Hence,
FT × s ⊂ ∩ U
Therefore, ∩ U = FT × P where P = ∩ S. After introducing a chart
on S about p, we get the lemma.
Observe that if an orbit is an embedded submanifold, then the sets T and
V in Lemma III.1.7 can be chosen so that P is a single point. For a general
orbit, we will next show that P can be chosen to be a countable set. This
will follow from:
Lemma III.1.8. The topology on an orbit is second countable.
Proof. For p ∈ we will consider the charts T × V * of Lemma III.1.7.

The discussion on the differentiable structure of shows that *T × V is an
open set in . Since is second countable, the subspace topology on is
second countable. Hence we can get a locally finite open cover for of the
form

Uj = *Tj × Vj j=1
Recall that for each j, ∩ *Tj × Vj = *Tj × Pj where Pj = v ∈ Vj

*0 v ∈ If q ∈ Pj , we will call the set *T × q a slice of in Uj . Fix
p0 ∈ Uj0 ∩ for some j0 , and hence p0 ∈ *Tj0 × p ⊆ for some p ∈ Vj0 .
For every finite tuple i = i1 im , let Ai be the set of points x in such
that x can be joined to p0 by a curve consisting of m pieces l where each
l lies in Uil , l = 1 m. From the definition, it is clear that each Ai is a
union of slices in Uim . The family Ai where i varies over all finite tuples of
positive integers is a countable collection of open subsets of which form a
basis for the topology of . Hence we only need to show that each Ai consists
of a countable number of slices in Uim . We will do this by induction on m.
When m = 1, Ai1 contains at most one slice. Suppose the result holds for all
tuples j = i1 ik−1 of length k − 1. Then Aj is the union of countably
many slices in Uik−1 . Fix a slice 0 in Aj . Since slices are open sets in , the
intersection of 0 with each slice in Uik is an open set. Moreover, since the
slices in Uik are pairwise disjoint, and 0 is homeomorphic to an open set in
Rd , it follows that 0 can intersect only a countable number of slices in Uik .
Thus each Ai is the union of a countable number of slices and therefore is
second countable.
The preceding lemma can be used to show that orbits possess properties
not shared by a general immersed submanifold. To see one such property, call
an immersed submanifold N of a manifold weakly embedded if whenever
A is a manifold and f A −→ is smooth with fA ⊆ N then f A −→ N
is smooth. This notion was introduced by Pradines in [Pr]. For an example
of an immersed submanifold that is not weakly embedded, see remark 6.8 in
[Boo].
Proposition III.1.9. An orbit in a manifold is weakly embedded.
Proof. Suppose f A −→ is C and fA ⊆ . Let q ∈ A and p = fq.

Let dim = k, dim = n, and suppose T × V * is a chart on about p
as in Lemma III.1.7 with T and V cubes centered about 0 in Rk and Rn−k .
Since f A −→ is C , we can choose a connected neighborhood W of q
such that
fW ⊆ *T × V
Recall from Lemma III.1.7 and Lemma III.1.8 that
∩ *T × V = *T × v
v∈P
where P ⊆ V is a countable set. The map * −1 f W −→ T × V is C and

* −1 fW ⊆ v∈P T × v . Since W is connected, there exists a unique v ∈ P
such that * −1 fW ⊆ T × v . Hence f W −→ *T × v ⊆ is C .
Corollary III.1.10. If is an orbit of , then when topologized with

its orbit topology, it has a unique differentiable structure that makes it an
immersed submanifold of .
Another property of orbits not shared by a general immersed submanifold

concerns the propagation of embeddedness. More precisely, we have
Proposition III.1.11. Let be an orbit in and suppose for a point p

in , there is a neighborhood W in such that W ∩ is an embedded
submanifold of W . Then is an embedded submanifold of .
Proof. Let q ∈ and assume q = !tX p for some X ∈ + and t ∈ R. Set
W = !tX W. Here we may assume W has been contracted enough to lie in
the domain of the flow of !tX . Since !tX W −→ W is a diffeomorphism, the
submanifold !tX W ∩ is an embedded submanifold of W . It is also easy
to see that
!tX W ∩ = W ∩
Hence is an embedded submanifold of .
Corollary III.1.12. If an orbit is a closed subset of , then it is an

embedded submanifold.
Proof. Let p ∈ . Choose a chart T × V * about p as in Lemma III.1.7.

If such a chart can be selected so that P is a finite subset of V , then
by Proposition III.1.11, is embedded. Otherwise, such a selection is not
possible for any point in . In particular, this means that for any v ∈ P , the
point *0 v is an accumulation point of the set *0 × P . Hence v ∈ P
is an accumulation point of P . Moreover, since is closed, P is a closed
subset of V . It follows that P is a perfect set and hence it is uncountable.
This gives rise to the pairwise disjoint, uncountable family of open subsets
*T × v v ∈ P of , contradicting the second countability of .
III.2 Propagation of support and global unique

continuation
This section discusses the relevance of orbits to a variety of global questions
of unique continuation in involutive structures. Suppose is an involutive
structure on for which uniqueness for solutions in the (noncharacteristic)
Cauchy problem holds, i.e., every solution defined in a neighborhood of a
noncharacteristic (with respect to ) hypersurface 0 and whose trace on 0 is
zero vanishes in a neighborhood of 0. The uniqueness results of Chapter II
show that an example of such a is provided by a locally integrable structure.
Our first goal is to present another proof of Corollary II.4.7, which is a result
on the propagation of the support of a solution along orbits. Special cases of
this theorem were proved by several authors (see the notes). The result stated
here is due to Treves ([T4]), but the proof is taken from [BM].
Theorem III.2.1. Assume that is an involutive structure for which unique-

ness in the Cauchy problem holds. If u is a solution, then the support of u is
a union of orbits.
Before we provide the proof, we will recall some definitions and results from
a paper of Bony ([Bo]).
Definition III.2.2. Let be an open subset of Rn and F a closed subset of

. A vector v is said to be normal to F at x0 ∈ F if there is an open ball
B ⊆ \F centered at x such that x0 ∈ B and v = x − x0 for some > 0.
Remark III.2.3. By considering cones of varying apertures, it is easy to see

that a closed set may have no normals or many normals at a boundary point.
Definition III.2.4. Suppose is open in Rn and F ⊆ is closed. A vector

field Xx is tangent to F if whenever v is normal to x0 in F , the vector Xx0
is orthogonal to v.
In [Bo], Bony proved the following:
Theorem III.2.5. Suppose is open in Rn and F a closed subset of . Let

Xx be a Lipschitz vector field in which is tangent to F . If an integral
curve of X intersects F at a point, then it is entirely contained in F .
Proof of Theorem III.2.1. Let ) denote the projection map from T ∗

onto . Suppose u is a solution on and F denotes the support of u. Let
= \F . Define NF to be the set of ∈ T ∗ \0 over points in F such
that there exists f real-valued, smooth, defined near p = ) and such that
fp = 0, dfp = and f ≤ 0 on F near p. Fix p ∈ F and suppose ∈ NF
with ) = p. Suppose we show that for any X = L (for some smooth
section L of ) defined near p, # X$ = 0. Then by Bony’s theorem, the
integral curve of X through p will lie in F , thus proving the theorem. Let
f be chosen as above with dfp = . Note that near p, the zero set of f
is a smooth hypersurface, and u ≡ 0 on a side of this hypersurface. Since
p ∈ F = supp u, by the uniqueness in the Cauchy problem, has to be
characteristic to f = 0 at p. Hence, # X$ = 0.
We note that if is an involutive structure for which uniqueness in the
Cauchy problem is not valid, then the support of a solution may not be a
union of orbits, as demonstrated by Cohen’s celebrated example ([Co]).
Definition III.2.6. A formally integrable structure satisfies the

global unique continuation property if every solution that vanishes on an
open subset vanishes everywhere on .
According to Theorem III.2.1, global unique continuation holds in a locally

integrable structure whenever is a single orbit for . However,
global unique continuation may hold even when is not a single orbit, as
shown by the structure on the 2-torus generated by a real vector field each
of whose integral curves is dense. The obstruction to the validity of global
unique continuation is the presence of proper, closed subsets of which
are unions of orbits, since by Theorem III.2.1, such sets can potentially be
the supports of solutions. We will refer to sets that are unions of orbits as
invariant sets. In order to check the validity of global unique continuation,
one needs to understand when a given proper, closed, invariant set equals
the support of a solution. It turns out that in a general locally integrable
structure, a proper, closed orbit may not be the support of a solution. This is
illustrated by examples below. Some sufficient conditions for the existence of
a solution supported on a proper, closed orbit were studied in the work [BM].
In particular, the following theorem was proved (see also Theorem III.2.12
below):
Theorem III.2.7 (Theorem 5.8 in [BM].). Suppose is an orientable,
connected analytic hypersurface in Cn . If is not Levi flat and has a
codimension one orbit , then there is a solution supported on . Thus, on
an analytic, non-Levi flat hypersurface in Cn , the global unique continuation
property holds if and only if there is only one orbit.
Example III.2.8. We consider real-analytic vector fields L in the plane that
are rotation-invariant. That is, if is the bundle generated by L, then
dR =
for every rotation R (with angle ) of R2 . In polar coordinates, such an L
takes the form (see [BMe])

L = gr rYr + iXr
r
X
where g, X, Y are real-analytic functions, is even in r away from the
Y
zeros of Y and we may assume that X0 = Y0 = 1. The characteristic set
0 = XrY r = 0 is a union of circles centered at 0 and 0 % 0. Assume
0 = r = 1 . If L is of finite type at a point p in 0, then it is of the same type
at every point p in 0 and in this case, has only one orbit. Suppose now L
is of type at some and hence every point of 0. Then (see [BMe]) it can be
shown that is generated by
√
L= − −1rYr
r
where Yr = 1 − r 2 N hr, h is real-analytic, hr = 0, and h0 ∈ ±1 .

Without loss of generality, assume h0 = 1. Then, has three orbits: r < 1 ,
r > 1 , and 0 = r = 1 . We consider next whether 0 can be the support of
a distribution solution. When N ≥ 2, the distribution
2)
#u *r $ = *1 d
0
is a solution supported on 0. Assume N = 1. In this case, such a u exists if

and only if h1 is a rational number ([BMe]).
Indeed, suppose Lu = 0 and u is supported on 0. Then there exist an
integer k ≥ 0 and aj ∈ S 1 0 ≤ j ≤ k such that
k
2) m

#u *r $ = am *1 d
m=0 r
0
Since L is in the tangential direction on 0, each aj ∈ C 0. Let *jn r =
fj r ein , where fj r is C and fj 1 = jl for 0 ≤ j ≤ k. Note that the
l
transpose of L is given by
w w
t
Lw = − + irYr + i2Yr + rY rw
r
and so
t
L*kn = iein rYrfk r + 2Yr + rY r − nfk
Moreover,
m
0 m<k
rYrfk r r=1 =
r kY 1 m=k
and
m
0 m<k
2Yr + rY r − nfk r r=1 =
r Y 1 − n m = k
Thus, we get:
0 = #Lu *kn $
= #ut L*kn $
2)
= ak e d k + 1Y 1 − n
in
(III.1)
0
Since we may assume that ak does not vanish identically, there is an
integer M for which
2)
ak eiM d = 0 (III.2)
0
From (III.1) and (III.2) it follows that

−M
h1 = ∈ Q and
2k + 1
ak = ce−iM
for some c = 0. Conversely, suppose k ≥ 0 and M are integers satisfying
2k + 1h1 = −M
We will seek a solution u of the form
k
2) m

#u *r $ = bm *1 d
m=0 r
0
Set bk = e−iM . Each bj can be determined from the equation #Lu *jM $ =
0. To see this, note that #Lu *k−1M $ = 0 is equivalent to
⎛ ⎞
2)
d k
0 = 2)
rYfk−1 + rY + 2Y − Mfk−1 1 + ⎝ bk−1 eiM d⎠
dr
0
k−1
d
× rYfk−1 + rY + 2Y − Mfk−1 1
dr
2)
The coefficient of bk−1 eiM d in the latter equation is −2kh1 − M =
0
2h1 = 0, and hence we can get a constant ck−1 such that if we set
bk−1 = ck−1 e−iM , then #Lu *k−1M r $ = 0
In general, we can determine bl from #Lu *lM $ = 0. This leads to bl =
cl e−iM for some constant cl since
l
d
rYfl + 2Y + rY − Mfl 1 = 2k − lh1 = 0
dr
Thus #Lu *jm $ = 0 for all m ∈ Z, and all j = 0 k. Since Lu is a distri-

bution of order k, it follows that Lu = 0.
Example III.2.9. (See [BM].) We denote the coordinates in R3 by x y s

and we will write R3 = Rx × Ry × Rs . Let R −→ R be a smooth, 2)-
periodic function, ≥ 0 and not identically 0. Define

L= + i + x sins = X + iY
x y s
The coefficients of L are 2)-periodic and so L induces a vector field 2 L on

T3 = S 1 × S 1 × S 1 . The involutive structure generated by 2
L is a Levi flat,
locally integrable CR structure. We will show the following:
(1) The orbits of 2L through p1 = 1 1 1 and p2 = 1 1 −1 are compact
but all other orbits are noncompact.
(2) Depending on the value of
2)
xdx
0
there may not be any solution supported on either of the compact orbits.
(3) Global unique continuation is valid for continuous solutions.
Let F R3 −→ T3 be given by
Fx y s = eix eiy eis
Consider the orbit 1 through the point p1 = 1 1 1. F0 0 0 = p1 and
the orbit in R3 of X Y through 0 0 0 is Rx × Ry × 0 . Therefore, 1 =
S 1 × S 1 × 1 . Likewise, for the point p2 = 1 1 −1, the orbit 2 = S 1 ×
S 1 × −1 . Consider now a typical point p = 1 1 eis0 for some 0 < s0 < ).
If t = xt st is the integral curve of X with 0 = 0 s0 , we will
see that the orbit through p is given by
= eit eiy eist t y ∈ R
Indeed, xt = t and s t = t sinst, s0 = s0 . If for some t0 , st0 = ),
then the curves t and 1 t = t ) will both be integral curves of X
passing through t0 ) at t = t0 . This implies that st ≡ ), contradicting the
assumption that s0 = s0 < ). Likewise, st can never equal zero. Thus,
0 ≤ st ≤ ) and s t ≥ 0. Suppose
lim st = a < )

t→
Then s0 ≤ st ≤ a for all t ≥ 0. Therefore, s t ≥ ct for some c > 0,
which in turn leads to
lim st =
t→
Hence,
lim st = )
t→
and by a similar reasoning,

lim st = 0
t→−
Thus the closure of = ∪ 1 ∪ 2 .

We consider now the question of existence of a solution supported on
a compact orbit, say 1 . Since L is tangent to 1 and defines a complex
structure there, any distribution solution u supported on this orbit has the
form

N
ux y = ul x yl
l=0
where the ul are C on S 1 × S 1 and

2) 2)
#k gx y s$ = sk gx y 0 dxdy
0 0
We have
#Lk gx y s$ = #k t Lgx y s$
2) 2) k ( )
g
=− x sin s + cos sg x y 0 dxdy
0 0 s s
2) 2) k+1

=− x sin sg x y 0 dxdy
0 0 s
k−l l
2) 2) k + 1
k+1

=− cos s gx y 0 dxdy
l=0 0 0 l s s
Thus,

k−2
k + 1 k−l
Lk = −k + 1xk − x s cos s0l
l=0 l

Let Mk = +i −k+1x, for k = 0 1 2 If vx y ∈ C S 1 ×S 1 ,
x y
it follows that

k + 1 k−l
k−2
Lvk = Mk vk − v s cos s 0l
l=0 l
Suppose now

N
u= uk x yk
k=0
is a solution. Then

N
N −2
N
k+1
Lu = Ml ul l − uk sk−l cos s 0l
l=0 l=0 k=l+2 l
Let
1 2)
0 = x dx
2) 0
and define 1 = − 0 . Since Lu = 0 and uN may be assumed nontrivial,
we must have N + 10 ∈ Z. Thus if 0 is not a rational number, there
are no solutions supported on the orbit 1 . If 0 is rational, with 0 = p/q
where p and q are relatively prime, then N = q − 1 is the lowest possible
transversal order of a nontrivial solution supported on 1 . This follows from
the injectivity of Ml for l < N and the fact that MN has a nontrivial kernel.
Since Ml is also surjective for l < N (as is easily seen using Fourier series),
one can correct the ‘errors’ to obtain a solution u iteratively.
Finally, we remark that there are solutions supported on the closure of any
noncompact orbit. This will follow from Theorem III.2.12 as stated below,
or can be constructed explicitly as in [BM]. Thus, global unique continuation
is not valid for distribution solutions. However, it is valid for continuous
solutions.
We will now place these two examples in a more general context following
[BM]. Given a locally integrable structure , let 0 be an orbit such
that dim 0 < dim = m + n, where n is the rank of . Assume that 0 is an
embedded submanifold of . Fix p ∈ 0 and let Z1 Zm be a complete
set of first integrals defined in a neighborhood U in of p. Let L1 Ln
be smooth, local generators of in U such that the brackets Li Lj = 0 for
all i, j. Complete this to a basis
L1 Ln M1 Mm
of CT in U such that
(1) Li Mk = 0, and
(2) Mk Zi = ik .
Let 1 n be smooth, exact one-forms in U such that

1 n dZ1 dZm
is a dual basis to L1 Ln M1 Mm .

If 0 denotes the restriction of to 0, then 0 also has rank n. Hence if
dim 0 = k + n, then after shrinking U about p, the restrictions of exactly k of
Z1 Zm have linearly independent differentials along 0. Without loss of
generality, assume that Z1 Zk have this latter property. It follows that
Mk+1 Mm is a basis of the complexified normal bundle of 0 in U .
Fix orientations in U and in U ∩ 0 so that distributions in U (resp. in
U ∩ 0) may be viewed as acting on forms of top degree. We wish to describe
all solutions in U that are supported on U ∩ 0.
Let M = Mk+1 Mm . If u is any distribution in U that is supported
on U ∩ 0, it is well known that there is an integer N and distributions u on
U ∩ 0 for ≤ N , such that for any ∈ Cc U,

#u ∧ dZ$ = #u M ∧ dZ $
≤N
where = 1 ∧ · · · ∧ n , dZ = dZ1 ∧ dZm , dZ = dZ1 ∧ · · · ∧ dZk and

u = 0 for some , = N . Here and in what follows, by abusing notations,
we are denoting by ∧ dZ the pullback to 0.
Observe now that if h ∈ C 1 U, then

m
n
dh = Mi hdZi + Lj hj
i=1 j=1
as can be seen by applying both sides of the equation to the basis

L1 Ln M1 Mm
Hence if h ∈ C U and ∈ Cc U, then

#Lj h ∧ dZ$ = Lj h ∧ dZ
U

=−1j dh 1 ∧ · · · ∧
ˆ j ∧ · · · ∧ n ∧ dZ
U
− hLj ∧ dZ
U
= − hLj ∧ dZ
U
= − #h Lj ∧ dZ$ ∀j = 1 n
It follows that for the distribution u supported on U ∩ 0 as before, if ∈
Cc U, we have:
#Lj u ∧ dZ$ = −#u Lj ∧ dZ$


=− #u M Lj ∧ dZ $ ∀j = 1 n
≤N
Assume now that u is also a solution. We will next show that each u is a
solution of the induced structure 0 . Fix a point q ∈ U ∩ 0. The restrictions
of Zl (l = k + 1 m) to 0 are solutions of 0 . By the Baouendi–Treves
approximation theorem, for each such Zl , there is a sequence Pil i=1 of
holomorphic polynomials such that
Zl = lim Pil Z1 Zk

i→

in C V ∩ 0 for some neighborhood V of q in . For each l = k + 1 m,
define the sequence fil
i=1 by
fil = Zl − Pil Z1 Zk
Each fil ∈ C V and for every l,
lim fil = 0
i→
in C V ∩ 0. Let fi = fik+1 fim for i = 1 2 Fix a multi-index

in Nm−k such that = N . For any ∈ Cc V and any j = 1 n,
0 = #Lj u fi ∧ dZ$

= −#u Lj fi ∧ dZ$

=− #u M Lj fi ∧ dZ $
≤N

=− #u Lj M fi ∧ dZ $
≤N

=− #Lj u M fi ∧ dZ $
≤N
= −#Lj u ∧ dZ $ + Ei
since Ei −→ 0 on V ∩0 as i −→ and Ms fil = sl . Hence Lj u = 0 whenever

= N . Thus
0 = #Lj u * ∧ dZ$

= #Lj u M * ∧ dZ $
≤N −1
for any * ∈ Cc U. Plugging * = fi with = N − 1 and ∈ Cc V in
these latter equations will likewise lead to
Lj u = 0 whenever = N − 1
Continuing this way, we conclude: Lj u = 0 ∀j ∀.

Conversely, it is easy to see that if u has the form

#u ∧ dZ$ = #u M ∧ dZ $
≤N
where each u is a solution of 0 and some u is nontrivial, then u is a solution

in U supported on U ∩0. In particular, the distributions ( ∈ Nm−k ) defined
by

# ∧ dZ$ = M ∧ dZ
0
are solutions in U supported on U ∩ 0. Observe that
= M 0
Heuristically speaking then, we may say that each solution u in U supported

on U ∩ 0 can be expressed as

u= u
≤N
where the u are solutions of 0 in U ∩ 0.

The distribution 0 was introduced by Treves ([T5]). The existence of
local solutions such as 0 supported on a nonopen orbit had previously
been established by Baouendi and Rothschild in their proof of the necessity
of Tumanov’s minimality condition for the holomorphic extension of CR
functions into wedges (see Section III.3). We have proved:
Theorem III.2.10. Let p ∈ 0, U , Z1 Zm 1 n and M = Mk+1

Mm be chosen as above. Then, u is a solution in U supported on U ∩ 0 if
and only if u can be expressed as

#u ∧ dZ$ = #u M ∧ dZ $
≤N
where the u are solutions of 0 and u is nontrivial for some = N .
Suppose now u is a distribution supported on 0. In a chart U about p ∈ 0,

write as before

#u ∧ dZ$ = #u M ∧ dZ $
≤N
Let N = Np be the minimum integer for which such a representation is

possible. We will call Np the transversal order of u at p. When u is also a
solution, we have:
Theorem III.2.11. If u is a solution supported on 0, the transversal order

Np, p ∈ 0 is constant.
Proof. Let p ∈ 0. Choose a chart U as before such that U ∩ 0 is connected

and

#u ∧ dZ$ = #u M ∧ dZ $
≤N
where N = Np. Let 0 1 −→ 0 be an integral curve of X for some

smooth section of such that 0 = p. We consider Nt for those t for
which t ∈ U . In any neighborhood of such a t, u has the representation
above. Moreover, if each u for = N vanishes in a neighborhood of such
t, then since the u are solutions for 0 , by Theorem III.2.1 the u will
vanish identically in a neighborhood of p in 0 (for = N ), leading to the
contradiction that Np < N . Thus whenever t ∈ U , then Nt = Np.
This argument shows that the set t ∈ 0 1 Nt = Np is both closed
and open, and hence N1 = Np. Since any two points of 0 can be joined
by a finite number of such ’s, the theorem follows.
We will continue to assume that the orbit 0 is an embedded orbit. Let

U be a covering of 0 by open sets in such that in each U we have a
basis L1 Ln of , a basis L1 Ln M1 Mm of CTU , a dual
basis
1 n dZ1 dZm
where the i are exact and Z1 Zm is a complete set of first integrals.
We will assume that the restrictions of Z1 Zk to U ∩0 form a complete
set of first integrals for 0 . If u is a solution supported on 0 of transversal
order zero, then we know that it is given by distributions u in U ∩ 0 in the
sense that for any ∈ Cc U ,
#u dZ ∧ $ = #u dZ ∧ $
where in the right-hand side we mean the pullback of the form on 0. Let
V = U ∩ 0 and whenever V ∩ V = ∅, let g ∈ C V ∩ V satisfy
i∗ dZ1 ∧ · · · ∧ dZk ∧ = g i∗ dZ1 ∧ · · · ∧ dZk ∧
where for a form in , i∗ denotes the pullback to 0. Note that the g are
nonvanishing and on V ∩ V , g u = u . Therefore, 0 = Lj u = Lj g u .
If Lj g is not zero on an open set, then u will be zero there. But then u
will vanish on this open set and hence on 0, contradicting the nontriviality
of u. Hence the g are solutions on V ∩ V . Thus 0 is covered by V and

whenever V ∩ V = ∅, we have a nonvanishing, smooth solution
g V ∩ V −→ C
It follows that we can construct a line bundle ) E −→ 0 having the g

as transition functions. In particular, if 0 0 is a complex structure, the
bundle E becomes a holomorphic line bundle and solutions of supported
on 0 of transversal order zero correspond to nontrivial holomorphic sections
of this bundle. In the situation where 0 is a Stein manifold, it is well known
that a holomorphic bundle always has a nontrivial holomorphic section. In
other words, we have:
Theorem III.2.12. Suppose 0 is an embedded orbit of and 0 0 is a

complex structure. If 0 is a Stein manifold, there are solutions supported on
0 of transversal order 0.
III.3 The strong uniqueness property for locally integrable

solutions
In this section we will consider locally integrable structures on an open
domain in RN . The solutions we study will be assumed to be elements
of the space L1loc of locally integrable functions with respect to Lebesgue
measure.
Definition III.3.1. The structure satisfies the strong uniqueness prop-
erty if every solution u ∈ L1loc that is zero on a set of positive measure
vanishes identically.
Example III.3.2. Let be the structure generated by the Cauchy–Riemann

vector fields 1 ≤ j ≤ n on a domain in Cn . Then satisfies the
z̄j
strong uniqueness property.
Example III.3.3. Let be the structure generated by a real-analytic vector

field L on a domain in the plane. Assume that there is only one orbit. Then
satisfies the strong uniqueness property. Indeed, suppose u ∈ L1loc ,
Lu = 0, and u vanishes on a set E of positive measure. Since there is only
one orbit, it follows that there is an open set where L is elliptic and a
subset E ⊆ of positive measure where u vanishes. By Corollary I.13.4,
the ellipticity of L implies that locally, coordinates can be found in which L
III.3 Strong uniqueness for locally integrable solutions 121
becomes a nonvanishing multiple of the Cauchy–Riemann operator. Hence u

vanishes on . By Theorem III.2.1, u has to vanish on .

Example III.3.4. Let be the structure generated by 1 ≤ j ≤ n on a
xj
domain ⊆ RN . It is easy to see that if n < N , will not satisfy the
strong uniqueness property.
It turns out that orbits play a role in the validity of the strong uniqueness
property. Before stating the main results, we need to introduce refinements
of the concept of an orbit.
Definition III.3.5. The bundle is called minimal at p ∈ if, given an

open set p ∈ U ⊆ , there exists a smaller open set p ∈ U ⊆ U such that
every point in U can be reached from p by a finite number of integral curves
of sections of and each integral curve lies in U .
Example III.3.6. If is real-analytic and has an open orbit , then is

minimal at every p ∈ . In this case, we can take U = U .
Example III.3.7. Let be the structure generated by the vector field

L= + igx1
x1 x2
where g ∈ C R, g > 0 on 1 2 and g ≡ 0 outside 1 2. Observe that there
is only one orbit in the plane. However, is minimal at a point p = x1 x2
if and only if x1 ∈ 1 2 .
If is a real hypersurface in Cn with the standard CR structure which

is a single orbit, it always has minimal points. This follows from the fact
that if there are no minimal points in , then will be closed under
Lie brackets leading to a Frobenius foliation of by orbits each of dimen-
sion 2n − 2. Each of these orbits is a complex hypersurface. Indeed, the CR
bundle induces on each orbit a locally integrable structure that is CR
and elliptic. By Theorem I.10.1, near each p ∈ , we can find coordinates
x1 xm y1 ym (m = n − 1) such that the induced structure on is
generated by z j = 1 m. In particular, any solution on is a holomor-
j
phic function of the first integrals Z1 Zm Zj = xj + iyj . Going back to
the complex coordinates z1 zn of Cn , it follows that the restriction to
of one of these coordinates is a holomorphic function of the remaining coor-
dinates. In other words, is a complex hypersurface—contradicting the fact
that is a single orbit. However, there are CR manifolds in Cn consisting
of a single orbit with no minimal points. Examples of such are provided by

the following, which appeared in [Jo1]:
Example III.3.8. Let ⊆ C3 be given by
= x1 + iy1 x2 + iy2 x3 + iy3 x1 = h1 x3 x2 = h2 x3
where h1 ≡ 0 for x3 ≥ − 21 and h1 is strictly convex for x3 < − 21 , h2 ≡ 0

for x3 ≤ 21 and h2 is strictly convex for x3 > 21 . is a CR submanifold of
codimension 2. It consists of a single orbit but has no minimal points.
The concept of minimality appeared in Tumanov’s theorem on the holo-

morphic extension of CR functions into wedges. Minimality is a necessary
and sufficient geometric condition for the holomorphic extension of all CR
functions into wedges. In [Tu1] Tumanov proved:
Theorem III.3.9. Let be a generic CR submanifold of CN and p ∈ . If

is minimal at p, then for every neighborhood U of p in there exists a
wedge with edge centered at p such that every continuous CR function
in U extends holomorphically to the wedge .
Conversely, if is not minimal at p, Baouendi and Rothschild ([BR])

proved that there exists a continuous CR function defined in a neighborhood
of p in which does not extend holomorphically to any wedge of edge
centered at p.
Tumanov’s original definition of minimality was stated differently. He
called a CR submanifold of CN minimal at p if it contains no proper (i.e., of
smaller dimension) CR submanifold of the same CR dimension through p.
For the equivalence of the two definitions, we refer the reader to Marson’s
paper ([Ma]).
Definition III.3.10. Given an involutive structure on an open subset

of RN , we say that an orbit is a.e. minimal if is minimal at p for almost
every p ∈ in the sense of Lebesgue measure in RN .
Note that if an orbit is a.e. minimal, then it is an open orbit.
Example III.3.11. If is real-analytic and is an open orbit, then is a.e.

minimal since is minimal at every p ∈ .
Here is a simple example of an a.e. minimal orbit which is not minimal

everywhere:
Example III.3.12. Let = R2 and be the structure generated by

L= + ibx y
x y
where bx y is smooth, real-valued, and b = 0 only on −1 1 × 0 . Then
is minimal exactly at the points in \−1 1 × 0 .
We can now state the main result on strong uniqueness:
Theorem III.3.13. Let be a locally integrable structure defined on a

connected open set in RN . Assume that = ∪ F where is an open
a.e. minimal orbit of and F is a set of measure zero. Then any solution
u ∈ L1loc that vanishes on a set of positive measure must vanish identically.
Theorem III.3.13 was proved in [BH2]. According to the theorem, if

satisfies the hypotheses, then almost every point p ∈ can be reached from a
fixed point q ∈ by a piecewise smooth curve consisting of integral curves of
smooth sections of . We may say that has an a.e. reachability property
with respect to . Thus satisfies the a.e. reachability property if and only
if admits a trivial decomposition, that is, if it can be expressed as the
union of an open orbit and a set of measure zero. We note, however, that this
a.e. reachability condition is not necessary for the conclusion of the theorem.
For example, the structure generated on the 2-torus T2 by a real globally
hypoelliptic vector field L has the strong uniqueness property although the
torus does not admit a trivial decomposition. However, local a.e. reachability
is necessary if the conclusion of Theorem III.3.13 is to hold on any base of
connected neighborhoods of a given point. Indeed, we have the following
[BH2] partial converse to Theorem III.3.13:
Theorem III.3.14. Let be a sub-bundle of CT where ⊆ RN is open.

Assume there is a base j j=1 of connected neighborhoods of p which
do not admit a trivial decomposition. Then there is a base of connected
neighborhoods Uk ⊆ k of p and nontrivial solutions uk ∈ L1 Uk for which
the sets uk = 0 all have positive measure.
We remark that in Theorem III.3.14, is not assumed to be locally integrable.

It is not even assumed that it is involutive. Thus for analytic involutive struc-
tures (which are always locally integrable), Theorems III.3.13 and III.3.14
establish the local equivalence between a.e. reachability and the uniqueness
property that local solutions are determined on sets of positive measure.
We will prove Theorem III.3.13 in the important situation where is
the tangential Cauchy–Riemann bundle of a CR manifold embedded in CN
(see Theorem III.3.15 below). In fact, by using Marson’s ([Ma]) trick of

embedding a general locally integrable structure into a CR structure, one can
deduce Theorem III.3.13 from Theorem III.3.15 (see [BH2] for the details).
Theorem III.3.15 states that the strong uniqueness property that holomorphic
functions have—that of being determined on any domain by their values
on any subset of positive measure or, equivalently, that their zero sets have
measure zero except in a trivial case—is inherited by their boundary values at
the edge of the wedge where they are defined. In the particular classical case
of a holomorphic function of one variable defined on a disk, this principle is
well known and is attributed to Priwaloff and Riesz. Thus Theorem III.3.15 is,
to a certain extent, a higher-dimensional version of the theorem of Priwaloff
and Riesz.
Theorem III.3.15. Let ⊆ CN be a generic CR manifold of codimension d

(N = n + d). Assume that ⊆ CN is a wedge with edge . Suppose F is a
holomorphic function of tempered growth on with distribution boundary
value f ∈ L1loc . If f vanishes on a subset E of positive measure, then
f ≡ 0 in a neighborhood of any Lebesgue density point of E.
In the proof of Theorem III.3.15, we will use the following lemma where
0 is a smooth hypersurface in Cn , f is a CR function on 0, and f ∈ Lp 0
for some 1 ≤ p ≤ . Suppose also that f extends to a holomorphic function
F on a side 0+ , that is, f is the boundary value of F in the distribution sense.
Then we have:
Lemma III.3.16. For any 0 ⊂⊂ 0, and a sufficiently small ball B in Cn
containing zero, the restrictions of F to the hypersurfaces z ∈ B dist z 0 =
t have uniformly bounded Lp norms. In particular, F ∈ Lp B ∩ 0+ .
Proof. Without loss of generality, we may assume that 0 is part of the

boundary of a bounded open set D with smooth boundary such that D ⊆ 0+
Let H be harmonic in D with boundary value f on 0 and 0 off 0. By
the classical hp theory for harmonic functions, the restrictions Ht of H to
the hypersurfaces St = z ∈ D dist z D = t (t small) are all in Lp and
Ht Lp St ≤ f Lp 0 Moreover, it is well known that ‘dist z D’ can be
replaced by any defining function for D. Since F is holomorphic in 0+ and
has a boundary value on 0, there exist C k > 0 such that for any z ∈ D,
Fz ≤ C dist z 0−k
This may require contracting 0. It follows that F has a boundary value which
is a distribution on D. Let
u = F − H
u is harmonic in D, has a distributional boundary value bu on D which is

0 on the piece 0. We wish to show u is smooth up to 0. Let Gx y be the
Green’s function for D and Px y its Poisson kernel. We recall that
Px y = −Ny Gx y for x ∈ D y ∈ D
where Ny = the unit outer normal to D at y. Fix x ∈ D. The function y −→

Gx y is 0 on D and positive on D\x By Hopf’s lemma, Ny Gx y = 0
for all y ∈ D. Hence for % small enough, the open sets
D% = y ∈ D Gx y > %
2% z y is the Green’s function for
have smooth boundaries. Observe that if G
D% , then
2% x y = Gx y − %
G
Hence the Poisson kernel P% z y for D% satisfies
P% x y = −Ny% Gx y
where Ny% is the unit outer normal to D% at y. We thus have

ux = P% x yuy d% y
D
%
= P% x 1−1 −1
% yu1% yJ% y dy
D
where 1% D% −→ D is the normal projection map and J% is the Jacobian

of 1−1 +
% . Since P% x y = −Ny Gx y as % −→ 0 ,
%
P% x 1−1
% yJ% y −→ Px y
in C D. It follows that for any x ∈ D,
ux = #bu Px $
This latter formula, together with the vanishing of bu on 0, tells us that u

is C up to the boundary piece 0. Since F = H + u and H ∈ hp D the
assertions of the theorem follow.
Corollary III.3.17. [Nontangential Convergence] Let f and F be as in the

lemma and D be as in the proof of the lemma. For > 1 and A ∈ 0, define
+ A = z ∈ D z − A < z
where z = dist z D Then

lim Fz = fA

+ Az→A
for almost all A in 0.
Proof. Recall from the proof that F = H + u. Since u is smooth up to the

piece 0 and bu vanishes on 0, limDz→A uz = 0 for all A ∈ 0. The corollary
therefore follows from the fact that H ∈ hp D and that on 0, H = f .
III.4 Proof of Theorem III.3.15

To prove Theorem III.3.15, we may assume that 0 ∈ is a density point of
E and that near 0 is defined by w = x y w, where z = x + iy ∈ Cn
and w ∈ Cd N = n + d. The function is real-valued, smooth, 0 = 0, and
d0 = 0. We may also assume that the wedge contains a wedge of the
form
z w w = s + ix y s + iv z < 2 s < 2 v < 2 v ∈ +
for some open convex cone + ⊂ Rd and > 0. We may suppose that
dx y s < 41 for x y s < 2. Without loss of generality, assume
that
+ = v = v vd v < 2vd
Let
2
+ = y t ∈ Rn+d y t < td t = t td
For y0 < , the set
y0 = x + iy0 + iy s + ix y0 s + it y t ∈ +̃ x y s t <
is contained in the wedge . Indeed, this follows from the definitions of +

and +̃ and the assumption on the norm of d. Observe that y0 is a wedge
in CN with a maximally totally real edge
y0 = x + iy0 s + ix y0 s x < s <
Fix y0 , y0 < such that

x s −→ fx y0 s
is in L1 and the n + d-dimensional set y0 intersects E in a set of positive

measure. Note that F is holomorphic and of tempered growth in the wedge
y0 . Hence F has a distribution boundary value bF on y0 . We will eventu-
ally show that bF agrees with f on y0 for almost all y0 . Assuming this for
now, it is clear that Theorem III.3.15 would follow if we show that F ≡ 0 on

y0 . This kind of reduction to a maximally totally real manifold also appears
in the proof of theorem 7.2.6 in [BER].
We are thus led to consider a maximally totally real submanifold 0 of Cm
given in a neighborhood U of 0 ∈ Cm by
t = s s ∈ U
where w = s + it are standard complex coordinates in Cm , is a smooth

Rm -valued function defined near 0 ∈ Rm , and 0 = d0 = 0. We recall
that a Cm -valued analytic disk is a map A $ → Cm of class C 1+ from
the closed unit disk of the complex plane which is holomorphic on $ (here
0 < < 1 is fixed once from now on). An analytic disk A is said to be
partially attached to 0 at p if (i) Aei ∈ 0 for ≤ )2 and (ii) A1 = p.
The Banach space of Cm -valued analytic disks will be denoted by m . We
recall theorem 7.4.12 of [BER] on the existence of analytic disks partially
attached to 0:
Theorem III.4.1 ([BER].). There exist a neighborhood U × V of the origin

0 0 ∈ Rm × Rm and a smooth map U × V s v → Asv ∈ m satisfying
the following properties for all s v ∈ U × V :
(i) Asv 1 = s + is;
(ii) Asv ei ∈ 0 for ≤ )/2;
(iii) d
d
Asv ei =0 = v + i s · v.
(iv) d
dr
Asv r r=1 = iv − s · v.
Notice that we have included (iv) here since it follows from (iii) and the
Cauchy–Riemann equations satisfied by → Asv at = 1. The meaning
of (i) and (ii) is that Asv is partially attached to 0 at p = s s and (iii)
implies that we can choose a neighborhood Ũ ⊂ U of the origin and a small
% > 0 such that for every p = s0 + is0 , s0 ∈ Ũ , the map
0 % × S m−1 0 % −→ As0 ei ∈ 0
yields a C 1+ local system of polar coordinates centered at p on 0, where

S m−1 0 % denotes the sphere of radius % centered at 0 ∈ Rm . In particular,
given v0 ∈ Rm , v0 = %, and p1 = s1 + is1 , s1 ∈ Ũ , we may find s0 ∈ U and
0 ∈ 0 % such that
p1 = As0 v0 ei0
Assume that p1 is a density point of a measurable set E ⊆ 0 (in particular E

has positive measure) and let U0 s0 and V0 v0 be open sets of diameter
< %. Consider the set
%
2
E % = s v ∈ U0 × S m−1 0 % ∩ V0 (E Asv ei d > 0
0
where (E denotes the characteristic function of E. We observe that we may

assume without loss of generality that 2
E % has positive 2m − 1-dimensional
measure. Indeed, the function

−→ s−s <%
(E Asv ei ds dv
0
v−v0 <2%
is continuous and assumes a positive value at = 0 because Asv 1 = s +

is. Hence,
%
i
s−s <%
(E Asv e d ds dv > 0
0 0
v−v0 <2%
and writing v in polar coordinates we see that for some 0 < % < 2% our claim
is true for 2

E % . We fix such an % > 0 and, dropping any reference to the
dependence on % , simply write 2
E% = 2

E.
Consider now the map
U0 × S m−1 0 % ∩ V0 × 1 − % 1 s v r −→ Asv r ∈ Cm (III.3)
Taking account of (iv) we note that this map has rank 2m for small % > 0 and
maps s × S m−1 0 % ∩ V0 × 1 − % 1 onto Bp \p , where Bp is a C 1+ -
differentiable m-ball that intersects 0 orthogonally at p = s + is. Indeed,
the respective tangent spaces at p are
Tp 0 = s + is + v + i s · v v ∈ Rm and

Tp Bp = s + is + iv − s · v v∈R m

Since the map (III.3) is a local diffeomorphism, it takes 2

E onto a set of positive

measure $E which is contained in the union of the disks Asv s v ∈ 2 E .
We could say that these disks are strongly attached to E in the sense that for
any s v ∈ 2
E the set of boundary points Asv ei 0 < < % intersects E
at a non-negligible set of values of . Consider now a holomorphic function F
of slow growth defined in a wedge = 0 × + with edge 0 possessing a weak
trace f ∈ Lp 0 and assume that f vanishes on E. Assume furthermore that
v0 ∈ +. We will now sketch how we try to prove that F must vanish. First one
proves that if % > 0 is small enough and s v ∈ 2E the portion A%sv of the disk
Asv described by the inequalities −% < < % and 1 − % < r < 1 is contained in
the wedge . Then the composition FAsv rei is defined for −% < < %,
1 − % < r < 1, is holomorphic and has a weak boundary value which, for
a.e. s v ∈ 2 E, is given by—and the proof of this fact is our second step—
fAsv ei . The third step is to prove that for a.e. s v, the restriction of f to
the curve %/2 % → Asv ei is in Lp . Hence, by Corollary III.3.17 and
the classical theorem of Priwaloff, the holomorphic function of one complex
variable FAsv rei vanishes identically for −% < < %, 1 − % < r < 1, in
particular for = 0. But we know that letting s v r vary on 2 E × 1 − % 1
and keeping = 0, the union of Asv rei covers $ E. Thus, F vanishes a.e.
on $E and so must vanish identically. The proof of the second step involves a
discussion about the trace which will be developed next.
We begin our considerations by looking at the simplest case of a holomor-
phic function of one complex variable Fx + iy defined for x < 1, 0 < y < 2
which satisfies the inequality
Fx + iy ≤ C log y x < 1 0 < y < 2 (III.4)
We assume (III.4) for simplicity but the argument below can be iterated to
handle the case Fx + iy ≤ C y −N . The standard manner of defining the
weak trace f of F as an element of is through the formula

#f *$ = lim Fx + i- *x dx * ∈ Cc −1 1 (III.5)
-(0
In formula (III.5) we see that for each fixed x the argument of F describes
a straight vertical segment - → x + i- that flows toward x as - → 0. We
wish to see what happens if we change each vertical segment to a curve
- → x + x - + i-. We will assume that −1 1 × 0 1 x - → is of
class C 2 (we would need class C N +2 if we were assuming Fx +iy ≤ C y −N
instead of (III.4)) and that x 0 = 0, x < 1. The latter assumption simply
means that the curve - → x + x - + i- flows toward x as - → 0. Thus,
j

x 0 = 0 j = 0 1 2 (III.6)
x
We now define

#2
f *$ = lim Fx + x - + i- *x dx * ∈ Cc −1 1
-(0
and wish to prove that f = 2

f . To that end we write
1
Fx + x - + i- = Fx + x - + i − i F x + x - + it dt
-
It follows from (III.6) that if x belongs to a compact part of −1 1 and - is

small, x x - < 1/2. We will assume for simplicity that x x - < 1/2
holds everywhere. Then

Fx+x - + i- *x dx = Fx + x - + i*x dx
1
*x
+i Fx + x - + it dt dx
- x 1 + x x -
Letting - → 0 and taking account of (III.6), we obtain #f *$ = #2

f *$ as we
wished.
From now on we return to the general situation of a maximally totally
real submanifold 0 of Cm and a holomorphic function F defined on a wedge
= 0 × + and possessing a trace f ∈ Lp 0. We will now take advantage
of two facts:
(1) The formula

#f *$ = lim Fs + s - + is + -v0 + s - *s ds
-→0
is independent of the family of curves
s - = s + s - -v0 + s -
as long as all curves - → - s are contained in , they have the

right number of bounded derivatives, and s 0 = s 0 = 0, s ∈ U
(the assumptions imply that vo ∈ +).
(2) The analytic disks described in theorem 7.4.12 of [BER] can be taken of
class C k+ rather than C 1+ where k is a large positive integer.
The first fact follows from proposition 7.2.22 in [BER]. The second fact is
true because theorems 6.5.4 and 7.4.12 in [BER] are valid with the same
proofs if the analytic disks are taken to be in C k for a fixed positive integer
k. In the proof of theorem 7.4.12, the function h has to be modified so that
one gets a C k extension.
Set s = s1 sm−1 . We will assume without loss of generality that
(i) For any % > 0 the set
s s < % and s 0 v0 ∈ 2

E (III.7)
has positive measure.

(ii) v0 = 0 0 a for some small a > 0.
For s < %, < % consider the map
s −→ As 0v0 ei

which for small % has an injective differential. We consider a family of curves

p - defined by
p = As 0v0 ei p - = As 0v0 1 − -ei
Observe that p 0 = p and that we are implicitly using s as local
coordinates. For small - the curves - → p - are contained in and it
follows from our assumptions that for any test function * with small support
around s = 0,

#f *$ = lim Fp + p - + ip - *p ds
-→0

= lim FAs 0v0 1 − -ei *s Js ds d
-→0
Assuming that f ∈ Lp 0 and using Fubini’s theorem in the coordinates

s , we see that for a.e. s < %, the function → As 0v0 ei is in Lp .
Fixing such an s is equivalent to fixing an analytic disk with the property
that the restriction of f to a portion of its boundary that is contained in 0
is in Lp . We now take test functions such that *J has separated variables,
i.e., *s Js = *1 s *2 . Since F has tempered growth, so does the
compose F As 0v0 and it follows that

#f̃s *2 $ = lim FAs 0v0 1 − -ei *2 d
-→0
defines a distribution in that depends continuously on s as a parameter (use

the usual method to define the trace, integrating by parts with respect to ).
We further have
#f̃s *2 $*1 s ds = #f *$
We may now reason as in Lemma II.3.2 to conclude that for a.e. s , s < %,
f̃s ∈ Lp −% % and f̃s = fs . If s is in the set (III.7) and f̃s = fs
holds, then → FAs 0v0 has an Lp boundary value that vanishes on
a set of positive measure which implies that → FAs 0v0 vanishes
identically. We conclude that for a.e. s on the set (III.7), FAs 0v0 = 0,
or equivalently, that the set
E0 v0 = s s < % such that F As 0v0 ≡ 0
has positive measure. A similar conclusion could have been reached for the set
Esm v = s s < % such that F As sm v ≡ 0
where sm is a small number and v − v0 is small. Thus, the set s v
such that F Asv ≡ 0 has positive measure and so does the union of the
corresponding partially attached disks.
III.5 Uniqueness for approximate solutions

In this and the following sections we will present uniqueness results for
the approximate solutions of two structures: locally integrable structures in
the plane defined by vector fields which are of a fixed finite type on their
characteristic set and real-analytic structures with m = 1. The theorems were
proved by Cordaro ([Cor2]).
Suppose is a locally integrable structure defined on a manifold , dim
= N = m + n, and the fiber dimension of over C equals n. By going
to the quotient, the exterior derivative defines a differential operator
d0
C → C CT ∗ /T
where T = ⊥ . Equip the manifold C CT ∗ /T with a hermitian
metric. Observe that a solution for the structure is a function or distri-
bution u that satisfies d0 u = 0. If u ∈ L1loc , we will say that u is an
approximate solution for the structure if the coefficients of d0 u are locally
in L1 and given any p ∈ , there is a number M > 0 such that near p,
d0 u ≤ M u a.e. in U
One way in which approximate solutions may arise is as follows: suppose
F × C → C CT ∗ /T satisfies Fp z − Fp z ≤ M z − z and
u and v are two C 1 solutions of the semilinear equation
d0 wp = Fp wp
Then the function u − v is an approximate solution for the structure .
Recall next from Corollary I.10.2 that near a point in , coordinates x1
xm t1 tn for and local generators L1 Ln for can be chosen
so that dtj Lk = jk j k = 1 n. With such a choice of coordinates
and generators, we can identify the bundle C CT ∗ /T with the one
spanned by the forms dt1 dtn and the operator d0 can be realized as

n
Lu = Lj u dtj
j=1
Before we discuss the uniqueness results, we will present a description of

smooth, planar vector fields which have a uniform finite type on their char-
acteristic set.
Proposition III.5.1. Let L be a C nonvanishing vector field defined near

the origin in R2 and let 0 denote its characteristic set. If L is of uniform finite
type k on 0, then 0 is contained in a one-dimensional manifold. Moreover,
if 0 is a one-dimensional manifold, then L is never tangent to 0.
Proof. We may choose coordinates x y near 0 so that L is a nonvanishing

multiple of

L = + ibx y
y x
with b real-valued and C near 0. Without loss of generality, let L = L . Then
0 = p bp = 0
The uniform type condition implies that
j b
≡0
yj
on 0 for j < k − 1 and
k b
=0
yk
on 0. Hence if
k−1 b
fx y = x y
yk−1
then 0 is contained in the manifold fx y = 0 which has a parametrization
x yx for some smooth yx.
Proposition III.5.2. Suppose L and 0 are as in Proposition III.5.1 and

that 0 is a one-dimensional manifold. Assume L is locally integrable in a
neighborhood of 0. Then we can find coordinates s t about 0 in which
Zs t = s + is t
is a first integral of L where s t is real-valued and
s t = s + tk s t
for some nonvanishing near 0.
Proof. We first flatten 0 near the origin so that in coordinates x y, 0 =
x 0 . By Proposition III.5.1, L is not tangent to 0 and so if Zx y is
a first integral near the origin, then Zx 0 0 = 0. Assume Z0 0 = 0. Let
s = Zx y and t = y. Then in s t coordinates,
Z = s + is t
and we may take

it
L= −
t 1 + is s
The finite type assumption then implies that
s t = s + tk s t 0 = 0
for some smooth .
Proposition III.5.3. Suppose L and 0 are as in Proposition III.5.2. If the

uniform type k is even, then there are coordinates in which Zx y = x + iyk
is a first integral.
Proof. By Proposition III.5.2, we have a first integral
Zs t = s + is t where
s t = s + tk s t 0 = 0
We may assume > 0 near the origin. For % small, let = ZD% 0 where
D% 0 denotes the disk centered at 0 of radius %. Let be a smooth subdomain
of such that 0 ∈ and the boundary part of near 0 is s s . By
the Riemann mapping theorem, there exists a holomorphic function H which
is a diffeomorphism up to such that
H ⊂ x y y > 0
and Hs + is ∈ R. Let Ws t = H Zs t. Then LW = 0 and dW = 0

in a neighborhood of the origin. From the form of and the fact that
H Zs 0 = 0, we have
˜ t
H Zs t = tk s
where ˜ > 0 near the origin. Let x = H Zs t and y = ts˜ t k1 . It can
easily be checked that these are coordinates near 0 and in these coordinates,
Wx y = x + iyk
is a first integral.
Definition III.5.4. A locally integrable structure is called hypocom-

plex if every solution u is locally of the form H Z where H is holomorphic
and Z = Z1 Zm is a complete set of first integrals.
Proposition III.5.5. Suppose L and 0 are as in Proposition III.5.2. If k

is odd, then there are coordinates x y in which Zx y = x + iyk is a
first integral of L if and only if for any first integral W of L, there is a
biholomorphism near 0 mapping W0 into the real axis.
Proof. Since k is odd, if we take the first integral Zs t = s + is t with
s t = s + tk s t, 0 = 0 as in Proposition III.5.2, we see that L
is hypocomplex. Therefore, to prove the necessity, we only need to do it for
this first integral. Suppose then x y are coordinates in which x + iyk is a
solution. Let F = U + iV denote this diffeomorphism and we may assume
F0 = 0. Then F maps the characteristic set of L to that of

− ikyk−1
y x
and so Vs 0 = 0 for s near 0. Moreover, by the hypocomplexity of L, there

is a holomorphic function H defined near the origin such that
Us t + iVs tk = Hs + is t
Since U + iV k and Z are homeomorphisms, H is a biholomorphism (near 0).

We also have
Hs + is = Us 0 ∈ R
showing that HZ0 ⊆ R. Note also that from the equations
Hs s = 0 and dH0 = 0
we conclude that s is real-analytic. In the latter statement, we have assumed

as we may that 0 = 0 and used the consequent fact that H 0 is real.
Conversely, suppose H is a biholomorphism near 0 such that H Z0 ⊆ R
where we take Zs t as before. Thus Hs + is ∈ R. Define Fs t =
W −1 H Zs t, where Wx y = x + iyk . F is a homeomorphism and away
from t = 0, it is a diffeomorphism. Since Fs t = H Zs t, Fs t is
smooth. Next note that since H Zs t vanishes to order k at t = 0 and
Fk = H Z, there is a nonvanishing smooth function gs t near the
origin such that
Fs t = gs tt
The latter, together with the fact that H 0 ∈ R (we assume 0 = 0),
implies that F is a diffeomorphism near the origin. Clearly, using F F
as new coordinates, we get x + iyk as a first integral for L.
Remark III.5.6. In Proposition III.5.5, whenZs t=s +is t with s t =

s+itk s t, the proof shows that the two equivalent conditions are equiv-
alent to the real-analyticity of s.
Thus, we have:
Corollary III.5.7. Suppose L and 0 are as in Proposition III.5.2 and L

is real-analytic. Then there are real-analytic coordinates x y in which the
function x + iyk is a first integral of L. In other words, when L is real-analytic
and 0 is a manifold of dimension 1, up to a real-analytic local diffeomorphism
(and up to a nonvanishing multiple), there is only one real-analytic vector
field of uniform type k.
The preceding corollary was also proved in [Me1]. Proposition III.5.5 can
be generalized as follows:
Proposition III.5.8. Suppose L1 and L2 are two vector fields of the same
uniform odd type on their respective characteristic sets 01 and 02 . Then there
exists a local diffeomorphism mapping the structure generated by L1 to the
one generated by L2 if and only if for any first integrals Z1 and Z2 of L1 and
L2 respectively, there exists a local biholomorphism mapping Z1 01 onto
Z2 02 .
The proof is similar to that of Proposition III.5.5.

In Proposition III.5.2 and the subsequent discussion, we assumed that 0 is
a one-dimensional manifold. However, in general, as the following examples
show, 0 may not be one-dimensional.
Example III.5.9. Let 1 be the structure in the plane defined by
Z1 = x + ix2 y + y3
Then the characteristic set 01 = 0 0 and the type there is 3.
Example III.5.10. Let 2 be the structure defined by
Z2 = x + ix4 y + y3
Again the characteristic set 02 = 0 0 and the type is 3.
We remark that in any neighborhood of the origin, the structures 1 and

2 are not equivalent. More generally, we have:
Proposition III.5.11. Suppose L is elliptic except at the origin and is of

finite type there. Then the type is odd. In particular, L is hypocomplex.

Proof. Write L = + ibx y , with b real-valued. Then bp ≡ 0 if and
y x
only if p = 0. Hence b cannot change sign in any neighborhood of the origin.
It follows that the type at the origin is odd. Since b does not change sign, L
is locally solvable (Theorem IV.1.6) and hence locally integrable.
We are now ready to state and prove the key lemma from [Cor2] concerning
approximate solutions:
Lemma III.5.12. Let L be a locally integrable, planar vector field of uniform

finite type on its characteristic set 0 which we assume is a one-dimensional
manifold. Assume that u is a nontrivial approximate solution on a side of 0
and that u is continuous up to the boundary piece 0. Then the set
p ∈ 0 up = 0
has zero measure with respect to arclength on 0.
In view of the preceding propositions, Lemma III.5.12 will be a conse-

quence of:
Lemma III.5.13. Let L be locally integrable near the origin with a first
integral Zx t = x + i!x t. Suppose that
!t x t = ax ttk
where k is a positive integer and a is never zero for x , t ≤ , > 0. Let
u be a nontrivial function satisfying on x < , 0 < t < ,
Lux t ≤ M ux t
and continuous up to t = 0. Then the set
x x < ux 0 = 0
has zero Lebesgue measure.
Proof. We may assume that ax t > 0 for every x t. The map x t →
x !x t is a diffeomorphism from the region x < , 0 < t < onto the
open set in the plane:
= z = x + iy x < !x 0 < y < !x
Denote by z → x .x y the inverse of this diffeomorphism and set
vx y = ux .x y x + iy ∈ (III.8)
By the chain rule, we have
& &
& v v &
& & −1
& x + i y x y& ≤ K!t x .x y vx y (III.9)
Now we have for t ≥ 0
!x t − !x 0 = tk+1 Ax t
where A > 0 for x ≤ , 0 ≤ t ≤ . Hence
y − !x 0 = .x yk+1 Ax .x y x + iy ∈
Since
!t x t ≥ %tk % > 0
we get
k/k+1
y − !x 0
!t x .x y ≥ %.x y = %
k

Ax .x y
Consequently, (III.9) implies for x + iy ∈ :
& &
& v v &
& & −k/k+1
(III.9 )
& x + i y x y& ≤ K y − !x 0 vx y
Observe that since x t → x !x t is also a homeomorphism from x <
, 0 ≤ t < onto
= z = x + iy x < !x 0 ≤ y < !x
the function v is in fact continuous on .

Fix 0 < < arbitrary. It suffices to show that the Lebesgue measure of
the set
x x < vx !x 0 = 0
is zero. Consider now a simply connected open subset U of that is bounded

by a smooth Jordan curve for which there is a decomposition = 1 ∪ 2
with
1 = x + i!x 0 x ≤ 2 ⊂
By the Riemann mapping theorem there is a biholomorphism = Gz from

U onto the unit disk < 1. Since G is necessarily a smooth diffeomorphism
from U onto ≤ 1, v = vG−1 will be continuous on ≤ 1 and
will satisfy (III.9 ):
& &
& v &
& & ≤ K1 − − k+1
k
v < 1
& ¯ &
The lemma now follows from Lemma III.5.14.

Lemma III.5.14. Let D be the unit disk in the complex z-plane and let v ∈ CD
be not identically zero and satisfy
& &
& v &
& z& ≤ K1 − z − vz z ∈ D (III.10)
& z̄ &
for some 0 ≤ < 1. Then the set

∈ T v = 0
has zero Lebesgue measure (here T denotes the boundary of D).
Proof. The main step in the proof is to show the following property:
3
There is a solution S ∈ <1 C D of the equation
S 1 v
= in D satisfying (∗)
z̄ v z̄
2)
sup Srei d <
r<1 0
Let us show right away that (∗) implies the conclusion of Lemma III.5.14.
Write v = expS h with h ∈ D. There is p ∈ Z+ such that v/zp is continuous
in D and does not vanish at the origin. Moreover, (III.10) is satisfied when
v/zp is substituted for v. Summing up, this argument shows that there is
no loss of generality in assuming from the outset that v0 = 0. Applying
Jensen’s inequality to the holomorphic function h gives, if r < 1,
1 2) 1 2)
log v0 ≤ S0 − Srei d + log vrei d
2) 0 2) 0
and consequently (∗) implies
1 2)
log v0 ≤ C + log vrei d (III.11)
2) 0
where C > 0 is independent of r. A standard application of Fatou’s lemma in
(III.11) shows that log− vei ∈ L1 T, whence the sought conclusion.
We now proceed to the proof of (∗). To simplify the notation, we set
F = vz̄ /v. We observe that there is p > 1 such that F ∈ Lp D (indeed it
suffices to take 1 1, it also follows (cf. [V], theorem 1.35) that
S
= 1F
z
where 1 denotes the singular integral operator
1 gz
1gz = − dx dy
D z − z
) 2
Since 1 is a bounded linear operator in Lp D if 1 < p < (cf. [V], page
64) we obtain S ∈ Lp1 D.
Since F ∈ L z < R for R < 1, any solution of the equation u/z̄ =
3
F belongs to <1 C D. Hence (∗) will follow if we can establish the
following property:
2)
sup Srei d < (III.12)
1/2≤r<1 0
We observe that /r = ei /z + e−i /z̄, / = irei /z − e−i /z̄
from which we derive that r → Srei belongs to the Sobolev space
L11 1/4 1 × 0 2) . Thus r → Srei is absolutely continuous for almost all
. By first integrating on 1/2 r and afterwards on 0 2) we conclude that
2) 2) && 1 && 2) 1 && S &
&
Sre d ≤
i & S i &
e & d + & i &
r e & dr d
0 0
& 2 0 1/2
& r
for every r ∈ 1/2 1 , from which (III.12) follows. This completes the proof
of Lemma III.5.14.
III.6 Real-analytic structures in the plane

We will continue using the notation of the previous section and assume in
addition that ! is real-analytic. If !t 0 0 = 0 then L is elliptic near the
origin, and the results we will discuss are well known in this case. We
next discuss the case when !t 0 0 = 0 but !t is not identically zero. We
factor out !t x t = xl .x t, where . is real-analytic and .0 · does
not vanish identically. Applying the Weierstrass preparation theorem to .
allows us to describe the zero set 00 of the function !t as the zero set of
x t → xl px t, where p is a distinguished polynomial in the t-variable
with no multiple factors. Hence we can state:
There is a disjoint decomposition

00 = F0 ∪ V1+ ∪ · · · ∪ V+ ∪ V1− ∪ · · · ∪ V− (∗∗)
in a small neighborhood of the origin x < %, t < %, where F0 is

either 0 0 or is equal to the segment 0 × −% % (according to
either l = 0 or l > 0), and each Vj+ (resp. Vk− ) is defined by an analytic
graph x j x 0 < x < (resp. x k x − < x < 0 ), where
1 < 2 < · · · < (resp. 1 < 2 < · · · < ) and
lim k x = lim+ j x = 0 ∀j k
x→0− x→0
As a consequence we observe that in a neighborhood of each point x0 t0 ∈

00 \F0 we can write !t x t = t − gxk ax t, where k ≥ 1, a and g are
real-analytic and a never vanishes.
In what follows, for any set S and a number k, k S will denote the
k-dimensional Hausdorff measure of S.
We can now prove:
Proposition III.6.1. Suppose that !t 0 0 = 0, !t ≡ 0. Let u be a nontrivial

C 1 function defined for x < %, t < % and satisfying:
Lux t ≤ M ux t
and denote its zero set by S. Then:
(1) If u does not vanish identically on 0 < x < % t < % , then S ∩ x > 0
has a trivial one-dimensional Hausdorff measure (likewise for x < 0).
(2) If F0 = 0 × −% %, then S ∩ F0 = ∅ ⇒ F0 ⊂ S.
(3) If F0 = 0 0 and if u does not vanish identically then S has a trivial
one-dimensional Hausdorff measure.
Proof. Assume first that F0 = 0 × −% %. Then L = u/t over F0 (since
Zt 0 t = i!t 0 t = 0), which gives
& &
& u &
& 0 t& ≤ M u0 t
& t &
By Gronwall’s inequality, it follows that if u0 t0 = 0 for some t0 , then

u0 t = 0 for all t.
Now we consider the general case. Fix a point x0 t0 ∈ 00 \F0 and write
!t x t = t − gxk ax t in a neighborhood of x0 t0 as before. After the
change of variables x = x, t = t − gx, the analysis near x0 t0 reduces
to the situation treated in Lemma III.5.13. In particular, we obtain that u
cannot vanish identically in any component of the set W + = x t 0 < x <
% t < % !t x t = 0 and also that the one-dimensional Hausdorff measure
of S ∩ 00 \F0 is trivial. Since the vector field L defines a complex structure
on W + , it follows that the one-dimensional Hausdorff measure of S ∩ W + is

also trivial. The proof of Proposition III.6.1 follows from these arguments.
Corollary III.6.2. Suppose u is a C 1 -approximate solution defined for

x < % t < % and vanishing for t = 0. Then u vanishes identically.
Proof. Consider the new C 1 -approximate solution ũ defined as u for t > 0

and zero for t ≤ 0. If !t does not vanish identically, it follows from Proposi-
tion III.6.1 and the discussion that precedes it that ũ vanishes identically. If
however !t ≡ 0, then L = t and we reach the same conclusion by applying
Gronwall’s inequality.
III.6.1 Real-analytic structures with m = 1

As a consequence of Corollary III.6.2 we obtain:
Theorem III.6.3. Uniqueness in the Cauchy problem for C 1 -approximate

solutions holds for real-analytic locally integrable structures with m = 1.
Proof. Since this is a local statement we can work in local coordinates

x t = x t1 tn centered at the origin for which there is a real-analytic,
real-valued function !x t satisfying
!0 0 = !x 0 0 = 0 (III.13)
such that, if
Zx t = x + i!x t
then the bundle is spanned by the linearly independent, pairwise commuting
vector fields
Ztj
Lj = − j = 1 n (III.14)
tj Zx x
Let u be a C 1 -approximate solution defined for x < , t < :
Lu ≤ M u
The conclusion will follow after we show that if u vanishes for t = 0 then u
vanishes identically.
Fix t0 , 0 < t0 < and define
Z0 x s = Zx st0 x < s < 1
Consider also the vector field
Z
L0 = − 0s
s Z0x x
as well as the C 1 function

u0 x s = ux st0
We have

n
L0 u0 x s = Lj ux st0 t0j
j=1
and thus
L0 u0 x s ≤ M u0 x s
showing that u0 is a C 1 -approximate solution for the structure defined by L0
in x < , s < 1. Moreover, u0 vanishes for s = 0. Therefore, by Corollary
III.6.2 and a standard propagation argument, u0 vanishes identically for x <
s < 1. Hence ux t0 = 0 for all x < .
Let be a real-analytic locally integrable structure over a connected, real-
analytic manifold of dimension N . When m = 1 ( has then dimension
n + 1) the orbits of the structure have either dimension n + 1 (open subsets
of ) or dimension n.
Introduce the projection over of the characteristic set of :
0 = p ∈ Tp ∩ Tp = 0
It is easy to see that 0 is an analytic subset of . Since is connected we
either have dim 0 ≤ n or 0 = .
Assume first that 0 = : in this case defines a real structure on in
the sense that = C ⊗ 0 , where 0 is an involutive vector sub-bundle of
T of rank n. The leaves of the foliation defined by 0 are precisely the
n-dimensional (Nagano) leaves.
Next suppose that the dimension of the analytic set 0 is ≤ n. On \0
the bundle defines an elliptic structure and every n-dimensional leaf is
contained in 0; in particular, it follows that the union of all n-dimensional
leaves is a set of n + 1-dimensional measure zero. We now prove:
Theorem III.6.4. Let be a real-analytic locally integrable structure over

a connected, real-analytic, n + 1-dimensional manifold with m = 1. Let
u be a nontrivial C 1 -approximate solution on and let S denote its zero set.
Then:
(1) If is an n + 1-dimensional leaf, then either ∩ S = or n ∩

S = 0.
(2) If S has nonempty intersection with some n-dimensional leaf , then
⊂ S.
Proof. Suppose that 0 = . By the preceding discussion any point p ∈

is the center of a system of coordinates U x t1 tn over which is
spanned by the vector fields /tj , j = 1 n. On U we have dt u ≤ M u
and consequently if u0 0 = 0 then u0 t = 0 for all t thanks to Gronwall’s
inequality.
This argument also provides a proof of (2): if is an n-dimensional
leaf then ⊂ CT and it defines a real structure over for which
u is also a C 1 -approximate solution. Again Gronwall’s inequality gives
S ∩ = ⇒ ⊂ S.
Next we observe first that (1) is valid when n = 1. Indeed, let be a
two-dimensional leaf on which u is not identically zero and p ∈ . Then
p is the center of a system of coordinates x t as in Proposition III.6.1 for
which there is Zx t = x + i!x t, whose differential spans T and !t ≡ 0.
Either !t 0 0 = 0 or !t 0 0 = 0 and F0 = 0 0 . In any of these cases
we obtain that the one-dimensional Hausdorff measure of the zero set of the
restriction of u to a small neighborhood of p is trivial.
Hence it remains to prove property (1) assuming that the full result has
been proved for smaller values of n. Since any n + 1-dimensional leaf is a
connected open subset of , we can assume that itself is a leaf.
Decompose 0 into its regular and singular parts, 0 = 0r ∪ 0s . The dimen-
sion of 0s is ≤ n − 1 and then it follows that = \0s is open, connected,
and that n 0s = 0. This observation allows us to assume from the outset that
0 is an embedded, real-analytic hypersurface of . Denote by ' CT ∗ 0 −→
CT ∗ 0 the pullback map, let = 'T 0 and
0∗ = p ∈ 0 dim p = 1
Since any component of 0 cannot be a leaf it follows that 0\0∗ is an analytic

subset of 0 of dimension ≤ n − 1 and consequently has trivial n-dimensional
Hausdorff measure. Any point p0 ∈ 0∗ is the center of a system of coordinates
U0 x t1 tn for which all properties described at the beginning of the
proof of Theorem III.6.3 hold and that
U0 ∩ 0 = tn = 0
We make the following claim:
() If v is a C 1 -approximate solution that vanishes on a nonempty open

subset of , then v vanishes identically.
Proof of (). Let pl be a sequence of points in , pl → p such that v vanishes

identically in a neighborhood of each pl . If p % 0 then v vanishes identically
near p since is an elliptic structure in \0. Suppose now that p ∈ 0 and

take a coordinate system V y1 yn+1 , V = y < r , centered at p such
that 0 ∩ V = y1 = 0 . Since is an elliptic structure in y ∈ V y1 = 0 and
since pl ∈ V for some l it follows necessarily that v vanishes identically on
one of the sides y1 > 0 or y1 < 0. Suppose that the first case occurs and take
y∗ ∈ 0∗ ∩ V . By Theorem III.6.3 it follows that v vanishes identically in a full
neighborhood of y∗ and consequently in the whole component y1 < 0.
Since u is a C 1 -approximate solution on \0 with respect to an elliptic
structure (with m = 1, = n − 1 according to the notation of Chapter I), which
does not vanish identically on any component of \0, we have n S ∩
\0 = 0. Hence it suffices to show that n S ∩ 0∗ = 0 or, for that
matter, that
n S ∩ U0 ∩ 0 = 0 (III.15)
according to the preceding notation.
The differential of Z tn =0 defines a locally integrable structure on U0 ∩ 0
with m = 1. Moreover, the restriction of u to U0 ∩ 0 is a C 1 -approximate
solution for this structure, which is furthermore not identically zero on any
n-dimensional leaf thanks to Theorem III.6.3 and (). If such a structure is
not real, then (III.15) holds by the induction hypothesis. Suppose now that
this structure is real, which is the same as saying that ! tn =0 depends only
on x. Taking
U0 ∩ 0 = x t x < t <
Gronwall’s inequality gives
S ∩ U0 ∩ 0 = x x < ux 0 0 = 0 × t t < (III.16)
Since moreover !t is not identically zero, there is a line segment p through
the origin in t-space such that ! restricted to − × p is not a function
of x alone. This means that the differential of the restriction of Z defines a
locally integrable structure on − × p which satisfies the hypothesis of
Proposition III.6.1. The restriction of u to − × p is a C 1 -approximate
solution and does not vanish on any nonempty open subset of − ×
p, once more thanks to Theorem III.6.3 and (). But then we can apply
Proposition III.6.1 in order to infer that the Lebesgue measure of x x <
ux 0 0 = 0 is zero, which according to (III.16) gives (III.15).
The proof of Theorem III.6.4 is now complete.
Corollary III.6.5. Let u be a C 1 -approximate solution on . Then d0 u/u

which can be regarded as a section of CT ∗ /T with L coefficients, is
d1 -closed.
Proof. We can of course assume that u is not identically equal to zero. By

[HaP] (corollary 2.4) in conjunction with Theorem III.6.4 (1) it follows that
d1 d0 u/u = 0 on the union of all n + 1-dimensional leaves. Now let p be a
point belonging to an n-dimensional leaf; we have to show that d1 d0 u/u = 0
in a neighborhood of p.
We can find a coordinate system U x t1 tn centered at p, with U =
x t x < t < such that T is spanned, over U , by the differential
of the function Zx t = x + i!x t, where ! is real-valued, real-analytic,
and satisfies (III.13). We necessarily have !0 · = 0, since p belongs to an
n-dimensional leaf. We must analyze two cases: either (i) ! ≡ 0 or else, by
taking > 0 small, (ii) !x · = 0 for all x ∈ − , x = 0.
Under case (i) the complex d over U equals the complex dt , and our claim
can easily be checked. We consider case (ii). Since x t ∈ U x > 0 and
x t ∈ U x < 0 are contained in n + 1-dimensional leaves, taking into
account the representation of the operator d0 given by

n
Lu = Lj u dtj
j=1
it suffices to show that

L(% ∧ Lu/u → 0 in L1 U #2 CT ∗ /T (III.17)
where (% ∈ R depends only on x and satisfies (% = 1 for x > %, (% = 0
for x ≤ %/2, and (% ≤ C%−1 . Now
dt !x t
L(% = −i(% x
Zx x t
and thus, since dt !x t = O x , the L norm of L(% is bounded uniformly
in %. From this (III.17) follows immediately, and the proof is complete.
III.7 Further applications of Sussmann’s orbits

In this chapter, the focus has been on the applications of Sussmann’s orbits to a
variety of questions on unique continuation. However, Sussmann’s orbits have
also been applied to several problems in involutive structures. In particular, it
is now known that many properties of CR functions propagate along orbits.
Here we will very briefly mention some of the results that involved orbits.
As mentioned in Section III.3, orbits were used by Tumanov ([Tu1]) and
Baouendi and Rothschild ([BR]) to prove necessary and sufficient conditions
for the holomorphic extension of all CR functions into wedges. In [Tr],
Notes 147
Trepreau showed that the wedge extendability of continuous CR functions

propagates along the orbits of a CR manifold in Cn . Another proof of this
result appeared in [Jo2]. In the same paper [Tr], Trepreau also described the
variation of the direction of extendability along orbits by proving that the
wave front set of a CR function is a union of orbits in the conormal bundle
with respect to a natural CR structure there. These results were generalized by
Tumanov in [Tu2], where he showed that CR-extendability of a CR function
on a generic CR manifold in Cn propagates along orbits. A CR function
on is said to be CR-extendable at p ∈ if it extends to be CR on
some manifold with boundary attached to near p. Moreover, Tumanov
described the variation of the directions of CR extendability in terms of a
certain differential geometric partial connection and the corresponding parallel
displacement in a quotient bundle of the normal bundle of . This description
is dual to that of Trepreau. Merker ([Mer1]) gave a simplified presentation
of Tumanov’s connection and used it to prove that if is a generic CR
manifold consisting of a single orbit, then each continuous CR function on
is wedge-extendable at each point of . This result was also obtained by
[Jo2] independently using a different proof. In Joricke’s approach, the key
idea is the deformation of the manifold so as to produce minimal points
in such a way that all points outside a truncated cone C (in suitable local
coordinates on ) are left fixed. The cone C has an axis in , a vertex p,
and the deformed CR manifold is minimal at the central point p.
The concept of Sussmann’s orbit has been used to characterize the first-
order linear partial differential operators which are locally solvable (see [T5]).
Orbits were used by Hounie ([Ho1] and [Ho2]) in his work on globally
solvable and globally hypoelliptic complex vector fields on manifolds.
For tube structures, Hounie and Tavares [HT5] have given a necessary and
sufficient condition for the validity of Hartog’s phenomenon for solutions in
terms of the behavior of orbits. Orbits have also been relevant in the study
of removable singularities, as shown in numerous works including [HT2],
[Jo1], [Mer2], [KR], [MP1], [MP2], and [MP3]. The paper [CR1] of Chirka
and Rea uses orbits to study the regularity of CR mappings. For earlier works
exhibiting orbits as propagators of support and singularities, see [DH], [HS],
and [Z].
Notes
As indicated in the introduction, the concept of orbits and its basic prop-
erties were presented in Sussmann’s paper [Su]. Lemma III.1.8 and some
of its consequences appeared in [BM]. The theorems on the strong unique

continuation for L1loc solutions were proved in [BH2]. The propagation of
support for solutions and the link to the uniqueness for the noncharacter-
istic Cauchy problem has been studied by many mathematicians: Strauss
and Treves in [ST], and Cardoso and Hounie in [CH] studied the Cauchy
problem for a single smooth vector field satisfying the solvability condition
of Nirenberg and Treves. Hunt, Polking and Strauss ([HPS]) considered the
uniqueness problem for a hypersurface in a complex manifold. Hunt ([Hu])
proved uniqueness for the noncharacteristic Cauchy problem for locally real-
izable CR manifolds under some hypotheses on the Levi form. Treves proved
his theorem on propagation of support along orbits by using the unique-
ness theorem for the noncharacteristic Cauchy problem in locally integrable
structures—a consequence of the Baouendi–Treves approximation formula.
The description of the zero set of approximate solutions in real-analytic
structures where m = 1 and for certain planar vector fields follows Cordaro’s
paper ([Cor2]).
For additional references to the concept of orbits and their applications, we
mention the books by Baouendi, Ebenfelt and Rothschild ([BER]), Treves
([T5]), and the manuscript [MP3] by Merker and Porten.
IV
Local solvability of vector fields
In this chapter we study in detail an important class of locally integrable vector

fields: those which are locally solvable. The most basic question one can ask
concerning the solvability of a vector field L is whether, given a smooth
right-hand side f , there exists a solution, at least locally and not subjected
to any additional condition, of the equation Lu = f . For real vector fields
very satisfactory theorems stating local existence of solutions under very
mild hypotheses of regularity have been known since long ago, and it came
as a surprise when Hans Lewy published in 1956 his now famous example
of a nonlocally solvable vector field. Indeed, if f ∈ C R3 is conveniently
chosen, the equation
x + iy − x + iyz u = f x y z ∈ R3
does not have distribution solutions in any open subset of R3 ([L2]). In the
first part of this chapter we focus on vector fields in two variables; in this
case, a priori estimates are known to hold under weaker assumptions on the
regularity of the coefficients than in the general case. In Section IV.1 we
motivate condition with simple examples and prove a priori estimates
in Lp and in a mixed norm that involves the Hardy space h1 R. While the
first kind of estimate gives, by duality, local solvability in Lp , 1 < p < ,
the latter kind gives local solvability in L R bmoR which serves as a
substitute for local solvability in L , a property that is not implied by ,
as is shown by the example described at the end of Section IV.1.1. On the
other hand, in some applications—this is indeed the case for the similarity
principle described in the Epilogue—solvability in the larger space of mixed
norm L R bmoR suffices. Some technical properties of the space h1 R
that are useful for the proof of a priori estimates will only be presented later in
Appendix A. In Section IV.2 we still consider vector fields in two variables
and study the existence of smooth solutions when the right-hand side is
149
150 Local solvability of vector fields
smooth. The sufficiency of condition for local solvability in any number
of variables is discussed in Section IV.3, while Section IV.4 is devoted to its
necessity.
IV.1 Planar vector fields

We shall consider vector fields defined in an open subset ⊂ R2
u u
Lu = Ax t + Bx t (IV.1)
t x
with complex coefficients A B ∈ C such that
Ax t + Bx t > 0 x t ∈ (IV.2)
Since our point of view is local, most of the time the behavior of L outside
a neighborhood of the point under study is irrelevant. This means that we
can modify the coefficients of L off that neighborhood in order to assume
that they are defined throughout R2 and we shall often do so. The sort of
properties of L we shall be interested in will not change by multiplication of
L by a nonvanishing factor. Since (IV.2) implies that either A or B does not
vanish in a neighborhood of a given point (assume as well that it is A), we
may multiply L by A−1 and obtain the new vector field L̃ = A−1 L which has
the form
u u
L̃u = + B̃x t (IV.3)
t x
Write B̃x t = ãx t + ib̃x t with ã and b̃ real, and assume that they are
defined for x < &, t < &.
Lemma IV.1.1. In appropriate new local coordinates = x, s = sx t defined

in a neighborhood of the origin, the vector field L̃ assumes the form
u u
L̃u = + ib s (IV.4)
s
with b s real-valued.
Proof. Consider the ODE

⎧
⎪ dx
⎪
⎪ = ãx t x0 =
⎨ ds
⎪
⎪
⎪
⎩ dt = 1 t0 = 0
ds
with solution x s t s given by

s
x s = + 0 ãx d
t s = s
Observe that x 0 = so x/0 0 = 1; also t/0 0 = 0 and
t/s0 0 = 1 so the Jacobian determinant det x t/ s assumes the
value 1 at x = s = 0, granting that s ←→ x t is, at least locally, a
smooth change of variables. The chain rule gives
x
= + ãx t =
s t x x
so in the new coordinates we have L̃ = s + ib̃/x/ = s + ib .
The reductions just described show that in the study of local problems for a
planar vector field L with smooth coefficients we may always assume that L
is of the form

L = + ibx t (IV.5)
t x
with bx t real and defined for all x t ∈ R2 .
Definition IV.1.2. Let L be a vector field defined in an open set ⊂ R2 ,

p ∈ . We say that L is locally solvable at p if there exists a neighborhood
U = Up such that for all f ∈ C there exists u ∈ such that Lu−f
vanishes identically on U . If L is locally solvable at every point p ∈ we
say that L is locally solvable in .
Remark IV.1.3. Observe that Definition IV.1.2 means that given p there
exists a fixed open subset U p such that for every f ∈ C there exists
u ∈ such that the equation Lu = f holds on U . A moment’s reflection
shows that we would get an equivalent definition by requiring instead that
for every f ∈ Cc U there exists u ∈ U such that Lu = f in U . It is
less evident that we also get an equivalent definition if we require that for
every f ∈ C there exists u ∈ such that Lu − f vanishes on a
neighborhood Up f of p that may depend on both f and p. However,
a category argument shows that if this happens we may always take U
independent of f for fixed p and the apparently weaker requirement is in fact
equivalent to that given in Definition IV.1.2 (cf. Theorem VII.6.1).
In order to acquire some insight on local solvability let us consider the

simpler case in which the coefficient bx t of the vector field (IV.5) is
actually independent of x, i.e.,

L= + ibt
t x
and we wish to study the local solvability of L in a neighborhood of the
origin. In other words, we wish to find a distribution u such that Lu = f
where f ∈ Cc R2 is given. We shall perform a partial Fourier transform in
the variable x and denote by $u and $
f the transforms of u and f respectively,
so the transformed equation becomes
d$
u
− bt$u =$f where $ f t = e−ix fx t dx
dt R
Using a standard formula for the linear ODE with parameter , we find a
solution $
u
t t
$
u t = eBt−Bs$
f s ds where Bt = b d
T 0
Changing the endpoint of integration T amounts to adding a solution of

the homogeneous equation for each value of the parameter . Thus, we see
that it is very easy to find (many) solutions of the transformed equation, but
in order to get a solution of the original equation we need that $ u t be
tempered in , at least for t in a certain range t < T , so that we can define
u as the inverse partial Fourier transform of $ u. The difficulty comes from
the risk of growth at infinity arising from the factor eBt−Bs ; notice that
since → $ f s is in R uniformly in s its rapid decay can overpower a
factor of polynomial growth but to control factors with exponential growth
by the decay of $ f is not possible. A sensible attitude to avoid exponential
growth is then to search for conditions that allow—after a convenient choice
of T—that Bt − Bs ≤ 0 whenever t < T and s is in the interval
with endpoints T and t. Of course, the sign of Bt − Bs does not
change if is multiplied by a positive number so we need only define two
values for T: T = T + for > 0 and T = T − for < 0. Let us
concentrate first on the case > 0. We need to find T + such that for all
t < T and s in the interval with endpoints T + t the following inequality
holds:
t
Bt − Bs = b d ≤ 0
s

We immediately see that if b ≤ 0 it will be enough to set T + = −T to
+
obtain what we wish! Similarly, if b ≥ 0 the choice T = T does the
job, because to require that s be in the interval with endpoints T t simply
means that t < s < T . So, if b0 = 0 we may take T small enough so that
b does not vanish in −T T and then define T + = ±T according to the
sign of b0. Let us assume now that b0 = 0. If b does not change
sign in −T T for some T > 0 we already know how to proceed. What if
b changes sign in −T T? Well, suppose there is a point t0 ∈ −T T
such that b ≥ 0 for ∈ −T t0 and b ≤ 0 for ∈ t0 T . In this case,
t
we take T + = t0 and notice that s b d ≤ 0 both for t0 < s < t and for
t < s < t0 . It is easy to convince oneself that those are all the cases for which
a good choice of T + is possible. Indeed, if b0 < 0 and b1 > 0 for some
−T < 0 < 1 < T no choice of T + will work. We would be forced to take
t
T + > 1 to guarantee that s b d ≤ 0 for t < s, s t close to 1 , but this
t
would imply that s b d > 0 for t < s, s t close to 0 . In other words, we
must prevent that bt changes sign from minus to plus as t increases. The
analysis of the case < 0 and the choice of T − will tell us that we must as
well prevent that bt changes sign from plus to minus as t increases and both
conclusions imply together that bt cannot change sign at all.
Remark IV.1.4. If we were studying the local solvability of the differential/

pseudo-differential operator

L= − bt Dx
t
where Dx is the operator defined by

Dx u t = $
u t, this would lead
us to consider the ODE
d$
u
u =$
− bt $ f
dt
and to require that Bt − Bs ≤ 0. This time the sign of does not
matter and we are only forced to prevent sign changes of b from minus to
plus.
Let us return to the problem of finding a solution to the equation Lu = f

when the coefficient bt does not depend on x and we further assume that
t → bt does not change sign for t < T . Assuming that bt ≥ 0, a solution
is given by ux t = u+ x t + u− x t where
1 t ix+Bt−Bs$
u+ x t = e f s ds d (IV.6)
2) 0 T
1 0 t ix+Bt−Bs$
u− x t = e f s ds d t < T (IV.7)
2) − −T
The exponential in the integrals that define u+ and u− is bounded by 1 because
the exponent always has nonpositive real part. The integrand is bounded by
$
f s , which is rapidly decreasing in as → , in particular, ux t
is continuous and bounded. Differentiating under the integral sign we always

obtain integrable integrands, showing that our solution u ∈ C R × −T T.
Definition IV.1.5. We say that the operator L given by (IV.5) satisfies

condition at p = x0 t0 if there is a neighborhood x0 − x0 + ×
t0 − t0 + of p such that for every x ∈ x0 − x0 + the function
t0 − t0 + t → bx t does not change sign. If L satisfies condition
at every point of an open set we say that L satisfies condition in .
The importance of this definition comes from the following:
Theorem IV.1.6. The operator L given by (IV.5) is locally solvable at p if

and only if it satisfies condition at p.
We will not prove Theorem IV.1.6 here. The ‘if’ part of the theorem will
follow from Corollary IV.1.10 presented later in this section while the ‘only
if’ part will be discussed in Section IV.4 under the assumption that L is
locally integrable.
Remark IV.1.7. In the case of a coefficient independent of x, if condition

is satisfied in a rectangle , it follows that either bt ≥ 0 in or bt ≤ 0
in , but this is not the general situation. For instance, if bx t = x we see
that L satisfies condition in R2 but b is positive for x > 0 and negative
for x < 0.
Remark IV.1.8. If L satisfies condition in a rectangle centered at p

and (x t ∈ Cc is identically 1 in a neighborhood of p, replacing bx t
by (x tbx t gives an operator L̃ that satisfies condition everywhere
and coincides with L in a neighborhood of p. Furthermore, it is apparent that
L is locally solvable at p if and only if L̃ is locally solvable at p. Thus, when
studying the local solvability of an operator that satisfies condition in a
neighborhood of p we may assume without loss of generality that bx t is
compactly supported and condition is satisfied in R2 .
Returning to the case in which the coefficient bt is independent of x,

observe that the solution u of Lu = f furnished by (IV.6) and (IV.7) when
b ≥ 0 may be written in operator form as u = Kf , K = K + + K − . Take a
test function ∈ Cc R × −T T and set f = L and u = Kf . We see
that Lu = f = L. Moreover, since $ f t ≡ 0 for t ≥ T we see that u is
supported in R × −T T . Thus w = u − satisfies Lw = 0 and vanishes for
t ≤ −T . By uniqueness in the Cauchy problem we conclude that = KL.
Using Parseval’s identity it is easy to derive that for fixed t < s < T the L2 R
norm of

x → 2)−1 eix+Bt−Bs$
f s d
0
is bounded by f· sL2 R . This implies

T
K + f· tL2 R ≤ f· sL2 R ds x ∈ R t < T
−T
Integrating this inequality in t between −T and T we obtain

T T
K + f· sL2 R ds ≤ 2T f· sL2 R ds
−T −T
−
The same inequality holds for K , so we obtain the following mixed norm
estimate:
Kf L1 −TT L2 R ≤ CT f L1 −TT L2 R (IV.8)
Now apply (IV.8) to f = L and Kf = ∈ Cc R × −T T to get the a
priori inequality
L1 −TT L2 R ≤ CT LL1 −TT L2 R ∈ Cc R × −T T (IV.9)
Observe that the transpose t L defined by #L *$ =< t L* > for all test
functions * ∈ Cc R2 is given by
t
L = −L
so (IV.9) may also be written as
L1 −TT L2 R ≤ CT t LL1 −TT L2 R (IV.10)
for every ∈ Cc R × −T T. It is a remarkable fact that essentially the
same formulas that yield an a priori estimate for the simple case in which b
is independent of t also give, in spite of technical complications, the same
a priori estimate for the case of a general bx t. We will prove a priori
estimates like (IV.10) for a general vector field (IV.5) that satisfies condition
. More precisely,
Theorem IV.1.9. Let L given by (IV.5) satisfy condition in a neighbor-

hood U of the origin and fix numbers p and q satisfying 1 0, a > 0, and C > 0 such that for any 0 < T ≤ T0 the
following a priori estimate holds for every ∈ Cc −a a × −T T:
Lq −TT Lp R ≤ CT t LLq −TT Lp R (IV.11)
Moreover, the constants T0 and C depend only on p, q, and bx L U .
Before embarking on the rather long proof of Theorem IV.1.9, let us state a
standard consequence that implies the local solvability of L.
Corollary IV.1.10. Let L given by (IV.5) satisfy condition in a neigh-

borhood of the origin, let 1 0, C > 0 such that for any 0 < T ≤ T0 and fx t ∈ Lq R Lp R

there exists u ∈ Lq R Lp R , with norm
uLq
R Lp R ≤ CT f Lq
R Lp R
that satisfies the equation
Lu = f in R × −T T (IV.12)

Since Lq R Lp R Lp R2 when p = q , L is locally solvable in Lp for
any 1 < p < .
Proof. We shall use the notation T = R×−T T. Let p, q be the conjugate
exponents, p = p /p − 1, q = q /q − 1. Take C and T0 as granted by
Theorem IV.1.9 and for some 0 < T < T0 consider the linear functional

t
LCc T t Lx t → t L = fx t x t dx dt
R2
The inequalities
t L ≤ f Lq

R Lp R Lq R Lp R ≤ CT t LLq R Lp R
show that is well-defined and continuous in the Lq R Lp R norm. By

the Hahn–Banach theorem this functional can be extended to the whole space
Lq R Lp R without increasing its norm that is bounded by CT . By the Riesz
representation theorem this extension is represented by integration against a

function u ∈ Lq R Lp R with norm uL R Lq R ≤ CT . For ∈ Cc T
we have

ux t t Lx t dx dt = t L = fx t x t dx dt
R2 R2
which means that Lu = f in T in the sense of distributions.
IV.1.1 A priori estimates in L p

To prove Theorem IV.1.9 let us start by observing that we may assume without
loss of generality that bx t has compact support, L satisfies condition
everywhere, and bx L R ≤ Cbx L U . The transpose t L of L is given by
t
L = −L − ibx so if an a priori estimate like (IV.11) is proved for L instead
of t L it will easily imply the estimate for t L since the contribution of the
bounded zero-order term ibx can be absorbed by taking T0 small enough. In
other words, it is enough to prove (IV.11) with L in the place of t L.
When dealing with the case bt we already saw the advantage of consid-
ering separately the cases > 0 and < 0 (microlocalization) and this corre-
sponds to writing 1 = H + H−, where H is the Heaviside function,
defined as H = 1 for > 0 and H = 0 for < 0. It will be convenient—
although not strictly necessary—to substitute this rough partition of unity by a
smooth one, so we consider a test function ( ∈ Cc −2 2 such that ( = 1
for ≤ 1 and set

+ 1 − ( if ≥ 0
* =
0 if ≤ 0
and

− 0 if ≥ 0
* =
1 − ( if ≤ 0
so we have 1 = ( + * + + * − . Given ∈ Rx × Rt , for each fixed

t we have a decomposition
· t = P0 · t + P + · t + P − · t
(IV.13)
= 0 · t + + · t + − · t
where
1 ix
P0 x t = e ($ t d
2) R
1 ix +
P + x t = e * $ t d
2) R
1
P − x t = ei x * − $
t d
2) R
t
Set Bx t = 0
bx d and define
1 t ix+Bxt−Bxs ˜ + $
K + fx t = e * f s ds d
2) R Tx
t (IV.14)
eix+Bxt−Bxs P̃4
d
= + f s ds
Tx R 2)
where Tx = T if supt bx t > 0 and Tx = −T if inf t bx t < 0 (notice
that these conditions exclude each other because t → bx t does not change
sign). The function 0 ≤ *˜ + ≤ 1 is supported in 0 and chosen so that
*˜ + = 1 for in the support of * + . This implies that P̃ + P + = P + . If
supt bx t = inf t bx t = 0 we set Tx = T . In particular, Tx is constant on

the open set inf t bx t < 0 and also constant in its complement. It follows that
if Tx is not continuous at the point x then t → bx t vanishes identically.
Since the integrand in the definition of K + vanishes for < 1 we had the
right to replace by in (IV.14). We now recall that the Fourier transform
of the Poisson kernel of the half upper plane x y ∈ R2 y > 0
1 y
Py x =
) y 2 + x2
is

e−ix Py x dx = e−y
R
This is still true for y = 0 if we interpret P0 x as a limit in the distribution

sense: P0 x = limy(0 Py x = x = Dirac’s delta. In view of this fact, a
common pseudo-differential notation for the convolution Py ∗ g is e−y Dx g.
Thus, for x t s fixed, the inner integral in (IV.14) may be written as the
convolution Py ∗ f̃ + with f̃ + x s = P̃ + fx s and y = Bx s − Bx t, i.e.,
as e−Bxs−Bxt Dx f̃ + . Notice that Bx s − Bx t ≥ 0 when s belongs to
the interval with endpoints t Tx because of the way Tx was defined.
For any function gx in Lp R, let us write g ⊥ x = supy>0 Py ∗ gx . We
thus have
T
K + fx t ≤ f̃ + ⊥ x s ds (IV.15)
−T
⊥
It is well known that g x ≤ Mgx, where M denotes the Hardy–Littlewood
maximal function
1 x+r
Mgx = sup gt dt
r>o 2r x−r
and that MgLp ≤ Cp gLp , 1 < p < . This shows that

T T
K + f· tLp R ≤ C f̃ + · sLp R ds ≤ C f· sLp R ds
−T −T
+
where we have used that P̃ is bounded in L R for 1 < p < because it
p
is a pseudo-differential operator of order zero. Raising the inequality to the

power q and using Hölder’s inequality we get

K + f· tqLp R ≤ CT q/q f qLq −TT Lp R
so integrating between −T and T with respect to t and taking the 1/qth power
we obtain
K + f Lq −TT Lp R ≤ CT f Lq −TT Lp R (IV.16)
Next we have to see the effect of K + on L, ∈ Cc T = Cc R×−T T.
Observe that since x ±T ≡ 0 it follows that + ±T = P + ±T ≡ 0,
in particular + Tx = 0 for any ∈ R. Let us compute
t '
d + s d
K + t+ x t = eix+Bxt−Bxs ds
Tx R ds 2)
Note that we have used that P̃ + + = + . We integrate by parts in s. The

boundary term is
1 ix +
e t d = + x t
2) R
and the integral term is
t d
I= '
eix+Bxt−Bxs bx s + s ds
Tx R 2)
Since = on the support of + and i '+ = ' +

x we have
t
K + t+ x t = + x t − i bx se−Bxs−Bxt Dx x+ x s ds
Tx
(IV.17)

We may write bx se−Bxs−Bxt Dx x+ = b e−Bxs−Bxt Dx x+ +
e−Bxs−Bxt Dx bx+ . Thus, (IV.17) may be rewritten as
K + L+ x t = + x t + R+ + x t (IV.18)
where
t
R+ + x t = b e−Bxs−Bxt Dx x+ x s ds (IV.19)
Tx
It follows from (IV.16) and (IV.18) that
+ Lq R Lp R ≤ K + L+ Lq R Lp R + R+ + Lq R Lp R

(IV.20)
≤ CT L+ Lq R Lp R + R+ + Lq R Lp R
so (IV.20) will imply (IV.11) for + with L in the place of t L if the error
term R+ + Lq R Lp R can be absorbed. At this point we need
Lemma IV.1.11. Let bx, x ∈ R, be a Lipschitz function with Lipschitz

constant K, ∈ R. There is a constant C > 0 such that
&
&
sup && b e−- Dx x && ≤ Cp KLp R
->0

Lp R
Proof. We have
−- D
b e x
x x = bx − byP- x − y y dy
After an integration by parts we may write

−- D
be x
x x
(IV.21)
= P- ∗ b x + bx − by P- x − yy dy
As we already saw, sup->0 P- ∗ b ≤ Mb ≤ b L M, where M is

the Hardy–Littlewood maximal operator. The second term may be majorized
by K Q- ∗ x where
1 dP −2x2
Q- x = Qx/- Qx = x x =
- dx 1 + x2 2
Since the function Qx has an integrable
& even majorant
& it follows [S1]
that sup->0 Q- ∗ ≤ CM. Therefore, & b e−- Dx x& ≤ CMx and
the Lp boundedness of the Hardy–Littlewood operator M grants the desired
estimate.
We may now estimate the error term in (IV.20). Since

& & & &
& & & &
& b e−Bxs−Bxt Dx x+ x s& ≤ sup & b e−y Dx x+ x s&
y>0
it follows from (IV.19) and Lemma IV.1.11 that

T
R+ + · tLp R ≤ C + · sLp R ds
−T
We already showed that from this inequality follows the estimate
R+ + Lq −TT Lp R ≤ CT + Lq −TT Lp R
Taking account of (IV.20) we obtain
+ Lq −TT Lp R ≤ CT L+ Lq −TT Lp R + CT + Lq −TT Lp R
Write L+ = LP + = P + L + L P + = P + L + −bDx P + . Since P +

is a pseudo-differential of order zero, P + is bounded in Lp R and so is the
commutator −bDx P + with norm proportional to bx L (see [S2, page
309], for the continuity in L2 which implies the Lp continuity, 1 < p < , by
the Calderón–Zygmund theory). Thus,
+ Lq −TT Lp R ≤ CT LLq −TT Lp R + CT Lq −TT Lp R
In a similar way, we may prove

− Lq −TT Lp R ≤ CT LLq −TT Lp R + CT Lq −TT Lp R
It remains to estimate 0 , which is easier. We define
t d
K0 fx t = 4
eix+Bxt−Bxs P0 f s ds
−T R 2)
4
and notice that P $
0 f s = (f s is supported in ≤ 2 so the exponen-
tial remains bounded independently of the sign of the exponent. Reasoning
with K0 as we did with K + we derive
0 Lq −TT Lp R ≤ CT LLq −TT Lp R + CT Lq −TT Lp R
Since = 0 + + + − we obtain
Lq −TT Lp R ≤ CT LLq −TT Lp R + CT Lq −TT Lp R
which implies, assuming that CT0 < 1/2 and 0 < T < T0 , that
Lq −TT Lp R ≤ 2CT LLq −TT Lp R
This proves Theorem IV.1.9.
Remark IV.1.12. Although the coefficient bx t was assumed to be smooth

in the proof of estimate (IV.11), all steps can be carried out assuming only that
bx t is continuous and bx is bounded, so Theorem IV.1.9 and its Corollary
IV.1.10 remain valid under these hypotheses.
Consider a finite rectangle U = −T T × −T T. In view of Corollary

IV.1.10, for every f ∈ Lp U we may find u ∈ Lp U such that Lu = f in
U . Since Lp U decreases as p increases from 1 to the value of p may be
considered as a degree of regularity of the functions that belong to Lp U. If
we fix a function f ∈ L R2 , Corollary IV.1.10 tells us that for any p <
we may find a function up ∈ Lp Up , Up = −Tp Tp × −Tp Tp
solving the equation Lup = f in Up . Unfortunately, Tp → 0 as p → , so
we cannot hope to find a convergent subsequence of the sequence of solutions
up , p = 1 2 3 The question arises whether we can find a local solution of
Lu = f with u ∈ L . The answer, in general, is no—as the following example
shows. Consider the smooth function of one variable

exp−1/t if t ≥ 0
Bt =
− exp1/t if t ≤ 0
with derivative
1
bt = B t = exp−1/ t
t2
and define the differential operator on R2

L= − ibt
t x
It is easily verified that L satisfies condition and Lt = −L. The func-
tion Bt is strictly increasing for − < t < and has an inverse s
−1 1 → − given by ± s = ±1/ log s . There is a homeomor-
phism .x s = x s R × −1 1 → R × − which is a diffeo-
morphism for 0 < s < 1. Let u ∈ L R2 and f ∈ L R2 be such that
Lu = f (IV.22)
in the sense of distributions and set
fx s
vx s = ux s gx s =
s log2 s
Lemma IV.1.13. Let L, ux t, fx t, vx s, gx s be as above. Then,
vx s ∈ L , gx s ∈ L1loc and
1
v= g for − 1 < s < 1 (IV.23)
z 2
in the sense of distributions. In particular, if w is any solution of

w = g
z
in a neighborhood of the origin, w must be essentially bounded in a neigh-
borhood of the origin.
Proof. If U is an open subset of R2 and V = . −1 U , then V is an open subset

of R × −1 1 and its Lebesgue measure is given by
1
mU = 2
dx ds
V s log s
It follows that the Borel measure X = m.X is absolutely continuous

with respect to the Lebesgue measure on R × −1 1, since s −1 log−2 s is
locally integrable in R × −1 1. Thus, vx s and gx s are measurable, v
is bounded, g is locally integrable, and for every ∈ Cc R × −1 1 we
have the identity
x s
2 vx s dxds = gx sx s dxds (IV.24)
z
as follows from the change of variables x s = x Bt in both integrals.
Indeed, *x t = x Bt is a test function and (IV.24) becomes #u Lt $ =
#f $, which is precisely (IV.22). Furthermore, if w/2 is a local solution of
(IV.24) it follows that w − 2v is holomorphic in a neighborhood of the origin

and w must be locally bounded.
By the lemma, we will have our example if we show that for an appropriate
choice of f ∈ L , equation (IV.23) has a solution which is not locally bounded
in any neighborhood of the origin. We choose f so that F = f . is the
characteristic function ( of the sector K described in polar coordinates by
0 ≤ r ≤ 1/2, 0 ≤ ≤ )/4. Hence, g = ( ∈ L1c R2 and a solution wx s
of (IV.23) is obtained by convolution of g/2 with the standard fundamental
solution of the Cauchy–Riemann operator. Thus,
1 x − x 1
wx s = dx ds
2) K x − x 2 + s − s 2 s ln2 s
We see that for x s = 0 0, the integral above is given by
1 )/4 1/2 − cos 1 )/4 1
2
drd = d
2) 0 0 r sin log r sin 2) 0 sin log sin /2
= −
and it is easy to conclude that w cannot be essentially bounded in any

neighborhood of the origin. Indeed, if xn sn is any sequence such that
xn < 0 and xn sn → 0 0, the integrand in wxn sn remains negative
and by Fatou’s lemma lim inf xn sn →00 wxn sn ≤ w0 0 = −. Hence,
wx s cannot remain essentially bounded in x s x < 0 x2 + s2 < -2 for
any - > 0.
Take q = and write p instead of p in Corollary IV.1.10. If f ∈ L we can
obtain local solutions of Lu = f in L −T T Lp R for any 1 < p < but,
as we just saw, we cannot find in general a solution u ∈ L −T T L R
L T . Many results in analysis that hold for 1 < p < and fail for p =
become true if L is replaced by a space of functions of bounded mean
oscillation. In our situation the remedy is to replace the space L by the
space bmoR, dual of the semilocal (or localizable) Hardy space h1 R.
IV.1.2 A priori estimates in h1

We recall some facts about the real Hardy spaces H 1 R, a particular instance
of the spaces introduced by Stein and Weiss in [SW], and its semilocal
version h1 R introduced by Goldberg [G]. In many situations H 1 R is
an advantageous substitute for L1 R ([S2]), as the latter does not behave
well in many respects, for instance, concerning the continuity of singular
integral
operators. Let us choose a function ! ≥ 0 ∈ Cc −1/2 1/2 , with
!dz = 1. Write !- z = -−1 !z/-, z ∈ R, and set
M! fz = sup |!- ∗ fz|
0<-<
Then [S2]
H 1 R = f ∈ L1 R M! f ∈ L1 R
A space of distributions is called semilocal if it is invariant under multipli-
cation by test functions. The space H 1 R, is not: *u may not belong to
H 1 R for * ∈ Cc R and u ∈ H 1 R. A way around this is the definition
of the semilocal (or localizable) Hardy space—better suited for the study of
PDEs—h1 R ([G], [S2]) by means of the truncated maximal function
m! fz = sup |!- ∗ fz|
0<-≤1
h1 R = f ∈ L1 R m! f ∈ L1 R

which is stable under multiplication by test functions (we will systematically
denote by the Schwartz space of rapidly decreasing functions and by
its dual, i.e., the space of tempered distributions). It turns out that if ! is
substituted in the definition of h1 R by any other function ! ∈ R only
subjected to ! = 0, this will not change the space h1 R. Moreover, h1 R
is a Banach space with the norm
f h1 = m! f L1
and H 1 ⊂ h1 ⊂ L1 . Of course, this norm depends on the choice of ! but
different !’s will give equivalent norms, moreover, if ⊂ is a bounded
subset, there is a constant C = C > 0 such that m f L1 ≤ Cm! f L1
for all f ∈ and ∈ . In fact, more is true: denoting by fx =
sup∈ m fx the grand maximal function associated with it follows
that f L1 ≤ Cm! f L1 .
We now describe the atomic decomposition of h1 R ([G], [S2]). An h1 R
atom is a bounded, compactly supported function az satisfying the following
properties: there exists an interval I containing the support of a such that
(1) az ≤ I −1 , a.e., with I denoting the Lebesgue measure of I;

(2) if I < 1, we further require that az dz = 0.
Any f ∈ h1 can be written as an infinite linear combination of h1 atoms,

more precisely, there exist scalars j and h1 atoms aj such that j j <

and the series j j aj converges to f both in h1 and in . Furthermore,

f h1 ∼ inf j j , where the infimum is taken over all atomic representa-
tions. Another useful fact is that the atoms may be assumed to be smooth
functions. A simple consequence of the atomic decomposition is that h1 R is
stable under multiplication by Lipschitz functions bx: if a satisfies (1) with
I ≥ 1 it follows that axbx/bL also does. If I < 1 and the center of I is
x0 we may write axbx = bx0 ax + bx − bx0 ax = 1 x + 2 x.
Then 1 x/bL satisfies (1) and (2) (with the same I) while 2 x/K satis-
fies (1) for the interval I of center x0 and length 1, where K is the Lipschitz
constant of ax. It follows that f → bf is bounded with constant ≤ bL +K
in h1 R. A refinement of this argument shows that h1 R is stable under
multiplication by more general continuous functions including Hölder func-
tions, as we now describe. Let be a modulus of continuity, meaning that
0 −→ R+ is continuous, increasing, 0 = 0 and 2t ≤ Ct,
0 < t < 1. Consider the Banach space C R of bounded continuous functions
f R −→ C such that
fy − fx
f = sup <
x=y x − y
C
equipped with the norm f C = f L + f C . Note that C is only deter-
mined by the behavior of t for values of t close to 0. We will show in
Lemma A.1.1 in the Appendix that if the modulus of continuity t satisfies

1 h 1 −1
t dt ≤ C 1 + log 0 < h < 1 (IV.25)
h 0 h
then h1 R is stable under multiplication by functions ∈ C R. Note that the
modulus of continuity t = tr , 0 < r < 1, that defines the Hölder space C r ,
satisfies (IV.25).
Consider now a first-order linear differential operator in two variables

L= + ibx t + cx t x t ∈ R (IV.26)
t x
We assume that for some 0 < r < 1
(i) cx t ∈ C r R2 ;

(ii) bx t is real and of class C 1+r , i.e., for all multi-indexes ≤ 1, D b
is bounded and D b ∈ C r R2 ;
(iii) for any x ∈ R the function t → bx t does not change sign.
Of course, (iii) means that the operator L given by (IV.26) satisfies condition
. We now introduce the space L1 Rt h1 Rx of measurable functions
ux t such that, for almost every t ∈ R, x → ux t ∈ h1 R and

u· th1 dt ≤ C <
R
The dual of the space L R h1 R is (canonically isomorphic to) the space
1
L R bmoR (see page 174).

When proving a priori estimates for norms involving Hardy spaces, the role
of the coefficient cx t will be small and its contribution may be absorbed.
For that reason, it is convenient to assume initially that cx t ≡ 0 and we
shall do so for a long time in the computations that follow. We will withdraw
the temporary hypothesis only after we have proved our estimates with the
additional assumption that cx t ≡ 0.
Proposition IV.1.14. Let the operator L given by (IV.26) with cx t ≡ 0

satisfy (ii) and (iii), and let > 0 be given. Then there exist operators
K R Cc − × −T T −→ L1 −T T h1 Rx and constants C > 0
and T0 > 0 such that
KLu = u + Ru (IV.27)
KuL1 −×−TT ≤ CT uL1 R h1 R (IV.28)
RuL1 −×−TT ≤ CT uL1 R h1 R (IV.29)
for all u ∈ Cc − × −T T , 0 < T ≤ T0 .
This is a technical proposition that does not have an immediate duality conse-
quence due to the fact that the norm on the left-hand side of the estimates is
a weaker norm than that on the right-hand side and it should be regarded as
an intermediate step towards a better estimate to be obtained later. The proof
of Proposition IV.1.14 is similar to that of Theorem IV.1.9; in particular, the
operators K and R referred to in (IV.27) were implicitly used in its proof, for
instance, K = K + + K − + K0 , R = R+ + R− + R0 with K + given by (IV.14),
R+ given by (IV.19) and so on. So the first step will be to prove the analogue
of (IV.27) for K + . This will follow from a slight modification of (IV.15). Let
us consider a restricted maximal function
g ⊥ x = sup Py ∗ gx
0<y<1
Notice that the sup is now taken for values of y between 0 and 1 instead
of 0 < y < as we did in (IV.15), but we keep the same notation g → g ⊥ .
Assuming without loss of generality that bx t has compact support and
taking T small we may assume that Bx t − Bx s < 1 in formula (IV.14),
so we get
T
K + ux t ≤ ũ+ ⊥ x s ds (IV.30)
−T
Before we continue with the proof of the estimates, we state and prove
some lemmas. The first one deals with the nonlocal space H 1 .
Lemma IV.1.15. Let Q ∈ C 1 R be an integrable function such that

C
Q x ≤ x∈R
1+ x 2
for some C > 0. Then, for some C > 0,

MQ fx dx = sup Qy ∗ fx dx ≤ C f H 1 R f ∈ H 1 R
R R y>0
Proof. By the atomic decomposition we may assume that fx = ax is an

H 1 -atom supported in an interval x0 − r x0 + r. Assume initially that x0 = 0.
We have
C
Qy ∗ ax ≤ Qy L1 aL ≤ x ∈ R
r
and we easily derive that
2r
MQ ax dx ≤ C
−2r

Recalling that ax dx = 0 we may write
r
Qy ∗ ax = azQy x − z − Qy x dz
−r
By the mean value theorem, we get for z < r

1 Cr Cr
Qy x − z − Qy x ≤ Q /y z ≤ 2 ≤ 2
y 2 y + 2
for some ∈ x − r x + r. If x > 2r, it follows that > x /2. Thus,
Cr
sup Qy ∗ ax ≤ x > 2r
y>0 x2
and
dt
MQ ax dx ≤ Cr ≤ C
x ≥2r 2r t2

This shows that MQ a dx ≤ C. In the general case we consider a trans-
lated atom 2
ax = ax + x0 which is centered at the origin and observe that
MQ aL1 = MQ2 aL1 because MQ2 ax = MQ ax + x0 .
We return to the semilocal Hardy space h1 in the next lemma.
Lemma IV.1.16. Let 0 < < , let P be the Poisson kernel in R2+ and let Q
be an integrable function satisfying Q x ≤ C/1 + x 2 as in the previous
lemma. There exists C > 0 such that

sup Py ∗ fx dx ≤ C f h1 R f ∈ h1 R
− 0<y<1

sup Qy ∗ fx dx ≤ C f h1 R f ∈ h1 R
− 0<y<1
Proof. The first inequality follows from the second one, as P satisfies the
hypothesis required for Q. To prove the second inequality we need only show
that there exists C > 0 such that

sup Qy ∗ a ≤ C
− 0<y<1
for all h -atoms a. Let a be an h1 -atom supported in the interval I = x0 −

1
r x0 + r. If r > 1/2 we observe that

−1
sup Qy ∗ ax ≤ sup aL Qy L1 ≤ I QL1 ≤ QL1 ≤ C
0<y<1 0<y<1
so the integral we must estimate is majorized by 2C. If r ≤ 1/2 the atom a

must satisfy the moment condition and it is also an H 1 -atom so the required
inequality holds even for = by the proof of Lemma IV.1.15.
In view of (IV.30) and the first inequality of Lemma IV.1.16 we obtain
K + uL1 −×−TT ≤ CT u+ L1 R h1 R (IV.31)
To obtain a similar inequality for R+ we use (IV.19) to derive
T & &&
&
R+ ux t ≤ sup & b e−y Dx u+
x &x s ds (IV.32)
−T 0<y<1
We already saw that

−y D +
be x
u x t
bx t − by t
= Py ∗ bx u+ x t + Qy x − yu+ y t dy
x−y

= Py ∗ bx u+ x t + Qy x − yx y tu+ y t dy
with
1 dP −2x2
Qy x = Qx/y Qx = x x =
y dx 1 + x2 2
and
⎧
⎨ bx t − by t if y = x
y t =
x
x−y
⎩
bx x s if y = x
Using once more Lemma IV.1.16 we see that the norm in L1 − ×
−T T of the term Py ∗ bx u+ x t is dominated by
bx u+ L1 R h1 R ≤ u+ L1 R h1 R
where we have used that multiplication by bx ∈ C r is a bounded operation

in h1 R. Concerning the second term, observe that it may be written as a
convolution Qy ∗ x u+ x (note however that the factor x depends on the
point at which the convolution is evaluated). The main tool to estimate the
second term is
Lemma IV.1.17. Let 0 < < . Let Q ∈ C 1 R satisfy

C
Qx + Q x ≤ x∈R
1 + x2
for some C > 0 and assume that ∈ L R2 is such that for some K > 0
y − x0
x y − x x0 ≤ K if x − x0 ≥ 2 y − x0
x − x0
Then there exists C = C Q > 0 such that, for every f ∈ h1 R, the
inequality

sup Qy ∗ x fx dx ≤ Cf h1 R holds,
− 0<y<1
with x y = x y.
Proof. Let a be an h1 -atom, with sa ⊂ I = x0 − r x0 + r. If r > 1/2 we

have
& &
& &
sup Qy ∗ ax dx =
x &
sup & Qy x − z zaz dz&& dx
x
− 0<y<1 − 0<y<1

≤ L aL Qy L1 dx
−
≤ 2L QL1
Let us tackle the case r ≤ 1/2 assuming initially that x0 = 0. The estimate
2r
sup Q- ∗ x ax dx ≤ CraL ≤ C
−2r 0<-<1

is, as usual, easily obtained. Keeping in mind that aydy = 0 and writing
Q- x − yx y − Q- xx 0 = Q- x − y − Q- xx 0

+ Q- x − yx y − x 0
we get the estimate

r
Q- ∗ x ax ≤ Q- x − yx y − Q- xx 0 ay dy
−r
1
≤ sup Q x − y/- L y ay dy
-2 y ≤r
K y
+ sup Qx − y/- ay dy
- y ≤r x
Since x > 2r and y < r imply that x − y ≥ x /2, using the decay of Q
and Q we see that
1 C C
sup Q x − y/- ≤ 2 ≤ 2
2
- y ≤r - +x 2 x
1 C- C
sup Qx − y/- ≤ 2 ≤
- y ≤r - + x2 x2
for x > 2r so
r r
Q- ∗ x ax ≤ C Q ay dy
x2 −r
r
≤ C Q 2
x
Thus,
1
sup Q- ∗ x ax dx ≤ C Q r dt ≤ C Q
x >2r 0<-<1 2r t2
In the general case, we reason as before with 2ax = ax + x0 , which is an

atom centered at the origin, and 2 x y = x + x0 y + x0 , which satisfies
the same inequalities as x y, then observe that
Q- ∗ x ax = Q- ∗ 2
x−x02
ax − x0
so

sup Q- ∗ x ax dx = sup Q- ∗ 2
x2
ax dx ≤ C Q
0<-<1 0<-<1
Remark IV.1.18. A function x y satisfying the hypothesis of Lemma

IV.1.17 can be obtained by setting
⎧
⎨ bx − by if y = x
y =
x
x−y
⎩
b x if y = x
if bx and b x are bounded, as is easily seen.
Returning to the estimate of the second term Qy ∗ x u+ x in the expres-
sion of b e−y Dx u+ we point out that Lemma IV.1.17 can indeed be applied
for any fixed t to x y = x y t, so using Lemma IV.1.17 and (IV.32) we
get
R+ uL1 −×−TT ≤ CT u+ L1 R h1 R (IV.33)
Using (IV.31), (IV.33), their analogues for K − , K0 , R− , R0 and the fact

that P ± and P0 are pseudo-differential operators of order zero acting on the
variable x, so the norm of u+ , u− and u0 in h1 R are bounded by that of u, we
may prove estimates (IV.28) and (IV.29) concluding the proof of Proposition
IV.1.14.
Consider now a test function ∈ Cc − × −T T . It follows easily
from (IV.27) that
L1 −×−TT ≤ KLL1 −×−TT + RL1 −×−TT
which, in view of (IV.28) and (IV.29), implies

L1 −×−TT ≤ CT LL1 R h1 R + L1 R h1 R (IV.34)
Notice that we cannot absorb the term L1 R h1 R by taking T small because
it involves a stronger norm than that of the left-hand side. Thus, we wish to
obtain a similar but sharper estimate in which the norm L1 R h1 R also
appears as well on the left-hand side. To achieve this we make use of the
4
2 defined by Hf
2 = 1 − (Hf ' , where H denotes
mollified Hilbert transform H
the usual Hilbert transform, ( ∈ Cc −2 2, = 1, for ≤ 1. Here the
2 which is a pseudo-differential operator of order zero, derives
usefulness of H,
mainly from the fact that it can be used to define an equivalent norm on
hp R without appealing to maximal functions, as granted by the following
estimates (cf. [G]):
2 h1 ≤ f h1 ≤ C2 f L1 + Hf
C1 Hf 2 L1 f ∈ h1 R
Another ingredient is the following lemma.

Lemma IV.1.19. Let rD be a pseudo-differential of order zero with symbol

rx = r independent of x. Assume that for some C > 0 the following
inequality holds:
f h1 ≤ Cf L1 + rDf L1 f ∈ h1
Let K be the kernel of rD and for each - > 0 write
rDfx =< (- x − ·K f > + < 1 − (- x − ·K f >

= r1- Dfx + r2- Dfx
where ( ∈ Cc −2 2 with (y = 1 for y ≤ 1. Then there exists -0 such
that for all 0 < - ≤ -0 there exist constants C1 = C1 -, C2 = C2 - > 0 such
that
f h1 ≤ C1 f L1 + r1- Df L1 ≤ C2 f h1 (IV.35)
Proof. For each - > 0, r1- D is a pseudo-differential operator of order zero,
thus bounded in h1 , so
f L1 + r1- Df L1 ≤ f h1 + r1- Df h1 ≤ C2 -f h1
On the other hand, r2- Df L1 ≤ K2- L1 f L1 and K2- L1 → 0 as - → 0.
Therefore, there exists -0 > 0 such that K2- L1 ≤ 1/2C for 0 < - ≤ -0 . Thus
f h1 ≤ Cf L1 + rDf L1

1
≤ C f L1 R + r1- Df L1 R + f L1
2C
1
≤ Cf L1 + r1- Df L1 + f h1
2
which implies
f h1 ≤ 2Cf L1 + r1- Df L1
Remark IV.1.20. Notice that r1- D is given by convolution with a distribu-
tion supported in the interval −2/- 2/-, in particular if u ∈ −r r —
i.e., if u is distribution supported in the interval −r r —r1- Du is supported
in the interval −r − 2-−1 r + 2-−1 .
We are now able to prove a stronger estimate. We will show that there exist
constants C and T0 > 0 such that for any 0 < T ≤ T0 and ∈ Cc −a a ×
−T T,
L1 −TTh1 Rx ≤ CT LL1 −TTh1 Rx (IV.36)
Given ∈ Cc −a a × −T T set
2t = 1 − (H·
H· t
where H is the Hilbert transform and ( ∈ Cc −2 2, ( = 1 for ≤ 1.
The symbol of H 2 is equal to h = * + − * − , where * + and * − are the
symbols of the operators P + and P − already used. We see that H 2 is a pseudo-
differential operator satisfying the hypotheses of Lemma IV.1.19 and we
may write it as a sum H 2=H 22- where H
21- + H 21- −a a → −a a
satisfies (IV.35), i.e.,
21- · tL1 −a a
· th1 Rx ≤ C· tL1 −aa + H (IV.37)
21- x t ∈ Cc −a a × −T T, applying (IV.34)

for some C > 0. Since H
21- we get
(with a in the place of a) to H
21- L1 −TT×−a a

H

≤ C T LH 21- L1 −TTh1 R + H
21- L1 −TTh1 R (IV.38)
x x
Since LH21- = H 21- and, invoking Proposition A.2.2 in the Appendix

21- L + L H
2 -
A, we may claim that H1 as well as L H 21- are bounded operators in h1 Rx .
It follows from (IV.38) that
21- L1 −TT×−a a

H
≤ C TLL1 −TTh1 Rx + L1 −TTh1 Rx (IV.39)
Integrating (IV.37) with respect to t and using (IV.39) we see that

21- L1 −TT×−a a
L1 −TTh1 Rx ≤ CL1 −TT×−aa + H
≤ CTL1 −TTh1 Rx + LL1 −TTh1 Rx
It is now enough to choose T0 such that CT ≤ 1/2 if T ≤ T0 to get
L1 −TT h1 Rx ≤ 2C T LL1 −TTh1 Rx
as desired. We may now state
Theorem IV.1.21. Let the operator L given by (IV.26) satisfy (i), (ii) and
(iii) and let a > 0. Then there exist constants C > 0 and T0 > 0 such that
uL1 −TT h1 Rx ≤ CT LuL1 −TT h1 Rx (IV.40)
for all u ∈ Cc −a a × −T T , 0 < T ≤ T0 .

Proof. We have already proved (IV.36) assuming that cx t ≡ 0 which is

the same as (IV.40). In the general case we write L = L0 + c and since (IV.36)
holds for L0 we obtain

uL1 −TT h1 Rx ≤ CT LuL1 −TT h1 Rx + cuL1 −TT h1 Rx

≤ CT LuL1 −TT h1 Rx + C1 uL1 −TT h1 Rx
as multiplication by a C r function is a bounded operator in the space
L1 −T T h1 R. Taking T small so that CC1 T < 1/2, we obtain (IV.40).
The a priori inequality (IV.40) has a standard duality consequence which we

now describe. The dual of h1 R, denoted by bmoR, may be identified([G])
with the space of locally integrable
functions fx such that sup I <1 I −1 I f −
−1
fI < and sup I ≥1 I I
f < , where we have denoted by I an arbitrary
interval and by fI the mean of f on I. In particular, bmoR is contained
in BMO R, the space of bounded mean oscillation functions. Then, (IV.40)
implies local solvability in L −T T bmoRx for the formal transpose
Lt . Now, L and −Lt have the same principal part, so L and −Lt satisfy
simultaneously the hypotheses of Theorem IV.1.21. Summing up,
Theorem IV.1.22. Let the operator

L= + ibx t + cx t
t x
satisfy (i), (ii) and (iii). There is a neighborhood U = −a a × −T T of
the origin such that for every function f ∈ X = L Rt bmoRx there exists
a function u ∈ X which solves Lu = f in U , with norm
uL Rt bmoRx ≤ CT f L Rt bmoRx
In particular, the size of u can be taken arbitrary small by letting T → 0.
We conclude this section by proving consequences of Theorems IV.1.21

and IV.1.22 that can be stated in a more invariant form that does not depend on
a special coordinate system. In Theorems IV.1.21 and IV.1.22, the operator
L has a special form which is instrumental in obtaining a priori estimates
with minimal assumptions on the regularity of the coefficients but, at least
heuristically, after a suitable change of variables any first-order operator of
principal type has this form as we saw in Lemma IV.1.1. On the other hand,
for operators with rough coefficients this change of variables imposes a loss
of regularity on the coefficients of the transformed operator. One should also
observe the loss of derivatives caused in the process of deriving estimates in
terms of the original variables from estimates obtained in the new variables by
the behavior of local Hardy norms under composition with diffeomorphisms.
For this reason we now deal with operators having C 2+r coefficients in
the principal part. Since we are dealing with mixed norms, the roles of t
and x cannot be interchanged and we must consider changes of variables
that preserve the privileged role of t. Consider a general first-order operator
defined in an open subset ⊂ R2 that contains the origin
u u
Lu = Ax t + Bx t + Cx t u
t x
with complex coefficients A B ∈ C 2+r , 0 < r < 1, C ∈ C . Assume
that the lines t = const. are noncharacteristic, which amounts to saying that
Ax t > 0, x t ∈ . Since the properties we are studying do not change
if L is multiplied by a nonvanishing function of class C 2+r , we may assume
without loss of generality that A ≡ 1, i.e.,
u u
Lu = + Bx t + Cx t u
t x
Write Bx t = ãx t + ib̃x t with ã and b̃ real. In convenient new local
coordinates = x t, s = t, the expression of L is
L̃ = s + ib̃/x/ + Cx s s = s + ib + c
where b is real of class C 1+r and c ∈ C . If L satisfies the Nirenberg–Treves

condition so does L̃, due to the invariance of this property that will be
discussed in the next section (the coefficients are supposed to be smooth for
simplicity in that section but the arguments adapt to the present situation).
Multiplying the coefficients b and c by a cut-off function ( ≥ 0 ∈ Cc R2
that is identically equal to 1 in the neighborhood of the origin we now have an
operator L with smooth coefficients and globally defined in R2 that satisfies
the hypotheses of Theorem IV.1.21 and agrees with L̃ in a neighborhood of the
origin. Thus, the a priori estimate (IV.40) holds for L in the variables s.
Let u s ∈ Cc R2 be supported in a sufficiently small neighborhood of
the origin and set ux t = u x t t, where x t → s is the inverse
of s → x t, thus of class C 2+r . Invoking the invariance of h1 R under
diffeomorphisms of class C 2 discussed in Proposition IV.3.1 we conclude that
if u is supported in a convenient neighborhood of the origin we have

C1 u· th1 Rx dt ≤ u · sh1 R ds ≤ C2 u· th1 Rx dt
R R R

and this shows that the a priori estimate (IV.40) for L implies an analogous
estimate for L, using the fact that Lux t = L u x t t. Summing up,
Theorem IV.1.23. Let L given by

u u
Lu = Ax t + Bx t + Cx t u
t x
be defined in a neighborhood of the origin, with complex coefficients A B ∈
C 2+r , 0 < r < 1, C ∈ C . Assume that the level curves t = constant are
noncharacteristic for L and that L satisfies the Nirenberg–Treves condition
. Then there exist constants a > 0, C > 0 and T0 > 0 such that
uL1 Rt h1 Rx ≤ CT LuL1 Rt h1 Rx
for all u ∈ Cc −a a × −T T , 0 < T ≤ T0 . Hence, for every function
f ∈ X = L Rt bmoRx there exists a function u ∈ X which solves Lu = f
in a neighborhood U of the origin, with norm
uX ≤ CT f X
IV.2 Solvability in C
In the last section we introduced the local solvability condition in Defi-
nition IV.1.5 assuming that the vector field L was in the special form

L= + ibx t (IV.41)
t x
with bx t real, smooth, and defined for all x t ∈ R2 . However, to require
that t → bx t does not change sign is not per se a coordinate-free definition
because we are demanding that a particular coefficient (namely, bx t does
not take opposite signs on sets of a special kind (namely, x × R). It order to
find more invariant ways to formulate condition it is convenient to find
larger sets on which bx t keeps its sign unchanged. Assume that L given
by (IV.41) satisfies . Then the sets
A+ = x ∈ R sup bx t > 0 and A− = x ∈ R inf bx t < 0
t t
are open and disjoint, and the complement of its union F = R\A+ ∪ A− is a
closed set with the property that bx t = 0 on F × R. Write A+ and A− in
terms of their connected components
A+ = a+ +
j bj A− = a− −
j bj
j j
If x ∈ a+ +
j bj there exists t ∈ R such that bx t > 0 so we see that bx t ≥ 0
+ +
on aj bj × R and similarly bx t ≤ 0 on a− −
j bj × R. There is an easy
way to describe invariantly the open sets + + +

j = aj bj × R and j =
−
a− −
j bj × R: they are the orbits of dimension two of the pair of vector fields

X = L Y = L . Indeed, ± j is a union of vertical lines, so invariant
under the flow of X, and it is also invariant under the flow of Y because Y
vanishes on its boundary, so if p ∈ ± j the orbit p of X Y through
±
p is contained in j . Now, p is an orbit of maximal dimension, thus
open and connected, and being invariant under the flow of X it is of the
form a b × R with a± ±
j ≤ a < b ≤ bj . Since a × R is contained in the
boundary of p, bx t must vanish identically on a × R so a % a± ±
j bj
± ± ±
and similarly b % aj bj , which proves that j = p. On the other hand,
the sets x × R, x ∈ F , are precisely the orbits of dimension one of X Y .
Since a+ + − −
j bj aj bj ∈ F we see that a two-dimensional orbit is bounded
by two one-dimensional orbits in case its orthogonal projection onto the x-
axis is a finite interval, by one one-dimensional orbit if its projection has
exactly one finite endpoint and, of course, the boundary is empty if the
projection is the whole real line. To give a coordinate-free formulation of the
fact that bx t does not change sign on two-dimensional orbits we look at
5 5
X ∧ Y ∈ C R2 2 TR2 . Since 2 TR2 has a global nonvanishing
section e1 ∧ e2 , X ∧ Y is a real multiple of e1 ∧ e2 and this gives a meaning to
the requirement that L ∧ L does not change sign on any two-dimensional
orbits of L L . Note that when L has the form (IV.41) we have seen that
this happens if and only if L satisfies .
Consider now a vector field defined in an open subset ⊂ R2
u u
Lu = Ax t + Bx t (IV.42)
t x
Ax y + Bx y > 0 x t ∈

condition in if L ∧ L does not change sign on any two-dimensional
orbit of L, i.e., on any two-dimensional orbit of the pair of real vector fields
L L .
The previous discussion shows that the coordinate-free Definition IV.2.1

reduces to Definition IV.1.5 when L is in the form (IV.41).
Let x t ∈ C R2 , set
Zx t = x + ix t (IV.43)

and consider the vector field

it x t Z
L= − = − t (IV.44)
t 1 + ix x t x t Zx x
Thus, Zx t is a global first integral of L, i.e., LZ = 0 and dZ = 0 everywhere.
Lemma IV.2.2. Let Zx t and L be given by (IV.43) and (IV.44) respectively.
Then, L satisfies in R2 if and only if R t → x t is monotone for
every x ∈ R.
Proof. We have
t
X= + t x Y =−
t 1 + x2 x 1 + x2 x
so
t x y
X ∧Y = ∧
1 + x x t
2
Note that X and Y are linearly dependent at a point if and only if t vanishes at
that point. Thus, the one-dimensional orbits of L are vertical lines x = constant
on which t vanishes identically. Since the two-dimensional orbits of L are
bounded by 0, 1 or 2 one-dimensional orbits we see that each two-dimensional
orbit j , j = 1 2 , is of the form aj bj × R. If L satisfies then t
does not assume opposite signs on j , say, t ≥ 0 on j so t → x t is
monotone increasing for all aj < x < bj . If x % aj bj for any j it follows
that the point of coordinates x 0 belongs to a one-dimensional orbit, so
t x t = 0, − < t < , and t → x t is constant. This shows that
t → x t is monotone for every x ∈ R. Conversely, assume that t → x t
is monotone for every x ∈ R and let aj bj × R be a two-dimensional orbit.
Given x0 ∈ aj bj we have that t → t x0 t has a consistent sign, say
t x0 t ≥ 0. We must show that t x t ≥ 0 for all aj < x < bj . Indeed,
if t x1 t < 0 for some x1 ∈ aj bj and t ∈ R, it is easy to see that there
exist an intermediate point x2 between x0 and x1 such that t x2 t = 0 for
all t ∈ R. Then x2 × R is a one-dimensional orbit and must be disjoint
of the two-dimensional orbit aj bj × R, a contradiction to the fact that
x2 ∈ aj bj .
From now on, we assume that L given by (IV.44) satisfies condition and
we wish to find a local solution Lu = f with u ∈ C when f ∈ C . We start
from estimate (IV.11) in Theorem IV.1.9, with L in the place of t L, q = p = 2.
There exists a T C > 0 such that, for every u ∈ Cc −a a × −T T,
ux tL2 R2 ≤ CLux tL2 R2 (IV.45)

Modifying x t outside a neighborhood of the origin as in the proof of

Theorem IV.1.9, we may assume that t and x are compactly supported and
that a = . The a priori estimate (IV.45) may be extended using Friedrichs’
lemma to any u ∈ L2c −T T × R such that Lu ∈ L2c −T T × R.
We wish to extend (IV.45) in two ways: first, we want to know that the
inequality is still valid when ux t is not regular enough to be in L2 R2
although Lux t is known be in L2 R2 ; second, we wish to consider esti-
mates for Sobolev norms. We write
M = Zx−1 x D = −L2 − M 2
where > 0 is a large parameter. Then L and M commute, which implies

that L and D also do so. A consequence of this fact that can be expressed in
terms of their respective symbols x t = i + #x t, # = −Zt /Zx ,
dx t = −2 +m2 x t , mx t = iZx−1 x t, is expressed
by the identity
d x t = 0 x t ∈ R4
where d denotes the Poisson bracket performed in all variables. Note that
Zt Z2 +
dx t = 2 − 2 + t 2 2
Zx Zx
so for large d ≤ C d and also dx t = 0 implies = = 0,
i.e., D is a uniformly elliptic second-order operator with smooth bounded
coefficients.
Consider a pseudo-differential operator Px t Dx Dt of order s and type
& = 1 0 with symbol px t , that is,
1 ix+t
Pux t = e px t $
u dd
2)2 −
The first term in the expansion of the symbol of the commutator L P is given
by −i p x t by a well-known formula from the calculus of pseudo-
differential operators. Thus, L P is a pseudo-differential operator with the
same order s. However, if px t = Fdx t with F holomorphic on
the range of d, it follows that
p x t = F d x t = F d d x t = 0
We see that in this case L P has order s − 1, i.e., it commutes with L to a

higher degree than in the general situation, a fact we will explore. We already
saw that the range of dx t is contained in a closed cone of the complex
plane of the form z ≤ C z and it follows that for any real % > 0 the range
of 1 + % dx t has positive real part. Consider the pseudo-differential

operator P % x t Dx Dt with symbol
(t
p% x t =
1 + % dx t 1/2
where (t ∈ Cc −T T and (t = 1 for t ≤ 3/4T . We point out that
P % x t Dx Dt has order −1 for % > 0 although p% is not a bounded subset
−1
of S10 . On the other hand, p% , 0 < % < 1, remains in a bounded subset of
S10 which implies that the norm of P % in L2 R2 is bounded by a constant
0
independent of 0 < % < 1, t ∈ R. By the observations made before, the commu-

tator L P % has order −2 for fixed % > 0 on the open set R × −3T/4 3T/4
and order −1 uniformly in % > 0, which implies that L P % is a bounded
subset of L2 R2 H −1 R2 , where H −1 denotes the Sobolev space of order
−1. Furthermore, P % → I weakly as % → 0.
Consider now a distribution ux t ∈ Hc−1 R2 supported in R×−T/2 T/2
and assume that
• Lu ∈ L2 R2 .
We will show that u ∈ L2 R2 . Indeed, set u% = P % u. Then, u% ∈ L2 R2 and

Lu% = P % Lu + L P % u ∈ L2 R2 . Note that the last inclusion is uniform in %
and that L P % u → 0 in L2 . Applying (IV.45) to u% we obtain
u% L2 R2 ≤ CLu% L2 R2 ≤ C1
Since u% → u weakly as % → 0 we conclude that uL2 R2 ≤ C1 and
uL2 R2 ≤ CLuL2 R2
for all u ∈ Hc−1 R × −T/2 T/2 such that Lu ∈ L2 R2 . Similarly, if u ∈

Hcs−1 R × −T/2 T/2, s ∈ R, is such that Lu ∈ Hcs R × −T/2 T/2 we
conclude that u ∈ H s R2 and
uH s R2 ≤ Cs LuH s R2 + uH s−1 R2 (IV.46)
To prove (IV.46) we apply (IV.45) to u% = B% u where B% is the pseudo-

differential operator with symbol
(t1 + dx t s/2
b% x t =
1 + % dx t 1/2
and reason as before. Note that b% → b = (1 + ds/2 in the symbol space
s
S10 and that us ∼ BuL2 if B is the pseudo-differential with symbol
b and u ∈ Hcs R × −T/2 T/2. Furthermore, L B has order s − 1 on

R × −T/2 t/2. Letting % → 0 we obtain
BuL2 R2 ≤ CBLuL2 R2 + L B uL2 R2
which gives (46). A consequence of (IV.46) is that
u ∈ R × −T/2 T/2 and Lu ∈ H s R2
imply that u ∈ H s R2
Indeed, if u ∈ R×−T/2 T/2 there exists some < s such that s − = k

is an integer and u ∈ Hc R × −T/2 T/2. Then Lu ∈ H s R2 ⊂ H s−k R2
and (IV.46) implies that u ∈ H s−k+1 R2 . Repeating this process k times
we conclude that u ∈ H s R2 as wanted. Observe that this implies that u ∈
R × −T/2 T/2 must be smooth if Lu ∈ C .
Another consequence is that if u ∈ R × −T/2 T/2 satisfies Lu = 0
it must vanish identically (a fact that also follows from uniqueness in the
Cauchy problem). Indeed, Lu = 0 implies that u ∈ Cc R × −T/2 T/2 and
(IV.45) shows that u = 0.
Let K denote a closed ball of radius r < T/2 centered at the origin of R2
and let us prove that for any s ∈ R
uH s R2 ≤ CsLuH s R2 u ∈ Cc K (IV.47)
Fix s ∈ R and assume by contradiction that for every j = 1 2 , there exists

uj ∈ Cc K such that uj H s R2 = 1 and Luj H s R2 ≤ 1/j. Passing through
a subsequence we may assume that uj → u in H s−1 R2 with Lu = 0 and this
implies that u = 0. On the other hand, (IV.46) gives
Cs
1≤ + Cs uj H s−1 R2
j
which, letting j → , contradicts that u = 0. Using Friedrichs’ lemma we
may extend (IV.47) to
uH s R2 ≤ CsLuH s R2 if u and Lu ∈ Hcs K (IV.48)
Let us now prove that for every f ∈ C R2 there is u ∈ C R2 such
that Lu = f in K. Denote by C K the quotient of C R2 by the subspace
of those functions which vanish on K to infinite order. This is a Fréchet
space and its dual may be identified with K, the distributions in R2
supported in K.
In order to identify the dual of C K with K it is convenient to

introduce the pairing

#ux t vx t$ = ux t vx t dZx t ∧ dt

= ux t vx t Zx x t dx dt
for which L and −L are formal transposes of each other, i.e., #Lu v$ =
−#u Lv$, u v ∈ Cc R2 . This pairing can be extended to u ∈ C R2 and
v ∈ R2 and if v ∈ K the value of #Lu v$ only depends on the residue
class u of u ∈ C R2 in C K and u → #u v$ is clearly continuous.
Conversely, given a continuous linear functional on C K, the contin-
uous linear functional C R2 u → u is represented by a compactly
supported distribution v ∈ R2 such that u = #u v$, u ∈ C R2 . Since
#u v$ must vanish when u vanishes to infinite order on K we see that v is
supported in K. Furthermore, it is clear that v = 0 if = 0.
Consider the continuous linear map T C K −→ C K defined by
T u = Lu , where u denotes the residue class of u ∈ C R2 in C K.
Then the range of T is dense; in fact, if is a continuous linear functional
on C K such that # T u $ = 0, u ∈ C K, regarded as an element of
K, satisfies the equation L = 0 which implies that = 0. Thus, to
show that T is onto we need only show that the range of T is closed and by
the Banach closed range theorem for Fréchet spaces this will follow if we
prove that the range of the dual operator T is closed for the weak∗ topology.
However, C K is reflexive, a consequence of the reflexivity of C R2 , and
in this case it is enough to prove that the range of T is closed for the strong
topology (see, e.g., [T1], chapter 37). Let the sequence j = T j = −Lj ,
j ∈ K, converge to ∈ K. There exist s such that j ⊂ H s R2
and j H s ≤ C, j = 1 2 This implies that j ∈ H s R2 and by (IV.48)
j H s ≤ Csj H s ≤ C
Passing through a subsequence we may assume that j is convergent in

H s−1 R2 to some ∈ Hcs−1 K, showing that T = −L = so is in
the range of T . Thus, the range of T is closed and so is the range of T ,
which must be equal to C K. In other words, for every f ∈ C R there is
u ∈ C R such that Lu − f = 0 on K. Finally, if cx t is a smooth function
we see that we may smoothly solve Lu + cu = f in K. If v w are smooth,
Le−v w = e−v Lw − wLv. If we choose v ∈ C such that Lv = c on K and
then take w ∈ C such that Lw = ev f on K, we see that u = e−v w satisfies
Lu + cu = f on K.
Most of the results we have proved so far in this section are summed up
in the following:
Theorem IV.2.3. Assume that L is a smooth vector field defined in an open

subset of the plane and let cx t ∈ C . If L satisfies in and it
is locally integrable then every point p ∈ has a neighborhood U such that
the equation
Lu + cu = f f ∈ Cc U
may be solved with u ∈ C U. Conversely, if L is locally solvable in C
then L is locally integrable.
Proof. Only the converse part has not been proved already, and we prove it
now. Assume that
u u
Lu = Ax t + Bx t
t x

Ax t + Bx t > 0 x t ∈
is locally solvable in C . Given a point p ∈ , that we may as well assume to
be the origin, we wish to prove the existence of a smooth function Z, defined
in a neighborhood of the origin, such that LZ = 0 and dZ = 0. Set
Ax t Bx t
dx t = +
t x

and find u ∈ C such that Lu = d in a rectangle U centered at the origin.
Then the 1-form
= Bx te−uxt dt − Ax te−uxt dx
is closed, since
Be−u Ae−u
+ = e−u d − e−u Lu = 0 in U
x t
Furthermore, does not vanish. Since U is simply connected, there exists
Z ∈ C U such that dZ = . So dZ = 0 in U and also LZ = #L $ =
e−u #At + Bx Bdt − Adx$ = 0.
Remark IV.2.4. The assumption in Theorem IV.2.3 that L is locally inte-

grable simplified the construction of smooth solutions but a much more
general result is known. In fact, condition alone, formulated in the appro-
priate way, implies smooth local solvability for operators of principal type of
arbitrary order ([H5]).
IV.3 Vector fields in several variables

We consider vector fields defined in an open subset ⊂ Rn+1 , n ≥ 1, that
contains the origin,
u n
u
Lu = Ax t + Bj x t (IV.49)
t j=1 xj
with complex coefficients A B1 Bn ∈ C such that

n
Ax t + Bj x t > 0 x t ∈ (IV.50)
j=1
As in the case n = 1 discussed in Section IV.1, we may assume locally that

A = 1 and then apply a several-variables analogue of Lemma IV.1.1, namely
Lemma IV.3.1. In appropriate new local coordinates x = x1 xn , t,

defined in a neighborhood of the origin, the vector field L assumes the form
u n
u
Lu = + i bj x t (IV.51)
t j=1 xj
with bj x s real-valued.
As before, it is useful to write L = X + iY with X = L and Y = L and

to refer to the orbits of the pair of real vector fields X Y as the orbits
of L. Note that since X and Y do not vanish simultaneously then L cannot
have any orbits of dimension zero. Let 0 be an orbit of L of dimension
two and assume that 0 is orientable. There exists a global nonvanishing
5
section & ∈ C 0 2 T0. Both X and Y are tangent to 0 so they may
be considered as sections of the tangent bundle T0 −→ 0 that produce a
5
section X ∧ Y of the bundle 2 T0 −→ 0. Then X ∧ Y = b&, where b is
a smooth real function defined on 0. If the real function b does not assume
opposite signs on 0 we say that X ∧ Y does not change sign on 0. Note that
5
if &1 is another nonvanishing section of 2 T0 −→ 0 then &1 = & with
a smooth real = 0 and since 0 is connected either > 0 or < 0. This
shows that the notion ‘X ∧ Y does not change sign on 0’ is independent of
the generator &.

condition in if and only if
(1) the orbits of L in have dimension at most two;

(2) the orbits of L of dimension two are orientable and L ∧ L does not
change sign on any two-dimensional orbit of L.
It is clear that the above definition is coordinate-free. We will now see that
it is invariant under multiplication by a nonvanishing factor.
Proposition IV.3.3. Let L given by (IV.49) satisfy condition in and

let h ∈ C be a complex nonvanishing function. Then L = hL satisfies
in .
Proof. Write h = + i with ∈ C real. Then, L = X + iY with

X = X − Y and Y = Y + X. The orbits of L and L are identical
because both L and L generate the same bundle, so L has no orbits of
dimension higher than two. Let 0 be an orbit of L of dimension two. Since
0 is also an orbit of L, X ∧ Y does not change sign on 0 and it follows that
X ∧ Y = 2 + 2 X ∧ Y does not change sign on 0 either.
If L is written in special coordinates in which it has the form (IV.51), condi-

tion may be expressed in a more concrete way that extends Definition
IV.1.5.
Proposition IV.3.4. Let L be given by (IV.51) in = x < r × −T T.

Then L satisfies in if and only if the following holds:
for every x = x1 xn ∈ x < r and = 1 n ∈ Rn ,

n
the function −T T t → bj x tj does not change sign. (IV.52)
j=1
Proof. We begin by showing that if L is given by (IV.51) in the orbits

of L of dimensions one and two have a simple description. Since X = t the
orbits of X in are the vertical segments x0 × −T T. Thus, if x0 t0
belongs to an orbit 0 it follows that x0 × −T T ⊂ 0 and this implies
that every orbit of L of any dimension may be written as a union of vertical
segments. If 0 is a one-dimensional orbit, X and Y are linearly dependent

at every point of 0 so Y = j bj xj must vanish identically on 0, leading
to the conclusion that 0 = x0 × −T T for some x0 ∈ x < r such that
bj x0 t = 0 for all 1 ≤ j ≤ n, t < T . Conversely, if bj x0 t = 0 for all
1 ≤ j ≤ n, t < T then x0 × −T T is a one-dimensional orbit.
We may write Y = b1 bn and denote by Y · the inner product in Rn
of Y and = 1 n . With this notation (IV.52) states that t → Yx t ·
does not change sign.
If 0 is an orbit of dimension ≥ 2 that contains the point x0 t0 there must
be a point x0 t1 ∈ 0 such that Yx0 t1 = 0 for otherwise x0 t0 × −T T
would be a one-dimensional orbit intersecting 0, which is not possible.
Consider the maximal integral curve in x < r through the point x0
of the vector field Yx t1 , x ∈ x < r . Then × −T T is a closed subset

of 0 which is also a two-dimensional manifold. Thus, if the dimension of 0 is
two we conclude by connectedness that 0 = × −T T, in particular every
two-dimensional orbit of L is orientable. Observe that Y· t1 does not vanish
in (otherwise would reduce to a single point) and set vx = Yx t1 .
5
Then & = v ∧ t ∈ 2 0 never vanishes.
Assume now that L satisfies and we wish to prove (IV.52) for some
x0 and fixed. If x0 t0 belongs to a one-dimensional orbit for some t0 ∈
−T T, then Yx0 t = 0 for t < T and obviously t → Yx0 t · cannot
change sign. Hence we may assume that Yx0 t0 = 0 for some t0 ∈ −T T,
so x0 t0 ∈ 0 where 0 is an orbit of L of dimension two on which X ∧ Y
does not change sign. Let be the integral curve of vx = Yx t0 in
x < r through the point x0 . Then 0 = × −T T and & = v ∧ t generates
52
0 at every point of 0. Let x0 t ∈ 0. Since Y is a horizontal vector
tangent to × −T T we see that Yx0 t = x0 tvx0 . Furthermore,
X ∧ Yx0 t = t ∧ x0 tvx0 = x0 t&x0 t, so either x0 t ≥ 0 on
−T T or x0 t ≤ 0 on −T T. This proves that the vector-valued map
−T T t → Yx0 t does not change direction and t → Yx0 t · does not
change sign for any ∈ Rn and x0 < r.
Conversely, let us prove that (IV.52) implies condition . Fix a point
x0 t0 ∈ x < r × −T T and assume that it belongs to an orbit 0 of
dimension ≥ 2. If Yx0 t = 0 for all t < T then the dimension of 0 would
be one, so changing t0 we may as well assume that Yx0 t0 = 0. Let be
the integral curve through x0 of the vector field vx = Yx t0 in x < r .
Then, for every x ∈ , Yx t = t xvx with ≥ 0. Indeed, if for some
x ∈ and t1 ∈ −T T the vectors Yx t1 and vx were not parallel or
were parallel but pointing in opposite directions, they would lie on different
half-spaces determined by a hyperplane · = 0}, i.e., Yx t0 · and
Yx t1 · would have opposite signs, contradicting (IV.52). In particular, this
shows that both X and Y are tangent to ×−T T, which makes ×−T T
invariant under the flow of X and Y . This shows that 0 ⊂ × −T T and
since the orbit has dimension ≥ 2 and the latter set is connected we conclude
that 0 = × −T T, which shows that there are no orbits of dimension > 2.
Also, X ∧ Yx t = x tt ∧ vx, x t ∈ 0, so X ∧ Y does not change sign
on 0.
We are now able to extend Theorem IV.1.9 to any number of variables.
Theorem IV.3.5. Let L given by (IV.49) satisfy (IV.50) and condition
in a neighborhood of the origin and fix 1 0 such that the following
a priori estimate holds for every ∈ Cc U:
Lp Rn+1 ≤ C diam supp LLp Rn+1 (IV.53)
Moreover, the constant C depends only on p and the L norms of the

derivatives of order at most two of the coefficients of L. Furthermore, a
similar inequality holds with t L in the place of L.
Proof. The proof of this theorem requires six steps. Since Theorem IV.3.5
follows from Theorem IV.1.9 when n = 1, we will assume in the proof that
n ≥ 2.
The first step. Renaming coordinates if necessary we may assume that
A0 0 = 0. Then, dividing by A in a neighborhood of the origin and applying
Lemma IV.3.1 we put L in the form (IV.51). The new vector field thus
obtained still satisfies condition by its invariance under multiplication
by nonvanishing factors and change of coordinates. If is a test function
supported in a small neighborhood of the origin and ! is the diffeomorphism
induced by the change of variables, the Lp norm of and the Lp norm
of ! are comparable because the Jacobian determinant det! satisfies
c1 ≤ det! ≤ c2 in a neighborhood of the origin for some positive constants
c1 c2 . Note that the derivatives of order k of the coefficients bj , j = 1 n,
may be estimated in terms of bounds for the derivatives of order up to k + 1
of the original coefficients A B1 Bn , as one extra derivative is consumed
by the change of coordinates. Furthermore, by multiplying the coefficients bj ,
j = 1 n, by a non-negative cut-off function equal to 1 on a neighborhood
of the origin, we may assume that b1 bn ∈ Cc Rn+1 . Hence, it is enough
to prove the theorem when L is given by (IV.51) and its coefficients are
compactly supported, provided that we prove that the constant C in (IV.53)
depends only on p and the L norms of the derivatives of order at most one
of the coefficients of L.
The second step. We assume that L is given by (IV.51) and its coefficients
are compactly supported, then denote by bx " t the vector field in Rn given
n
by j=1 bj x t/xj . In view of Proposition IV.3.4 and its proof, the fact
that L verifies implies that there exists a unit vector field v"x defined
on Rn such that
" t = bx
bx " t v"x x ∈ Rn t ∈ R
" 0 t = 0 for all t. Set
Note that v"x0 may be defined arbitrarily if bx
, -
N = x ∈ Rn " t = 0 t < 1
bx (IV.54)
and
" t
&x = sup bx x ∈ Rn
t <1
so that N is precisely the set where &x vanishes. From now on we use the
notations = Rn × −1 1 and T = Rn × −T T, 0 < T < 1.
Lemma IV.3.6. Let ( be the characteristic function of N. Then L( = 0 in the

sense of distributions.
Proof. Let ∈ Cc . Then

n
n
#( t L$ = − t + i bj xj + i xj bj dxdt
N×−11 j=1 j=1
1
=− t x t dt dx = 0
N −1

where we have used that nj=1 xj bj vanishes a.e. on N × −1 1. Indeed, if
bj /xj x0 t0 = 0 for some 1 ≤ j ≤ n and x0 t0 ∈ N × −1 1, by the
implicit function theorem there is an % > 0 such that the set x bj x t0 =
0 ∩ x − x0 < % is a hypersurface. Thus, &x > 0 a.e. in x − x0 < % .

This shows that & = 0 ∩ j xj bj = 0 has measure zero.
In view of Lemma IV.3.6, L ( = 0 so to obtain (IV.53) it is enough to

prove separately the inequalities
(Lp Rn+1 ≤ CT L(Lp Rn+1 ∈ Cc T (IV.55)

1 − (Lp Rn+1 ≤ CT L1 − (Lp Rn+1 ∈ Cc T (IV.56)
The third step. We prove inequality (IV.55). The proof of (IV.55) is easy
because L( = (L = (t , so
t
(xx t = L(x s ds
−T
Hence,
t
(·· tLp Rn ≤ L(· sLp Rn ds
−T

≤ 2T1/p L1 − (Lp Rn+1
with p −1 + p−1 = 1. Raising both sides to the power p and integrating with
respect to t between −T and T we obtain (IV.55) with C = 2.
The fourth step. We introduce a partition of unity that reduces the proof of
inequality (IV.56) to the proof of local estimates for test functions. Note that
the function 1 − ( is not even continuous which, of course, is a source
of trouble. The main idea to overcome this difficulty is to write 1 − ( as a

series of convenient test functions supported in \N.
We start by proving some lemmas.
Lemma IV.3.7. Let &x and N be as defined above.
(1) The function &x is Lipschitz and

" L
,&L ≤ ,x b (IV.57)
(2) Outside N the vector v"x is locally Lipschitz and satisfies
" L
2,x b
, v"x ≤ for x % N (IV.58)
&x
" t . Then
Proof. Let x y ∈ Rn and let t ∈ −1 1 such that &x = bx
" t ≤ by
&x = bx " t + by
" t − bx
" t
" L x − y
≤ &y + ,x b
This shows that &x − &y ≤ ,x b " L x − y and interchanging x and y
"
we are led to &x − &y ≤ ,x bL x − y for all x y ∈ Rn . This implies
(IV.57).
Next, given x0 % N select t ≤ 1 such that &x0 = bx " 0 t > 0. Then
" t is positive and differentiable in a neighborhood of x0 , so
bx
& & & &
& b" & & , b" " && 2, b
" L
& & & x , b
, v"x0 = &,x x0 t& ≤ & + b" ⊗ x
&≤
& b" & & b b" 2 & &x
where we have used that ,x b" ≤ ,x b . This proves (IV.58).

In the sequel, cube will mean a closed cube in Rn , with sides parallel to the
axes. Two such cubes will be said to be disjoint if their interiors are disjoint.
If Q is a cube with side length and > 0 is a positive number, Q will
denote the cube with the same center as Q and side length equal to .
Lemma IV.3.8. Let f Rn −→ R+ be a Lipschitz continuous function with
Lipschitz constant 0 < ≤ 1, i.e., fx − fy ≤ x − y , x y ∈ Rn . Assume
that F = f −1 0 is not empty and set = x ∈ Rn fx > 0 . There exists
a collection of cubes = Q1 Q2 such that
(1) Qj = = Rn \F ;
j
(2) the Qj ∈ are mutually disjoint;
(3) diam Qj ≤ inf fx ≤ sup fx ≤ 5 diam Qj .
Qj Qj
Proof. Let 0 denote the family of cubes with side length one and vertices
with integral coordinates. For every integer k we define
k = 2−k Q Q ∈ 0
so the cubes in k form a mesh of cubes of side length 2−k and diameter
√ −k
n2 . Each cube ∈ k gives rise to 2n cubes ∈ k+1 by bisecting the sides.
Set for any integer k
√ √
k = x ∈ Rn 2 n2−k < fx ≤ 4 n2−k

Note that k ⊂ and = k k .
We now define
0 = Q ∈ k Q ∩ k = ∅
k
√ √
Let Q ∈ 0 ∩ k . There exists x ∈ Q such that 2 n2−k < fx ≤ 4 n2−k .
Given y ∈ Q we have
fx − y − x ≤ fy ≤ fx + y − x
√
so using that ≤ 1 and y − x ≤ n2−k = diam Q we get
diam Q ≤ inf fx ≤ sup fx ≤ 5 diam Q
Q Q
Since fy > 0 on Q it follows that Q ⊂ . Also, given y ∈ there exists

a unique k such that y ∈ k and y also belongs to some Q ∈ k because

Q ∈ k = Rn , so y ∈ Q and Q ∈ 0 , which shows that Q ∈ 0 = .
Thus, the cubes of 0 satisfy (1) and (3) although they may not be disjoint.
To obtain the required collection we must discard from 0 the superfluous
cubes, which is easy because if two distinct cubes in 0 are not disjoint one
contains the other. Namely, if Q1 Q2 ∈ 0 are not disjoint, then Q1 ∈ k1 and
Q2 ∈ k2 with k1 = k2 , so if, say, k1 > k2 it turns out that Q1 ⊂ Q2 . Hence,
if Q ∈ 0 is contained in some other cube Q ∈ 0 we discard Q and apply
the same procedure to Q , discarding it if it is contained in a bigger cube of
0 and keeping it in the opposite case. For a fixed cube Q, this process stops
after a finite number of steps, otherwise the cubes Q ⊂ Q ⊂ Q ⊂ · · · would
fill Rn , contradicting that F = ∅. Thus, each cube Q ∈ 0 is contained in a
maximal cube of 0 and the collection of those cubes of 0 which are
maximal satisfies (1), (2), and (3).
We now need a more detailed discussion of the family defined in the
previous lemma. Although two distinct cubes Q1 and Q2 ∈ are always
disjoint in the sense that they have disjoint interior their intersection may be
nonempty, as they could share a vertex, an edge, or some k-dimensional face,

k < n. In this case we say that Q1 and Q2 touch.
Proposition IV.3.9. If two cubes Q1 Q2 ∈ touch, then

1
diam Q2 ≤ diam Q1 ≤ 4 diam Q2
4
Proof. Let Q1 and Q2 ∈ have a common point x in their boundaries
and assume without loss of generality that diam Q1 ≥ diam Q2 , so their
respective sides 1 and 2 are related by 2 = 2−k 1 for some integer k ≥ 0.
If z ∈ Q2 we have
√ √ √
fz ≤ fx + n2 ≤ n1 5 + 2−k ≤ 6 n1
where we have used that Q1 satisfies (3) of Lemma IV.3.8 to estimate fx.
Now, (3) applied to Q2 gives diam Q2 ≤ supz∈Q2 fz ≤ 6 diam Q1 . Since
the quotient diam Q2 /diam Q1 is a power of 2, the latter estimate implies
that diam Q2 /diam Q1 ≤ 4.
Proposition IV.3.10. If Q ∈ , less than 12n cubes of touch Q.
Proof. Let Q ∈ have side = 2−k . There are exactly 3n − 1 cubes in k

that touch Q and each one of them contains at most 4n−1 cubes that belong
to k+2 and touch Q. Since by Proposition IV.3.9 the cubes of that touch
Q may only have the side lengths , /2, or /4 it is easily seen that the total
number of cubes of that touch Q is ≤ 3n − 14n−1 < 12n .
The family that disjointly fills up with closed cubes gives rise to a cover
by open cubes that has the bounded intersection property. We fix 0 < - < 1/4
and for any Q ∈ denote by Q∗ the cube with the same center as Q but with
side dilated by the factor 1 + -. Let Q1 and Q2 ∈ do not touch. We claim
that Q∗1 and Q2 cannot intersect. Indeed, the union of Q1 with all the cubes
of that touch Q1 (among which Q2 is not) contains, by Proposition IV.3.9,
the cube 5/4Q1 whose interior contains Q∗1 . This shows that Q∗1 ∩ Q2 = ∅.
Consider now a point x ∈ and select Q ∈ such that x ∈ Q. If x ∈ Q∗j
for some Qj ∈ then Q ∩ Q∗j = ∅, which implies that Q and Qj touch.
Then Proposition IV.3.10 shows that x belongs to at most 12n cubes Q∗j . If
z ∈ Q∗ then fz ≥ inf Q f − - diam Q ≥ 3/4diam Q ≥ 3/5diam Q∗ .
Similarly, fz ≤ 5 diam Q + - diam Q ≤ 5 diam Q∗ . Thus, for every
Q ∈ we have
1
diam Q∗ ≤ inf∗ fx ≤ sup fx ≤ 5 diam Q∗ (IV.59)
2 Q Q∗
This estimate implies that Q∗ ⊂ and since the interior Int Q∗ ⊃ Q we see
that Int Q∗ is an open cover of with the bounded intersection property.
Lemma IV.3.11. Let N ⊂ Rn be the closed set defined in (IV.54) and let
0 < ≤ 1, 1 < p < . There exists a covering of Rn \N by open cubes
with sides parallel to the coordinate axes Int Q∗j , j = 1 2 , such that
the intersection of 12n cubes of the family is always empty and for any
j = 1 2 we have the estimate:
1
diam Q∗j ≤ inf∗ &x ≤ sup &x ≤ 5 diam Q∗j (IV.60)
2 Qj Q∗j
Furthermore, there are functions j ∈ Cc Rn \N such that pj is a partition
of unity in Rn \N subordinated to the covering Int Q∗j and for a certain
constant C > 0,
C
,j L ≤ j = 1 2 (IV.61)
diam Q∗j
Proof. From now on we assume without loss of generality that ,x b " L ≤ 1.
We apply Lemma IV.3.8 with fx = &x so F = N. The hypotheses are
satisfied because the Lipschitz constant of &x is 1 by (IV.57) and the
complement of N is bounded so N = ∅. Thus we obtain the collection of
disjoint cubes Qj which, dilated by the factor 1 + -, yields the associated
collection Q∗j of cubes whose interiors cover Rn \N, have the bounded
intersection property, and satisfy (IV.59). This proves (IV.60). Fix a function
0 ≤ * ∈ Cc Rn supported in x < 1 + -/2 such that * p x is smooth
and *x = 1 if x ≤ 1/2 (such a function is easily constructed). If Qj ∈ ,
denote by xj its center and by j its side length. Then *j x = *x −xj /j ∈
Cc Int Q∗j and *j x = 1 on Qj . We have
,*L C
,*j L ≤ ≤ (IV.62)
j diam Q∗j

Note that . = j *jp is smooth and ≥ 1 in Rn \N. Let us estimate ,.x on
the support of *j . If x ∈ Q∗j and *k x = 0 for some k ∈ Z+ it follows that
Q∗j ∩ Q∗k = ∅. We know that Q∗j is contained in the union of Qj with those
cubes of which touch it and the same can be said about Qk . This implies
that there are cubes Qj and Qk in such that
(1) Qj touches Qj ;
(2) Qk touches Qk ;
(3) Qj ∩ Qk = ∅ so they either coincide or touch.
Applying Proposition IV.3.9 three times we obtain that diam Qk ≥ 4−3
diam Qj and Proposition IV.3.10 tells us that there are less than N = 123n
integers k such that Q∗j ∩ Q∗k = ∅. This shows that at most N terms *kp x of
the infinite sum that defines .x are not zero if x ∈ supp *j . Thus, using
the analogue for *kp of (IV.62) we obtain
C 43 NC
sup ,.x ≤ sup ,*kp x ≤ ≤ (IV.63)
Q∗j k Q∗j k diam Qk diam Q∗j
∗
Since
1
,. −1/p x ≤ . −1−1/p L ,.x ≤ ,.x
p
because . ≥ 1, (IV.63) implies
C
sup ,. −1/p x ≤ (IV.64)
Q∗j diam Q∗j
Set
*j x
j x =
. 1/p x
Then, pj is a partition of unity in Rn \N with the required properties. Indeed,
to prove (IV.61) we use the Leibniz rule and invoke (IV.62) and (IV.64).
The fifth step. We prove estimate (IV.56) when x t is supported in Q∗j ×
−T T, Qj ∈ . Assume that is supported in Q∗k × −T T for a certain
cube ∈ ; the value of T < 1 will be chosen momentarily. Since we are
" L ≤ 1, (IV.58) yields
assuming that ,x b
2
, v"x ≤ for x % N
&x
This shows, in view of (IV.60), that , v"x ≤ 4/diam Q∗j on Q∗j . Further-
more, Rn \N is bounded so diam Q∗j ≤ C, j ∈ Z. Hence, v"x is approximately
constant on Q∗j if is small; this allows us to rectify its flow as follows. Since
v" is a unit vector, we may assume without loss of generality that at the center
√ √
xj of Q∗j we have v1 xj ≥ 1/ n. Then, v1 xj − v1 x ≤ 4 < 1/2 n
for fixed once for all, small but independent of j, and we may assume that
√
v1 x ≥ 1/2 n on Q∗k . Solving the differential equations
dxj vj x
= xj 0 = yj j = 2 n (IV.65)
dy1 v1 x
we obtain a change of variables on a neighborhood of Q∗k given by x1 = y1 ,
xj = xj y1 y2 yn , 1 < j ≤ n, where the right-hand side denotes the
solution of (IV.65). In the new coordinates v"xy = v1 xy/y1 and L

assumes the form

− ib1 xy t
t y1
"
with b1 > 0, since b1 xy t 0 0 = bxy t implies b1 xy t =
"bxy t . Set By t = b1 xy t. Then, by the chain rule,
,y BL ≤ C,x b1 L ≤ C
because the Lipschitz constant of the change of variables y → xy is bounded

by a constant independent of j, as follows from the fact that the right-hand
side of the ODE (IV.65) is bounded by C. Now we apply Theorem IV.1.9
with p = q to the vector field

L1 = − iBy t (IV.66)
t y1
that we regard as a vector field in two variables depending on a parameter
y = y2 yn . For some constants C and T0 whose size only depends on
,x b1 L we get for any 0 < T ≤ T0
· · y pLp ≤ CT L1 · · y pLp ∈ Cc Q†j × −T T
where the Lp norms are taken in the variables y1 t and the map y → xy
takes Q†j onto Q∗j . Integrating this estimate with respect to y we get
pLp ≤ CT L1 pLp ∈ Cc Q†j × −T T
Observing that the absolute value of the Jacobian determinant of y → xy

is close to 1 uniformly in j ∈ Z+ , the latter estimate implies in the original
variables x t
pLp ≤ CT LpLp ∈ Cc Q∗j × −T T (IV.67)
which may be regarded as estimate (IV.56) for ∈ Cc Q∗j × −T T.
The sixth step. We prove (IV.56) in general. Let ∈ T and set j = j
where j is the collection of functions described by Lemma IV.3.11. We
have

1 − (x x t p = j 1 − (xx t p
j
Integrating this identity and taking account of (IV.67),

1 − (pLp = j 1 − (pLp ≤ CT Lj pLp
j j

≤ CT 1 − (LpLp + CT Lj 1 − (pLp
j

where we have used the Leibniz rule and the fact that j pj = 1. The second
term on the right-hand side is dominated by CT 1 − (pLp . Indeed,
" t · ,x j x ≤ sup b" ,x j ≤ C ≤ C1

Lj x = bx
Q∗j
in view of the definition of &, (IV.60) and (IV.61). Hence, Lj x p ≤ C
and since Lj x p = 0 except for at most 12n values of j we also have

j Lj x ≤ C. Thus,
p
1 − (pLp ≤ CT 1 − (LpLp + CT 1 − (pLp
and the last term can be absorbed as soon as CT < 1/2. This proves (IV.56).
We have already seen in steps 1 and 2 that (IV.53) follows in general once
(IV.55) and (IV.56) are proved for L of the form (IV.51), so the proof
of Theorem IV.3.5 is now complete for L and we may also replace L by
−L + cx t in (IV.53) if cx t is any bounded function provided we shrink
the neighborhood U of the origin, in particular, we may replace L by the
transpose operator t L = −L − idivx b."
As usual, we obtain by duality
Corollary IV.3.12. Let L given by (IV.49) satisfy (IV.50) and condition

in a neighborhood of the origin and fix 1 0 such that for every 0 < R < R0 and f ∈ Lp Rn+1 there exists
u ∈ Lp Rn+1 with norm
uLp Rn+1 ≤ C Rf Lp Rn+1
that satisfies the equation
Lu = f for x 2 + t2 < R2 (IV.68)
Moreover, the constants C and R0 depend only on p and the L norms of

the derivatives of order at most two of the coefficients of L.
Let us assume now that we are dealing with a locally integrable vector field
L in an open set of Rn+1 that contains the origin. After an appropriate local
change of coordinates x t we may assume that there are functions Zj x t,
j = 1 n defined on a neighborhood of the origin of the form
Zj x t = xj + ij x t j = 1 n

with j x t smooth and real satisfying

j 0 0 = ,x j 0 0 = 0 j = 1 n
such that
LZj = 0 j = 1 n
We denote by Z the function Z = Z1 Zn with values in Cn and similarly
write = 1 n , so Zx t = x + ix t. The n × n matrix
⎛ ⎞
1 /x1 ··· 1 /xn
⎜ ⎟
x = ⎝ ⎠
n /x1 ··· n /xn
vanishes at the origin and after modification of L outside a neighborhood of
the origin we may assume that the functions j x t are defined throughout
Rn+1 , have bounded derivatives of all orders, and satisfy
1
x x t ≤ x t ∈ Rn+1
2
This implies that the matrix Zx = I + ix is everywhere invertible and we
write Zx−1 x t = jk x t. Then the vector fields

n

Mj = jk x t j = 1 n (IV.69)
k=1 xk
commute pairwise and the vector field
n

L1 = − k x t
t k=1 xk
commutes with M1 Mn and is proportional to L if

n
j
k x t = −i kj x t x t
j=1 t
Furthermore, M1 Mn L are linearly independent at every point and
generate T Rn+1 . Multiplying L by a nonvanishing factor we may assume
that L = L1 .
We now extend Theorem IV.2.3 to several variables.
Theorem IV.3.13. Assume that L is a smooth vector field defined in an open

subset ⊂ Rn+1 and let cx t ∈ C . If L satisfies in and is
locally integrable then every point p ∈ has a neighborhood U such that
the equation
Lu + cu = f f ∈ Cc U
may be solved with u ∈ C U. Conversely, if L is locally solvable in C

then L is locally integrable.
Proof. The construction of smooth solutions is a straightforward extension

of the two-dimensional case. We write
D = −L2 − M12 + · · · + Mn2
where M1 Mn are given by (IV.69) and > 0 is a large parameter. Since

L = L1 and Mj commute, j = 1 n, it follows that L and D commute. If
x t denotes the symbol of L, mj x t denotes the symbol of Mj
and dx t = −2 + m21 + · · · + m2n x t is the principal symbol
of D, we have
d x t = 0 x t ∈ R2n+1
For large > 0, D is a uniformly elliptic second-order differential operator.

Consider, for fixed s ∈ R, the pseudo-differential operator
1
B% ux t = eix·+t px t $
u dd
2)n+1 RN +1
with symbol
(t1 + dx t s/2
b% x t =
1 + % dx t 1/2
where (t ∈ Cc −T T and (t = 1 for t ≤ 3/4T . Here we choose T so
that the estimate
ux tL2 Rn+1 ≤ CLux tLn+1 R2 (IV.70)
holds for every u ∈ Cc Rn × −T T for some C > 0, as guaranteed by
the proof of Theorem IV.3.5. The estimate can be extended to any u ∈ L2c Rn
−T T × −T T such that Lu ∈ L2c Rn −T T × −T T by Friedrich’s
lemma. It follows that b% → b = (1 + ds/2 in the symbol space S10
s
and that
us ∼ BuL2 if B is the pseudo-differential with symbol b and u ∈ Hcs Rn ×
−T/2 T/2. Furthermore, L B has order s − 1 on R × −T/2 t/2. If
u ∈ Hcs−1 Rn × −T/2 T/2 is such that Lu ∈ Hcs Rn × −T/2 T/2 we
may apply (IV.70) to B% u. Letting % → 0 we obtain
BuL2 Rn+1 ≤ CBLuL2 Rn+1 + L B uL2 Rn+1
which implies that u ∈ H s Rn+1 and
uH s Rn+1 ≤ Cs LuH s Rn+1 + uH s−1 Rn+1 (IV.71)

Once (IV.71) is known, general arguments lead to an a priori estimate
uH s Rn+1 ≤ Cs LuH s Rn+1 (IV.72)
if u ∈ Hcs−1 Rn × −T/2 T/2 is such that Lu ∈ Hcs R × −T/2 T/2 and to
the existence of local smooth solutions, as described in the proof of Theorem
IV.2.3. We leave details to the reader.
While the method to obtain smooth solutions starting from the existence of
L2 solutions is essentially the same independently of the number of variables,
the proof that smooth local solvability implies local integrability is rather
different if n = 1 or n > 2. In the proof of Theorem IV.2.3 it was shown that,
for n = 1, solving Lu = f for a specific f obtained from the coefficients of
L was enough to produce locally a smooth Z such that LZ = 0 and dZ = 0.
Nothing like this is available if n > 1 and we must proceed indirectly. Assume
that L given by (IV.51) is locally solvable in C and we wish to find n first
integrals with linearly independent differentials defined in a neighborhood of
a given point p that we may as well assume to be the origin. The first step
is to find a complete set of approximate first integrals, namely, n smooth
functions Zj# , j = 1 n, such that LZj# = fj vanishes to infinite order at
the origin—i.e., fj x = O x k , k = 1 2 —and dZ1# 0 dZn# 0 are
linearly independent. To find Zj# we solve first the noncharacteristic Cauchy
problem

LUj = 0
Uj x 0 = xj
in the sense of formal power series. The coefficients of the formal series
Uj corresponding to monomials that do not contain t are determined by the
initial condition Uj x 0, i.e., they are all zero with the exception of the
coefficient of xj which is 1. The coefficients of monomials of the form t x
are determined from LUj = 0 inductively on . Once the formal series Uj
has been found we take as Zj# any smooth function that has Uj as its Taylor
series at the origin (the existence of such a function is usually called Borel’s
lemma). By their very definition Z1# Zn# are approximate first integrals.
To obtain exact first integrals by correction of Z1# Zn# we must solve the
equations Luj = fj , j = 1 n, in a neighborhood of the origin and then
define Zj = Zj# − uj . Clearly, LZj = 0, so the problem is now to verify that
dZ1 0 dZn 0 are linearly independent. This will be guaranteed if we
can make sure that duj 0 is small. Let K be a ball centered at the origin
such that LC K = C K and let denote the subspace of C K of
the (equivalence classes of) functions h such that Lh = 0. Then L defines
a continuous linear map from C K/ onto C K which, by the open
mapping theorem for Fréchet spaces, has a continuous inverse. This means, in
particular, that given % > 0 there exists > 0 and m ∈ Z+ such that for every
f ∈ C K such that D f L K < for all ≤ k there exist u ∈ C K
such that Lu = f and duL K < %. Let (x t ∈ Cc Rn+1 be equal to 1 for
x 2 + t2 < 1 and set fj& x t = fj x t(&x &t. Since fj vanishes to infinite
order at the origin we see that, choosing & big enough, D fj& L < for
all ≤ k. Choose now uj such that Luj = fj& and duj L K < %. Since
fj& = fj for x 2 +t2 < 1/& we see that the functions Zj = Zj# −uj , j = 1 n
form a complete set of first integrals in a neighborhood of the origin if % is
taken small enough.
IV.4 Necessary conditions for local solvability

In this section we discuss the necessity of condition for the local solv-
ability of a locally integrable vector field. Assume that L defined in ⊂ Rn+1
by (IV.49) is locally solvable in the sense of Definition IV.1.2. We will
show that L must satisfy condition in . In doing so, due to the local
nature of the problem, we may assume that L is given by (IV.51) and that
= B × −T T where B ⊂ Rn is a ball centered at the origin. We may also
assume that there is a vector-valued function Zx t = Z1 x t Zn x t
defined in a neighborhood U of such that LZj = 0, j = 1 n and
I − Zx < 1/2 in , where I denotes the identity matrix. In particular, the
form dZ1 ∧ · · · ∧ dZn does not vanish in and the pairing

Cc × Cc f v → fv detZx dxdt
is nondegenerate. The formula

f Lv detZx dxdt = − Lf v detZx dxdt v f ∈ Cc
means that L and −L are each other’s formal transpose with respect to this
pairing. The formula is also valid by continuity if v ∈ provided that
we replace the integration by the standard duality between distributions and
test function, i.e.,
#Lv f detZx $ = −#v Lf detZx $ f ∈ Cc v ∈

(IV.73)
One of the basic tools in the study of necessary conditions for local solv-
ability is Hörmander’s lemma ([H6]), of which we give the following version.
Lemma IV.4.1. Let L be as described above and suppose that for every
f ∈ Cc there exists u ∈ such that Lu = f . Then, for any compact
set K ⊂ there exist constants C > 0, M ∈ Z+ such that
& &
& &
& fv detZx dxdt& ≤ C Dxt

f L Dxt

LvL (IV.74)
≤M ≤M
for all f v ∈ Cc K.
Proof. Let K ⊂⊂ with nonempty interior be given and consider the bilinear
form (IV.73) restricted to pairs f v ∈ Cc K × Cc K. Endow the first
factor with the topology defined by the seminorms Dxt
f L —so it becomes
a Fréchet space—and the second factor with the countable family of semi-
norms Dxt

LvL . Our solvability hypothesis implies that the latter topology
is Hausdorff, indeed, if v ∈ Cc K is such that Lv = 0 we may choose for
any f ∈ Cc K a distribution u ∈ such that Lu = f , so we have
#f v detZx $ = #Lu v detZx $ = −#u Lv detZx $ = 0
for any f ∈ Cc K, which implies that v = 0. For fixed v, the bilinear form
clearly depends continuously on f . The solvability hypothesis implies that
the dependence on v is also continuous for f fixed. Indeed, we may assume
that f = Lu for some u ∈ . Hence

fv detZx dxdt = #Lu f detZx $ = −#detZx u Lf $
in view of (IV.73), which shows the continuity with respect to f for fixed v.
A bilinear form defined on the product of a Fréchet space and a metrizable
space which is separately continuous is continuous in both variables. This
proves (IV.74).
The last lemma shows that in order to prove that L is not solvable it is
enough to violate the a priori inequality (IV.74). We now describe a method
to violate (IV.74) provided we find a solution h of the homogenous equation
Lh = 0 with certain geometric property. Let g ∈ C 0 be a real function
and K ⊂⊂ be compact. We say that g assumes a local minimum over K if
there exists a ∈ R and V open, K ⊂ V ⊂ such that
(1) g ≡ a on K;
(2) g > a on V \K.
Note that we may always replace the open set V with one of its open subsets
with compact closure that contains K. In this case, still denoting the new set
by V we have
inf g = a1 > a
V
Then, taking a a on V \W .
The proof of the next lemma shows how (IV.74) may be violated.
Lemma IV.4.2. Assume that there exists h ∈ C such that
(i) Lh = 0;
(ii) h assumes a local minimum over some K1 ⊂⊂ .
Then there exists f ∈ Cc such that Lu = f for all u ∈

.
Proof. By Lemma IV.4.1 it will be enough to show that for a convenient

choice of K ⊂⊂ , (IV.74) cannot hold for all f v ∈ Cc K whatever the
choice of M ∈ Z+ and C > 0. By hypothesis h assumes a local minimum
over K1 ⊂⊂ for some homogeneous solution h. Subtracting a constant we
may assume that h = 0 on K1 and h ≥ - > 0 on V \W for some open sets

V ⊃ W ⊃ K1 such that K = V ⊂⊂ . Select ∈ Cc K, 0 ≤ ≤ 1, such that
= 1 on W and set, for a large parameter & > 0,
v& x t = x te−&hxt
Since e−&hxt is a homogeneous solution, Lv& = e−&h L. Furthermore, L is
supported in K\W so it follows that

Dxt

Lv& L ≤ C&M e−-& (IV.75)
≤M
Next, choose * ∈ Cc V,0 ≤ * ≤ 1, such that * = 1 on K1 and hx t < -/2
on the support of *. Define
*x t
f& x t = e&hxt
detZx x t
Then

Dxt

f& L ≤ C&M e-&/2 (IV.76)
≤M
On the other hand, since and * are positive in a neighborhood of K1 ,

f& v& detZx dxdt = x t*x t dxdt = c > 0
which together with (IV.75) and (IV.76) shows that (IV.74) cannot hold for
the pair f& v& ∈ Cc K × Cc K if & is large enough.
Our next task is to produce solutions of the homogeneous equation Lh = 0

whose real part assumes a local minimum over a compact set assuming that
condition does not hold. We will first discuss this in the case n = 1,
which is technically simpler and the geometric ideas involved are easier to
spot. Suppose n = 1, L = t − Zt /Zx x , Z = x + ix t, x t ∈ R2 . We
know by Lemma IV.2.2 that if does not hold then t → x0 t is not
monotone for some x0 , or equivalently that t → t x0 t takes opposite signs
and, in particular, vanishes for some t0 . The simplest situation occurs when

t x0 t0 = 0 and tt x0 t0 = 0. If tt x0 t0 = A > 0, xt x0 t0 = B and

xx x0 t0 = C set, for > 0 to be chosen later,
x − x0 + ix t − x0 t0
wx t =
1 + ix x0 t0
hx t = w2 x t − iwx t
Note that wx0 t0 = 0, wt x0 t0 = 0, wx x0 t0 = 1—which implies that

wx x0 t0 = 0—and it is also clear that Lh = 0. Let us write ux t =
hx t, so
ux t = wx t2 − wx t2 + wx t
and it follows that ux0 t0 = ut x0 t0 = ux x0 t0 = 0. Then,
uxx x0 t0 = 2 wx x0 t0 2 + c C = 2 + c C
utt x0 t0 = wtt x0 t0 = c tt x0 t0 = c A > 0
uxt x0 t0 = c xt x0 t0 = c B
where c = 1 + x2 x0 t0 −1 > 0, which shows that the Hessian of u at
x0 t0 is positive definite if > 0 is small enough. Then h has a strict
local minimum at x0 t0 , i.e., the hypotheses of Lemma IV.4.2 are satisfied
if we choose K1 = x0 t0 . If tt x0 t0 = A < 0 we reason similarly, taking
< 0 and small.
The previous discussion shows that when looking for a homogeneous solu-
tion h whose real part assumes a local minimum over a compact set we may
work under the assumption that
t x t = 0 &⇒ tt x t = 0 (IV.77)
Assume that condition does not hold in any square centered at 0 0.
Then given % > 0 we may find points x∗ t1 , x∗ t2 in the cube Q centered
at the origin with side length % such that, say, t1 < t2 , t x∗ t1 < 0, and
t x∗ t2 > 0. We consider homogeneous solutions of the form
Zx t − Zx0 0
hx t x0 = Zx t − Zx0 02 − i
Zx x0 0
and the difficulty is to show under assumption (IV.77) that for an appropriate
choice of ≤ 1 and x0 ≤ 1 our function h assumes a local minimum over
a compact set. Writing h in terms of its real and imaginary parts,
hx t x0 = ux0 x t + ivx0 x t
we obtain
ux0 x t = x − x0 2 − x t − x0 0 2
+ c x t − x0 0 − x x0 0x − x0 (IV.78)

where c = 1 + x2 x0 0−1 > 0. A straightforward computation shows that
x ux0 x0 0 = uxx0 x0 0 = 0. Since uxxx0 0 0 = 2+xx 0 0 we may assume,
taking small but fixed and shrinking Q, that uxxx0 > 0 on Q. Then the
connected component x0 that contains the point x0 0 of the level set
x t uxx0 x t = 0
is a smooth curve that intersects transversally the x-axis at x0 0. Hence,
the curves x0 foliate a neighborhood of the origin and shrinking % > 0 if

necessary we may assume x0 ≤% x0 ⊃ Q. From now on we will assume that
x0 ≤ %. Note that the vector field
x
uxt0
= − x0 (IV.79)
t uxx x
is tangent to the curve x0 along x0 so this curve may be realized as the graph
of a function x = xx0 t, t < %0 . Let us take a closer look at the behavior of
ux0 on the curve x0 . For any x t ∈ x0 we have that uxx0 x t = 0 and
uxxx0 x t > 0 so x → ux0 x t attains a strict minimum precisely at x = x
(geometrically, the graph of x → ux0 x t looks like a parabola pointing
upwards with vertex at x ). Hence, there is a tubular neighborhood V of x0
such that
min ux0 x t = min ux0 x t
V x0
Thus, if we can find points x1 t1 , x0 t0 , x2 t2 in x0 such that t1 < t0 < t2
and
ux0 x1 t1 > ux0 x0 t0
ux0 x2 t2 > ux0 x0 t0
it follows that there is a compact set K ⊂ x0 such that ux0 x t assumes a
local minimum over K. To study the variation of ux0 along x0 we consider
the parameterization x0 s = xx0 s s and differentiate
ux0 xx0 s s
with respect to s. Since uxx0 xx0 s s ≡ 0, we obtain

d x0 x
u x0 s = ut 0 x0 s = t c − 2 − x0 02 x0 s
ds
Shrinking % < %0 we may assume that 2 x t − x0 0 2 < c /2. Thus,
ux0 is monotone along x0 if and only if t does not change sign on x0 .
Hence, if for some curve x0 we find points x1 t1 , x2 t2 in x0 such that
t1 < t2 , t x1 t1 < 0, t x2 t2 > 0, then for > 0 and small the curve x0
will contain a compact subset K over which ux0 assumes a local minimum;
if, instead, t x1 t1 > 0 and t x2 t2 < 0 we take < 0 in the definition of
h to achieve the desired homogeneous solution. To see that such x0 exists,
consider the quadrilateral Q having as horizontal sides the segments t = ±%
and as ‘vertical’ sides the curves x0 with x0 = ±%. Then Q is the union
of the curves x0 , −% < x0 < %. Assume by contradiction that t does not
change sign along any of these curves. We may decompose Q into three
disjoint sets: the union Q+ of the curves x0 that contain at least one point on
which t > 0, the union Q− of the curves x0 that contain at least one point
on which t < 0, and the union Q0 of the curves x0 on which t vanishes
identically. Observe that Q+ and Q− are open sets and neither Q+ nor Q− can
be empty, for this would imply that t does not change sign on some square
containing the origin and condition would be satisfied in that square,
contradicting our assumptions. Since Q+ and Q \Q+ are invariant sets (i.e.,
they are a union of the curves x0 that intersect them) so is the boundary of
Q+ . Let p be a boundary point of Q+ and let x0 be the curve passing through
p. We claim that x0 is a vertical segment. Indeed, x0 ⊂ Q0 since it cannot
meet Q+ ∪ Q− . So t vanishes identically on x0 and also does tt because of
x
(IV.77). Let q ∈ x0 . If xt0 q = 0 the set S = x = 0 is a smooth curve in
a neighborhood of q and since tt = 0 on S we conclude that the intersection
of S with a neighborhood of q must be a vertical segment, in particular, the
x
tangent to x0 at q is vertical. Assume now that xt0 q = 0. Differentiating
twice (IV.78), first with respect to x, then with respect to t and evaluating
x
the result at q we get uxt0 q = 0 because t q = xt q = 0. Then the vector
field given by (IV.79) reduces to t at q. Thus the velocity vector of x0 is
always vertical and x0 is itself the vertical segment x0 × −% %.
Let us return to the points x∗ t1 , x∗ t2 in the cube Q centered at the
origin with side length % such that t1 < t2 , t x∗ t1 < 0 and t x∗ t2 > 0.
Then trivially x∗ t1 ∈ Q− and x∗ t2 ∈ Q+ so there exists a point x∗ t0 ∈
Q+ such that t1 < t0 < t2 . But, as we have seen, this implies that x∗ =
x∗ × −% % and t x∗ t = 0 for t < %, which is a contradiction. Thus,
for some x0 < %, t assumes opposite signs on x0 , ux0 is not monotone
on x0 , and hx t x0 is a homogeneous solution whose real part assumes a

local minimum over a compact set.
Essentially the same approach works in a higher number of variables
although the proofs are technically more involved. The following elementary
lemma about real quadratic forms in R2 will be useful:
Lemma IV.4.3. Assume that the real quadratic form

q1 x y = Ax2 + 2Bxy + Cy2 x y ∈ R2 A B C ∈ R
has positive trace A + C > 0 and set
( )
C −A C −A 2
q2 x y = + iB x + iy2 = x − y2 − 2Bxy
2 2
Then
A+C 2
q1 x y + q2 x y = x + y2
2
is diagonal and positive definite.
Proof. The assertion is self-evident.

We consider a vector field L given by (IV.51) defined on
= B × −T T ⊂ Rn × R B = x ∈ Rn x <
and assume that there exist n first integrals Z1 Zn , LZj = 0, j = 1 n,
with dZ1 dZn linearly independent in . We write
Z = Z1 Zn
and further assume that detZx = 0 in , Z0 0 = 0 and Zx 0 0 = I. We
also use the notation

" t = b1 x t bn x t
bx
Lemma IV.4.4. Assume that there exists x0 t0 ∈ and ∈ Rn such that
" 0 t0 · = 0;
(i) bx
"
(ii) bt x0 t0 · = 0.
Then there exists f ∈ Cc such that Lu = f for all u ∈

.
Proof. By Lemma IV.4.2 we need only show that there exists a solution h
of Lh = 0 such that h assumes a local minimum at p = x0 t0 . Set Z =
Z1 Zn = Zx−1 x0 t0 Zx t − Zx0 t0 . Then LZj = 0, j = 1 n,
Z p = 0, Zx p = I. Then, the change of coordinates x = x − x0 , t = t − t0 ,
shows that there is no loss of generality in assuming from the start that
x0 t0 = 0 0. Write !j x t = Zj x t − xj , so !j 0 0 = x !j 0 0 = 0,
j = 1 n. Set

n
Wx t = Zx t · = j Zj x t
j=1
Then LW = 0 and in view of (i) we get

n
!j
0 = LW0 0 = j 0 0 + ibj 0 0 = i!t 0 0 ·
j=1 t
where ! = !1 !n . Hence, !0 0 = !t 0 0 = !x 0 0 = 0. We

distinguish two cases.
" 0 = 0. Differentiating with respect to t the equation LW = 0
Case 1. b0
we obtain !tt 0 0 · + ib"t 0 0 · = 0 and using (ii) we derive
!tt 0 0 · = 0
Set
hx t = Z12 x t + · · · + Zn2 x t − i Wx t

ux t = hx t = x + ! 2 − !x t 2 + !x t ·
Thus, u0 0 = 0, ut 0 0 = 0, ,x u0 0 = 0 and if we choose with the

same sign as = !tt 0 0 · it follows that the Taylor series of u at the
origin is

n
ux y = x12 + · · · + xn2 + t2 + cj xj t + · · ·
j=1
where the dots indicate terms of order > 2. Thus, the Hessian of u at the origin
with respect to x t is positive definite and u has a strict local minimum at
the origin for small.
Case 2. b"j 0 0 = 0 for some 1 ≤ j ≤ n. After a linear change in the
x-variables we may assume that
⎧
⎨ b1 0 0 = 1
b 0 0 = 0 j = 2 n
⎩ j
= 0 2 n
Since (ii) implies that = 0 this case can only occur if n ≥ 2. Set

n
Wx t = iZx t · = i j Zj x t
j=2
Proceeding as in Case 1 we obtain Wt 0 0 = Wxj 0 0 = 0, for j =

1 n. Differentiating the equation LW = 0 with respect to t we obtain
tt2 W0 0 + itx
2
1
W0 0 = b"t 0 0 · = 0
while differentiation with respect to x1 gives
2
tx1
W0 0 + ix21 x1 W0 0 = 0
Using both equations to eliminate the term tx2
1
W0 0 and replacing by −
if necessary we obtain

tt2 W0 0 + x21 x1 W0 0 = 2 > 0
Applying Lemma IV.4.3 to the quadratic form
q1 x1 t = tt2 W0 0t2 + 2x21 x1 W0 0tx1 + x21 x1 W0 0x12
we find a complex number such that q1 x1 t + x1 + it2 is posi-
tive definite. Since x1 Z1 0 0 = 1 and it follows from LZ1 0 = 0 that
t Z1 0 0 = i the Taylor expansion in the variables x1 t of Z12 is
Z12 x1 0 0 t = x1 + it2 + · · ·
Thus,
W + Z12 x1 0 0 t = t2 + x12 + · · ·
If we now set
hx t = Z12 x t + · · · + Zn−1
2
x t + Wx t + Z12

ux t = hx t
we may check as in case (i) that Lh = 0 and that for > 0 small u = h has
a positive definite Hessian at the origin.
Remark IV.4.5. Lemma IV.4.4 has the following geometric interpretation.

Writing L = X +iY with X and Y real we have that X = t , Y = b, " and X Y =
b"t . Then conditions (i) and (ii) at p = x0 t0 mean that X Y p, Xp, and
Yp are not linearly dependent. Indeed, if AXp + BYp + C X Y p = 0,
the obvious fact b" · X = b"t · X = 0 implies that A = 0 so X Y p and Yp
would be collinear, contradicting (i) and (ii). This implies that the orbit 0
of the pair of vectors X Y that passes through p cannot have dimension
≤ 2. In fact, the three vectors X Y p, Xp, and Yp belong to Tp 0 so
dim 0 ≤ 2 would force a linear relationship between them. Hence, (i) and (ii)
of Lemma IV.4.4 imply that dim 0 ≥ 3, which violates (1) of condition
in Definition IV.3.2.
In order to find a solution h of Lh = 0 with the property that its real part
assumes a local minimum over a compact set we need only worry about those
cases not covered by Lemma IV.4.4, i.e., we may always assume that
t x t · = 0 &⇒ tt x t · = 0 x t ∈ ∈ Rn (IV.80)
Let us assume that L does not satisfy condition in any cube centered on
the origin and let us try to produce the required homogeneous solution h. As
in the case of two variables we will look for solutions h = u + iv such that the
Hessian matrix uxx is everywhere positive definite and the critical points of
x → ux t are located on a certain curve so that when looking for a local
minimum of u we only need to direct our attention to the restriction u . Then,
assuming by contradiction that u is monotone on and that this happens for
all the functions u of this type, we must conclude that L is forced to satisfy
in some neighborhood of the origin. The first step is then to show the
abundance of solutions of this type, which is taken care of by the next lemma
that describes a family of solutions depending on two parameters, x0 ∈ B
and ∈ Rn . The general form of these solutions is based on the function h
introduced in case (i) of Lemma IV.4.4.
Lemma IV.4.6. If T and are small enough there exists a smooth function
h ∈ C × B × Rn ,
hx t x0 = ux t x0 + ivx t x0
with u and v real such that
(i) Lh = 0 in for all x0 ∈ B × Rn ;

(ii) ux x0 0 x0 = 0 and vx x0 0 x0 = ;
(iii) uxx x t x0 is positive definite at all points x t ∈ for all x0 ∈
B × Rn .
Proof. Set

k
hx t x0 = 1 + 2 1/2 Zx t − Zx0 02
j=1
+ i · Zx−1 x0 0 Zx t − Zx0 0
Since h is a polynomial in Z1 Zn it is apparent that (i) holds. Differenti-

ating h with respect to x and evaluating the result at x t = x0 0 we get
hx x0 0 x0 = i which shows (ii). Finally, write 1 + 2 −1/2 u = F =
f +g. Then f is independent of and fxx 0 0 0 = 2I, I = identity matrix,
so fxx has n eigenvalues ≥ > 0 on × B × Rn if T and are chosen small.
Since gxx is uniformly bounded in × B × Rn , taking large we obtain that Fxx

is positive definite in × B × Rn , which implies the positivity of uxx .
We regard the function h defined in Lemma IV.4.6 primarily as a function
in the variables x t that depends on the parameters x0 , whose geometric
meaning is furnished by (ii). To the function h we associate the real vector
field V defined for x t x0 ∈ × B × Rn × Rn by

V= − Ax t x0 · + Bx t x0 ·
t x
where A = A1 An , B = B1 Bn are defined by
A = u−1
xx uxt
B = vtx − vxx A
Note that the jth component of Vux is Vux j = utxj −uxx Aj = utxj −utxj = 0,
j = 1 n so ux is constant along the integral curves of V . A similar
computation shows that V −vx j = 0, j = 1 n so −vx is also constant
along the integral curves of V . It follows that V is tangent to the submanifold
of × B × Rn × Rn of dimension 2n + 1
0 = x t x0 ux x t x0 = 0 = vx x t x0
Since x0 0 x0 ∈ 0 by (ii) of Lemma IV.4.3 the partial derivative of
x t x0 → ux x t x0 − vx x t x0
with respect to x0 at 0 0 0 0 0 0 is the identity. Thus, 0 may be
parameterized by x t for x < 1 t < T1 , < 1 as the graph of a
smooth map
x t → x0 x t x t
with values in x0 < 2 × < 2 . We may assume, if and T are further
shrunken, that the image of x < 1 t < T1 , < 1 by the map
x t → x0 x t t x t
covers × B × < . Thus, the vector field

V∗ = − x t · + x t · (IV.81)
t x
where
x t = Ax t x0 x t x t
x t = Bx t x0 x t x t
agrees with V on 0—in particular, V∗ is tangent to 0—and its coefficients do

not depend on x0 and . Fix x0 ∈ B and < and consider the function of
ux t x0 as a function of x t. By (iii) of Lemma IV.4.6 the roots of the
equations ux x t x0 = 0, − vx x t x0 = 0 determine a smooth curve
˜ x0 in x t -space contained in 0 that passes through the point x0 0 .
The curves ˜ x0 may be parameterized as ˜ x0 s = xs x0 s s x0
and they foliate 0 as x0 , vary. The vector field V∗ is tangent to ˜ x0 at
every point of ˜ x0 so we may parameterize ˜ x0 so that its velocity vector is
V∗ . The projection of ˜ x0 on x t-space gives a curve x0 passing through
x0 0 on which ux vanishes and uxx is positive definite. Hence, there is a
tubular neighborhood V of x0 such that
min ux t x0 = min ux t x0

V x0
Thus, if the restriction of u to x0 assumes a local minimum over a compact

subarc K of x0 we will also have that u itself assumes a local minimum
over K. In order for the restriction of u to x0 to assume a local minimum
over a compact subarc K we must find points t1 < t2 such that
d d
uxs x0 s t1 < 0 and uxs x0 s t2 > 0
ds ds
Now, writing xs x0 = xs and s x0 = s to simplify the notation,
d d
uxs s = ux xs s x0 xs + ut xs s x0
ds ds
= ut xs s x0
"
= bxs s · vx xs s x0
"
= bxs s · s
Note that the identity ux = b" ·vx is just the real part of the equation Lh = 0. This
reduced the problem of finding a homogeneous solution h = u + iv whose
real part assumes a local minimum over a compact set for an appropriate
choice of x0 to the problem of finding a curve ˜ x0 such that the function
" t· changes from negative to positive along ˜ x . Thus, from
qx t = bx 0
the fact that is not satisfied in any neighborhood of the origin—which
amounts to saying that any cube centered at the origin contains an integral
curve of X = t along which qx t changes sign—we must derive that
there exists an integral curve of V∗ along which qx t changes sign. The
tool to compare the changes of sign of a function along the integral curves of
two different vector fields is provided by
Lemma IV.4.7. Let U ⊂ RN be an open set, X and V∗ Lipschitz vector fields

in U and q ∈ C 1 U a real function such that
(1) qx = 0 implies Xqx ≤ 0;
(2) qx = 0 and dqx = 0 imply that Xx = V∗ x.
Assume that the integral curves of V∗ have the following property:
• if qx < 0 for some x ∈ then qy ≤ 0 for all points y ∈ that lie ahead
of x in the order determined by the flow.
Then, the integral curves of X also satisfy property •.
We postpone the proof of Lemma IV.4.7 and continue our reasoning. We
apply the lemma with U given by x < 1 , t < T1 , < 1 , x0 < ,
< , N = 4n + 1, X = t , V∗ given by (IV.81) and qx t = bx " t · .
Let us check that hypotheses (1) and (2) in the lemma are satisfied. From
(IV.80) we get (1). Assume now that qx t = dqx t = 0 at some point
x t . Since q is independent of x0 we may say q and dq vanish at
p = x t x0 ∈ 0, x0 = x0 x t , = x t and since V∗ = V on 0
and X and V∗ do not depend on x0 we need only prove that Vp = Xp.
From qx t = dqx t = 0 we derive that bx " t = 0, b"t x t · = 0,
"bx x t · = 0, j = 1 n. The real part of Lh = 0 is ut = b" · ,v which,
j
differentiated with respect to xj , gives utxj x t = 0, so the coefficient Aj of
/xj in V satisfies Aj x t x0 = 0. Similarly, differentiating vt + b" ·,u = 0
we get that B = vxt − vxx A = vxt = −b"x · ux − uxx b" = 0 at x t so V∗ p =
Vp = t = Xp which proves (2). Since L does not satisfy there is an
integral curve of X contained in U on which q changes sign from minus
to plus. Then, by Lemma IV.4.7, V∗ cannot possess property • showing
the existence of a curve ˜ x0 along which b" · changes sign from minus to
plus as required to show that ux t x0 assumes a local minimum over a
compact set of , which, by Lemma IV.4.2 implies that L is not solvable in
. Summing up,
Theorem IV.4.8. Assume that L, given by (IV.49), is locally solvable in .
Then every point p ∈ has a neighborhood U such that L satisfies condition
in U .
To complete the proof of the theorem we must prove Lemma IV.4.7.
We start by recalling that if f a b → R is a continuous function we
define
fx + - − fx
D+ fx = lim sup
%(0 -
which may vary in the range − . The mean value inequality states that
if f ∈ C 0 a b there exists c ∈ a b such that fb − fa ≤ D+ fca − b.
If fa = fb it is enough to choose c ∈ a b so that fc = inf fx and
the general case is reduced to this one by subtracting the affine function
fa + x − afb − fa/b − a. It follows that if D+ fx ≤ 0, x ∈ a b,
then fx is monotone nonincreasing.
Let V be a Lipschitz vector field in U ⊂ RN , that is, Vx − Vy ≤
K x − y , x y ∈ U . We denote by !t x, the forward flow of V stemming
from x, i.e., the solution !t x defined in a maximal interval 0 ≤ t < Tx of
the ODE
d
! x = V!t x
dt t
!t 0 = x
Let F ⊂ U be a closed set. We say that F is positively V -invariant, or just
V -invariant for brevity, if
x ∈ F &⇒ !t x ∈ F for all t ∈ 0 Tx
The characterization of V -invariant sets given below is due to Brézis ([Br]).
The following properties are equivalent:
(i) F is positively V -invariant;

dist x + -Vx F
(ii) ∀x ∈ F lim = 0.
-(0 -
Indeed, assume (i). Then
dist x + -Vx F x + -Vx − !- x
≤
- & - &
& ! &
- x − x &
&
= &Vx −
- &
and the right-hand side converges to 0 as - ( 0.
Conversely, assume that (ii) holds. To prove (i) it is enough to show that
the Lipschitz continuous function f 0 Tx → 0 defined by
ft = dist !t x F
vanishes identically. This will follow if we prove that e−At ft is nonincreasing
for some A > 0, since f0 = 0. Thus, it is enough to show that
Dt+ e−At ft ≤ e−At Dt+ ft − Aft ≤ 0
which in turn is implied by Dt+ ft ≤ Aft. Fix t ∈ 0 Tx and choose
zt ∈ F such that ft = !t x − zt . For small - > 0 we have
ft + - = dist !t+- x F
≤ !t+- x − !- zt + !- zt − zt − -Vzt

+ dist zt + -Vzt F
Now !t+- x − !- zt = !- !t x − !- zt , so by Gronwall’s inequality,
!- !t x − !- zt ≤ eK- !t x − zt = eK- ft
for - > 0 small, where K is the Lipschitz constant of V . Thus,

ft + - − ft eK- − 1ft
≤
- & - &
& ! z − zt & dist zt + -Vzt F
+ && - t − Vzt && +
- -
and letting - ( 0 we get Dt+ ft ≤ Kft, since the right-hand side’s middle
term obviously → 0 and the last one also does because we are assuming that
(ii) holds. This shows that e−Kt ft is nonincreasing and proves (i).
We now prove Lemma IV.4.7.
Proof. Let U − be the V∗ -flow out of the set x ∈ U qx < 0 , i.e., a point
x ∈ U − if x = !t y for some y ∈ U with qy < 0 and 0 ≤ t < Ty, where !t
is the flow of V∗ . Hence, U − is an open set and qx < 0 ⊂ U − ⊂ qx ≤ 0
because of •. By its very definition, U − is positively V∗ -invariant and so is
its closure F = U − . Indeed, if x ∈ F there exist a sequence xj ⊂ U − such
that xj → x. If 0 < t < Tx, then 0 < t < Txj for large j because s → Tx
is lower semicontinuous. Then !t xj ∈ U − by the V∗ -invariance of U − and
!t x = limj !t xj ∈ U − .
To prove the lemma we will show that F is X-invariant, which clearly
implies that X has property • because F ⊂ qx ≤ 0 . We must show that
dist x + -Xx F
lim = 0 x ∈ F (IV.82)
-(0 -
If qx < 0 this is trivially true, since x + -Xx ∈ F for small - > 0. If
qx = dqx = 0, (2) implies that Xx = V∗ x so
dist x + -Xx F dist x + -V∗ x F
=
- -
and the right-hand side → 0 as - ( 0 because F is V∗ -invariant.
If qx = 0 and dqx = 0, the set qy = 0 ∩ W is a C 1 manifold where
W is a convenient ball centered at x. It is easy to find a smooth unit vector
field Ny that meets qy = 0 transversally and points toward qy < 0 , so

Nq < 0 on W ∩qy = 0 . Let .t y denote the flow of the vector X = X +
N , ≥ 0. Then, (1) implies that X qy < 0 on W ∩qy = 0 for any > 0.
Note that no integral curve of X , > 0, that stems from a point in W ∩qy <
0 can cross W ∩ qy = 0 (this would amount to traveling against the flow
at W ∩ qy = 0 ) and this implies that q.t x < 0 for > 0, t > 0
small, in particular .t x ∈ U − . Hence, .t x 0 = lim(0 .t x ∈ F
where the limit holds by the continuous dependence on the parameter .
Thus, the flow .t x 0 of X does not exit F for small values of t > 0, which
easily implies (IV.82), as in the proof of ‘(i) &⇒ (ii)’ of the characterization
of flow-invariant sets.
Notes
A few years after the publication of Hans Lewy’s example [L1], Hörmander
([H6], [H7]) shed new light on the nonsolvability phenomenon explaining it
in a novel way. Although his results are set in the framework of general order
operators of principal type we will describe its consequences for vector fields.
He proved that if a (nonvanishing) vector field L is locally solvable in then
the principal symbol of the commutator L L between L and its conjugate
must vanish at every zero of the principal symbol x of L. A vector field
with this property is said to satisfy condition . For the Lewy operator
condition is violated at every point. If the coefficients of L are real
or constant L L vanishes identically. This was a most remarkable advance
because it explained a phenomenon that had appeared as an isolated example
in terms of very general geometric properties of the symbol, an invariantly
defined object. However, it turns out that condition does not tell apart
the solvable vector fields from the nonsolvable ones among some examples
considered by Mizohata ([M]), which we now describe. Let k be a positive
integer and consider the vector field in R2 defined by

Mk = − iyk
y x
If k = 1 condition is violated at all points of the x-axis so, in particular,
M1 is not locally solvable at the origin. For k ≥ 2 condition is satisfied
everywhere. On the other hand, it follows from relatively simple arguments
that Mk is locally solvable at the origin if and only if k is even ([Gr], [Ga]).
The principal symbol of Mk is m1 = −i − iyk . The crucial difference
between k odd and k even is that in the first case the function yk changes
sign and in the second case it doesn’t. Nirenberg and Treves ([NT]) elabo-
rated these examples and identified a property that turned out to be the right
condition for local solvability of vector fields, i.e., condition . When L
Notes 215
satisfies the arguments in [NT] allow Lu = f to be solved locally

with u in the Sobolev space L2−1 for f ∈ L2 . This result was improved
by Treves ([T2]) to L2 solvability, i.e., u can be taken in L2 . Concerning
the regularity of the coefficients, it was shown in [Ho1] that if L is in the
canonical form
u n
u
Lu = + i bj x t (a)
t j=1 x j
with bj real-valued and Lipschitz and satisfies then it is locally solvable
in L2 . Since there is loss of one derivative in the process of obtaining coordi-
nates in which L has this form one must require, in general, that derivatives
up to order one of the coefficients of L be Lipschitz. However, in two vari-
ables (i.e., when n = 1) it is possible to prove L2 solvability directly without
assuming that L is in the special form (a) ([HM1]). Hence, planar vector
fields with Lipschitz coefficients that satisfy are locally solvable in L2 .
This result is essentially sharp in the sense that there are counterexamples to
L2 solvability and to the existence of L2 a priori estimates if the coefficients
are only restricted to belong to the Hölder class C for any 0 < < 1 ([J1],
[HM1], [HM2]). Whether any vector field with Lipschitz coefficients that
satisfies in three or more variables is locally solvable in L2 is an open
problem at the time of this writing.
It is a characteristic feature of locally solvable operators of order one that
the L2 a priori estimates that they satisfy can be extended to Lp estimates
for 1 < p < , a fact that turns out to be false for second-order operators
in three or more variables (for results in that direction see [Li], [K], [KT1],
[KT2], [Gu], [Ch1]). Solvability in Lp for vector fields was first considered in
[HP], where the method involved pseudo-differential operators and demanded
smooth coefficients. On the other hand, using the method of H. Smith ([Sm]),
Lp a priori estimates in the range 1 < p < can be proved in one stroke
under the same regularity hypothesis on the coefficients initially known to
guarantee just L2 estimates ([HM2]). This is the point of view used in the
presentation of a priori estimates in this book, although for simplicity we
have not included the proof that in two variables Lp estimates for vector
fields with Lipschitz coefficients are valid without assuming they are in
the canonical form (a) ([HM2]). The proof of a priori estimates in several
variables is reduced, thanks to the geometry of that prevents the existence
of orbits of dimension higher than 2, to two-dimensional a priori estimates
that are glued by a partition of unity associated with a convenient Whitney
decomposition in cubes. The presentation in this chapter owes much to the
discussion in [S1] about decomposition of open sets in cubes.
While it is true that for any locally solvable vector field L and 1 < p <
the equation Lg = f can locally be solved in Lp if f is in Lp , this is false,
in general, for p = as we saw in the example after Remark IV.1.12 that
was taken from [HT2]. This difficulty can be dealt with by introducing the
space X = L Rt bmoRx of measurable functions ux t such that, for
almost every t ∈ R, x → ux t ∈ bmoR and ut ·bmo ≤ C < for a.e.
t ∈ R, where bmoR is a space of bounded mean oscillation functions, dual
to the semilocal Hardy space h1 R of Goldberg. This was first observed
in [BHS], where it is proved that for a substantial subclass of the class of
locally solvable vector fields L, the equation Lu = f can be locally solved
with u ∈ X if f ∈ L . This result was later improved by showing that for
any locally solvable vector field L the equation Lu = f can be locally solved
with u ∈ X for any f ∈ X ([daS], [HdaS]) which can be regarded as an ersatz
for p = of the Lp local solvability valid for 1 < p < . The presentation
in Section IV.1.2 follows closely [HdaS] but replaces lemma 4.5 of that
paper—which is true but incorrectly proved—by Lemma IV.1.17 which is
sharper.
A priori estimates in L2 easily give a priori estimates in L2s for any s ∈ R
but the absorption of lower-order terms requires shrinking of the neighborhood
in which the estimate holds in a way that makes its diameter tend to zero
when s → . Therefore, the technique of a priori estimates gives solutions
of arbitrary high but finite regularity for smooth right-hand sides. Using
a different approach, Hörmander ([H9]) proved solvability for differential
operators of arbitrary order that satisfy by studying the propagation
of singularities of the equation Pu = 0 mod C , showing the existence
of semiglobal solutions, i.e., solutions defined on a full compact set under
the geometric assumption that bicharacteristics do not get trapped in the
given compact set. Furthermore, the solutions can be taken smooth if f is
smooth. In Sections IV.2 and IV.3 of this chapter, the construction of smooth
solutions is simplified by the assumption that the vector fields are locally
integrable. Since vector fields that satisfy are indeed locally integrable,
the local integrability hypothesis is superfluous, however this fact depends on
the difficult and long theorems on smooth solvability by Hörmander ([H9],
[H5]). Thus, it would be interesting to have a shorter ad hoc proof of the
local existence of smooth solutions for vector fields that satisfy without
invoking local integrability.
Concerning the necessity of , Nirenberg and Treves had shown in their
seminal paper [NT] that local solvability implies for vector fields with
real-analytic coefficients and conjectured the same implication should hold
for smooth coefficients. This state of affairs remained unchanged for 15 years
Notes 217
until Moyer ([Mo]) removed in 1978 the analyticity hypothesis for operators
in two variables in a never published manuscript. His ideas, however, were
applied by Hörmander [H4] to extend the result for operators in any number
of variables with smooth coefficients. The discussion of the necessity of
in Section IV.4 of this chapter is again simplified by the assumption of local
integrability and follows the presentation in [T3] (see also [T5] and [CorH2]).
V
The FBI transform and some applications
This chapter begins with a discussion of certain submanifolds in CR and

hypoanalytic manifolds. We then introduce the FBI transform which is a
nonlinear Fourier transform that characterizes analyticity. We also present a
more general version of this transform which characterizes hypoanalyticity.
We will discuss several applications of the FBI transform to the study of the
regularity of solutions in locally integrable structures.
V.1 Certain submanifolds of hypoanalytic manifolds

This section discusses certain submanifolds of hypoanalytic manifolds. We
begin with a discussion of CR manifolds in CN . CR manifolds are good
models for hypoanalytic manifolds. Later in the chapter we will see that
a hypoanalytic structure can be locally embedded in a CR structure. This
can sometimes be useful in reducing problems about general vector fields in
hypoanalytic structures to CR vector fields. We will first recall the concept
of a complex linear structure on a real vector space and apply it to the
real tangent bundle of real submanifolds in CN . Let V be a vector space
over R and suppose J V −→ V is a linear map such that J 2 = −Id (where
Id = the identity). Clearly J is an isomorphism and dimV is even since
det J2 = det−Id = −1dimV . The map J is called a complex structure on
V. Indeed, with such a J , V becomes a complex vector space by defining
a + ibv = av + bJv for a b ∈ R v ∈ V. Conversely, if V is a complex
vector space, it is also a vector space over R and the map Jv = iv is an
R-linear map with J 2 = −Id. If v1 vN is a basis of V over C, then
v1 vN Jv1 JvN is a basis of V over R.
218
Example V.1.1. In CN let zj = xj + iyj 1 ≤ j ≤ N , denote the coordinates.

We will identify CN with R2N by means of the map
z1 zN −→ x1 y1 xN yN
Multiplication by i in CN then induces a map J R2N −→ R2N given by
Jx1 y1 xN yN = −y1 x1 −yN xN
Note that J 2 = −Id and so J is a complex structure on R2N , called the standard
complex structure on R2N .
Example V.1.2. With notation as in the previous example, for p ∈ CN , a basis

of the real tangent space Tp CN is given by x p y p x p y p . This
1 1 N N
basis can be used to identify Tp CN with R2N by choosing the usual basis
e1 = 1 0 0 e2N = 0 0 1 of R2N
This leads to a complex structure J Tp CN −→ Tp CN given by
& &
&& &&
J = and J =− j = 1 N
xj p yj &p yj p xj &p
This complex structure is independent of the choice of the holomorphic
coordinates z1 zN . To see this, suppose w = Fz is a biholomorphic
map defined near 0 with F0 = 0 where we are assuming as we may that
p = 0. Write F = U + iV and let wj = uj + ivj j = 1 N . We need to
show that dF0 J = J dF0 . We have:

Ul Vl
dF0 J = dF0 = +
xj yj l yj ul l yj vl
and
" #
Ul Vl
J dF0 =J +
xj l xj ul l xj vl
Ul Vl
= −
l xj vl l xj ul
where everything is to be evaluated at 0. Thus an application of the Cauchy–

Riemann equations to the Uj and Vj shows that dFJ x = JdF x . The
j j
equality also holds in the same fashion for y . Thus, J is independent of the
j
holomorphic coordinates. This also means that J can be defined on the real
tangent space of any complex manifold. Note that J extends to a C-linear
map from CTp CN into itself and the extension still satisfies J 2 = −Id. We
will also denote this extension by J . The fact that J 2 = −Id implies that
220 The FBI transform and some applications
J CTp CN −→ CTp CN has only two eigenvalues: i and −i. Define Tp10 CN
to be equal to the eigenspace associated with i, and Tp01 CN will be the
eigenspace associated with −i. We get corresponding vector bundles T 10 and
T 01 . Observe that T 10 is generated by z z . Hence T 10 is the bundle
1 N
of holomorphic vector fields introduced in Chapter I (see the discussion
preceding Theorem I.5.1). Likewise, T 01 is generated by z z .
1 N
Definition V.1.3. Let be a real submanifold of CN . For p ∈ , define

p = CTp ∩ Tp01 CN
Definition V.1.4. Let be a real submanifold of CN and p ∈ . The

complex tangent space of at p denoted Tpc is defined by
Tpc = Tp ∩ JTp
It is easy to see that Tpc = v ∈ Tp Jv ∈ Tp . Observe that J

Tpc −→ Tpc and so Tpc is equipped with a complex vector space struc-
ture. It is also evident that J CTpc −→ CTpc .
Example V.1.5. Let be a hypersurface in CN through the point 0. Let &

be a defining function for near 0. Since d&0 = 0 and & is real-valued,
&0 = 0. After a complex linear change of coordinates, we may assume that
&
0 = 0 0 1
z
That is, we have coordinates z w z = x + iy ∈ CN −1 w = s + it ∈ C, such
&
that x 0 = y& 0 = 0 j = 1 N − 1, &
s
0 = 0 and &
t
0 = 0. These
j j
conditions on the partial derivatives of & allow us to apply the implicit function
theorem and conclude that near 0 the submanifold is given by
= z s + iz s
where is real-valued, 0 0 = 0, and d0 0 = 0. Hence T0 = span
at 0 of

j = 1 N − 1
xj yj s
while 0 = the C-span at 0 of

j = 1 N − 1
zj
and T0c = the R-span at 0 of

j = 1 N − 1
xj yj
The spaces Tpc and p are related. To see this, we recall the following
result from [BER] where p denotes the real parts of elements of
p :
Proposition V.1.6. For p ∈ ,
(a) p = Tpc ;

(b) CTpc = p ⊕ p ;
(c) p = x + iJx x ∈ Tpc .
Proof. Observe first that for any x ∈ Tp CN x +iJx ∈ Tp01 CN . Let x ∈ Tpc .
Then x and Jx ∈ Tp and so x + iJx ∈ p . Thus x ∈ p .
Conversely, if x ∈ p , then there is y ∈ Tp CN such that x+iy ∈ p ⊆
CTp implying that x ∈ Tpc since y = Jx and y ∈ Tp . We have thus
proved (a) and (b) follows from (a) trivially. The proof of (c) is also contained
in that of (a).
From Proposition V.1.6 we see that
dim Tpc = 2 dimC p
Definition V.1.7. A submanifold of CN is called CR (for Cauchy–

Riemann) if dimC p is constant as p varies in . In this case, dimC p
is called the CR dimension of .
Definition V.1.8. A CR submanifold of CN is called totally real if its CR

dimension is 0.
Example V.1.9. The copy of RN in CN given by

x + iy ∈ CN y = 0
is a totally real submanifold.
Example V.1.10. Let k and N be positive integers, 1 ≤ k ≤ N . Write the

coordinates in CN as z w, z = x + iy ∈ Ck and w = u + iv ∈ CN −k . Let
Rk → Rk and * Rk → CN −k be smooth functions with 0 = 0, d0 = 0,
*0 = 0, and d*0 = 0. Then the submanifold
= x + ix *x x ∈ Rk
is totally real near the point 0 ∈ . Conversely, if is any totally real
submanifold of CN , then near each of its points, there are holomorphic coor-
dinates in which takes the form of above (see proposition 1.3.8 in
[BER]). If is also real-analytic, holomorphic coordinates can be found so
that ≡ 0 and * ≡ 0.
Lemma V.1.11. Suppose is a submanifold of CN of real codimension d.

Then
2N − 2d ≤ dim Tpc ≤ 2N − d
Proof. Since Tpc ⊆ Tp ,

dim Tpc ≤ dim Tp = 2N − d
On the other hand, Tp + JTp ⊆ Tp CN and so
dim Tpc = 2 dimTp − dimTp + JTp ≥ 2N − 2d
Example V.1.12. A hypersurface ⊆ CN is a CR submanifold of CR

dimension N − 1. Indeed, this follows from the lemma since Tpc always
has even real dimension, which when p ∈ has to equal 2N − 2.
Example V.1.13. Let be a complex submanifold of CN of complex dimen-

sion n. Then is a CR submanifold of CR dimension n. This follows
from the J -invariance of Tp . To see this, let X ∈ Tp . If fj = uj + ivj
1 ≤ j ≤ N − n are local holomorphic defining functions near p ∈ , then
by the Cauchy–Riemann equations we have JXuj = JXvj = 0 for all j.
Hence JX ∈ Tp .
Suppose ⊆ CN has codimension d and is locally defined by &j = 0 j =

1 d. Then a vector v = Nj=1 vj z ∈ p if and only if Nj=1 vj &
zj
l
=0
j
for all l. Hence dimp = N − r where r = the dimension of the C-span of
&1 p &d p .
Example V.1.14. Let be the two-dimensional submanifold of C2 defined

by &1 = x2 − x12 = 0 and &2 = y2 − y12 = 0. Then by calculating &1 p and
&2 p, we easily see that dimp = 0 or 1 depending on whether p ∈
∩ x1 = y1 . Hence is not a CR manifold.
If ⊆ CN has codimension d, since 2 dimC p = dim Tpc , Lemma

V.1.11 tells us that the minimum possible value of dimC p = N − d. This
minimum value is attained precisely when the forms &1 p &d p
are linearly independent. The CR submanifolds for which dimp has such
minimal value are the generic ones introduced in Chapter I. It will be conve-
nient to present here an equivalent definition.
Definition V.1.15. A CR submanifold ⊆ CN of codimension d is called

generic if for p ∈ , dimC p = N − d.
Example V.1.16. A hypersurface of CN is a generic CR submanifold.

Example V.1.17. A complex submanifold of CN that is not an open subset

is a nongeneric CR submanifold.
Example V.1.18. Let z w denote the coordinates of Cn+d where z = x+iy ∈
Cn and w = s + it ∈ Cd . Let 1 z s d z s be smooth, real-valued
functions. Then
= z w tj − j z s = 0 1 ≤ j ≤ d
is a generic CR manifold. This is easily checked by noting that

wj − w j
&j = − j z s
2i
are defining functions with &1 p &d p linearly independent at each
point.
Remark V.1.19. Conversely, as we saw in Chapter I, given any generic CR

submanifold , in appropriate holomorphic coordinates, takes the form
in the example.
Let be a CR submanifold of CN of codimension d that is not generic

and assume 0 ∈ . We will show that in a certain sense, near the point 0,
can be viewed as a generic CR submanifold of CL for some L < N . Define
= T0 + JT0
Let Y be a subspace of T0 such that
T0 = T0c ⊕ Y
Note that JY ∩ T0 = 0. Let v1 vn be a C-basis of the complex space

T0c . Then: v1 vn Jv1 Jvn is an R-basis of T0c . Complete
this to a basis v1 vn Jv1 Jvn u1 ur of T0 where 2n +
r + d = 2N . Then since JY ∩ T0 = 0, it follows that
= v1 vn Jv1 Jvn u1 ur Ju1 Jur
is a basis of . Extend to a basis
= ∪ u1 ul Ju1 Jul
of T0 CN , N = n + r + l. Split the coordinates in CN = Cn+r+l as z w p

where z = x + iy ∈ Cn , w = s + it ∈ Cr , and p = s + it ∈ Cl . Define the
map A T0 CN → T0 CN by Avi = x AJvi = y 1 ≤ i ≤ n; Auk =
i i

s
AJuk = t 1 ≤ k ≤ r; Auj = s AJuj = t 1 ≤ j ≤ l. Note
k k j j
that the map A commutes with J and hence after a complex linear map (see
Remark V.1.20 below) we are in coordinates z w p ∈ Cn+r+l where

= span of 1 ≤ j ≤ n 1 ≤ k ≤ r
xj yj sk tk
and T0 = span of x y s . It follows that near 0, can be expressed
j j k
as a graph of the form:
= x + iy s + ifx y s gx y s
where f is valued in Rr and g is valued in Cl . The components of the

functions s + ifx y s and gx y s are CR functions. Observe that the
projection ) Cn+r+l → Cn+r , )z w p = z w is a diffeomorphism of
onto the generic CR submanifold ) of Cn+r .
Remark V.1.20. Recall the identification of CN with R2N of Example V.1.1

given by z1 zN → x1 y1 xN yN . With this identification, it is
easy to see that a real linear map A R2N → R2N induces a C-linear map on
CN if and only if A commutes with the operator J .
Proposition V.1.21. If is a totally real submanifold of CN of codimension

d, then d ≥ N and hence dim ≤ N . If is also generic, then d = N .
Thus, a totally real submanifold of maximal dimension has dimension = N .
Proof. Let p ∈ and &1 &d be defining functions of near p. Since
p = 0 , we must have:
spanC &1 · · · &d = spanC dz1 dzN
at the point p. Hence d ≥ N . If is also generic, then &1 &d are
linearly independent and so d = N .
The map J can be used to characterize CR, generic CR, and totally real
submanifolds.
Proposition V.1.22. Let be a submanifold of CN . Then
(i) is CR if and only if dimTp ∩JTp is constant as p varies in

.
(ii) is totally real if and only if Tp ∩JTp = 0 for all p ∈ .
(iii) is a generic CR submanifold if and only if
Tp + JTp = Tp CN for all p ∈ .

Proof. (i) follows from the definition of Tpc and Proposition V.1.6. (ii) also
follows from Proposition V.1.6. To prove (iii), if is generic and &1 &d
are local defining functions, then the linear independence of &1 &d is
equivalent to:
dimC p = N − d
Hence, by Proposition V.1.6, dim Tp ∩ JTp = 2N − d. But then
dim Tp + JTp = 2N , implying that Tp + JTp = Tp CN for all
p ∈ . Conversely, if Tp + JTp = Tp CN , then dimTp ∩ JTp =
2N − d and so by Proposition V.1.6, dimC p = N − d showing that
is generic.
We will next describe certain submanifolds in hypoanalytic structures that
play important roles in the analysis of the solutions of the sections of the
associated vector bundle. Let be a hypoanalytic structure. is
a smooth manifold of dimension N and is an involutive sub-bundle of
CT of fiber dimension n whose orthogonal bundle T in CT ∗ is locally
generated by the differentials of m = N − n smooth functions. Recall from
0
Chapter I that T 0 = Tp denotes the characteristic set of the structure
p∈
.
Definition V.1.23. A submanifold is called noncharacteristic if

Tp = Tp + p ∀p ∈
Definition V.1.24. A submanifold is called strongly noncharacteristic if

CTp = CTp + p ∀p ∈
Definition V.1.25. A submanifold of is called maximally real if

CTp = CTp ⊕ p ∀p ∈
Clearly, a maximally real submanifold is strongly noncharacteristic. If is

strongly noncharacteristic, then dim ≥ m, while if is maximally real,
dim = m. A strongly noncharacteristic submanifold is a noncharacteristic
submanifold. A noncharacteristic hypersurface in is strongly noncharac-
teristic.
Example V.1.26. Denote the coordinates in R3 by x y t and consider the

structure generated by L = t + i y . The orthogonal of L is generated by
dZ1 and dZ2 where Z1 = x and Z2 = t + iy. If S = x 0 0 , then S is a
noncharacteristic submanifold that is not strongly noncharacteristic.
A CR submanifold of CN is strongly noncharacteristic if and only if it

is generic. It is maximally real precisely when it is totally real of maximal
dimension.
The proofs of the following propositions are left to the reader.
Proposition V.1.27. A submanifold of is noncharacteristic if and only

if the natural map T ∗ −→ T ∗ maps T 0 injectively into T ∗ .
Proposition V.1.28. A submanifold of is strongly noncharacteristic if

and only if the natural map CT ∗ −→ CT ∗ maps T injectively into
CT ∗ .
Proposition V.1.29. A submanifold of is maximally real if and only if

the natural map CT ∗ −→ CT ∗ induces a bijection of T onto CT ∗ .
Distribution solutions have traces on a noncharacteristic submanifold of

(see proposition 1.4.3 in [T5]). In particular, a solution can always be
restricted to a maximally real manifold. The local and microlocal regularity
of solutions are often studied by analyzing their restrictions to maximally real
submanifolds. Instances of this will occur later in this chapter.
V.2 Microlocal analyticity and the FBI transform

The Paley–Wiener Theorem (see Theorem V.3.1 in the next section) char-
acterizes the smoothness of a tempered distribution u in terms of the rapid
decay of its Fourier transform û. This characterization is very useful in
studying the local and microlocal regularity of solutions of partial differential
equations with smooth coefficients. There is also a characterization of analyt-
icity in terms of the Fourier transform ([H8]). However, the latter is based
on estimates using a sequence of cut-off functions making it more difficult
in applications. The FBI transform is a nonlinear Fourier transform which
characterizes analyticity (see Theorem V.2.4 below).
Definition V.2.1. Let u ∈ Rm . Define the FBI transform of u by

2
Fu x = e ix−y·− x−y uy dy (V.1)
for x ∈ Rm × Rm , where

m
x − y · = xj − yj j
j=1
The integral is to be understood in the duality sense.
Theorem V.2.2. (Inversion with the FBI.) Let u ∈ Cc Rm . Then

1 2 m
ux = lim+ 3 m Fu t eix−t·−% 2 dtd
%→0 4) 2
where the convergence is uniform.
Remark V.2.3. If u ∈ Rm , the theorem also holds where convergence is

understood in the distribution sense.
Proof. From the Fourier transform of the Gaussian, we have:

2
) m2 − x−y 2
eix−y·−% d = e 4%
Rm %
Hence
1 ix−y·−% 2 1 − x−y 2
e uy ddy = m e 4% uy dy
2)m 2m )% 2
1 −t2 √
= m e ux − 2 %t dt
) 2
→ ux
uniformly on Rm since u ∈ Cc Rm . Thus

1 ix−y·−% 2
ux = lim e uy dyd
%→0 2)m
1
eix−y·− t−y −% 2 uy dtdyd
2 2 m
= 3 m lim
4) 2 %→0
1 2 m
= 3 m lim Fu t eix−t·−% 2 dtd
4) 2 %→0
The following characterization of analyticity by means of an exponential
decay of the FBI transform may be viewed as an analogue of the Paley–Wiener
Theorem.
Theorem V.2.4. Let u ∈ Rm . The following are equivalent:
(i) u is real-analytic at x0 ∈ Rm .
(ii) There exist a neighborhood V of x0 in Rm and constants c1 , c2 > 0 such
that
Fu x ≤ c1 e−c2 for x ∈ V × Rm
Proof. We will assume that u is continuous and leave the general case for
the reader.
i ⇒ ii Suppose u is real-analytic at x0 . Let 0 ≤ ≤ 1 ∈ C0 Rm ≡
1 near x0 , and supp ⊆ x u is analytic at x . The integrand in Fu x has
a holomorphic extension in a neighborhood of y = x0 in Cm . We will denote
by u the holomorphic extension of u near x0 . In the integration defining
Fu x , we deform the contour from Rm to the image of Rm under the map
y → y = y − isy where s is chosen small enough so that u is defined
on the image Rm . We then have

Fu x = eQxy uy det y dy (V.2)
Rm
where Qx y = ix − y · − x − y2 . Observe that

Qx y = −s y 1 − sy − x − y 2 (V.3)
Let > 0 such that y ≡ 1 when y − x0 ≤ . Choose s = With these
4
.
choices, (V.2) and (V.3), we get:

Fu x ≤ c eQxy dy + c eQxy dy
y−x0 ≤ y∈suppu y−x0 ≥
= I1 x + I2 x
Note then that

I1 x ≤ c e−s y 1−sy dy
y−x0 ≤
−
≤ ce 8
for any , and for x − x0 ≤ 2 . Moreover,

e−
2
I2 x ≤ c x−y
dy
y−x0 ≥
≤ ce− 2
2

Hence, for x − x0 ≤
2
and any ∈ Rm ,
Fu x ≤ c1 e−c2 for some c1 c2 > 0
(ii)⇒(i) Assume without loss of generality that x0 = 0. Suppose then that for
some c1 c2 > 0,
Fu x ≤ c1 e−c2
for all ∈ Rm , and for all x near 0. We will use the inversion given by
Theorem V.2.2. Write
2 m
Fu t eix−t·−% 2 dtd = I1% x + I2% x + I3% x + I4% x
where for some A1 A2 B to be chosen later,

I1% x = the integral over t t ≤ A1 ∈ R m
I2% x = the integral over t A1 ≤ t ≤ A2 ≤ B
I3% x = the integral over t t ≥ A2 ∈ R m
I4% x = the integral over t A1 ≤ t ≤ A2 ≥ B
Our goal is to show that there is a neighborhood of the origin in Cm to
which the Ij% extend as holomorphic functions and for each j, Ij% z converges
uniformly on this neighborhood as % → 0. Consider first I1% . Recall that x0 = 0.
Choose A1 > 0 so that
Fu x ≤ c1 e−c2 for x ≤ A1
If we complexify x to z = x + iy in the integrand of I1% , we see that the
integrand is bounded by a constant multiple of
e−c2 + y
m
2
which therefore has an integrable majorant for y ≤ c22 . Hence, as % → 0,

the entire functions I1% z converge uniformly on a neighborhood of 0 to a
holomorphic function. The functions I2% easily extend as entire functions of z
and converge uniformly on compact subsets to an entire function as % → 0.
Next choose A2 so that

A
suppu ⊆ y y ≤ 2
4
Then note that when t ≥ A2 ,
2
A2
− t−
Fu t ≤ ce 4

t2 A2
− + 162
≤ ce
4

Using the latter we see that after integrating in t, the integrand in I3% is
uniformly bounded by a constant multiple of
A22
e− 16
This allows us to complexify as in I1% to conclude that I3% z converges
uniformly to a holomorphic function in a neighborhood of 0. Write

eix−y·− t−y −% 2 uy dydtd
2 2 m
I4% x =
R
where
R = y t ≥ B A1 ≤ t ≤ A2 y ∈ supp u
Note that the function → has a holomorphic extension #$ in the region
< , where
" # 21

m
#$ = j2
j=1
and an appropriate branch of the square root is taken. We change the contour
in the integration from Rm to its image under the map = +is x −y
for s small, s > 0. The number s is chosen to be small enough to ensure that
for = 0 < . We then have, modulo entire functions that
converge uniformly to an entire function,
m
I4% x = ePxyt% #$ 2 uy dydtd
where
Px y t % = ix − y · − s x − y 2 − #$ t − y 2 − %2

2
Note that for s small, 2 ≥ 2 and #$ ≥
2
. Hence the crucial
exponential term can be bounded as follows:
t−y 2
ePxyt% ≤ e−s x−y − − 2%
2 2
2
In particular, when x = 0, since t ≥ A1 , there is a constant c > 0 so that
eP0yt% ≤ e−c for all
This gives us enough freedom to complexify x to z and vary z near 0 to

conclude that I4% z converges uniformly to a holomorphic function near 0.
We consider now the boundary values of holomorphic functions defined

on wedges with flat edges, that is, edges that are open subsets of Rm . Let
+ ⊆ Rm \0 be an open convex cone with vertex at the origin, V ⊆ Rm open.
For > 0, let
+ = + ∩ v v <
If + is another cone, we write + ⊂⊂ + if + ∩ S m−1 ⊂ + ∩ S m−1 where S m−1

denotes the unit sphere in Rm .
Definition V.2.5. A holomorphic function f ∈ V + i+ is said to be of

tempered growth if there is an integer k and a constant c such that
c
fx + iy ≤
yk
For f ∈ V + i+ ∈ C0 V, and v ∈ +, set

#fv $ = fx + ivxdx
Theorem V.2.6. Suppose f ∈ V + i+ is of tempered growth and k is as

in the definition above. Then
bf = lim fv
v→0v∈+

exists in V and is of order k + 1.
Proof. Assume that

c
fx + iy ≤
yk
We may assume that + = y = y1 ym y < C1 ym for some C1 > 0.
y0
Fix y0 ∈ +. Let 0 = 2C . If y ∈ +0 , we have
1
y0
(a) ym0 ≥ C1
≥ 2 y ≥ 2ym and
y0 y0
(b) ym0 − ym ≥ ym0 − ym ≥ C1
− y > 2C1
.
Fix ∈ C0 V. For y ∈ + , let

hy = fx + iyx dx
Using the growth condition on f and the fact that f is holomorphic, we can
integrate by parts and arrive at
CC
D hy ≤ for all where C = sup D
yk
Let = k. We will estimate D hy on +0 . Assume first that k ≥ 2. For
y ∈ +0 ,
& 1 &
& &
D hy − D hy = & DD hty + 1 − ty · y − y dt&&
0 & 0 0
0
" #
1 1
≤ C C dt
=k+1 0 ty + 1 − ty0 k
" #
1 1
≤ C C dt
0 tym + 1 − tym
0 k
=k+1
" #
1 1 1
≤ C C 0 −
=k+1
ym − ym ymk−1 ym0 k−1
" #
1
≤ C C k−1

=k+1
y
We have used (a) and (b) and the fact that since + is convex, ty +1−ty0 ∈ +.
Thus there is C > 0 such that for all , = k,
" #
1
D hy ≤ C

C whenever y ∈ +0
=k+1
y k−1
Continuing this way, we get k−2 C > 0 such that

" #
1
D hy ≤ C
2
C whenever y ∈ +k−2
=k+1
y
Note that this inequality also holds when k = 1. Fix yk−2 ∈ +k−2 . Let k−1 =
yk−2
2C1
. Using the preceding inequality, for y ∈ +k−1 , we can easily get:
" #

Dhy ≤ C C log y for some C > 0
=k+1

Let now y y ∈ +k−1 . We have:
& 1 &
& &
hy − hy ≤ && Dhty + 1 − ty · y − y dt&&
0
" #& &
& 1 &
≤ C C & & log ty + 1 − ty dt&& y − y

=k+1 0
" #" #
1 1
≤ C C 1 dt y − y
=k+1 0 tym + 1 − tym 2
" #" #
ym + ym
≤ C C √ +
=k+1 ym + ym
" #

≤ C C y + y
=k+1
Hence lim+y→0 hy exists and as + y → 0,

hy ≤ C D L
≤k+1
with C independent of .
Remark V.2.7. We note here that when m = 1, the theorem above says that if
a holomorphic function f defined on a rectangle Q = −a a×0 b satisfies
the growth condition fx + iy ≤ yck , then the traces f + iy converge in

−a a to a distribution of order k + 1.
Example V.2.8. Consider fx y = x+iy1

which is holomorphic and of tempered
growth in the upper half-plane y > 0. By the theorem, f has a boundary value
bf ∈ R. It is not hard to show that in fact,

1
bf = pv − i)0
x
where pv denotes the Cauchy principal value.
Distributions which are boundary values of holomorphic functions of

tempered growth arise quite naturally. Indeed, we have:

Theorem V.2.9. Any u ∈ Rm can be expressed as a finite sum nj=1 bfj
where each fj ∈ Rm + i+j for some cones +j ⊆ Rm , and the fj are of
tempered growth.
Proof. Let u ∈ Rm . There exist an integer N and a constant c > 0 such
that the Fourier transform $
u satisfies the estimate $
u ≤ c1 + N . Let
j 1 ≤ j ≤ k be open, acute cones such that
k
Rm = j
j=1
and j ∩ l has measure zero when j = l. Define the cones
+j = v ∈ Rm v · > 0 ∀ ∈ j
For each j = 1 k, define

1 ix+iy·
fj x + iy = e $ud
2)m j
Note that fj is holomorphic on Rm + i+j . Let +j be a cone, +j ⊂⊂ +j . Then
there exists c > 0 such that y · ≥ c y ∀y ∈ +j ∀ ∈ j . Hence for x +iy ∈
Rm + i+j ,

fj x + iy ≤ e−c y $u d

≤ c e−c y 1 + N d
Rm
cj
≤ m+N

y
Thus each fj is of tempered growth on Rm + i+j and so by Theorem V.2.6 the

fj have boundary values bfj ∈ Rm . To prove u = kj=1 bfj , let ∈ C0 V.
Then

#bfj $ = lim fj x + iyxdx
y→0y∈+j Rm
d
= lim eix+iy· x$
u dx
y→0y∈+j Rm j 2)m
1 −y·
= lim e $
u$
−d
y→0y∈+j 2)m j
1
= $
u$
−d
2)m j
Hence

k
#u $ = #bfj $
j=1
Example V.2.10. Let f1 x y = 1
x+iy
for y > 0 and f2 x y = − x+iy
1
for y < 0.
Then it is not hard to show that
−2)i0 = bf1 + bf2
Granted this, since u ∗ 0 = u for any u ∈ R, we get an explicit decompo-
sition of u as a sum of two distributions each of which is the boundary value
of a tempered holomorphic function on a half-plane.
Definition V.2.11. Let u ∈ Rm x0 ∈ Rm 0 ∈ Rm \0 . We say that u is

microlocally analytic at x0 0 if there exist a neighborhood V of x0 , cones
+ 1 + N in Rm \0 , and holomorphic functions fj ∈ V + i+j (for some

> 0) of tempered growth such that u = Nj=1 bfj near x0 and 0 · + j < 0 ∀j.
Remark V.2.12. When m = 1, if we take x0 = 0 and 0 = −1, then u is

microlocally analytic at 0 −1 if there is a tempered holomorphic f on
some rectangle −a a × 0 b such that u = bf on −a a.
Definition V.2.13. The analytic wave front set of a distribution u, denoted

WFa u, is defined by
WFa u = x u is not microlocally analytic at x
Observe that from Definition V.2.13 it can easily be shown that the analytic
wave front set is invariant under an analytic diffeomorphism, and hence
microlocal analyticity can be defined on any real-analytic manifold. The
following theorem provides a very useful criterion for microlocal analyticity
in terms of the FBI transform:
Theorem V.2.14. Let u ∈ Rm x0 ∈ Rm 0 ∈ Rm \0 . Then x0 0 %

WFa u if and only if there is a neighborhood V of x0 in Rm , an open cone
+ ⊂ Rm \0 0 ∈ + and constants c1 c2 > 0 such that
Fu x ≤ c1 e−c2 ∀x ∈ V × +
The proof uses the inversion formula of Theorem V.2.2 and ideas similar to
those in the proof of Theorem V.2.4 (see also Theorem V.3.7). The reader is
referred to [Sj1] for the proof of this theorem.
Corollary V.2.15. A distribution u is analytic near x0 if and only if for

every 0 ∈ Rm \0 x0 0 %WFa u.
Corollary V.2.16. (The edge-of-the-wedge theorem.) Let V ⊂ Rm be a

neighborhood of the point p, and + + + − be cones such that + − = −+ + .
Suppose for some > 0, f + ∈ V + i++ , f − ∈ V + i+− are both of
tempered growth and bf + = bf − . Then there exists a holomorphic function
f defined in a neighborhood of p that extends both f + and f − . In particular,
bf + is analytic at p.
Example V.2.17. Let

3
x 2 x≥0
ux = 3
ix 2 x ≤ 0
3
Then ux = bfx where fx y = x + iy 2 for y > 0 and we take the
principal branch of the fractional power. Since f is holomorphic for y > 0, it
follows that 0 −1 % WFa u. On the other hand, since u is not analytic (it
is not even C 2 ), by Corollary V.2.15, 0 1 ∈ WFa u.
Example V.2.18. Let x t denote the variables in Rm+n , x ∈ Rm and t ∈ Rn .

Let t = 1 t m t be real-analytic functions near the origin and
consider the associated tube structure generated by
m
j
Lk = −i k = 1 n
tk j=1 tk xj
It was shown in [BT5] that this system is analytic hypoelliptic at 0, i.e., every
solution u of Lk u = 0 k = 1 n is analytic at 0 if and only if, for every
∈ Rm , the function
t → t ·
does not have a local minimum at 0. This result was proved using the FBI
transform. The authors also proved a microlocal version of this result.
When a distribution u is a solution of a partial differential equation with

analytic coefficients, the analyticity or microlocal analyticity of the solution
can sometimes be established by using the FBI transform. Sections V.4 and
V.5 contain results in this direction. The notes at the end of this chapter
contain several references to such applications of the FBI transform.
V.3 Microlocal smoothness

In this section we introduce the concept of the C wave front set which
is a refined way of describing the singularities of distributions. It is well
known that a distribution u of compact support is C if and only if its
Fourier transform û decays rapidly as → . More precisely, we recall
Paley–Wiener’s Theorem:
Theorem V.3.1. (Theorem 7.3.1 in [H2].) A distribution u with support in

the ball x ∈ Rm x ≤ R is C if and only if û is entire on Cm and for
each positive integer k there is Ck such that
eR
û ≤ Ck ∀ ∈ Cm
1 + k
Definition V.3.2. Let u ∈ ⊆ Rm open, x0 ∈ , and 0 ∈ Rm \0 .
We say u is microlocally smooth at x0 0 if there exists ∈ C0 ,
≡ 1 near x0 and a conic neighborhood + ⊆ Rm \0 of 0 such that for all
k = 1 2 and for all ∈ +,
' Ck
u ≤ on +
1 + k
Definition V.3.3. The C wave front set of a distribution u denoted WFu
is defined by
WFu = x u is not microlocally smooth at x
It is easy to see that a distribution u is C if and only if WFu = ∅.

When a distribution u is a solution of a linear partial differential equation
with smooth coefficients, its wave front set is constrained. We quote here a
basic result along this line:

Theorem V.3.4. (Theorem 8.3.1 in [H2].) Let P = ≤k a xD be a
smooth linear partial differential operator on an open set ⊂ Rm and suppose
u ∈ . Then
WFu ⊂ char P ∪ WFPu
V.3 Microlocal smoothness 237
where the characteristic set

char P = x ∈ × R \0 m
a x = 0

=k
In particular, if Pu is smooth, then WFu ⊂ char P. If Pu is smooth, and P is

elliptic, then u has to be smooth. In Section V.5 we will consider an analogous
result for solutions of first-order nonlinear partial differential equations.
Definition V.3.5. Let f ∈ C , ⊆ Rm open, and suppose 2 is a
2
neighborhood of in C . A function f̃ x y ∈ C is called an almost
m
analytic extension of fx if f̃ x 0 = fx ∀x ∈ and for each j = 1 m,

f̃
x y = O y k for k = 1 2
zj
Remark V.3.6. Lemma V.5.1 in Section V.5 shows that each smooth function
of one real variable has an almost analytic extension. Such extensions also
exist in higher dimensions (see [GG]).
The following theorem characterizes microlocal smoothness in terms of
almost analytic extendability in certain wedges.
Theorem V.3.7. Let u ∈ Rm . Then x0 0 % WFu if and only if there
exist a neighborhood V of x0 , open acute cones + 1 + N in Rm \0 , and
almost analytic functions fj on V + i+j (for some > 0) of tempered growth

such that u = Nj bfj near x0 and 0 · + j < 0 for all j.
Proof. Suppose x0 0 % WFu. Let ∈ C0 Rm , ≡ 1 near x0 such that
'
u decays rapidly in a conic neighborhood of 0 . By the Fourier inversion
formula,
1 ix· '
u = e u d
2)m
where the formula is understood in the duality sense, that is, for * ∈ C0 Rm ,
1 ix·
'
#u *$ = e *x dx u d
2)m
Let j 1 ≤ j ≤ N be open, acute cones such that
N
Rm = j
j=1
and j ∩ k has measure zero when j = k. We may assume that 0 ∈ 1 and

0 % j for j ≥ 2. This implies that we can get acute, open cones + j 2 ≤ j ≤ N
and a constant c > 0 such that

0 · + j < 0 and y · ≥ c y ∀y ∈ + j ∀ ∈ j
For each j = 2 N , define
1 ix+iy· '
fj x + iy = e u d
2)m j
and set
1 ix· '
g1 x = e u d
2)m 1
For j ≥ 2, fj is holomorphic on Rm + i+ j and as we saw in the proof of
Theorem V.2.9, it is of tempered growth and hence has a boundary value
bfj ∈ Rm . Since x0 0 % WFu, we may assume that u decays

rapidly in the cone 1 . It is then easy to see that g1 is C on R . By Remark
m
V.3.6, the function g1 has an almost analytic extension f1 which is smooth

on Cm . It follows that u = Nj bfj near x0 with the fj ’s as asserted. For the
converse, we may assume that on some neighborhood V of x0 , u = bf where
f is almost analytic and of tempered growth on V + i+, + is an open cone,
and 0 · + < 0. Let ∈ C0 V, ≡ 1 near x0 . We have

'
u = #u xe−ix· $ = lim fx + iye−ix· x dx
+y→0 Rm
Let !x y be an almost analytic extension of x. Fix y0 ∈ + and let

D = x + ity0 ∈ Cm x ∈ V 0 ≤ t ≤ 1
Consider the m-form
fx + iye−ix+iy· !x y dz1 ∧ · · · ∧ dzm
where each zj = xj + iyj , 1 ≤ j ≤ m. By Stokes’ theorem,
m

'
u − fx + iy0 e−ix+iy0 · !x y0 dx = f!e−ix+iy·
V j=1 D zj
dzj ∧ dz1 ∧ · · · ∧ dzm
After contracting + if necessary, we may assume that for some c > 0, y0 · ≤
−c for all ∈ +. This latter inequality, together with the almost analyticity
of f and !, and the tempered growth of f , imply that on D, for any integer
k ≥ 0, we can find a constant Ck such that
& &
& && &
& f!x + ity0 & &e−ix+ity0 · & ≤ C ty0 k ety0 · ≤ Ck
& z & k
k
j
Observe also that the inequality y0 · ≤ −c ( ∈ +) implies that the integral

fx + iy0 e−ix+iy0 · !x y0 dx
V
decays rapidly in +. It follows that x0 0 % WFu.

Corollary V.3.8. Let u ∈ Rm . If x0 0 ∈ WFu, then x0 0 ∈
WFa u.
V.4 Microlocal hypoanalyticity and the FBI transform

A hypoanalytic structure (or manifold) is an involutive structure with
charts U Z where the U form an open covering of , and the Z =
Z1 Zm are a complete set of first integrals on U that are determined
on the overlaps up to a local biholomorphism of Cm . A basic example
is a generic CR submanifold of Cm . A function f on a hypoanalytic
manifold is said to be hypoanalytic if in a neighborhood of each point p it
is of the form f = hZ1 Zm for some holomorphic function h defined
in a neighborhood of Z1 p Zm p in Cm . In the case of generic CR
submanifolds of Cm , the hypoanalytic functions are the restrictions to
of holomorphic functions defined in a neighborhood of . Hypoanalytic
structures will be discussed some more in the epilogue. For more details on
hypoanalytic structures, the reader is referred to [BCT] and [T5]. In this
section we will briefly discuss the notion of the hypoanalytic wave front set.
This notion is a generalization of the concept of microlocal analyticity we
discussed in Section V.2 and the reader is referred to the work [BCT] for more
details. We begin with the concept of a wedge in CN whose edge is a generic
CR manifold. Let be a generic CR manifold in CN of codimension d. Then
dim = 2n + d m = n + d = N and the bundle T = T is generated by
the differentials of the restrictions to of the N complex coordinates in CN .
Fix p ∈ and let h = h1 hd be smooth defining functions of in a
neighborhood U of p in CN .
Definition V.4.1. For + an open convex cone with vertex at 0 ∈ Rd , the set
U h + = z ∈ U hz ∈ +
is called a wedge with edge . The wedge is said to be centered at p and
to point in the direction of +.
Observe that U h + is an open set in CN and ∩ U lies in its boundary.

When is a hypersurface, + = 0 or − 0 and so a wedge with
edge in this case is simply a side of . Although the definition of a

wedge involves the defining functions, the following proposition shows some
independence from the defining functions.
Proposition V.4.2. (Proposition 7.1.2 in [BER].) Assume that h = h1 hd

and g = g1 gd are two defining functions for near p. Then there is
a d × d real invertible matrix B such that for every U and + as above, the
following holds: for any open convex cone +1 ⊆ Rd with B+1 ∩ S d−1 relatively
compact in + ∩ S d−1 (S d−1 denotes the unit sphere in Rd ), there exists a
neighborhood U1 of p in CN such that
U1 g +1 ⊆ U h +
The reader is referred to [BER] for the proof of this proposition. We mention
that if az is a d × d smooth invertible matrix satisfying g = ah near p, then
the matrix B = ap −1 .
Definition V.4.3. A holomorphic function f defined on a wedge =

U h + is said to be of tempered growth if there exists a constant c > 0
and an integer k such that
c
fz ≤ ∀z ∈ (V.4)
hz k
By using a diffeomorphism that flattens near p, it is easy to see that the
growth condition (V.4) is equivalent to
c
fz ≤ ∀z ∈
distz k
Recall from Chapter I that for the generic we can find complex coordinates
z1 zn w1 wd vanishing at p ∈ , z = x + iy ∈ Cn , w = s + it ∈ Cd ,
and smooth real-valued functions 1 d defined near 0 0 in z s
space with k 0 = 0 dk 0 = 0 1 ≤ k ≤ d such that near 0, is given by
&k z w = k z s − tk = 0 1 ≤ k ≤ d
That is, near 0, = z s + iz s . By Proposition V.4.2, there exist
% > 0 and a convex open cone + ⊆ Rd such that if
= z s + iz s + iv z < % s < % v < % v ∈ +
then ⊆ U h +. The description of makes it clear what a wedge
with edge means. Observe also that a holomorphic function fz w on
is of tempered growth if and only if it satisfies an estimate of the form
c
fz s + iz s + iv ≤ k
v
for v ∈ + small and z s ∈ Cn × Rd near 0 0. Holomorphic functions of

tempered growth in a wedge have distributional boundary values on the edge
of the wedge. We have:
Theorem V.4.4. (Theorem 7.2.6 in [BER].) Let fz w be a holomorphic

function of tempered growth in a wedge as above. Then there exists a CR
distribution u = bf defined in a neighborhood of 0 in by

#u *$ = lim fz s + iz s + iv*x y sdxdyds
+v−→0 R2n+d
for any smooth function * of sufficiently small compact support near the
origin in R2n+d .
Proof. The proof will use arguments similar to those used in the proof of
Theorem V.2.6. For *x y s smooth, supported near the origin, set

hv = fz s + iz s + iv*x y sdxdyds
R2n+d

for v ∈ + , v < %. We will estimate the derivatives of h. We have
h f
v = i z s + iz s + iv*x y sdxdyds
vj R 2n+d wj
for each j = 1 d. Observe that since

d d
f k
fz s + iz s + iv = z s + iz s + iv km + i
dsm k=1 wk sm
and the matrix I + is is invertible near the origin, there are smooth functions
ajm z s such that for each k = 1 d,
f d
d
z s + iz s + iv = akm z s fz s + iz s + iv
wk m=1 ds m
It follows that
d
h d
v = fz s + iz s + ivajm z s*x y sdxdyds
vj m=1 R
2n+d ds
m
We can thus integrate by parts and iterate the procedure to conclude that for
some constant C > 0 and every multi-index ,
CC
D hv ≤
vk
where C = sup D * . It then follows, as in the proof of Theorem V.2.6,
that hv has a limit as + v → 0. Set #u *$ = limv→0 hv. Note that u
is CR since it is the distributional limit of the CR functions z s −→

fz s + iz s + iv.
The reader is referred to [BER] for an invariant formulation of Theorem
V.4.4 (corollary 7.2.9 in [BER]).
Suppose now X is a hypoanalytic structure of codimension 0. Such an X
often arises as a maximally real submanifold in a hypoanalytic structure. The
structure bundle of X is all of CT ∗ X and since is empty, any distribution is
a solution. Fix p ∈ X and let Z = Z1 Zm be a hypoanalytic chart near
p. In a neighborhood V of p in X, the map Z V −→ Cm is a diffeomorphism
onto ZV. ZV is a generic submanifold of Cm which is totally real of
maximal dimension. In what follows, we will identify V with ZV.

Definition V.4.5. A distribution u ∈ X is microlocally hypoanalytic at
∈ Tp∗ X\0 if there exist open convex cones 1 k in Tp X satisfying
v < 0 ∀v ∈ j 1 ≤ j ≤ k and wedges 1 k in Cm with edge ZV
centered at p and pointing in the directions of +1 +k respectively such
that J j ⊆ +j and for each j, there is a holomorphic function of tempered

growth uj on j such that u = kj=1 buj in V .
Definition V.4.6. The hypoanalytic wave front set of u, denoted WFha u is

defined by
WFha u = ∈ T ∗ X\0 u is not microlocally hypoanalytic at
The hypoanalytic wave front set for solutions in structures of positive codi-
mension is defined by restriction to a maximally real submanifold as follows
([BCT]). Let be a hypoanalytic structure and u a distribution solution
near p ∈ . Select a maximally real submanifold through p. We recall
that the restriction u is well-defined and by Proposition V.1.29 inherits
a hypoanalytic structure of codimension 0. Hence the hypoanalytic wave
front set WFha u is defined and lives in T ∗ \0 . Since is maximally
real, by Propositions V.1.27 and V.1.29, the inclusion i → induces
an injection i∗ T 0 → T ∗ . We will say a covector ∈ Tp0 \0 is in the
hypoanalytic wave front set of u if i∗ ∈ WFha u . This set will be denoted

by WFhap u This definition is independent of the choice of the maximally
real submanifold through p (see [BCT] for the proof) and thus for any

such , we have a bijection i∗ WFhap u → WFhap u , where WFhap
denotes the hypoanalytic wave front set at p.
We will next recall the FBI transform of [BCT] which gives a very useful
Fourier transform criterion for microlocal hypoanalyticity. X is a hypoanalytic
structure of codimension 0 as above. If p ∈ X, by the results in Chapter I (see
V.5 Application to the C wave front set 243
for example Corollary I.10.2), we may choose local coordinates x1 xm

for X vanishing at p so that locally, X becomes a neighborhood U of 0 in
Rm and we may assume that a hypoanalytic chart has the form
Zj = xj + ij x 1 ≤ j ≤ m
= 1 m real-valued. For 2 > 0 and u ∈ U, define

2
F 2 u z = ei·z−Zy−2#$ z−Zy uydZy
U
where z ∈ C w
m 2
= w12 +· · ·+wm2 ,
and for any ∈ Cm with < #$ =
2 21
1 + · · · + m (the principal branch of the square root).
2
Definition V.4.7. F 2 u z is called the FBI transform of u (with param-

eter 2).
In [BCT] the authors characterized microlocal hypoanalyticity in terms of

an exponential decay of the FBI transform. In particular, when 0 = 0 and
d0 = 0, they proved:
Theorem V.4.8. There is a universal constant M > 0 such that if 2 > M

sup x, the following holds: for ∈ Rm \0 , u ∈ U V a neigh-
x∈U =2
borhood of 0 in Cm + ⊆ Cm \0 a complex conic neighborhood of , if
F 2 u z ≤ c1 e−c2 ∀z ∈ V ∀ ∈ +
and for some c1 c2 > 0, then 0 % WFha u.
Here U is a neighborhood of 0 in Rm .
V.5 Application of the FBI transform to the C wave front

set of solutions of nonlinear PDEs
In this section the FBI transform will be used to prove a result on the C
wave front set of solutions of first-order nonlinear PDEs. Suppose u = ux t
is a C 2 solution of a nonlinear pde
ut = fx t u ux
where fx t 0 is complex-valued, C in all the variables, and holomor-

phic in 0 . Here x varies in an open set in Rm , t in an interval of R,
and 0 in an open set in Cm+1 . We will present Asano’s ([A]) proof of
Chemin’s ([Che]) result that the C wave front set of any C 2 solution is
contained in the characteristic set of the linearized operator
m
f
Lu = − x t u ux
t j=1 j xj
We begin with some lemmas about linear vector fields:
Lemma V.5.1. Let

N
M

L= + aj x t + bk x t
t j=1 xj k=1 k
where the coefficients aj and bk are C in the variables x t ∈ × J ⊂

RN × R and holomorphic in the variable ∈ ⊂ CM , open. Let fx
be a C function defined on × , holomorphic in . There exists a
C function ux t holomorphic in which is an approximate solution of
Lu = 0 in the sense that
Lux t = Otk for k = 1 2
and such that ux 0 = fx .
Proof. The conditions that u has to satisfy determine the Taylor coefficients
of the formal series

ux t = uj x tj
j=0
j
where uj x = t ux0
j!
. Set u0 x = fx . For each j, since we want
Lu = Ot , we must have tj−1 Lux 0 = 0. This then leads to
j+1
( N
1 1 up q a
uj x = − x qk x 0
j p+q=j−1 q! k=1 xk t
)
up
M
q b
+ x qk x 0
k=1 k t
for j ≥ 1. Note that the functions uj x are C and holomorphic in . Let
( ∈ C0 R be such that ( ≥ 0 ( ≡ 1 in − 21 21 and supp ( ⊂ −1 1 Then
there exists a sequence Rj > 1 Rj / + such that the series

ux t = (Rj tuj x tj
j=1
is convergent in C . It follows that u is C in all the variables and holo-

morphic in . Moreover, from the way the functions uj are defined, u is an
approximate solution of Lu = 0 with the property that ux 0 = fx .
In the following lemma, WF denotes the C wave front set.
Lemma V.5.2. Let X ⊂ Rm be open, U an open neighborhood of X × 0 in

Rm+1 , U+ = U ∩ Rm+1
+ . Let
m

L= + aj x t
t j=1 xj
be a C l vector field in U for some positive integer l. Assume f ∈ C 1 U+

satisfies
Lfx t = Otk k = 1 2
uniformly on compact subsets of X. Suppose there exist C l functions
.1 x t .m x t
on U such that Zx t = x + t.x t satisfies Zx 0 = x and
LZx t = Otk k = 1 2
Let ax t = a1 x t am x t. Assume
tj ax 0 = 0 ∀j < l ∀x ∈ X
and that
#tl ax0 0 0 $ > 0 for some x0 ∈ X 0 ∈ Rm
Then x0 0 % WFfx 0.
Remark V.5.3. If L is C , then Lemma V.5.1 insures that the Zj exist and
the proof below will show that in this case, we only need to assume that
f ∈ C 0 T Rm .
Proof. Without loss of generality, we may assume that x0 = 0. For j =

1 m let Mj = m
k=1 bjk x t x be vector fields satisfying
k
Mj Zk = kj Mj Mk = 0
Note that for each j,

m
Mj L = cjs Ms (V.5)
s=1
where each cjs = Otk k = 1 2 Indeed, the latter can be seen by expressing
Mj L in terms of the basis L M1 Mm and applying both sides to the
m + 1 functions t Z1 Zm . For any C 1 function g, observe that the
differential
" #
m m
dg = Mk gdZk + Lg − Mk gLZk dt (V.6)
k=1 k=1
This is verified by evaluating each side at the basis vector fields

L M1 Mm
Using (V.6) we get:
" #

m
dgdZ1 ∧ · · · ∧ dZm = Lg − Mk gLZk dt ∧ dZ1 ∧ · · · ∧ dZm (V.7)
k=1
For ∈ Rm s ∈ Rm , let
Es x t = i · s − Zx t − s − Zx t 2

where for w ∈ Cm , we write w 2 = m 2
j=1 wj . Let B denote a small ball centered

at 0 in R and ∈ C0 B, ≡ 1 near the origin. We will apply (V.7) to the
m
function
gs x t = xfx teEsxt
where s are parameters. We get:

m
dgdZ = Lf + fLE − Mk f + fMk ELZk eE dt ∧ dZ
k=1
(V.8)
where dZ = dZ1 ∧ · · · ∧ dZm . Next by Stokes’ theorem we have, for t1 > 0
small:
t1
gs x 0dx = gs x t1 dx Zx t1 + dgdZ (V.9)
B B 0 B
We will estimate the two integrals on the right in (V.9). Write

Z = Z1 Zm = x + t.x t and . = .1 + i.2
Since the Zj are approximate solutions of L, we have
. + t.t + I + t.x · a = Otk k = 1 2
and hence
tj .x 0 = 0 j < l and #tl .2 x 0 0 $ < 0 (V.10)
for x in a neighborhood V of B (after shrinking B, if necessary). Observe that
Es x t = t · .2 x t − s − x − t.1 2 − t2 .2 x t2
Because of (V.10), continuity and homogeneity in , we can get c1 > 0 such

that
Es x t ≤ −c1 tl+1 for x ∈ V 0 ≤ t ≤ t1 (V.11)
s ∈ Rm and in a conic neighborhood + of 0 . Going back to the integrals in

(V.9), we clearly have
& &
& &
& gs x t1 dx Zx t1 & ≤ e−c2
B
t
for some c2 > 0, for s ∈ Rm and ∈ +. To estimate 0 1 B dgdZ, we use
(V.8) and look at each term that appears there. We first consider the term
LfeE . For any k,
Ck
LfeE ≤ Ck tlk e−c1 t
l
≤
k
Moreover, for the x-integral

Lf eE dZ = #f t LeE $
B
after decreasing t1 , we can get > 0 such that if s ≤ and ∈ +,
#f t LeE $ ≤ Ce−c
for some constants c C > 0. In the latter, we have used the constancy of
near 0. It follows that the integral
t1
LfeE dt ∧ dZ
B 0
decays rapidly in . The term fLEeE is estimated using the fact that for
any k, LE ≤ ck tk for some constant ck and that eE ≤ e−c1 t . This shows
l
that
t1
fLEeE dt ∧ dZ
B 0
decays rapidly in . The integrals of the terms fMk ELZk eE and Mk f
LZk eE are estimated in the same fashion. Thus
t1
dgdZ
B 0
has a rapid decay in , and going back to (V.9), we have shown:

2
Fs = ei·s−x− s−x xfx 0dx (V.12)
B
decays rapidly for s ≤ in Rm and in a conic neighborhood + of 0 . The

function Fs is the standard FBI transform of the distribution xfx 0.
To conclude the proof, we will exploit the inversion formula for the FBI,
namely,
2 n
xfx 0 = lim+ cm eix−s·−% Fs 2 dsd (V.13)
%→0
where cm is a dimensional constant. Assume now that x is supported in the

ball centered at the origin with radius M. We will study the inversion integral
in (V.13) by writing it as a sum of three pieces: I1 %, I2 %, and I3 %. The
first piece consists of integration over the region s s ≥ 2M . In the
second piece we integrate over s ≤ s < 2M , and in the third piece
over s s ≤ . For the integral I1 %, after integrating in s, one gets an
exponential decay in independent of %, and hence lim%→0+ I1 % is in fact a
holomorphic function near the origin in Cm . To study the second piece, we
write it as

eix−y·− s−y −% yfy 0 2 dydsd
2 2 m
I2 % = cm
ys ≤ s <2M
1
We will use the holomorphic function #$ = 12 + · · · + m2 2 where we take
the principal branch of the square root in the region < . Observe
that this function is a holomorphic extension of away from the origin. In
the integration above, we can deform the contour to the image of
= + i x − y
where is chosen sufficiently small. In particular, we choose so that when
x varies near the origin and y stays in the support of , then < ,
away from = 0. In the integrand of I2 %, if x ≤ 4 , we get an exponential
decay independent of %. It follows that this piece is also holomorphic near
the origin in Cm after setting % = 0. Finally, for the third piece, let +1 +n
be convex cones such that with +0 = +,
n
Rm = +j
j=0
and for each j ≥ 1 there exists a vector vj satisfying vj · +j > 0 and vj · 0 < 0.
We now write
n
I3 % = Kj %
j=0
where Kj equals the integral over +j . The decay in the FBI established in
(V.12) shows us that K0 is a smooth function even after setting % = 0. Each
of the remaining functions Kj , after setting % = 0, is a boundary value of a
tempered holomorphic function in a wedge whose inner product with 0 is
negative. Hence
0 0 % WFa Kj 0+
where WFa denotes the analytic wave front set. By Corollary V.3.8, the latter
implies that
0 0 % WFKj 0+
We have thus proved that
0 0 % WFfx 0
Consider now the vector field

m

L= + aj x t
t j=1 xj
where the aj are C 1 on an open set ⊂ Rm

x × Rt . To L we associate vector
fields

L = − e−i L
s
where s ∈ R is a new variable and ∈ 0 2) is a parameter. Suppose that
for each ∈ 0 2) there exist C 1 functions
.1 x t s .m x t s
defined on × J (J ⊂ R is an open interval centered at the origin) such that
Zj x t s = xj + s.j x t s j = 1 m
are approximate solutions of L Zj = 0 in the sense that L Zj are s-flat at s =
0. Define also .m+1
x t s = e−i and Zm+1

x t s = t + e−i s and note that
L Zm+1

= 0. If we write . = .1 .m+1

and Z = Z1 Zm+1

, then
−i
e a0 0 .0 0
Zs 0 0 0 = . 0 0 0 = − = e−i
e −i −1
and

.0 0 cos − .0 0 sin
· . 0 0 0 =

·
sin
= · .0 0 cos + − · .0 0 sin
So the condition

· . 0 0 0 = 0

for some ∈ 0 2) is equivalent to saying that 0 0 is not in the
characteristic set of L. Suppose now hx t is a C 1 function with the following
property: there exist C 1 functions h x t s such that h x t 0 = hx t and
L h is s-flat at s = 0. If 0 0 0 0 is not in the characteristic set of L, we
know that there is ∈ 0 2) such that
0

· . 0 0 0 = 0
0
By replacing by + ) or − ) if necessary, we may assume that
0

· . 0 0 0 < 0
0
and we can apply what we saw in the proof of Lemma V.5.2 to an FBI in
x t-space to conclude the following: there exist a conic neighborhood + of
0 0 in Rm+1 \0 and a neighborhood of the origin in Rm+1 such that
Fh 0 x t
#x −x$2 +t −t2
= ei ·x −x+t −t − h x t 0dxdt
B×J
= Fhx t
is rapidly decreasing for ∈ + and x t ∈ . We have thus proved:
Lemma V.5.4. For each ∈ 0 2) let L = s − e−i L and suppose there
exist .1 .m+1

∈ C 1 × J such that Z = x t + s. x t s is an
approximate solution of L Z = 0 in the sense that L Z is s-flat at s = 0.
Suppose moreover that there exist h ∈ C 1 × J such that h x t 0 =
hx t and L h is s-flat at s = 0. Then
WFh 0 ⊂ charL 0
The preceding linear results will next be applied to a nonlinear equation.

Let ⊂ Rm+1 be a neighborhood of the origin and suppose u ∈ C 2 is a
solution of
ut = fx t u ux (V.14)
where fx t 0 is a C function in the variables x t ∈ and holomor-
phic in the variables
0 ∈ ⊂ C × CM a = u0 0 ux 0 0 ∈
Consider
m
f
= − x t 0 (V.15)
t j=1 j xj
and
m
f
Lu = − x t u ux
t j=1 j xj
Let v = u ux . It is easy to check that v solves the quasi-linear system
Lu v = gx t v (V.16)
where

m
f
g0 x t 0 = fx t 0 − j x t 0
j=1 j
and
f
gi x t 0 = fxi x t 0 − i x t 0 i = 1 m
0
Consider now the principal part of the holomorphic Hamiltonian of (V.16)
m

H= + g0 + gj
0 j=1 j
For .x t 0 a C function in x t 0 and holomorphic in the vari-

ables 0 ∈ , set . v x t = .x t vx t and let p denote the vector
field in obtained by plugging px t for 0 in the coefficients of .
Note that v = Lu . Equation (V.16) implies that
v
. v = H.v
where .x t 0 is any C function in x t ∈ and holomorphic in

0 ∈ . Let Zj x t 0 j = 1 m, and 3k x t 0 k = 0 m
be t-flat solutions of H. = 0 such that Zj x 0 0 = xj j = 1 m,
and 3k x 0 0 = k k = 0 m. Let Z̃z t 0 and 3̃z t 0 ,
z = x + iy ∈ Rm ⊕ iRm be almost analytic extensions of Zx t 0 and
3x t 0 respectively, i.e., Z̃x t 0 = Zx t 0 , 3̃x t 0 =
3x t 0 and for all k ∈ N there exists Ck > 0 such that for j = 1 m
we have
& &
& &
& Z̃z t 0 & ≤ Ck z k
& z &
j
and
& &
& &
& 3̃z t 0 & ≤ Ck z k
& z &
j
Since the Jacobian

Z̃ Z̃ 3̃ 3̃
z z 0 0
is nonsingular near t = 0, we may solve

Z̃z t 0 = Z̃
3̃z t 0 = 3̃
with respect to z 0 in a neighborhood of 0 a by the implicit function

theorem and get

z = PZ̃ t 3̃
0 = QZ̃ t 3̃
with P0 0 a = 0 and Q0 0 a = a . We get

Z̃PZ̃ t 3̃ t QZ̃ t 3̃ = Z̃
3̃PZ̃ t 3̃ t QZ̃ t 3̃ = 3̃
and differentiating with respect to Z̃ we obtain
Z̃ 3̃ P Q

PZ̃ t 3̃ t QZ̃ t 3̃ Z̃ t 3̃
z 0 Z̃
Z̃ 3̃ P Q

+ PZ̃ t 3̃ t QZ̃ t 3̃ Z̃ t 3̃ = 0
z 0 Z̃
If Az t 0 denotes a generic entry of the matrix
Z̃ 3̃
z t 0
z 0
then Az t 0 ≤ Ck z k for all k. It follows that for each k
& &
& Q & & &k
& 0 & & &
& Z̃ t 3̃& ≤ Ck &PZ̃ t 3̃& ∀j = 1 m
& Z̃ &
j
and Q0 is holomorphic in 0 . Now consider
.z t 0 = Q0 Z̃z t 0 0 3̃z t 0

and observe that

. v x 0 = .x 0 ux 0 ux x 0
= Q0 Z̃x 0 ux 0 ux x 0 0 3̃x 0 ux 0 ux x 0
= ux 0
Observe that H Z̃x t 0 and H 3̃x t 0 are t-flat at t = 0. We will
next show that
" # " #
m
Q0 Q0 m
Q0 Q0
H. = H Z̃j + H Z̃j + H 3̃k + H 3̃k
j=1 Z̃j Z̃j k=0 3̃k 3̃k
is t-flat. Note that
Px 0 0 = PZx 0 0 0 3x 0 0
= PZ̃x 0 0 0 3̃x 0 0
= x
This implies that for some C > 0,
& &
& &
&PZ̃x t 0 0 3̃x t 0 & ≤ C t
Hence Q0
Z̃x t 0 0 3̃x t 0 is t-flat at t = 0, which in turn
Z̃j
implies that for all k ∈ N, there exists Ck > 0 such that
H.x t 0 ≤ Ck t k
Hence Lu . v = v . v = H.v is t-flat at t = 0, and so we have found
hx t = . v x t such that Lu h is t-flat at t = 0 and hx 0 = ux 0. Now
ux t is also a solution of the equation
us = e−i ut − fx t u ux

which is of the same kind as (V.14), and the associated vector field as in
(V.15) is given by

= − e−i
s
with as before. Note that
v
= − e−i v = − e−i Lu = Lu
s s
It follows that there exists a C 1 function h x t s such that

−i u
L h =
u
− e L h
s
is s-flat at s = 0 and h x t 0 = ux t. We apply Lemma V.5.4 and conclude
that WFu 0 ⊂ char Lu 0 . By translation we may apply the same argument
to all points of and state
Theorem V.5.5. Let u ∈ C 2 be a solution of (V.14). Then the C wave

front set of u is contained in the characteristic set of the linearized oper-
ator Lu .
V.6 Applications to edge-of-the-wedge theory

Consider now a hypoanalytic structure , dim = N , fiber dimension
of = n and m = N − n. If is a strongly noncharacteristic submanifold of
, then Proposition V.1.28 shows that induces a hypoanalytic structure on
by taking as the structure bundle in the image of T under the natural
map
CT ∗ → CT ∗
The associated bundle of vector fields will be denoted by and we have

= ∩ CT . Note that for any p ∈ dimC p = dim − m. For
p ∈ define
p = L ∈ p L ∈ Tp
Lemma V.6.1. is a real sub-bundle of of rank n+ dim − m.

The map which takes the imaginary part induces an isomorphism between
/ and T /T .
Proof. Let p ∈ . The map p → Tp induces a map p →

Tp /Tp . This latter map is surjective. Indeed, given v ∈ Tp , since
is strongly noncharacteristic, we can find L ∈ p and w ∈ CTp such
that iv = L + w. Taking real and imaginary parts, we see that L ∈ p and
v = L + w as desired. Since the kernel of the map p → Tp /Tp
is p , we get an isomorphism as asserted in the lemma. Hence, dim p =
dim Tp − dim Tp + dimR p = n + dim − m for any p ∈ .
Definition V.6.2. Let E be a submanifold of , dim = r + s, dim E = r.

We say a subset is a wedge in at p ∈ E with edge E if the following
holds: there exists a diffeomorphism of a neighborhood V of 0 in Rr+s onto
a neighborhood U of p in with 0 = p and a set B × + ⊆ V with B a
ball centered at 0 ∈ Rr and + a truncated open convex cone in Rs with vertex
at 0 such that B × + = and B × 0 = E ∩ U .
If E and p ∈ E are as in the previous definition, the direction wedge

+p ⊆ Tp is defined as the interior of
c 0 c 0 1 → smooth, c0 = p ct ∈ ∀t > 0
If is as in Definition V.6.2, +p = dRr × v v ∈ + , > 0 . Note
that +p is a linear wedge in Tp with edge equal to Tp E. Set
+ = +p
p∈E∩U
Suppose now is a strongly noncharacteristic submanifold of and

is a wedge in with edge . Let u ∈ be a solution of and let
f ∈ . In a neighborhood of p ∈ we may choose coordinates x y
vanishing at p such that y = 0 defines locally and has the form B × +
with B a ball centered at 0 in x-space and + a truncated cone in y-space with
vertex at 0. Since u is a solution and is noncharacteristic, by proposition
1.4.3 in [T5], ux y is a smooth function of y ∈ + valued in B. We say
f is the boundary value of u and write bu = f if + y → u y extends
continuously to + ∪ 0 with u 0 = f , and that this is true for any p ∈ .
In this case, since = ∩ CT , it is readily seen that f is a solution of
, i.e., of the induced structure on . If the codimension of is 1, then
a wedge with edge is simply a side of and distribution solutions
in in this case with boundary values in were studied in [T5]. We
continue to assume that is a wedge in with edge which is strongly
noncharacteristic. For p ∈ , define
+p = L ∈ p L ∈ +p
and
+pT = L L ∈ +p
+pT is an open cone in p ∩ Tp . To see this, fix p ∈ and let
L1 Ll be an R-basis for p and complete this to an R-basis
L1 Ll V1 Vk
of p . Observe that p ∩ Tp is spanned by
L1 Ll V1 Vk
Note also that +p is a linear wedge in Tp and hence is translation
invariant by elements of Tp . Therefore

l k
k
+p =
T
ai Li + bj Vj ai ∈ R bj ∈ R bj Vj ∈ +p
1 1 1
This description shows that +pT is an open cone in p ∩ Tp .
Lemma V.6.3. Let be a CR structure, p ∈ and v ∈ Tp . Then

there is a maximally real submanifold ⊆ with p ∈ and v ∈ Tp .
Proof. Recall from Chapter I that there are local coordinates
x1 xn y1 yn s1 sd
vanishing at p and smooth, real-valued 1 d defined near the origin such
that the differentials of
zj = xj + iyj j = 1 n
wk = sk + ik x y s k = 1 d
span T in a neighborhood of the origin, 0 = 0 and d0 = 0. Let

n
n
d

v= ak + bk + ck
k=1 xk k=1 yk k=1 sk
be a real tangent vector at the origin, v = 0. If aj = 0 = bj for all j, we can
take = x y s y = 0 . Otherwise, assume without loss of generality
that a1 + ib1 = 0. Consider the subspace S of the tangent space at the origin
generated by the n + d linearly independent vectors v s s x x .
1 d 2 n
Let be a submanifold of dimension m = n + d through the origin so that
T0 = S (can take to be a linear space). We claim that is maximally

real near the origin. To see this, suppose a one-form = nj=1 Aj dzj 0 +
d
k=1 Bk dsk is orthogonal to T0 . Then
8 9

=0 ∀j
sj
: ;
and so Bj = 0 ∀j. Moreover, since x = 0 ∀l ≥ 2, we get Aj = 0 for
l
j ≥ 2. Finally, note that 0 = # v$ = A1 a1 + ib1 and so since a1 + ib1 =
0 A1 = 0 showing that = 0. Hence is maximally real near 0.
We observe that Lemma V.6.3 is not valid for a general hypoanalytic

structure which has a section L in such that at a point p ∈ , Lp
is a real vector field.
Recall next Marson’s technique of locally embedding a hypoanalytic struc-
ture into a generic CR manifold ([Ma]). Suppose is a hypoanalytic
structure with the integers m and n having their usual meaning. Let d =
dim Tp0 for some p ∈ . Choose a coordinate system x1 xm y1 yn
vanishing at p and smooth, real-valued functions 1 d defined in a

neighborhood U of the origin and satisfying
k 0 = 0 dk 0 = 0 ∀k = 1 d
such that T over U is spanned by the differentials of
zj = xj + iyj j = 1
z+k = x+k + ik x y s k = 1 d

Let U = U × Rn− and suppose xm+1 xm+n− are the coordinates for
Rn−v . Define
zm+k = xm+k + iy+k for k = 1 n −
Let be the sub-bundle of CTU that is orthogonal to the bundle generated
by dz1 dzm+n− . It is easy to see that U is a CR structure and for
any L ∈ p ,

n−

L = L − i Ly+l ∈ p
l=1 xm+l
Here for p ∈ U , we write p ∈ U to be any point of the form p = p x.

Moreover, the preceding association L → L is an isomorphism of p onto

p . In particular, any solution of is also a solution of depending on
fewer variables. Characteristic covectors ∈ Tp0 U embed into characteristic
covectors 0 ∈ Tp0 U for any p = p x. If is a strongly noncharacter-
istic submanifold of U , then = × Rn− is a strongly noncharacteristic
submanifold of U and if p ∈ and p = p x ∈ , we have:

p = L L ∈ p
where L is determined by L as above. If is a wedge with edge in U ,
then = × Rn− is a wedge in U with edge and

+p = L L ∈ +p

Finally, if u ∈ , it may be viewed as a distribution in and it is easy
to see that

WFha p u × 0 ⊆ WFha p u
We are now ready to present an application of the FBI transform to the

hypoanalytic wave front set of a distribution u on a strongly noncharacteristic
which extends to a solution in a wedge. The result is due to Eastwood and
Graham ([EG1]).
Theorem V.6.4. ([EG1]) Let be a hypoanalytic structure, a

strongly noncharacteristic submanifold, and let be a wedge in with
edge . Suppose f ∈ is the boundary value of a solution of on .
Then WFha f ⊆ + T 0 = the polar of + T in the duality between T
and T ∗ .
Proof. Let p ∈ and ∈ Tp∗ /0 satisfy % +pT 0 . If we embed

near p into a CR structure as in the preceding discussion, then = 0 %

+pT 0 , and so because of the relation between WFha p f and WFha p f,
it suffices to prove the theorem under the assumption that is CR. Since
% +pT 0 , there is L ∈ +p such that # L$ < 0. By Lemma V.6.3,
there is a maximally real submanifold ⊆ with p ∈ and L ∈ Tp
(note that the induced structure on is CR). Since is maximally real and
L = 0, L % Tp . Choose a submanifold of such that ⊆ , and
Tp is spanned by Tp and L. Thus is a hypersurface in . Since
is maximally real, inherits a hypoanalytic structure of codimension 1 from
. This induced structure on is CR near p, is generated by L at p,
and is a maximally real submanifold of . We may assume that near p,
divides into two components + , − where + is the side toward which
L points. Since L ∈ +p , + ⊆ near p. + may be regarded as a
wedge in with edge . If F is the solution in with bF = f on , then F
restricts to + (since + is noncharacteristic) and this restriction is a solution
for the structure on . Moreover, this restriction has a boundary value equal
to f . To prove the theorem, we have to show that i∗ % WFha p f .
Note that we also have #i∗ L$ < 0. Choose local coordinates x1 xm t
on vanishing at p so that in these coordinates is given by t = 0 and

L = A + i t where A = m
1 Aj xj is a real vector field. We therefore need to
show that if ∈ T0∗ Rm and #A $ < 0, then % WFha bf . This will follow
from Theorem V.6.9.
Corollary V.6.5. Suppose ⊂ is a maximally real submanifold, p ∈ ,

and let + and − be wedges in with edge such that +p + =
−+p − . If f ∈ is the boundary value of a solution of on + and
also the boundary value of a solution of on − , then WFhap f ⊂ i∗ Tp0 .
Proof. By Theorem V.6.4,
WFhap f ⊆ +pT + 0 ∩ +pT − 0
Note that since +p + = −+p − , +pT + = −+pT − . Hence if ∈

+pT + 0 ∩ +pT − 0 , then # v$ = 0 for every v ∈ +pT + . Since +pT +
⊥
is an open cone in p ∩ Tp , it follows that ∈ p ∩ Tp . Therefore
the corollary follows from the fact that
⊥
i∗ Tp0 = p ∩ Tp
Corollary V.6.6. (Theorem V.3.1 in [BCT].) If f is defined in a full

neighborhood of p and p ∈ is strongly noncharacteristic, then
∗
WFhap f ⊂ i Tp0
Corollary V.6.7. (The edge-of-the-wedge theorem.) If the structure on

is an elliptic structure and f is the boundary value of solutions in two
wedges + − with edge a maximally real as in Corollary V.6.5, then
f extends to a hypoanalytic function in a full neighborhood of p in .
Corollary V.6.7 is a generalization of the classical edge-of-the-wedge theorem

of several complex variables. The example of the structure in the plane
generated by y for which the x-axis is maximally real shows that the corollary
may not be valid when the structure is not elliptic.
∗
Remark V.6.8. Notice that in general i Tp0 ⊆ +pT 0
We will next present a result on the hypoanalytic wave front set of the trace
of a solution when the vector field in question is locally integrable.
We consider a smooth vector field L = X + iY where X and Y are real
vector fields defined in a neighborhood U of the origin. Let 0 be an embedded
hypersurface through the origin in U dividing the set U into two regions, U +
and U − , where U + denotes the region toward which X is pointing. We assume
that L is noncharacteristic on 0, which means (after multiplying L by i if
necessary) that X is noncharacteristic. Our considerations will be local and
so after an appropriate choice of local coordinates x t and multiplication of
L by a nonvanishing factor, the vector field is given by
m

L= + aj x t (V.17)
t j=1 xj
and 0 and U + are given by t = 0 and t > 0 respectively. We will need to

consider the integral curve −% % s → s of X that passes through the
origin, i.e., s = X s, 0 = 0. It is clear that for small % > 0 and
s < %, s ∈ U + if and only if s > 0, so −% %∩U + = 0 %. To simplify
the notation we will simply write + to denote 0 %.

Theorem V.6.9. Let L = t + m
j=1 aj x t xj be locally integrable. Suppose
f ∈ U+ has a boundary value at t = 0 and
Lfx t = 0 x t ∈ U +
Assume that there is a sequence pk ∈ + , pk → 0 such that for each k =
1 2 , Xpk and Ypk are linearly independent. Then there exists a unit
vector v such that
0 ∈ Rn v · 0 > 0 &⇒ 0 0 % WFha bf
In particular, the hypoanalytic wave front set of bf at the origin is contained
in a closed half-space.
Proof. Let Z1 Zm be a complete set of smooth first integrals of L near

the origin in U and choose new local coordinates x t in which the Zj ’s may
be written as
Zj x t = xj + i!j x t k = 1 m
with !0 0 = 0 , !x 0 0 = 0, and !xx 0 0 = 0. For j = 1 m let

Mj = m
k=1 bjk x t x be vector fields satisfying
k
Mj Zk = kj Mj Mk = 0
It is readily checked that for each j = 1 m,
Mj L = 0 (V.18)
For any C 1 function g, the differential may be expressed as

m
dg = Lg dt + Mk g dZk (V.19)
k=1
Using (V.19) we get:

dgdZ1 ∧ · · · ∧ dZm = Lg dt ∧ dZ1 ∧ · · · ∧ dZm (V.20)
For ∈ Cm z ∈ Cm , let
Ez x t = i · z − Zx t − 2#$ z − Zx t 2
Let B denote a small ball centered at 0 of radius r in Rm and ∈ C0 B,
≡ 1 for x ≤ r/2, the precise value of r as well as the value of the positive
parameter 2 in the definition of E will be determined later. We will apply
(V.20) to the function
gz x t = xfx teEzxt
where z are parameters. We get:

dgdZ = fL eE dt ∧ dZ (V.21)
where dZ = dZ1 ∧ · · · ∧ dZm . Next by Stokes’ theorem we have, for t1 > 0
small:
t1
gz x 0 dx Zx 0 = gz x t1 dx Zx t1 + dgdZ
B B 0 B
(V.22)
We will estimate the two integrals on the right in (V.22) and our aim is to
show that for z close to the origin in complex space, both decay exponentially
as → in a conic neighborhood of 0 . Write
Z = Z1 Zm = x + i!x t ! = !1 !m
Observe that, assuming without loss of generality that 0 = 1,
E0 0 x t = !x t · 0 − 2 x 2 − !x t 2
Our main task will be to determine convenient values of t1 , 2 and r such that
for some > 0
(i) E0 0 x t1 ≤ − for x ≤ r;

(ii) E0 0 x t ≤ − for 0 ≤ t ≤ t1 and r/2 ≤ x ≤ r.
In order to find the vector v mentioned in the statement of the theorem we

will need
Lemma V.6.10. There exists a sequence tk ( 0 such that
(1) !0 tk = 0;
(2) !0 t ≤ !0 tk for 0 ≤ t ≤ tk ;
(3) lim !0 tk / !0 tk = −v.
tk →0
We will postpone the proof of Lemma V.6.10 and continue our reasoning
with v given by (3) in Lemma V.6.10. The assumptions on ! allow us to
write
!x t = !0 t + ex t ex t ≤ A xt + B x 2 (V.23)
for some positive constants A and B. Suppose first !t 0 0 = 0, which is
the case that is needed for Theorem V.6.4. Then there is < 0 such that
!t 0 0 = v. Since !0 0 = 0 and !x 0 0 = 0, we can write
!x t · 0 = !t 0 0 · 0 + O x 2 + t2
= v · 0 + O x 2 + t2
Hence given 2 > 0, we can find t1 r and > 0 such that (i) and (ii) above hold.
We may therefore assume that !t 0 0 = 0 and so the quotient !0 t /t2 ≤
C for 0 t ∈ U + . We have !0 tk + !0 tk v = o !0 tk . We recall
that by hypothesis 0 · v > 0. Hence,
!0 tk · 0 = − !0 tk v · 0 + o !0 tk

< − !0 tk v · 0 /2 = −c !0 tk
for tk small and 0 < c < 1. We now take r = !0 tk /tk , with and tk
small to be chosen later. Hence, for x ≤ r and 0 ≤ t ≤ tk , we can choose
small enough (depending on A, B and C but not on tk ) so that
t !0 tk
ex t ≤ A !0 tk + B2 !0 tk
tk tk2
(V.24)
!0 tk
≤c
2
This implies that on the support of x we have
c
−1 + c !0 tk ≤ !x tk · 0 ≤ − !0 tk
2
Let 2 = %/ !0 tk . A consequence of (V.23), (V.24) and the fact that
!0 t ≤ !0 tk for 0 ≤ t ≤ tk is
!x t ≤ 1 + c !0 tk
!x t 2 ≤ 1 + c2 !0 tk 2 (V.25)
2 !x t ≤ %1 + c !0 tk
2 2
for x in the support of x and 0 ≤ t ≤ tk . Choosing % = c/41 + c2 (thus,

independent of tk ), we get, on the support of x,
c
!x tk · 0 + 2 !x tk 2 ≤ − !0 tk + %1 + c2 !0 tk
2
c
≤ − !0 tk
4
which leads to an exponential decay in the first integral on the right of (V.22)
for z complex near 0 and in a complex conic neighborhood of 0 , as soon
as we replace t1 by tk . For the second integral, note that for 0 ≤ t ≤ tk and
x in the support of , we may invoke again (V.25) to estimate the size of
!x t and 2 !x t 2 which gives, in view of the previous choice of %,
c
!x t + 2 !x t 2 ≤ 1 + c !0 tk + !0 tk ≤ 1 + 2c !0 tk
4
while on the support of L, x ≥ r/2 = !0 tk /2tk so

%2 !0 tk
2x2≥
4tk2
and

%2
!x t · 0 − 2 x 2 − !x t 2 ≤ 1 + 2c − 2 !0 tk
4tk
Hence, if tk is chosen sufficiently small, we also get exponential decay for
the second integral on the right-hand side of (V.22) with t1 replaced by tk .
We have thus shown that the function

Fz = eEzx0 xfx 0 dx Zx 0
B
satisfies an exponential decay of the form

Fz ≤ Ce−R
for z near 0 in Cm and in a complex conic neighborhood of 0 in Cm . In
particular, since Z0 0 = 0 and dx !0 0 = 0, by Theorem V.4.8, 0 0 %
WFha bf.
We now return to the proof of Lemma V.6.10; it is here that we use
the fact that X and Y are linearly independent on a sequence pk ∈ + that
approaches the origin. We will show that !0 t cannot vanish identically
on any interval 0 % . Let us write L = t + a · x , Z = x + i!, Zx = I + i t !x
and recall that t !x has small norm for x t close to 0. Now LZ = 0 leads to
a = −iI + i t !x −1 !t . If !0 t vanishes identically on 0 % we will have,
for those values of t, that !t 0 t = 0, a0 t = 0, and Y0 t = a0 t = 0.
Furthermore, X0 t = t for 0 < t < % , showing that s = 0 0 s for
0 < s < % . Thus, Xs and Ys are linearly dependent for 0 < s < % , a
contradiction. Therefore, there exists a sequence sk ( 0 such that !0 sk >
0 and since !0 0 = 0 there is another sequence tk ( 0 satisfying (1) and
(2), which in turn possesses a subsequence that satisfies (1), (2), and (3).
V.7 Application to the F. and M. Riesz theorem

The classical F. and M. Riesz theorem states that a complex measure
defined on the boundary T of the unit disk $ all of whose negative Fourier
coefficients vanish, i.e.,
2)
$
k = exp−ik d = 0 k = −1 −2 (V.26)
0
is absolutely continuous with respect to Lebesgue measure d.

Observe that condition (V.26) is equivalent to the existence of a holomor-
phic function fz defined on $ whose weak boundary value is . In other
words, the theorem asserts that if a holomorphic function f on $ has a weak
boundary value bf that is a measure, then in fact bf ∈ L1 T.
The F. and M. Riesz theorem has inspired an extensive generalization in
two different directions: (i) generalized analytic function algebras, which has
as a starting point the fact that (V.26) means that is orthogonal to the
algebra of continuous functions f on T that extend holomorphically to F on
$ with F0 = 0; (ii) ordered groups, which emphasizes instead the role of
the group structure of T in the classical result. We will next briefly describe
these two directions.
Let A denote the algebra of continuous functions f on T which have
a holomorphic extension F into $. The map f −→ F0 is a continuous
homomorphism of A and so there is a set M of measures on T each of
which represents . In this case, it is clear that the normalized Lebesgue
measure d is the unique element of M . The kernel of is the closure of the
linear span A0 of expin n > 0. Hence the condition $ n = 0 for all n < 0
is equivalent to ∈ A⊥ 0 . Such a decomposes as = a + s , where a
(resp. s ) is absolutely continuous (resp. singular) with respect to d, that is,
with respect to every measure in M . The classical F. and M. Riesz theorem
consists of two parts: ∈ A⊥ ⊥ ⊥
0 ⇒ s ∈ A0 and s ∈ A0 ⇒ s = 0.
For function algebras A on compact Hausdorff spaces X other than T, one
looks at continuous homomorphisms of A and their sets of representing
measures M . It is known that any measure on X can be decomposed as
= a + s , with a (resp. s ) absolutely continuous (resp. singular) with
respect to every measure in M . Under a variety of hypotheses on A or M ,
the implication ∈ A⊥ ⊥
0 ⇒ s ∈ A0 has been proved and this kind of result
turns out to be a crucial ingredient in the theory of generalized analyticity in
the algebra A. For more details on this, we mention the book [BK] by Klaus
Barbey and Heinz Konig.
In the second direction of generalization, one starts with a locally compact
abelian group G. Its dual group G, $ written additively, is assumed to contain
an order, that is, a semigroup P which satisfies P ∪ −P = G. $ Denote by ME
the convolution algebra of complex Borel measures on G whose Fourier
transforms vanish on the subset E of G. $ Each measure decomposes as
a + s with respect to Haar measure on G. In this set-up, the implication
∈ MP ⇒ s ∈ MP has been proved. Under some conditions on G and
P, the implication ∈ MP ⇒ s = 0 has also been proved. There are also
results for compact groups (see [K1] and [K2]).
Thus, although absolute continuity with respect to Lebesgue measure is a

local property, the generalizations mentioned above involve global objects:
function algebras and groups.
In the paper [B], Brummelhuis used microlocal analysis to prove general-
izations of a local version of the theorem of F. and M. Riesz. Among other
things, in [B] it is shown that if a CR measure on a hypersurface of Cn is
the boundary value of a holomorphic function defined on a side, then it is
absolutely continuous with respect to Lebesgue measure. It is easy to use his
methods to get a similar result for CR measures on CR submanifolds of any
codimension whenever the measure is the boundary value of a holomorphic
function defined in a wedge. Another proof of this result was given by Rosay
in [Ro]. There are also results when the edge of the wedge has lower regularity
([CR2] and [BH8]). Another way of stating the F. and M. Riesz theorem is
to say that if a holomorphic function fz defined on a smoothly bounded
domain D of the complex plane has tempered growth at the boundary and its
weak boundary value is a measure, then the measure is absolutely continuous
with respect to Lebesgue measure.
If we regard holomorphic functions as solutions of the homogeneous equa-
tion f = 0, it is natural to ask for which complex vector fields L it is possible
to draw the same conclusion for solutions of the equation Lf = 0. We will
present here an extension of the F. and M. Riesz theorem to all locally inte-
grable, smooth complex vector fields in the plane for smooth domains at the
noncharacteristic part of the boundary. We recall that a nowhere vanishing
smooth vector field

L = ax y + bx y
x y
is said to be locally integrable in an open set if each p ∈ is contained
in a neighborhood which admits a smooth function Z with the properties that
LZ = 0 and the differential dZ = 0.
Theorem V.7.1. Suppose L = t + ax t x is smooth in a neighborhood U

of the origin in the plane. Let U+ = U ∩ R2+ , and suppose f ∈ CU+ satisfies
Lf = 0 in U+ and for some integer N ,
fx t = Ot−N as t → 0+
Assume that L is locally integrable in U . If the trace bf = fx 0 is a
measure, then it is absolutely continuous with respect to Lebesgue measure.
The existence of the trace bf = fx 0 under the assumptions on f follows

from theorem 1.1 in [BH1]. In his work [B], the author gives a microlocal
criterion for the absolute continuity of a measure analogous to (V.26) based

on Uchiyama’s deep characterization of BMO Rn [U]. Similarly, one of the
main steps in the generalization of the F. and M. Riesz theorem is Theorem
V.6.9, which involves the location of the hypoanalytic wave front set of the
trace of a solution of a locally integrable vector field in Rn . On the other hand,
while in the classical case and the generalizations in [B] the location of the
wave front set of the measure under consideration always satisfies a restrictive
hypothesis which leads to absolute continuity, this restriction is not fulfilled
in general by the trace of a solution of an arbitrary locally integrable vector
field even if the solution is smooth (an example concerning a vector field
with real-analytic coefficients is shown in example 4.3 of [BH1]). Thus, we
need to deal as well with points where the wave front set of the measure may
contain all directions; at those points, the vector field L exhibits a behavior
close to that of a real vector field (in a sense made precise in Lemma V.7.2
below) and absolute continuity may be proved directly.
Lemma V.7.2. Let

n

L= + i bj x t
t j=1 xj
be smooth on a neighborhood U = B0 a×−T T of the origin in Rn+1 with

B0 a = x ∈ Rn x < a . We will assume that the coefficients bj x t, j =
1 n are real and that all of them vanish on F × 0 T, where F ⊂ B0 a
is a closed set. Assume that f ∈ CU + satisfies Lf = 0 on U + = B0 a ×
0 T, has tempered growth as t ( 0 and its boundary value bfx = fx 0
is a Radon measure . Then the restriction F of to F defined on Borel
sets X ⊂ B0 a by F X = X ∩ F is absolutely continuous with respect
to Lebesgue measure.
Proof. If x̃ is an arbitrary point in F we may write

n
bj x t = xk − x̃k jk x x̃ t
k=1
with jk x x̃ t real and smooth. The proof of theorem 1.1 in [BH1] shows
that for any ∈ C −a a we have
T
# $ = fx T!k x T ds + fx t Lt !k x t dxdt (V.27)
0 B0a

k
tj
where !k x t = j x t 0 x t = x (V.28)
j=0 j!
% n

and j x t = − j−1 x t − x − x̃ j x x̃ tj−1 x t
t s=1 xs
for j = 1 k, with k a convenient and fixed positive integer. We can write
!k x t = Ax t Dx x (V.29)

where Ax t Dx = ≤k a x tDx is a linear differential operator of order
k in the x variables with coefficients depending smoothly on t. The coefficients
a are obtained from the coefficients bj x t of L by means of algebraic
operations and differentiations with respect to x and t. Observe that given
any point x̃ ∈ F , Ax t Dx may be written as

n
Ax t Dx = A x x̃ t x − x̃ Dx (V.30)
≤k =1
Notice that A x x̃ t ≤ C, for x ∈ B0 a, x̃ ∈ F , t ∈ 0 T, ≤ k, and
= 1 n because the coefficients of L have uniformly bounded derivatives
on B0 a. Hence, we obtain from (V.29) and (V.30) the estimate
& &
& &
& fx T!k x T dx& ≤ C dx F Dx x dx (V.31)
≤k+1 B0a
where dx F = inf x̃∈F x − x̃ . We next consider the second integral on the
right in (V.27). We will first show that for any j,
j+1 j
Lt !j = t (V.32)
j!
To see this, note first that (V.32) holds for j = 0 from the definition of 1 .
To proceed by induction, assume (V.32) for j ≤ m. Then

m+1 m+1
Lt !m+1 = Lt !m + Lt t
m + 1!

m+1 m m+1 m+1
= t + Lt t
m! m + 1!
Lt m+1 m+1
= t
m + 1!
m+2 m+1
= t
m + 1!
This proves (V.32). Next we observe that since the coefficients bj x t vanish
on F × 0 T , each j has the form

j x t = c x tDx x (V.33)
≤j
where the c are smooth and satisfy the estimate
c ≤ Cdx F
The form (V.33) is clearly valid for 0 = . Assume it is valid for j . Then
it will also be valid for j+1 since by definition, j+1 = Lt j . If we now
choose k = N + 1, (V.32) and (V.33) imply that
& T & T
& & k+1 x t k
& &
& 0 B0a fx t L ! x t dxdt& ≤ 0 B0a fx t
t k
t dxdt
k!
T
≤C k+1 x t dxdt (V.34)
0 B0a

≤C dx F Dx x dx
≤k+1 B0a
Thus the second integral on the right-hand side of (V.27) also satisfies an
estimate of the kind in (V.31). Consider now a compact subset K ⊂ F with
Lebesgue measure K = 0 and choose a sequence
0 ≤ % x ≤ 1 ∈ C B0 a % → 0
such that (i) % x = 1 for all x ∈ K; (ii) % x = 0 if dx K > %; (iii)
Dx % x ≤ C %− . Note that % x converges pointwise to the characteristic
function of K as % → 0 while D % x → 0 pointwise if > 0. Let * ∈
C B0 a and use (V.31) and (V.34) with = % * keeping in mind the
trivial estimate dx F ≤ dx K. By the dominated convergence theorem,

# % *$ → * d
K
while
dx K Dx % xL1 ≤ % Dx % xL1 → 0
as % → 0 (when = 0 one uses the fact that K = 0). Thus, (V.31) and (V.34)
show that

* d = 0 * ∈ C B0 a
K
which implies that the same conclusion holds for any continuous function *
on K (first extend * to a compactly supported function on B0 a and then
approximate the extension by test functions). Thus the total variation K
of on K is zero and by the regularity of it follows that F = 0
whenever F ⊂ F is a Borel set with F = 0. This proves that F is absolutely
continuous with respect to Lebesgue measure.
We now consider the set
F0 = x ∈ B0 a ∃% > 0 bj x t = 0 ∀t ∈ 0 % j = 0 n
which is a countable union of the closed sets

1
Fk = x ∈ B0 a bj x t = 0 ∀ 0 ≤ t ≤ j = 0 n
k
to which we can apply Lemma V.7.2 and conclude that Fk is absolutely
continuous with respect to Lebesgue measure. Thus, F0 is also absolutely
continuous with respect to Lebesgue measure and the Radon–Nikodym theorem
implies that there exists g ∈ L1loc B0 a such that

F0 X = gx dx X ⊂ B0 a a Borel set.
X
Theorem V.6.9 and Lemma V.7.2 imply Theorem V.7.1:
End of the proof of Theorem V.7.1. We may assume that the vector field
has the form

L = + ibx t
t x
where bx t is real and smooth on a neighborhood of U = B−a a ×
−T T of the origin in R2 . Since the trace bf is a measure, by the Radon–
Nikodym theorem, we may write
bf = g +
where g is a locally integrable function and is a measure supported on a

set E of Lebesgue measure zero. Suppose x0 is a point for which we can
find a sequence tj converging to 0 with bx0 tj = 0. Let Zx t be a first
integral satisfying Zx0 0 = 0, and Zx x0 0 = 1. If Zt x0 0 = 0, then L
will be elliptic in a neighborhood of x0 0 and so by the classical F. and M.
Riesz theorem, we can conclude that bf is absolutely continuous near x0 0.
Otherwise, the proof of Theorem V.6.9 shows that the FBI transform with this
Z as a first integral and arbitrarily large 2 decays exponentially in a complex
conic neighborhood of x0 0 , for some nonzero covector. By theorem 2.2
in [BCT], it follows that near the point x0 , modulo a smooth nonvanishing
multiple, the trace bf is the weak boundary value of a holomorphic function F
defined on a side of the curve x −→ Zx 0. But then, again by the classical
F. and M. Riesz theorem, bf is locally integrable near x0 , that is, x0 % E.
Hence the set E is contained in the set
F0 = x ∈ B0 a ∃% > 0 bj x t = 0 ∀t ∈ 0 % j = 0 n

But we already observed that the restriction of bf to F0 is absolutely contin-

uous with respect to Lebesgue measure which implies that is zero.
Notes
For a more detailed account of CR manifolds the reader is referred to
the books [Bog] and [BER]. The book [T5] contains a detailed discus-
sion of hypoanalytic manifolds. The characterization of microlocal analyt-
icity (Theorem V.2.14) was proved by Bony. Microlocal analyticity was
generalized to microlocal hypoanalyticity in the work [BCT]. Several mathe-
maticians have used the FBI transform to study the regularity of solutions in
involutive structures and higher-order partial differential equations. Some of
these applications can be found in the works [BCT], [BT3], [BRT], [Hi] and
[HaT], [Sj1], and [EG1]. Theorem V.5.5 was proved by Chemin [Che] by
using para-differential calculus. The main ideas for the proof presented here
are due to Hanges and Treves ([HaT]), who proved the analytic version of
Chemin’s result. Subsequently, Asano [A] used the techniques in [HaT] to
give a new proof of Chemin’s result. Most of the material in Section V.6 is
taken from a paper of Eastwood and Graham ([EG1]). Section V.7 is taken
from [BH1]. For a generalization of the F. and M. Riesz theorem to systems
of vector fields, we refer the reader to [BH7].
VI
Some boundary properties of solutions
In this chapter we will explore certain boundary properties of the solutions

of locally integrable vector fields. In the first section we present a growth
condition that ensures the existence of a distribution boundary value for a
solution of a locally integrable complex vector field in RN . This condition
extends the well-known tempered growth condition for holomorphic func-
tions which we will recall in Theorem VI.1.1 below. Section VI.2 considers
the pointwise convergence of solutions of planar, locally integrable vector
fields to their boundary values. Sections VI.3 and VI.4 explore the class of
vector fields in the plane for which Hardy space-like properties are valid.
The chapter concludes with applications to the boundary regularity of solu-
tions. The boundary variant of the Baouendi–Treves approximation theorem,
namely, Theorem II.4.12, will be crucial for the results in Sections VI.2 and
VI.4.
VI.1 Existence of a boundary value

Suppose L is a smooth complex vector field,

N

L= aj x
j=1 xj
defined on a domain ⊆ R and u ∈ C is such that Lu = 0 in . Assume

N
is smooth. We would like to explore conditions on u that guarantee that

u will have a distribution boundary value on . Theorem V.2.6 showed us
that when u is holomorphic on a domain D ⊆ Cn , then u has a boundary
value if
C
uz ≤ (VI.1)
distz Dk
271
272 Some boundary properties of solutions
for some C, k > 0. Conversely, it is well known that if a holomorphic function

on has a distribution trace on D, then uz has a tempered growth as in
(VI.1). For simplicity, we recall here a precise version in the planar case:
Theorem VI.1.1 (Theorems 3111, 3114 [H2].). Let A, B > 0, Q = −A A

×0 B and f holomorphic on Q.
(i) If for some integer N ≥ 0 and C > 0,
fx + iy ≤ Cy−N x + iy ∈ Q
then there exists bf ∈ D −A A of order N + 1 such that

lim+ fx + iy*xdx = #bf *$ ∀* ∈ C0N +1 −A A
y→0
(ii) If limy→0+ f· + iy exists in Dk −A A, then for any 0 < A < A, and
0 < B < B, there exists C such that
fx + iy ≤ C y−k−1 x + iy ∈ −A A × 0 B
Because of the local equivalence of L1 and sup norms for solutions in the
elliptic (Cauchy–Riemann) case, the preceding theorem asserts that a holo-
morphic function f on Q has a trace at y = 0 if and only if for some integer
N > 0,

fx + iy yN dxdy <
Q
It is natural to investigate generalizations of this theorem for nonelliptic vector

fields. It turns out that the tempered growth condition (VI.1) is sufficient to
ensure the existence of a boundary value for a general nonvanishing vector
field that may not be locally integrable. Indeed, we have:
Theorem VI.1.2 (Theorem 11 [BH4]). Let L be a C complex vector field

in a domain ⊆ Rn , f ∈ C, Lf = 0 in . Suppose
fx ≤ C distx −N
for some C N > 0. If 0 ⊆ is open, smooth and noncharacteristic for L,

then f has a distribution boundary value on 0.
The preceding result suggests that for a locally integrable vector field, in
general, one should seek a growth condition that is weaker than a tempered
growth expressed in terms of dist x .
As a motivation, suppose Z = x + ix y is smooth in a neighborhood of

the origin in R2 , real-valued. Then Z is a first integral for
iy
L= −
y 1 + ix x
Assume that x y > 0 when y > 0 and x 0 = 0, for all x. Then for any
1
integer N > 0, since the holomorphic function x+iyN has a boundary value
+
as y → 0 , it is not hard to see that
1
uN x y =
Zx yN
also has the same boundary value.
Note that LuN = 0 when y > 0, uN 0 y = 1
0y N
, while
1 1
uN x y ≤ =
x y N Zx y − Zx 0 N
Observe that may be chosen so that uN x y is not bounded by any power
of y as y → 0+ . In general, if L is locally integrable, Z is a first integral of
L near the origin and Lu = 0 in the region y > 0, then the growth condition
ux y Zx y − Zx 0 N ≤ C < (VI.2)
is sufficient for u to have a distribution boundary value at y = 0. When L

is real-analytic, (VI.2) is also a necessary condition for the existence of a
boundary trace at y = 0 (see [BH5]). Before we state the main result of
this section, as a motivation for its proof, we review the classical case of
holomorphic functions. Consider a holomorphic function f on the rectangle
Q = −A A × −B B satisfying the growth condition
fx + iy yN ≤ C <
We wish to show that f has a boundary value at y = 0. Let * ∈ C0 −A A.
Fix 0 < T < B. For each integer m ≥ 0, choose *m x y ∈ C −A A ×
0 B such that
(i) *m x 0 = *x and

(ii) *m x y ≤ Cym
where C depends only on the size of the derivatives of * up to order m + 1.

Indeed, if we define

m
* k x
*m x y = iyk
k=0 k!
then it is easy to see that (i) and (ii) hold. Note that since f is holomorphic,
for any 0 < % < T , and g ∈ C01 −A A, integration by parts gives:
A A
fx + i%gx % dx = fx + iTgx Tdx
−A −A
A T
+ 2i fx + iygx y dxdy
−A %
Plugging gx y = *N x y − % in the preceding formula yields

A A
fx + i%*x dx = fx + iT*N x T − %dx
−A −A
A T
+ 2i fx + iyex y % dxdy
−A %
where ex y % ≤ C y − % . Since fx + iy yN ≤ C, as y → 0, the right-

N
hand side in the formula converges. This proves that fx + iy has a boundary
value at y = 0.
We will prove now the sufficiency of (VI.2) in a more general set-up.
Let L be a smooth, locally integrable vector field defined near the origin in
Rm+1 . In appropriate coordinates x t we may assume that L possesses m
smooth first integrals of the form Zj x t = Aj x t + iBj x t j = 1 m
defined on a neighborhood of the closure of the cylinder Q = Br 0 × −T T
where Br 0 is a ball in x space Rm and Zx 0 0 is invertible. Thus, after
multiplication by a nonvanishing factor, L may be written as
m
Zk
L= − M (VI.3)
t k=1 t k
where the Mk are the vector fields in x space satisfying Mk Zj = kj 1 ≤
k j ≤ m. The next theorem gives, in particular, a sufficient condition for the
existence of a boundary value of a continuous function f when f is a solution
of Lf = 0.
Theorem VI.1.3. Let L be as above and let f be continuous on Q+ =

Br 0 × 0 T. Suppose
(i) Lf ∈ L1 Q+ ;
(ii) there exists N ∈ N such that
T
Zx t − Zx 0 N fx t dxdt <
0 Br 0
Then limt→0+ fx t = bf exists in D Br 0 and it is a distribution of order

N + 1.
Proof. Note first that by taking complex, linear combinations of the Zj ’s,
we may assume that Zx 0 0 = Id, the identity matrix. This will not affect
hypothesis (ii) in the theorem. Let * ∈ C0 Br 0. For each integer k ≥ 0,
we will show that there exists *k x t ∈ C Br 0 × 0 T such that
(i) *k x 0 = *x and

(ii) L*k x t ≤ C Zx t − Zx 0 k
where C depends only on the size of D *x for ≤ k + 1. To get *k x t

with these properties, we will use a smooth function uk = uk x y defined
near 0 ∈ 0 = Zx 0 in Cm and satisfying:
(a) uk Zx 0 = *x and

(b) x + i y uk x y ≤ C distx y 0k for j = 1 m.
j j
Assuming for the moment that such a uk with these properties exists, we set
*k x t = uk Ax t Bx t
where
Ax t = A1 x t Am x t Bx t = B1 x t Bm x t
Then *k x 0 = *x so that (i) above holds. To check (ii), observe that from
the equations
LZj = LAj + iBj = 0 j = 1 m
we have
m
m
uk u u
L*k = LAj + k LBj = 2 LAj k (VI.4)
j=1 xj yj j=1 zj
It follows that
L*k x t ≤ C1 uk Ax t Bx t
≤ C2 distAx t + iBx t 0k
≤ C2 Zx t − Zx 0 k

Thus if uk satisfies (a) and (b), then *k x t will satisfy (i) and (ii). We will
next write a formula for the uk . Since the map x → Ax 0 is invertible, there
is a smooth map G = G1 Gm such that
Zx 0 = Bx 0 = GAx 0
This and some of what follows may require decreasing the neighborhood
around the origin. Note that since dB0 0 = 0, and dA0 0 = 0, dG0 0 = 0.
Let Vj be the vector fields satisfying Vj xs + iGs x = js 1 ≤ j s ≤ m. For
each k = 1 2 define
i
uk x y = ˜
V *xy − Gx
≤k
!
˜
where by definition, *x = *Ax 0−1 . Clearly, uk Zx 0 = *x. We
claim that for each j = 1 m,
u 1
2 k = ik ˜
V *x y − Gx (VI.5)
zj =k
! x j
In particular, the claim implies property (b) for uk . Indeed, after contracting
the neighborhood of the origin, we may assume that 0 = x + iGx . Since
dG0 0 = 0, it follows that
y − Gx ≤ dist x y 0
which gives (b). The claim will be proved by induction. We have:

u1 ˜
x + iy = iVj *x
yj
and
u1 *˜ m
˜ Gs + i
m
˜
x + iy = − i Vs * Vs * ys − Gs x
xj xj s=1 xj s=1 xj
Next observe that

m
Gs x
=i Vs + V j (VI.6)
xj s=1 xj
which can be seen by applying both sides to the m linearly independent

functions x1 + iG1 x xm + iGm x. Hence
u1 u m
˜
+i 1 = i Vs * ys − Gs x
xj yj s=1 xj
which proves the claim for k = 1. Assume next that (VI.5) holds for k − 1,
k ≥ 1. We can write
uk x y = uk−1 x y + Ek x y (VI.7)
where
1
Ek x y = ik ˜
V *x y − Gx
=k
!
For any 1 ≤ j ≤ m, by the induction assumption, we have

u 1
2 k−1 = ik−1 V *˜ y − Gx (VI.8)
zj =k−1
! xj
Observe that

Ek 1 ˜
x y = i k
V * ˜ y − Gx
y − Gx + V *
xj =k
! xj xj
(VI.9)
and
Ek ˜
V *
x y = ik y − Gx (VI.10)
yj =k
! y j

Using the expression for xj
from (VI.6), (VI.8) can be written as
uk−1 k m
1 Gs
2 =i xVs V *˜ y − Gx
zj =k−1 s=1
! xj
1
+ ik−1 Vj V *˜ y − Gx (VI.11)
=k−1
!
From (VI.7), (VI.9), (VI.10) and (VI.11), we get

u 1
2 k = ik ˜
V *x y − Gx
zj =k
! x j
which establishes property (b) for uk . Hence for each k we have *k which
satisfies (i) and (ii) and has the form

*k x t = ˜
P x t Dx *Ax tBx t − GAx t (VI.12)
≤k
where P x t Dx is a differential operator of order involving differentia-

tions only in x. Observe next that if gx t is a C 1 function, the differential of
the m form gx tdZ1 ∧ · · · ∧ dZm where Zj = Aj x t + iBj x t is given by
dg dZ1 ∧ · · · ∧ dZm = Lg dt ∧ dZ1 ∧ · · · ∧ dZm
This observation and integration by parts lead to:

fx %*N x %dZx % = fx T*N x T dZx T
Br 0 Br 0
T
+ fx tL*N x t dt ∧ dZ (VI.13)
Br 0 %
T
+ Lfx t*N x t dt ∧ dZ
Br 0 %
where dZ = dZ1 ∧ dZ2 ∧ · · · ∧ dZm . Now by the hypotheses on fx t and

property (ii) of *N x t, fx tL*N x t ∈ L1 and so the second integral
on the right in (VI.13) has a limit as % → 0. The third integrand on the right
is in L1 since Lf is. Therefore,

lim fx %*N x % dZx % exists. (VI.14)
%→0 Br 0
We can clearly modify *n by dropping the tilde in its definition and use
(VI.14) to conclude:

lim fx %.N x % dZx % exists (VI.15)
%→0 Br 0
where for any smooth function *x,

.n x t = P x t Dx *Ax tBx t − GAx t
≤n
Let Px t = Bx t − GAx t. For gx t ∈ C Br 0 × −T T whose
x-support is contained in a fixed compact set independent of t, and n a
non-negative integer, define

Tn gx t = P x t Dx gx tPx t T0 gx t = gx t (VI.16)
≤n
Using (VI.15), we will show next that in fact,

lim fx tTN gx t dZx t exists (VI.17)
t→0 Br 0
for any g = gx t. To see this, for * = *x, we change variables y = Ax t
in (VI.15) to write

fx t.N x t dZx t = fHy t tQy t Dy *y dy
where Q is a differential operator (with differentiation only in y) and y →

Hy t is the inverse of x → Ax t. Since

lim fHy t tQy t Dy *y dy exists
t→0
it follows that

lim fHy t tQy t Dy *y t dy exists
t→0
for any smooth *y t with a fixed compact support in y. Going back to the
x coordinates, we have shown that

lim fx tSN gx t dZx t exists (VI.18)
t→0 Br 0
where by definition

Sn gx t = P x t Dx gAx t tPx t
≤n
for any smooth g = gx t. Observe that the integral in (VI.18) can be written
in the form
ux tgAx t t dx
where this latter integral denotes the action of a distribution u t on the
smooth function x → gAx t t. Now since x t → Ax t t is a diffeo-
morphism near the origin, any function *x t is of the form gAx t t
for some g = gx t. We can therefore use (VI.18) to conclude that for any
gx t,

lim fx tTN gx t dZx t exists (VI.19)
t→0 Br 0
which proves (VI.17). For *x t ∈ C Br 0 × −T T whose x-support is
contained in a fixed compact set and a given multi-index with = N , plug
gx t = *x tPx t = *x tBx t−GAx t in (VI.19). Note that
we may write

TN *P x t = *P + * e x tP + h x tP (VI.20)
=N >N
where the h and e are smooth functions and

lim Dx e x t = 0 ∀
t→0
Observe that for each with > N ,

lim fx th x tPx t dZx t exists. (VI.21)
t→0 Br 0
Indeed, this follows from applying the integration by parts formula (VI.13)
to the m-form fx th x tPx t dZ1 ∧ · · · ∧ dZm , using the hypotheses on
f , and the bound Px t ≤ Zx t − Zx 0 . From (VI.19) and (VI.21) we
conclude that
" #

lim fx t *P + * e x tP dZx t exists. (VI.22)
t→0 Br 0
=N
We can plug * for * in (VI.22) and sum over with = N to conclude

" " # #

lim fx t P * + * E x t dZx t exists
t→0 Br 0
=N =N
(VI.23)
where all order derivatives of the E go to zero as t → 0. Observe that given

* =N as above, we can find =N such that
" " # #

P + E = P *
=N =N =N
It follows that

lim fx t * P dZx t exists (VI.24)
t→0 Br 0
=N
whenever the functions * x t ∈ C Br 0 × −T T have their x-support
contained in a fixed compact set independent of t. We now return to a general
gx t ∈ C Br 0 × −T T with x-support contained in a fixed compact
set independent of t. From (VI.19) and (VI.24) we conclude that

lim fx tTN −1 gx t dZx t exists (VI.25)
t→0 Br 0
for any gx t ∈ C Br 0 × −T T with x-support contained in a fixed
compact set independent of t. We will prove by descending induction that for
any such gx t and 0 ≤ k ≤ N ,

lim fx tTk gx t dZx t exists,
t→0 Br 0
which for k = 0 and gx t = *x ∈ Cc Br 0 gives us the desired limit. To
proceed by induction, suppose 1 ≤ k ≤ N and assume that for any multi-index
with = k, the limits

lim fx tP x tgx t dZx t and
t→0 Br 0
(VI.26)
lim fx tTk−1 gx t dZx t
t→0 Br 0
both exist for any gx t ∈ C Br 0 × −T T with x-support contained in
a fixed compact set independent of t. We have already seen that (VI.26) is
true for k = N as follows from (VI.24) and (VI.25). Fix with = k − 1.

Plug gx t = *x tPx t in the limit on the right in (VI.26) and observe
that Tk−1 g may be written as

Tk−1 gx t = *P + * e x tP + h x tP (VI.27)
=k−1 ≥k
where the e and h are smooth, the x-supports of the h x t are contained
in a compact set that is independent of t, and all order derivatives of the e
go to zero as t → 0. From the existence of the two limits in (VI.26) we derive

that
" #

lim fx t *P + * e x tP dZx t (VI.28)
t→0 Br 0
=k−1
exists. We now argue as before by replacing * by * and summing over

= k − 1 to conclude that

lim fx tPx t *x t dZx t exists (VI.29)
t→0 Br 0
for all with = k − 1 and *x t ∈ C Br 0 × −B B with x-support
contained in a fixed compact set independent of t. Hence, taking account of
(VI.26) and (VI.29) we conclude that

lim fx tTk−2 gx t dZx t exists. (VI.30)
t→0 Br 0
We have thus proved that (VI.26) holds for k − 1, completing the inductive
step. Therefore,

lim fx %*x dZx % exists (VI.31)
%→0 Br 0
and thus bf = limt→0 f t exists. Moreover, since the functions

x −→ *N x % − *x and x −→ Zx % − Zx 0
and all their x-derivatives converge to zero as % → 0, (VI.13), (VI.14), and
(VI.31) imply the following formula for bf :

#Zx x 0bf *$ = fx T*N x T dZ (VI.32)
Br 0
T
+ fx tL*N x t dt ∧ dZ
Br 0 0
T
+ Lfx t*N x t dt ∧ dZ
Br 0 0
This formula shows that bf is a distribution of order N + 1.
VI.2 Pointwise convergence to the boundary value

Suppose L is a locally integrable vector field in a planar domain with a
smooth boundary. Let f ∈ L1loc , and assume that f has a weak trace bf
which is in L1loc . In this section we will discuss the pointwise convergence
of f to bf . It is classical that when L is the Cauchy–Riemann operator, the

holomorphic function f converges nontangentially to bfp for almost all p
in . In general, this approach region cannot be relaxed. Indeed, we recall:
Theorem VI.2.1. (Theorem 744 in [Zy].) Let C0 be any simply closed curve
passing through z = 1 situated, except for that point, totally inside the circle
z = 1, and tangent to the circle at that point. Let C be the curve C0 rotated
around z = 0 by the angle . There is a Blaschke product Bz which, for
almost all 0 , doesn’t tend to any limit as z → expi0 inside C0 .
This theorem shows us that for nonelliptic vector fields, we can’t expect
nontangential convergence. Indeed, by the theorem, if

Lk = − ik + 1tk k = 1 2 3
t x
then for each k, we can get a bounded solution fk = Fk x + itk+1 of Lk with
Fk holomorphic in a semidisk in the upper half-plane, bfk x = bFk x ∈
L1 −1 1, but each fk x t doesn’t converge nontangentially on a subset of
−1 1 of positive measure. It suffices to take Fk holomorphic and bounded
on the semidisk z z < 1 z > 0 such that on a set of full measure in
−1 1, Fk has no limit in certain appropriate regions. By considering the Lk
with k even, we see that nontangential convergence may fail even for vector
fields that are C and analytic hypoelliptic. Note that for each k, and for
almost all p ∈ −1 1, there is an open region +k p with p ∈ + k p such
that fk x t converges to bfk p in +k p. On the other hand, if we take the
real vector field t , and the solution ux t ≡ bux = (, the characteristic
function of a Cantor set C of positive measure in −1 1, the only sets of
approach for which ux t → bux x ∈ C, are the vertical segments. Thus
for a general locally integrable vector field, we cannot get approach sets for
convergence larger than curves. Suppose now L = X + iY is a smooth, locally
integrable vector field near the closure of a planar domain . Assume 0 ⊆
is a smooth curve that is noncharacteristic for L, f ∈ L1loc Lf = 0 and f
has a trace bf ∈ L1 0. Multiplying by i if necessary, we may assume that
X is not tangent to 0 anywhere and that it points toward . For each p ∈ 0,
let p be the integral curve of X through p and set p+ = p ∩ . We shall
classify the points of 0 into two types:
(I) A point p ∈ 0 is a type I point if the vector fields X and Y are linearly
dependent on an arc p+ s 0 < s < % for some % > 0.
(II) A point q ∈ 0 is a type II point if there is a sequence qk ∈ p+ converging
to q such that L is elliptic at each qk .
Theorem VI.2.2. Let Lu = 0 in , u ∈ L1loc bu ∈ L1 0, and 0 is

noncharacteristic for L. Assume L is locally integrable in a neighborhood of
0. For each p ∈ 0, there is an approach set +p ⊆ such that:
(i) p ∈ +p and if q ∈ 0 ∩ +p, then q = p;

(ii) p+ ⊆ +p;
(iii) for a.e. p ∈ 0, lim+pq→p uq = up;
(iv) if p is a type II point, +p is an open set, otherwise +p = p+ .
Proof. Since the problem is local, we may assume that we are in coordi-
nates x t where = −1 1 × 0 1, 0 = −1 1 × 0 , and Zx t =
x + ix t is a first integral of L with real, 0 0 = 0 and x 0 0 = 0.
Modulo a nonvanishing factor,
t
L= −i
t 1 + ix x
and so
t x −t
X= − Y=
t 1 + x2 x 1 + x2 x
Observe that L is elliptic, i.e., X and Y are linearly independent precisely
at the points where t = 0. Assume now that 0 ∈ 0 is a type II point. Then
t → 0 t can’t vanish on any interval 0 % % > 0. Indeed, otherwise, we
would conclude that L = X on 0 × 0 %—contradicting the hypothesis that
0 is a type II point. For > 0 small, define
mx = inf x t Mx = sup x t
0≤t≤ 0≤t≤
Then since m0 < M0, we may choose A > 0 so that mx < Mx for
x ≤ A. After decreasing A and , by the boundary version of the Baouendi–
Treves approximation theorem in Chapter II (Theorem II.4.12), there is a
sequence of entire functions Fk satisfying:
(a) Fk Zx t → ux t pointwise a.e. on −A A × 0 ;

(b) Fk Zx 0 → bux a.e. on −A A.
Set
A = = + i < A m < < M
We may assume that the sequence Fk converges uniformly on compact
subsets of A to a holomorphic function F and ux t = FZx t for
x t ∈ Z−1 A . Indeed, this is clearly true if ux t is continuous for t > 0.
In general, we can use the fact that we can express u as Qh where h is a
continuous solution and Q is an elliptic differential operator that maps solu-

tions to solutions. The operator Q can be taken to be a convenient power of
the operator D defined in Section IV.2. Since 0 is a type II point, by theorem
3.1 in [BH1] and [BCT] (page 465), for some 0 < A1 < A 0 < 1 < ,
there is a holomorphic function G of tempered growth defined on the
region 1 = Zx 0 + iZx x 0v x < A1 0 < v < 1 such that for every
* ∈ C0 −A1 A1 ,

#bu *$ = lim GZx 0 + iZx x 0v*xdx
v↓0
Since bu ∈ L1 , the holomorphic function Gz converges nontangentially to

bux a.e. in −A1 A1 . We may assume that A1 and 1 are small enough
so that 1 ⊆ A . We will show that G = F on 1 . Define the subsets of
−A1 A1 :
E1 = x x t = x 0 t ∈ 0 for some > 0

E2 = x x t ≥ x 0 t ∈ 0 for some > 0
E3 = x x t ≤ x 0 t ∈ 0 for some > 0
E4 = x for some tj → 0 sj → 0 x sj < x 0 < x tj
Observe that −A1 A1 = E1 ∪ E2 ∪ E3 ∪ E4 . If x0 ∈ E4 , then by theorem

3.1 in [BH1], there is a holomorphic function H defined in a neighborhood
of Zx0 0 such that ux t = HZx t for x t in a neighborhood of
x0 0 t > 0. Hence in this case, Fz has a holomorphic extension to a
neighborhood of Zx0 0 and since ux t = FZx t for t > 0, we have
FZx 0 = bux = bGZx 0. Therefore, by theorem 2.2 in [Du], Fz =
Gz on 1 . We may therefore assume that E4 = ∅. Each of the other three sets
E1 E2 , and E3 can be written as a countable union of closed sets as follows:

E1 = j=1 E1j , where E1j = x ∈ −A1 A1 x t = x 0 t ∈ 0 1j ;

E2 = j=1 E2j , where E2j = x ∈ −A1 A1 x t ≥ x 0 t ∈ 0 1j ;

and E3 = j=1 E3j , where E3j = x ∈ −A1 A1 x t ≤ x 0 t ∈ 0 1j .
Thus the interval −A1 A1 is a countable union of the closed sets Eij and
hence by Baire’s Category Theorem, one of these sets contains an interval
with nonempty interior.
Case 1: Suppose x t = x 0 on A2 A3 × 0 T for some T > 0,
A2 < A3 . Then L = t on A2 A3 × 0 T and so ux t = bux on this
rectangle. This implies that Fz extends as a continuous function in 1 up to
the boundary piece Zx 0 A2 < x < A3 and therefore bFZx 0 = bux
for x ∈ A2 A3 . But then F ≡ G in 1 .
Case 2: Suppose x t ≥ x 0 on A2 A3 × 0 T , for some T > 0,

A2 < A3 . For % > 0 sufficiently small, define
u% x t = GZx t + i% x t ∈ A2 A3 × 0 T
Observe that Lu% = 0. Recall that G is holomorphic on the region 1 =

Zx 0 + iZx x 0v x < A1 0 < v < 1 . Let 2 = Zx 0 + iZx x 0v
x < A1 0 < v < 2 for some 0 < 2 < 1 , and for each p = Zx 0 x <
A1 , define the nontangential approach region
+p = z ∈ 2 z − p < 2 distz 2
Denote by G∗ x the nontangential maximal function of Gz, that is,
G∗ x = sup Gz z ∈ +Zx 0
We have:
u% x t ≤ G∗ x ∈ L1 A2 A3
Let
wx t = lim u% x t (the pointwise limit)

%→0

Gx + ix t if x t > x 0
=
bux if x t = x 0
Then u% → w in L1 A2 A3 × 0 T and so Lw = 0 in A2 A3 × 0 T.

Since
Gx + ix t ≤ G∗ x and a.e. Gx + ix t → bux as t → 0
we conclude that
wx t → bux in L1 A2 A3 as t → 0
Therefore ux t = wx t in a neighborhood of A2 A3 × 0 t > 0. In

particular, since we may assume that
x t ∈ A2 A3 × 0 T x t > x 0
is not empty (otherwise, we would be placed under Case 1), Fz ≡ Gz on
1 .
Case 3: Suppose x t ≤ x 0 on A2 A3 × 0 T T > 0 A2 < A3 . We
may assume that there exists x0 ∈ A2 A3 and sj → 0 such that x0 sj <
x0 0. Indeed, otherwise, matters will reduce to Case 1. By theorem 3.1
in [BH1] and [BCT] (page 465), after decreasing A2 A3 × 0 T , we get a

tempered holomorphic function G1 z defined on the region
1 = Zx 0 + iZx x 0v A2 < x < A3 −T < v < 0
such that for every * ∈ C0 A2 A3 ,

#bu *$ = lim G1 Zx 0 + iZx x 0v*xdx
v→0
By the edge-of-the-wedge theorem, there is a holomorphic function vz

defined in a neighborhood of Zx 0 A2 < x < A3 that extends G and G1 .
Hence Fz = Gz in 1 . We have thus shown that F ≡ G on 1 .
Now for almost every p ∈ −A1 A1 Gz converges nontangentially at
Zp 0 (in 1 ) to bup. Pick such a point p and let +̃p be a nontangential
approach region for Gz at Zp 0. Define +p = Z−1 +̃p. Then
lim ux t = lim FZx t

+pxt→p +pxt→p
= lim Gz = bup

+̃pz
We have thus shown that if p is a type II point, then there is an interval around
it such that a.e. in the interval, pointwise convergence holds as asserted.
Consider now a type I point x0 0. Then Zx0 t ≡ Zx0 0 for t in some
interval 0 % . This implies that Fk Zx0 t ≡ Fk Zx0 0 for t ∈ 0 % , and
so because of the a.e. convergence stated in (a) and (b), we conclude that for
almost every type I point x, ux t → bux as t → 0.
VI.3 One-sided local solvability in the plane

In Section VI.4 we will explore the boundary regularity of solutions of the
inhomogeneous equation Lf = g where

L = Ax t + Bx t
t x
is a smooth, locally integrable complex vector field defined on a subdomain
of R2 .
If Lf = g in , and f has a trace bf on with a certain degree of
regularity, we will investigate whether the regularity persists near under
some smoothness assumption on g. As usual, the motivation comes from what
is known in the elliptic case. Suppose hz is a holomorphic function of one
variable defined on the rectangle Q = −A A × 0 T with a weak trace bh
VI.3 One-sided local solvability in the plane 287
at y = 0. From the local version of the classical Hardy space (H p theory for
holomorphic functions in the unit disk, we have:
(i) if bh ∈ C −A A, then h is C up to y = 0;

(ii) if bh ∈ Lp −A A 1 ≤ p ≤ , then for any B < A, the norms of the
traces h· y in Lp −B B are uniformly bounded as y → 0+ .
The main results of Section VI.4 will extend (i) and (ii) above to solutions
of complex vector fields that satisfy a one-sided solvability condition. In the
elliptic case, property (i) follows easily from part (ii) of Theorem VI.1.1. We
will show in Section VI.4 that in general, property (i) follows from property
(ii) above and a boundary solvability condition. When a vector field exhibits
property (ii), we will say that it has the H p property. To describe the class of
vector fields with the H p property, consider a curve 0 in such that \0
has two connected components, \0 = + ∪ − . It turns out that the local
solutions of the equation Lu = 0 on + possess the H p property at q ∈ 0 if
and only if there is a neighborhood U of q such that L satisfies the solvability
condition of Nirenberg and Treves ([NT]) on U ∩ + . This leads to a
one-sided version of that we denote by + (or − if + is replaced
by − ) to indicate the side where it holds. If holds at q, then both +
and − hold at q. However, + and − may hold at q ∈ 0 and yet
may not hold in a neighborhood of q. The Mizohata vector field provides an
example illustrating this. Write L = X + iY with X and Y real. Let ⊂ U be
5
a two-dimensional orbit of L in U and consider X ∧ Y ∈ C U 2 TU.
52
Since TU has a global nonvanishing section e1 ∧ e2 , X ∧ Y is a real
multiple of e1 ∧ e2 and this gives a meaning to the requirement that X ∧ Y
does not change sign on any two-dimensional orbit of X Y in U . Recall
from Chapter IV that the vector field L satisfies condition at p ∈ 0 if
there is a disk U ⊆ centered at p such that X ∧ Y does not change sign on
any two-dimensional orbit of L in U .
Definition VI.3.1. We say that L satisfies condition + at p ∈ 0 if there

is a disk U ⊆ centered at p such that X ∧ Y does not change sign on any
two-dimensional orbit of L in U + = U ∩ + .
Definition VI.3.2. We say that L is one-sided locally solvable in Lp , 1 <

p < (resp. in C ) at q ∈ 0 if there is a neighborhood U ⊆ of q such
that—after interchanging + and − if necessary—for every f ∈ Lp U
(resp. f ∈ C U ∩ + ) there exists u ∈ Lp U (resp. u ∈ C U ∩ + ) such
that Lu = f on U + = U ∩ + .
Definition VI.3.3. We say that L is one-sided locally integrable at p ∈ 0 if

there is a disk U ⊂ centered at p such that—after interchanging + and
− if necessary—there exists Z ∈ C U such that:
(1) LZ vanishes identically on U + = U ∩ + ;

(2) dZp = 0.
Let us assume that L is one-sided locally integrable at p ∈ 0 and let Z satisfy

(1) and (2) of Definition VI.3.3. Replacing Z by iZ if necessary and decreasing
U we may choose local coordinates x t such that xp = tp = 0,
Zx t = x + ix t (VI.33)
with real, U is the rectangle U = −a a × −T T, 0 ∩ U = x 0
x < a and U + = −a a × 0 T. Thus, modulo a nonvanishing multiple,
we may assume that
t x t
L= −i (VI.34)
t 1 + ix x t x
t
X = + t x2 Y =−
t 1 + x x 1 + x2 x
and so
t x y
X ∧Y = ∧
1 + x2 x t
The proof of the following lemma is essentially the same as the one for
Lemma IV.2.2.
Lemma VI.3.4. Let Zx t and L be given by (VI.33) and (VI.34) respectively.
Then, L satisfies + at the origin if and only there exist T a > 0 such that
0 T t → x t is monotone for every x ∈ −a a.
We now recall from [BH6] the local equivalence between + and one-sided
solvability. More precisely,
Theorem VI.3.5. Let Zx t and L be given by (VI.33) and (VI.34) respec-
tively. The following properties are equivalent:
(1) L satisfies + ( or − ) at the origin;

(2) L is one-sided locally solvable in Lp , 1 < p < , at the origin;
(3) L is one-sided locally solvable in C at the origin.
The following proposition is concerned with continuous solvability up to the

boundary and will be useful in the applications to boundary regularity in
Section VI.4.
Proposition VI.3.6. Let Zx t and L be given by (VI.33) and (VI.34)

respectively and assume that L satisfies + at the origin, i.e., for some
U + = −r r × 0 T, the function 0 T t → x t is monotone for x <
3
r. If fx t ∈ LipU there exists u ∈ 0<<1 C −r r × 0 T such that
Lu = f in U + .
The proof of the proposition is based on the following lemma.

Lemma VI.3.7. Let F ∈ L c C and let fx t = F Zx t. There exists
3
v ∈ 0<<1 C −r r × −T T such that Lv = 2it Zx−1 f on Q = −r r ×
−T T.
Proof. Let E = 1/) be the fundamental solution of / and set V =

3
E ∗ F . Then V ∈ 0<<1 C locally and V = F in the sense of distributions.
3
If we set v = V Z it follows that v is in 0<<1 C −r r × 0 T and the
chain rule gives Lv = −2it Zx−1 V Z = −2it Zx−1 f .
t
Proof of Proposition VI.3.6. Let f ∈ LipU.
Set u0 x t = 0 fx s ds.
t
Then, u0 ∈ LipU and Lu0 − f = −it Zx−1 0 x f ds = 2it Zx−1 f1 where f1 is
bounded. It is clear that we will be able to solve Lu = f on Q+ if we can
solve
Lu1 = 2it Zx−1 f1 on Q+ (VI.35)
by setting u = u0 − u1 . In view of Lemma VI.3.7 we wish to write f1 =
F1 Zx t and the obstruction to doing so is the fact that f1 may not be
constant on the fibers Z−1 , ∈ ZQ+ . However, we are free to modify
arbitrarily f1 on the set t = 0 ∪ t ≤ 0 without modifying the right-hand
side of (VI.35). Hence, we declare that f1 vanishes on t = 0 as well
as on t ≤ 0. Since Z is a diffeomorphism on Q+ \t = 0 , we may write
f1 = F1 Zx t with F1 bounded on ZQ+ and extend F1 as zero outside
ZQ+ , so F1 ∈ L c C. An application of Lemma VI.3.7 shows that there
exists a function u1 of class C U for any 0 < < 1 whose
restriction to
+ +
U satisfies (VI.35). Then u = u0 − u1 ∈ C U = C U .
+
VI.4 The H p property for vector fields

Consider a one-sided locally integrable smooth vector field

L= + ax t
t x
defined on a neighborhood Q = −A A × −B B of the origin with a one-
sided first integral Zx t = x + ix t defined on Q satisfying LZ = 0
for t ≥ 0. In this section we will assume that L satisfies condition +

at the origin in 0 = −A A × 0 . We may clearly assume that 0 0 =
x 0 0 = 0 and
1
x x t < on a neighborhood of Q.
2
After a further contraction of Q about the origin, Lemma VI.3.4 shows that
for every x ∈ −A A the map 0 B t → x t is monotone.
The main result of this section is as follows:
Theorem VI.4.1. Suppose f is a distribution solution of Lf = 0 in the

rectangle Q = −A A × 0 B. Assume f has a weak boundary value bf =
fx 0 at y = 0. Then there exist A0 > 0 and T0 > 0 such that for any 0 < T ≤
T0 and 0 < a < A0 , if f 0 and f T ∈ Lp −A0 A0 , f t ∈ Lp −a a
for any 0 < t < T and for almost all 0 < a < A0 , there exists C = Ca T
such that
(i) if 1 ≤ p < , then

a a a
fx t p dx ≤C fx 0 p dx + fx T p dx
−a −a −a
T
+ fa s p s a s ds
0
T

+ f−a s p s −a s ds
0
(ii) if p = , then f ∈ L −a a × 0 T.
Before proving Theorem VI.4.1, we will need to recall some concepts and
results from the classical theory of Hardy spaces for bounded, simply connected
domains in the complex plane. Let D be a such a domain with rectifiable
boundary. There are several definitions of a Hardy space for such a domain
(see [L] and [Du]). For our purpose here, we need to recall two of the
definitions:
Definition VI.4.2. [Du] For 1 ≤ p < , a holomorphic function g on a

bounded domain D with rectifiable boundary is said to be in E p D if there
exists a sequence of rectifiable curves Cj in D tending to bD in the sense that
the Cj eventually surround each compact subdomain of D, such that

gz p dz ≤ M <
Cn
The norm of g ∈ E p D is defined as

g p
E p D = inf sup gz p dz
j Cj
where the inf is taken over all sequences of rectifiable curves Cj in D tending
to D.
Definition VI.4.3. Suppose for a bounded region ⊆ C there is =

> 0 with the property that almost every point p in the boundary admits
a nonempty nontangential approach subregion
+ p = z ∈ z − p ≤ 1 + dist z
that is, for a.e. p ∈ , + p is open and p is in the closure of + p. Let
u be a function defined on . The nontangential maximal function of u, u∗ ,
and the nontangential limit of u, u+ , are defined as follows:
u∗ p = sup u a.e. p ∈
∈+ p
u+ p = lim u a.e. p ∈

∈+ p
Definition VI.4.4. For 1 ≤ p < the Hardy space H p is defined by

H p = G ∈ O G∗ ∈ Lp
where O denotes the holomorphic functions on and G∗ denotes the
nontangential maximal function defined using the + p as in the definition
above.
When is the unit disk, it is a classical fact that both definitions of Hardy
spaces agree ([Du]). By the Riemann mapping theorem, this is also true for
any bounded, simply connected domain with a smooth boundary. In the work
[L], it is shown that when 1 < p < , these spaces agree if is bounded,
simply connected with a Lipschitz boundary.
Definition VI.4.5. For 1 < q < , the maximal operator T∗ on Lq is

defined by
& &
& 1 &
T∗ up = sup && u d && a.e. p ∈
%>0 −p >% − p
Let us denote the Cauchy integral of a function u by Cu. We will be interested

in the Lp boundedness of the nontangential maximal operator Cu∗ on certain
kinds of domains which we now describe:
Definition VI.4.6. A bounded, simply connected domain is called Ahlfors-

regular if there is a constant c > 0 such that for every q ∈ , and for every
r > 0, the arclength measure of the portion of the boundary contained in the
disk of radius r centered at q is less than cr.
We note that examples of Ahlfors-regular domains include simply connected

domains with Lipschitz boundary. Ahlfors-regular domains admit nontan-
gential approach regions + p as in Definition VI.4.3. The study of the
boundedness of the operator T∗ on domains with Lipschitz boundary was
initiated by A. Calderón in the 1970s. He proved that T∗ is well-defined and
bounded on Lq (1 < q < ) provided the Lipschitz character of is
smaller than an absolute constant. Later, R. Coifman, A. McIntosh and Y.
Meyer extended this result to the entire Lipschitz class. G. David has shown
that the Ahlfors-regular domains are the largest rectifiable domains on which
T∗ is bounded. More precisely, he proved:
Theorem VI.4.7. [D] Let ⊆ C be a bounded, simply connected domain

with rectifiable boundary. Then T∗ is bounded on Lq , 1 < q < , if and
only if is an Ahlfors-regular domain.
The Hardy–Littlewood maximal function Mu on is defined by

1
Muz = sup u d
I I
where the sup is taken over all subarcs I ⊆ that contain z and I denotes the
arclength of I. It is well known that the Hardy–Littlewood maximal function
of is Lp bounded (1 < p < ) for a class of domains that includes the
Ahlfors-regular domains ([D]). The following lemma therefore reduces the
boundedness of Cu∗ to that of T∗ .
Lemma VI.4.8. Let ⊆ C be an Ahlfors-regular domain. The following

inequality holds for every u ∈ Lq 1 < q < , and every p ∈ :
Cu∗ p ≤ T∗ up + cMup (VI.36)
where Cu∗ denotes the nontangential maximal function of the Cauchy inte-
gral of u and c is a positive constant depending exclusively on the aperture
of the cone + p.
Proof. For p ∈ arbitrary, it suffices to show that
Cux ≤ T∗ up + cMup for every x ∈ + p.

Let r = x − p . We have
u
2)iCux = d
−p >2r − p

u u
+ − d
−p >2r −x −p
u
+ d
−p <2r − x
= I1 + I2 + I3 . We will now proceed to estimate Ii i = 1 2 3 Clearly,

I1 ≤ T∗ up.
To estimate I2 observe that
& 1 1 &&
& r
& − &= (VI.37)
−x −p −x −p
But − p ≤ − x + x − p and since x ∈ + p, we have: − p ≤ 2 +
x − . Hence (VI.37) becomes
& 1 1 && 2 + r
&
& − &≤
−x −p −p 2
I2 can thus be estimated as follows:
r
I2 ≤ 2 + u d
−p >2r p −
2

r
≤ 2 + u d
j j+1
j=1 2 r< p− <2 r 2j r2

1 1
≤ 22 + j
u d
j=1 2 2j+1 r p− <2j+1 r
≤ cMup
Finally, in order to estimate I3 we observe that x ∈ + p and ∈ imply
1 1+
≤
−x r
Using the latter estimate we obtain:
1 +
I3 ≤ u d ≤ cMup
2)r p− <2r
Our next aim is to prove that E p = H p for a particular class of
domains that includes the domains Uk that will appear in the proof of
Theorem VI.4.1. We consider smooth regions U that are bounded by two
smooth curves C1 and C2 that cross each other at two points A and B where
they meet at angles 0 ≤ A B < ). If A B > 0 then U has a
Lipschitz boundary and by the result in [L] we know that E p U = H p U for
p > 1. Our methods will show that this equivalence still holds when the values
A = 0, B = 0, and p = 1 are allowed. By a conformal map argument
we may assume that
(1) A = 0 and B = 1;
(2) the part C1 in the boundary of U is given by 0 1 t → t;
(3) the part C2 in the boundary of U is given by 0 1 t → xt+iyt where
xt yt are smooth real functions such that x0 = y0 = y1 = 0,
x1 = 1.
We first prove that H p U ⊆ E p U. We construct for a large integer j

a curve Cj as follows. To every point z ∈ C2 ∩ U we assign the point
j2 z = z + j −1 nz where nz is the inward unit normal to C2 at z. For
large j, C2 z → j2 z is a diffeomorphism and
1
dist j2 z C2 = j2 z − z = (VI.38)
j
Observe that the set

1
Dj = z distz 0 1 × 0 ≤
j
has a C 1 boundary Dj formed by two straight segments and two circular arcs.
Fix a point z0 ∈ C2 , choose j such that z0 % Dj and consider the connected
component of

1
z distj2 z Dj ≥
j
that contains z0 . Thus, we obtain a curve Cj2 given by 0 1 ⊇ aj bj
t → j2 xt + iyt ⊂ U that meets Dj at its endpoints Aj , Bj and remains
off Dj for aj < t < bj . Hence, we obtain a closed curve Cj completing the
curve Cj2 with the portion Cj1 of Dj contained in U that joins Aj to
Bj . Because we are assuming that A B < ) we see that, for large j,
Cj1 is a horizontal segment at height 1/j. It is clear that all points in Cj
have distance 1/j to the boundary. Furthermore, if q ∈ Cj2 , q = Aj , and
q = Bj then distq U = distq C2 = 1/j because of (VI.38) and the fact
that distq 0 1 × 0 > 1/j. Similarly, if q ∈ Cj1 , q = Aj , and q = Bj then
distq U = distq C1 = 1/j. Thus, every point q ∈ Cj is at a distance 1/j
of U , we can always find z ∈ U such that q − z = distq U, and z is
uniquely determined by q except when q = Aj or q = Bj (in which case
the distance may be attained at two distinct boundary points). In particular,
whatever the value of > 0, q ∈ + z for all q ∈ Cj and gq ≤ g ∗ z for
any function g defined on U . Given g ∈ H p U we must show that

sup gz p dz ≤ M < (VI.39)
j Cj
We have

gq p dq = gj2 z p j2 z dz
Cj2 −1 C
j2 j

≤ g ∗ z p j2

z dz
−1 C
j2 j

≤C g ∗ z p dz (VI.40)
C2
Similarly, using the map j1 x = x + i1/j ∈ Cj1 , we get

gq p dq ≤ C g ∗ z p dz (VI.41)
Cj1 C1
so adding (VI.40) and (VI.41) we obtain

gq p dq ≤ C g ∗ z p dz
Cj U
which implies (VI.39) with M = C g pH p .

To prove the other inclusion we first assume that p = 2. Given f ∈ E 2 U ⊆
E U it has an a.e defined boundary value f + = bf ∈ L2 U and the Cauchy
1
integral representation
1 bf
fz = d z ∈ U
2)i U − z
is valid ([Du], theorem 10.4). Furthermore, f E p U f + Lp U . Next we
recall Lemma VI.4.8 that gives the estimate
f ∗ z ≤ T∗ f + z + CMf + z z ∈ U \A B (VI.42)
It is well known that M is bounded in L2 U. Furthermore, T∗ is also bounded

in L2 U by Theorem VI.4.7. Therefore (VI.42) implies that
f H 2 U = f ∗ L2 U ≤ Cf + L2 U ≤ C f E2 U
The same technique leads to the inclusion E p U ⊂ H p U for p > 1 because
T∗ and M are bounded as well in Lp U for 1 < p < but the method breaks
down for p = 1. This case will be handled in the proof of Theorem VI.4.1
using the fact that if f ∈ E p U, 1 ≤ p < , f has a canonical factorization
f = FB where F has no zeros, and B ≤ 1. This is classical for the unit disk
$, where B is obtained as a Blaschke product and the general case is obtained

from the classical result.
We are now ready to present the proof of Theorem VI.4.1. We begin by
defining
mx = min x y Mx = max x y −A ≤ x ≤ A

0≤y≤B 0≤y≤B
The function Zx y takes the rectangle Q = −A A × 0 B onto
ZQ = + i −A ≤ ≤ A m ≤ ≤ M
The interior of ZQ is
+ i −A < < A m < < M
We will consider three essential cases, in each of which we will show that the
assertions of the theorem are valid on a half-interval 0 a . Since the same
arguments also apply to the half-intervals −a 0 , the theorem will follow.
Case 1: Assume that M0 = m0 and Ma = ma for some a > 0. In this
case we will first assume that the solution f is smooth on Q. If Mx = mx
for every x ∈ 0 a , then L would be t in 0 a and fx t = fx 0 for all
t ∈ 0 B , which trivially leads to the inequality we seek on the half-interval
0 a . Hence we may assume that there is x ∈ 0 a for which mx < Mx.
Then the set Z0 a × 0 B has nonempty interior. Every component of
the interior of this set has the form
+ i < < m < < M
where is a component of the open set x ∈ 0 a Mx > mx . Let
x ∈ 0 a Mx > mx = k k

k
be a decomposition into components. Fix k and consider one of these compo-

nents k k . Note that mk = Mk and mk = Mk . Since for each
x, the function
t −→ x t is monotonic
either mx = x 0 and Mx = x B or mx = x B and Mx =
x 0 on k k . Without loss of generality, we may assume that mx =
x 0 and Mx = x B for every x ∈ k k . Let Uk = the interior of
Zk k × 0 B. Thus
Uk = x + iy k < x < k x 0 < y < x B

Since the solution f is assumed smooth on Q in the case under consideration,

by the Baouendi–Treves approximation theorem, there exists Fk ∈ C Uk ,
holomorphic in Uk such that
fx y = Fk Zx y ∀x y ∈ k k × 0 B
Note that Uk is a bounded, simply connected region lying between two

smooth graphs and its boundary Uk is smooth except at the two end points
k Mk and k Mk . Note also that Uk has a rectifiable boundary of
length bounded by
k < k <
Uk ≤ 1 + x2 x B dx + 1 + x2 x 0 dx
k k
=
≤ 2k − k 1 + sup , 2 = Kk − k
Q
where the constant K is independent of k. For each p ∈ Uk , and

p % k Mk k Mk , define the approach region
+p = z ∈ Uk z − p ≤ 2 distz Uk
Define the maximal functions Fk∗ and T∗ Fk on Uk (except at the two cusps)
by
Fk∗ p = sup Fk
∈+p
and
& &
& 1 &
T∗ Fk z = sup && F d && z ∈ Uk
%>0 ∈U
k −z >% −z k
Recall the Hardy–Littlewood maximal function
1 +
MFk z = sup f d z = k + iMk k + iMk
I I
where the sup is taken over all subarcs I ⊆ Uk that contain z and I denotes
the arclength of I. Next, since each Uk is Ahlfors-regular, Lemma VI.4.8
gives the estimate
Fk∗ z ≤ T∗ Fk z + CMFk z z ∈ Uk \k + iMk k + iMk

(VI.43)
The constant C in (VI.43) is independent of k because the aperture of the +p
is independent of k. Next we will show that any z ∈ Uk lies in +p for some
p ∈ Uk . Let z ∈ Uk . Then for some x t ∈ k k × 0 B, z = x + ix t
and x 0 < x t < x B. Let p = x + ix B and q = x + ix 0.
We claim that z ∈ +p ∪ +q . Indeed suppose first
x B − x t ≤ x t − x 0 (VI.44)
Then for any y:
1
x + ix t − y − iy B ≥ x − y + x t − y B
2
1
≥ x − y + x t − x B − x B − y B
2
1 1
≥ x t − x B since x ≤
2 2
1
= z−p (VI.45)
2
We also have:
1
x + ix t − y − iy 0 ≥ x − y + x t − y 0
2
1
≥ x t − x 0
2
1
≥ x B − x t by (VI.44)
2
1
= z−p (VI.46)
2
From (VI.45) and (VI.46) we see that if (VI.44) holds, then z ∈ +p . By a similar
reasoning, if (VI.44) does not hold, then z ∈ +q . We have thus shown that
Uk ⊆ +p (VI.47)
p∈Uk
Next fix x t ∈ k k × 0 B. If x + ix t ∈ Uk , i.e., if x 0 <
x t < x B, then by (VI.47),
Fk x + ix t ≤ Fk∗ x + ix 0 + Fk∗ x + ix B (VI.48)
On the other hand, if x t = x 0, then since x 0 < x B, there
exists t ≤ y y. Then by (VI.48),
Fk x + ix ym ≤ Fk∗ x + ix 0 + Fk∗ x + ix B
Letting m → , we get
Fk x + ix t = Fk x + ix y
≤ Fk∗ x + ix 0 + Fk∗ x + ix B
Thus for any x t ∈ k k × 0 B, we have:

fx t = Fk x + ix t ≤ Fk∗ x + ix 0 (VI.49)
+ Fk∗ x + ix B
From (VI.43) and (VI.49), for any x t ∈ k k × 0 B, we have:
fx t ≤ T∗ Fk x + ix 0 + T∗ Fk x + ix B
+ CMFk x + ix 0 + MFk x + ix B (VI.50)
where we recall that the constant C is independent of k. Let 1 < p < . The
cases p = 1 will be treated separately at the end. Since Uk is an Ahlfors-
regular domain, both T∗ and M are bounded in Lp Uk ([D]) and so (VI.50)
leads to
k
fx t p dx ≤ C Fk z p dz for any 0 < t < B (VI.51)
k Uk
Since fx t = Fk Zx t on k k × 0 B , we conclude that for any

0 < t < B:
k k
k
fx t dx ≤ C
p
fx 0 dx +
p p
fx B dx (VI.52)
k k k
where C is independent of k. We can write

" #
0 a = k k S
k
where S = x ∈ 0 a x 0 = x B . Observe that for x ∈ S, the function

t −→ fx t is constant since L = t on x × 0 B. Hence for any 0 ≤ t ≤ B,

fx t p dx = fx B p dx (VI.53)
S S
Using (VI.53) and summing up over k in (VI.52), we conclude:

a a a
fx t dx ≤ C
p
fx 0 dx +
p p
fx B dx (VI.54)
0 0 0
for any 0 < t < B. Finally, we use a refinement of the approximation theorem
as in Theorem II.4.12 to remove the smoothness of f .
Case 2: Assume that M0 = m0 and Mx > mx for every 0 < x ≤ A.
We will need to use the boundary version of the Baouendi–Treves approx-
imation formula. Let hx ∈ C0 −A A, hx ≡ 1 in a neighborhood of 0.
For > 0, define

E fx t = /)1/2 e− Zxt−Zx 0 fx 0hx Zx x 0 dx
2
R
and

e− Zxt−Zx t fx thx Zx x t dx
2
G fx t = /)1/2
R
where fx t is the distribution trace of f at t ≥ 0. Let
R fx t = E fx t − G fx t
The Baouendi–Treves approximation theorem asserts that after decreasing A

and B, E fx t converges to fx t in the sense of distributions in the open
set −A A × 0 B. However, here we need the refined boundary result in
Chapter II (Theorem II.4.12) which guarantees convergence up to t = 0 in
appropriate function spaces. More precisely, according to the result, there
exist a b > 0 such that
R fx t → 0 in C −a a × 0 b
Since it is clear that G fx t → fx t in Lp −a a whenever f t ∈

Lp −a a, it follows that
E fx t → fx t in Lp −a a if f t ∈ Lp −a a (VI.55)
Let F z be the entire function satisfying F Zx t = E fx t. Let Ua =
the interior of Z0 a × 0 b. Recall that m0 = M0 but mx < Mx
for any 0 < x ≤ A. The domain Ua is also an Ahlfors-regular domain. There-
fore, we can apply the arguments in Case 1 to the smooth functions E f to
arrive at:
a
E fx t p dx ≤ C F fz p dz (VI.56)
0 Ua
Note that this time Ua has three pieces and so (VI.56) leads to:
a a a
E fx t p dx ≤ C E fx 0 p dx + E fx b p dx
0 0 0
b
+ p
E fa s s a s ds 0 < t < b (VI.57)
0
We now wish to let → in (VI.57). From (VI.55) we know that if f 0

and f b are in Lp −a a, then
a a
E fx 0 p dx → fx 0 p dx and
0 0
a a
E fx b p dx → fx b p dx
0 0
We thus need only compute the limit of the s integral in (VI.57). We will
show that for almost all a ,
b b
E fa s p s a s ds → fa s p s a s ds (VI.58)
0 0
We know that Mx > mx for every 0 < x ≤ A. We may also assume that
x t > x 0 for every x ∈ 0 A t ∈ 0 b . Indeed, otherwise, we will be
placed in the context of Case 1. The approximation theorem then implies that
for each x > 0, f is continuous at x t for t > 0 small. Since R fx t → 0
uniformly in 0 a × 0 b , (VI.58) will follow if we show that for almost all
a ,
b b
G fa s p s a s ds → fa s p s a s ds (VI.59)
0 0
Choose two numbers a1 a2 such that 0 < a1 < a < a2 ≤ A. By the approxima-
tion theorem, after decreasing b, since f is continuous at x t for t = tx > 0
small, there exists F continuous in Za1 a2 × 0 b, holomorphic in W =
the interior of Za1 a2 × 0 b such that FZx t = fx t. Observe that
W = x + iy x ∈ a1 a2 x 0 < y < x b
and F has a distributional boundary value = fx 0 on the curve x+ix 0

a1 < x < a2 . For x ∈ a1 a2 , define
F ∗ x = sup Fx + ix t

0<t<b
p
Since F has an L boundary value, it is well known (see, for example, [Ro])
that F ∗ ∈ Lploc a1 a2 . Let * ∈ C0 a1 a2 * ≥ 0, *x ≡ 1 near a. Write
G fx t = G1 fx t + G2 fx t, where

G1 fx t = /)1/2 e− Zxt−Zx t *x fx thx Zx x t dx
2
and = G fx t − G1 fx t. Consider first G2 fx t for x near a.
G2 fx t
Observe that the integrand is zero for x near a and hence for x near a and
t ∈ 0 b ,
G2 fx t → 0 uniformly (VI.60)
In the integrand of G1 fx t, fx t can be replaced by FZx t = Fx +
ix t and hence we have:
2
G1 fx t ≤ C/)1/2 e− 2 x−x *x F ∗ x dx
1
(VI.61)
R
where C is independent of . Thus if we define

x2
x = ) −1/2 e− 2 , and x = 1/2 1/2 x, then (VI.61) says that
G1 fx t ≤ C ∗ *F ∗ x ∀t ∈ 0 b (VI.62)
Since *F ∗ ∈ Lp − and is a radial decreasing function in x , by a

proposition in [S2, page 57],
sup ∗ *F ∗ x is finite a.e.

>0
Pick a point x0 where this supremum is finite and where F ∗ x0 < . Then at
such a point, the functions G1 fx0 t are bounded on 0 b . Since pointwise,
G1 fx0 t → fx0 t ∀t ∈ 0 b
it follows that
b b
G fx0 s p s x0 s ds → fx0 s p s x0 s ds (VI.63)
0 0
From (VI.59) and (VI.63), we conclude that

b b
E fa s p s a s ds → fa s p s a s ds (VI.64)
0 0
for almost all a . We can therefore let → in (VI.57) and conclude that
for almost all a:
a a a
fx t dx ≤ C
p
fx 0 p dx + fx b p dx
0 0 0
b
+ p
fa s s a s ds 0 < t m0. Let a > 0 such that Mx > mx for every
x ∈ −a a. If Wa = Z−a a × 0 B, there is a function F holomorphic
on the interior of Wa such that fx y = FZx y. This time the boundary
of Wa has four pieces. One can then reason as in the previous case to get
the required estimate on the interval −a a. Finally, observe that estimates
on the interval of the form −a 0 are also valid under Cases 1 and 2. The
theorem for 1 0. As before we assume first that fx t is smooth on
Q+ , Fk ∈ C Uk , holomorphic in Uk and fx y = Fk Zx y on k k ×
0 B . Since Uk is simply connected, by a classical result (see the corollary of
theorem 10.1 in [Du]), Fk has a factorization Fk = Gk Bk where each factor is
holomorphic in Uk , Gk has no zeros, Gk ∈ E 1 Uk , Bk z ≤ 1, and Bk z = 1

on Uk . The fact that Gk ∈ E 1 Uk implies (see theorem 10.4 in [Du]) that it
has a nontangential limit bGk a.e. on Uk , and Gk equals the Cauchy transform
of bGk . Observe that since Bk z = 1 on Uk , bGk z = Fk z on Uk .
Since Gk has no zeros on the simply connected region Uk , it has a holomorphic
square root Hk . Note that Hk ∈ E 2 Uk = H 2 Uk (by the discussion preceding
this proof). We have
Hk∗ z ≤ T∗ bHk z + CMbHk z (VI.66)
Using (VI.66) and the equality Gk = Fk on Uk we get:

k k
fx t dx = Fk x + ix t dx
k k
k k
≤ Gk x + ix t dx = Hk x + ix t 2 dx
k k

≤ Hk∗ z 2 dz
Uk

≤C bHk z 2 dz by the L2 boundedness of T∗ and M
Uk
k k
=C fx 0 dx + fx B dx for any 0 < t < B
k k
(VI.67)
Summing up over k and adding the contributions from the set S = 0 a\ ∪k
k k , we get:
a a a
fx t dx ≤ C fx 0 dx + fx B dx (VI.68)
0 0 0
for 0 < t < B

+
whenever f is a solution and f ∈ C Q . In general, for f ∈ Q+ satis-
fying the hypotheses of Theorem VI.4.1, let fm x t be a sequence of C
solutions on Q+ satisfying:
(i) for each 0 ≤ t ≤ B, fm t → f t in −a a;

(ii) fm x 0 → fx 0 and fm x B → fx B in L1 −a a.
We now apply inequality (VI.68) to fm − fn , let m and n tend to , and

use (i) and (ii) above to conclude that (VI.68) also holds for f . Cases 2 and
3 are also treated in a similar fashion. Finally we consider the case where
p = . Suppose we are in the situation of Case 1 where M0 = m0 and
Ma = ma for some a > 0. Assume first that fx t ∈ C Q and for k
fixed as before, let
Uk = x + iy k < x < k x 0 < y < x B
and fx y = Fk Zx y on k k × 0 B , Fk holomorphic on Uk and
continuous on the closure. We apply the maximum modulus principle to Fk
and use the constancy of f on the vertical segments x = k and x = k to
conclude that
fx y ≤ f 0 L 0a + f B L 0a ∀x y ∈ k k × 0 B
If S is the set as before with
" #
0 a = k k S
k
then fx y = fx B ∀x y ∈ S × 0 B, and so we conclude that

fx y ≤ f 0 L 0a + f B L 0a (VI.69)
∀x y ∈ 0 a × 0 B
For a solution f ∈ Q+ satisfying f 0 and f B ∈ L −A A, we
use the refinement of the approximation theorem in Chapter II according to
which
fx y = lim E fx y a.e. in 0 a × 0 B (VI.70)
→
provided that A and B are small enough. Moreover,

2
G fx B ≤ c1 2 e−c2 x−x fx B hx dx
1
≤ c3 f B L ∀ > 0 (VI.71)

and likewise,
G fx 0 ≤ c f 0 L (VI.72)
Letting → , and recalling that R f → 0 uniformly, we get
lim E fx 0 ≤ C f 0 L and
→
lim E fx B ≤ C f B L (VI.73)

→
for some C > 0. From (VI.69) (applied to E f ), (VI.70) and (VI.73), we

conclude that for every x y ∈ 0 a × 0 B,

fx y ≤ C f 0 L 0a + f B L 0a (VI.74)
Next we consider Case 2 where M0 = m0 and Mx > mx for every
0 < x ≤ A. As before, let a b > 0 such that
E fx t → fx t a.e. in −a a × 0 b (VI.75)
Let Ua = Z0 a × 0 b and consider the holomorphic function F such
that F Zx t = E fx t. The maximum principle applied to F on Ua
leads to
E fx y ≤ E f 0 L 0a + E f b L 0a
+ E fa L 0b ∀x y ∈ 0 a × 0 b (VI.76)

As observed already, the terms E f 0 L 0a and E f b L 0a are
dominated by a constant multiple of
f 0 L 0a + f b L 0a
We therefore only need to estimate the term E fa L 0b for which it
suffices to estimate G fa L 0b . Let 0 < a1 < a < a2 < A be as before,
F holomorphic such that
fx y = Fx + ix y on a1 a2 × 0 b
Since bF = bf ∈ L a1 a2 , by the generalized maximum principle applied
to F there exists M > 0 such that
Fx + ix y = fx y ≤ M on a1 a2 × 0 b

for some a1 < a1 < a < a2 < a2 . We write G f = G1 f +G2 f as before, except
that this time * is supported in a1 a2 . Recall that G2 f → 0 uniformly while
G1 fx t ≤ C sup *x fx t ≤ CM
Hence for some C > 0,
E fa L 0b ≤C ∀ > 0
We have shown that f ∈ L 0 a × 0 b in this case. Case 3 is treated
likewise. We conclude that f is bounded. Theorem VI.4.1 has now been
proved.
Corollary VI.4.9. Suppose f is a distribution solution of Lf = g in the

rectangle Q = −A A × 0 B. Suppose f has a weak boundary value bf =
fx 0 at y = 0 and that g is a Lipschitz function. Then there exist A0 > 0
and T0 > 0 such that for any 0 < T ≤ T0 and 0 < a < A0 , if f 0 and
f T ∈ Lp −A0 A0 , f t ∈ Lp −a a for any 0 < t < T .
Proof. Using Proposition VI.3.6 we may find a function f0 , uniformly contin-

uous on Q, such that Lf0 = g. Then, f1 = f − f0 satisfies the hypothesis of
Theorem VI.4.1. It follows that (i) holds for f1 if 1 ≤ p < or (ii) if p =
and the same conclusion applies to f = f0 + f1 because f0 is continuous up
to the boundary.
Corollary VI.4.10. Let L be as above, f ∈ Q+ , Lf = g in Q+ where

g ∈ C Q+ . Let A0 and T0 be as in Theorem VI.4.1. If f has a weak trace
fx 0 ∈ C −A0 A0 and f T0 is in C −A0 A0 , then for all 0 < a < A0
and 0 < T < T0 , f ∈ C −a a × 0 T . In particular, f is smooth up to
the boundary t = 0.
Proof. By Proposition VI.3.6, we can get u ∈ C 0 −A A × 0 B that

solves Lu = g in Q+ . Hence Lu − f = 0 in Q+ and so by Theorem VI.4.1
and the continuity of u up to the boundary, for any 0 < a < A0 and 0 < t ≤ T0
there is a constant C > 0 such that
a
fx t 2 dx ≤ C ∀t ∈ 0 T0 (VI.77)
−a
Define the vector field M = Z xt

1
x
. Since the bracket L M = 0 and Lf = g,
x
the distribution Mf is also a solution of LMf = Mg in Q+ . Moreover,
since the traces Mf T0 and Mf 0 are smooth, by repeating the same
arguments, for any 0 < a < A0 and 0 < T < T0 there is a constant C > 0 such
that
a
Mfx t 2 dx ≤ C ∀t ∈ 0 T (VI.78)
−a
Since f
t
= −ax t f
x
+ gx t, (VI.78) implies that for some constant C ,
a && f &2
&
& x t& dx ≤ C ∀t ∈ 0 T
&
−a t
&
By iterating this argument, we derive that for every m n = 1 2 , there

exists C = Cm n > 0 such that
a
Dxm Dtn fx t 2 dx ≤ C ∀t ∈ 0 T (VI.79)
−a
From (VI.79) we conclude that f ∈ C −a a × 0 T . Smoothness up to

the boundary now follows from the case p = in Theorem VI.4.1.
Remark VI.4.11. Conversely, if a locally integrable vector field L shares the

H p property as in Theorem VI.4.1, then L has to satisfy condition + at
the origin in 0 = −A A × 0 . See [BH6] for the proof.
Notes 307
Corollary VI.4.12. Let L satisfy + at the origin as above. Suppose

Lf = g in Q+ , g ∈ C Q+ , and f ∈ C Q+ . If the trace bf = fx 0 exists
and fx 0 ∈ C −A A, then f is C up to the boundary t = 0.
Example 4.3 in [BH6] provides a real-analytic vector field L for which

Corollary VI.4.12 is not valid even for a solution of the homogeneous equation
Lf = 0. Example 4.4 in the same paper shows that in Theorem VI.4.1, one
needs to assume the integrability of two traces. That is, if we only assume
that bf = fx 0 ∈ L1 , the traces f t may not be in L1 .
Notes
The results of this chapter in the holomorphic case are classical. For a discus-
sion of the conditions that guarantee the existence of a boundary value we
refer to the books [BER] and [H2]. The basic theory of Hardy spaces for
bounded, simply connected domains in the complex plane is exposed in [Du]
(see also [Po]). The paper [L] and the references in it contain more recent
developments on the subject. The planar case of Theorem VI.1.3 as well
as the necessity in the real-analytic, planar situation was proved in [BH5].
Lemma VI.4.8 is taken from [L]. Theorem VI.4.1 and its corollaries appeared
in [BH6]. The work [HH] extends Theorem VI.4.1 to the case 0 < p < 1 for
vector fields with real-analytic coefficients.
VII
The differential complex associated with a
formally integrable structure
In this chapter we shall introduce the differential complex associated with a

formally integrable structure and discuss several aspects of its exactness.
VII.1 The exterior derivative

Let be a differentiable manifold of dimension N . As in Chapter I, we shall
denote by X the space of all complex vector fields over . We then set
N0 = C and if q ≥ 1 is an integer we shall denote by Nq the
space of all C -multilinear, alternating forms
X × × X −→ C

> ?@ A
q
Notice that, according to Section I.4, we have N1 = N; notice also that
Nq has, for each q, the structure of a C -module. We then generalize
the concept of one-forms introduced in Section I.4 and call the elements
of the direct sum ⊕ q=0 Nq differential forms over . If ∈ Nq we
shall say that is a differential form of degree q (or q-form for short).
The exterior product between ∈ Nq and ∈ Nr is the q + r-form
∧ ∈ Nq+r defined by the formula

∧X1 Xq+r = sg X1 Xq Xq+1 Xq+r
AB
(VII.1)
where Xj ∈ X and the summation is over all partitions A B of 1
q + r with A = q, B = r and ∈ S q+r is such that 1 q = A,
q + 1 q + r = B. It is easy to see that (VII.1) defines indeed a q + r-
form, that the map
308
VII.2 The local representation of the exterior derivative 309
→ ∧
is C -bilinear, and that the operation so defined is associative. It follows
that ⊕
q=0 Nq has a structure of a graded C -algebra. We also remark
that
∧ = −1qr ∧ ∈ Nq ∈ Nr (VII.2)
The exterior differentiation operator is a C-linear map
d ⊕
q=0 Nq → ⊕q=0 Nq
whose restriction to N0 = C coincides with the operator introduced

in Definition I.1.6 [that is, dfX = Xf if f ∈ C and X ∈ X] and
is characterized by the following additional properties:
d1 dNq ⊂ Nq+1 for every q ≥ 0;

d2 d d = 0;
d3 if ∈ Nq and ∈ Nr then
d ∧ = d ∧ + −1q ∧ d (VII.3)
The only operator d which satisfies these properties can be defined by the
expression:

q+1 , -
dX1 Xq+1 = −1j+1 Xj X1 X̂j Xq+1
j=1

+ −1j+k Xj Xk X1 X̂j X̂k Xq+1
j<k
(VII.4)
where ∈ Nq and Xj ∈ X. (Recall that the sign ˆ over a letter means
that the letter is missing.)
VII.2 The local representation of the exterior derivative

If ∈ Nq then X1 X2 Xq = 0 at p if the vector fields X1 Xq

are linearly dependent at p. Indeed if we have, say, X1 = qj=2 j Xj at p and
if take gj ∈ C with gj p = j then
" #
q
X1 X2 Xq = X1 − gj Xj X2 Xq
j=2
and our claim follows immediately from Lemma I.4.1 applied to the one-form
X → X X2 Xq . In particular, we can restrict a q-form over to an
310 The differential complex
open set W ⊂ , that is, given ∈ Nq there is W ∈ Nq W which makes
the diagram

X × × X −→ C
↓ ↓
W
XW × × XW −→ C W
commutative, where the vertical arrows denote the restriction homomor-

phisms. Moreover, from (VII.4) it follows easily that the operator d commutes
with restrictions.
Let U x be a local chart in . The C U-module Nq U is spanned
by the q-forms dxJ , where J j1 < j2 < < jq is an ordered multi-index of
length q, j ∈ 1 N , and
dxJ = dxj1 ∧ ∧ dxjq
Every ∈ Nq U can be represented as

= fJ xdxJ fJ ∈ C U (VII.5)
J =q
and the properties that characterize d allow us to write

d = dfJ ∧ dxJ (VII.6)
J =q
Remark VII.2.1. The analysis presented at the beginning of this section

allows one to extend the notion of pullback for one-forms introduced in
Section I.14. If is a submanifold of we have well-defined pullback
homomorphisms ' ∗ Nq → Nq defined by
' ∗ X1 Xq p = X̃1 X̃q p ∈ Nq (VII.7)
where p ∈ , X1 Xq ∈ X, and X̃1 X̃q ∈ X are such that

' ∗ Xj p = X̃j p for every j = 1 q. The pullback homomorphisms
commute with the exterior derivative, that is
' ∗ d = d ' ∗ ∈ Nq (VII.8)
where we have denoted by d the exterior derivative operator on the

manifold .
VII.4 The differential complex 311
VII.3 The Poincaré Lemma

Let D ⊂ RN be open and convex and let be an open subset of Rp . Denote
by N•q D × the space of all q-forms

f= fJ x ydxJ (VII.9)
J =q
where fJ ∈ C D × .
Fix x0 ∈ D and set, for J = j1 jq ,

q
J x x0 = 4j ∧ ∧ dxj
−1r−1 xjr − xj0r dxj1 ∧ ∧ dx r q
r=1
Next we introduce the operators, for q ≥ 1,
G N•q D × → N•q−1 D ×
defined in the following way: if f is as in (VII.9) we set

1 0
Gf = fJ x + x − x0 y q−1 d J x x0 (VII.10)
J =q 0
The standard Poincaré Lemma states that
dx Gf + Gdx f = f if q ≥ 1 (VII.11)
Gdx f = f − fx0 · if q = 0 (VII.12)
which are formulae that can be proved by direct computation, using (VII.6).
In particular we derive, if q ≥ 1,
dx Gf = f if dx f = 0
VII.4 The differential complex associated with a formally

integrable structure
Let ⊂ CT be a formally integrable structure over . For each q ≥ 1 we
denote by Nq the C -submodule of Nq defined by all ∈ Nq
for which X1 Xq = 0 if X1 Xq are sections of over . Observe
that Nq = Nq if q > n for the sections of form, locally, a free
C -module of rank n.
Since satisfies, by definition, the Frobenius condition it follows imme-

diately from (VII.4) that
dNq ⊂ Nq+1 (VII.13)
for every q ≥ 1. Finally we set
Uq = Nq /Nq q ≥ 1 (VII.14)
Thanks to (VII.13) the exterior derivative defines a complex of C-linear
mappings

d d d d d
C −→ U1 −→ −→ Uq −→ Uq+1 −→ (VII.15)
which we shall refer to as the complex associated with over .
VII.5 Localization
If W ⊂ is open there is a well-defined complex homomorphism

Uq d −→ Uq W d
which is induced by restriction.
Let p ∈ and consider an open neighborhood W of p over which there
are defined m differential forms 1 m ∈ NW that span T W at every
point. After contracting W around p and a linear change on 1 m ,
we can obtain a coordinate system x1 xm t1 tn defined on W and
centered at p in such a way that

n
k = dxk − bjk x t dtj k = 1 m
j=1
with bjk ∈ C W. Next we introduce the linearly independent vector fields
over W
m

Lj = + bjk x t
tj k=1 xk
Since k Lj = 0 for all j = 1 n and k = 1 m it follows that
L1 Ln span W at each point.
Next the C W-module Nq W is spanned by the q-forms
J ∧ dtK J + K =q
and since
J > 0 &⇒ J ∧ dtK ∈ Nq W
VII.6 Germ solvability 313
it follows that Uq W can be identified with the submodule of Nq W spanned
by dtK K = q .
If f ∈ C W then it is plain that

n
df = Lj fdtj mod 1 m
j=1
since dtj Lj = jj . From this we obtain the representation of the operator

d under the preceding identification: if f = J fJ dtJ ∈ Uq W then

n
d f = Lj fJ dtj ∧ dtJ (VII.16)
J =q j=1
Remark VII.5.1. Since satisfies the Frobenius condition and since further-
more the vector fields Lj Lj do not involve any differentiation in the
t-variables it follows that Lj Lj = 0 for every j j = 1 n. Now it is
easily seen that this condition is equivalent to the fact that formula (VII.16)
defines a differential complex, i.e., that d d = 0.
VII.6 Germ solvability

In this section we pause to apply some standard functional analytic methods
in order to discuss the notion of exactness in the sense of germs. The
important conclusion is that such a weak notion indeed implies solvability
in fixed neighborhoods, and with a bound on the order of the distribu-
tion solutions when we are willing to allow even the existence of weak
solutions.
Although this is a preparation for all the discussion that will follow, we
allow quite general systems of operators.
Let then now denote an open subset of RN and let
Px D = Pjk x D Qx D = Qj x D
be matrices of linear partial differential operators (with smooth coefficients)
in . We assume j = 1 , k = 1 , = 1 and that
PxD QxD
C C −→ C C −→ C C (VII.17)
defines a differential complex, that is, Qx DPx D = 0.
Let x0 ∈ . We shall say that (VII.17) is exact at x0 (in the sense of
germs) if for every f ∈ C C satisfying Qx Df = 0 in a neighbor-
hood of x0 there is u ∈ C C solving Px Du = f in a neighborhood
of x0 .
Theorem VII.6.1. Suppose that (VII.17) is exact at x0 . Then:
• for every open neighborhood U0 of x0 in there is another such neighbor-

hood U1 ⊂⊂ U0 such that given f ∈ C U0 C satisfying Qx Df = 0
in U0 there is u ∈ C U1 C solving Px Du = f in U1 .
Proof. The proof is a well-known category argument due to A. Grothendieck.

We fix U0 and select a fundamental system V ∈N of open neighborhoods
of x0 , each of them with compact closure in U0 . Set
E = f v ∈ C U0 C × C V C Qx Df = 0 Pv = f in V
Each E is a Fréchet space and the linear maps
E → f ∈ C U0 C Qx Df = 0 f v = f
are continuous. Now the fact that (VII.17) is exact at x0 means that
f ∈ C U0 C Qx Df = 0 = E

∈N
By Baire’s category theorem there is 0 such that 0 E0 is of second

category in f ∈ C U0 C Qx Df = 0 and the open mapping theorem
implies that 0 is indeed surjective. This proves the theorem.
The same argument gives a version of Theorem VII.6.1 where the solutions
are now allowed to be distributions.
Theorem VII.6.2. Assume that for every f ∈ C C satisfying Qx Df =
0 in a neighborhood of x0 there is u ∈ C solving Px Du = f in a
neighborhood of x0 . Then the following holds:
• for every open neighborhood U0 of x0 in there are another such

neighborhood U1 ⊂⊂ U0 and p ∈ N such that given f ∈ C U0 C
satisfying Qx Df = 0 in U0 there is u ∈ L2−p U1 C solving Px Du =
f in U1 .
Proof. It suffices to repeat the argument in the proof of Theorem VII.6.1

with
E = f v ∈ C U0 C × L2− V C Qx Df = 0 Pv = f in V
in the place of E .
VII.7 -cohomology and local solvability 315
VII.7 -cohomology and local solvability

We now return to our original situation where we are given a formally
integrable structure ⊂ CT over a smooth manifold .
Given W ⊂ open we shall denote by H q W , q = 0 1 n, the
cohomology spaces of the complex (VII.15). In other words, we have

d
H 0 W = Ker C W −→ U1 W (VII.18)

d
Ker Uq W −→ Uq+1 W
H W =
q

q ≥ 1 (VII.19)
d
Im Uq−1 W −→ Uq W
Notice that H 0 W is the space of all smooth functions u on W such that
du is a section of T W .
Given a point p ∈ we shall also introduce the direct limits1

H q p = lim H q W q≥0 (VII.20)
W →p
and the related definition:
Definition VII.7.1. We shall say that d is solvable in W ⊂ open in degree

q ≥ 1 if H q W = 0. We shall further say that d is solvable near p ∈ in
degree q ≥ 1 if H q p = 0.
Take an open neighborhood W of p as in Section VII.5. With the identifica-

tion described there we see that the spaces Uq U, U ⊂ W open, carry natural
topologies of Fréchet spaces. As an immediate consequence of Theorem
VII.6.1 we derive:
Proposition VII.7.2. The operator d is solvable near p ∈ in degree q ≥ 1

if and only if the following holds:
• given an open neighborhood U ⊂ W of p there is another such neigh-

borhood V ⊂ U such that for every f ∈ Uq U satisfying d f = 0 there is
u ∈ Uq−1 V satisfying d u = f in V .
1
We recall that for a sheaf of C-vector spaces U → FU over a topological space X, the direct
limit
lim FW
W →p
at p ∈ X is the space of all pairs W f, with W an open subset of X that contains p and
f ∈ FW, modulo the following equivalence relation: W1 f1 ∼ W2 f2 if there is an open
neighborhood W of p, W ⊂ W1 ∩ W2 , such that f1 W = f2 W .
VII.8 The Approximate Poincaré Lemma

Now we assume given a locally integrable structure over a smooth manifold
. Under this stronger hypothesis a richer description of the differential
complex associated with can be given. Let p ∈ and apply Corollary
I.10.2. There is a coordinate system
x1 xm t1 tn
centered at p and there are smooth, real-valued functions 1 m defined
in a neighborhood of the origin of Rm+n and satisfying
k 0 0 = 0 dx k 0 0 = 0 k = 1 m (VII.21)
Zk x t = xk + ik x t k = 1 m (VII.22)

span T near p = 0 0. We shall set
Z = Z1 Zm = 1 m
Thus we can write
Zx t = x + ix t
which we assume defined in an open neighborhood of the closure of B0 × "0 ,
where B0 ⊂ Rm and "0 ⊂ Rn are open balls centered at the corresponding
origins. Thanks to (VII.21) we can assume that
1
x t − x t ≤ x − x x x ∈ B0 t ∈ "0 (VII.23)
2
Also recall that is spanned, in an open set that contains the closure of B0 ×
"0 , by the linearly independent, pairwise commuting vector fields (cf. (I.37))
m
k
Lj = −i x tMk j = 1 n (VII.24)
tj k=1 tj
where the vector fields

m

Mk = k x t k = 1 m (VII.25)
=1 x
are characterized by the relations Mk Z = k (cf. (I.35) and (I.36)).
Lemma VII.8.1. Let the x-projection of the support of u ∈ C B0 × "0 be a
compact subset of B0 . Then, for each j = 1 n,

uy t det Zy y t dy = Lj u y t det Zy y t dy (VII.26)
tj
VII.8 The Approximate Poincaré Lemma 317
Proof. In order to prove (VII.26) it suffices to show that, for an arbitrary

∈ Cc "0 ,
, -
− uy t det Zy y t dy t dt =
"0 tj
, -
Lj u y t det Zy y t dy t dt
"0
We have dZ1 y t ∧ ∧ dZm y t ∧ dt = det Zy y tdy ∧ dt. Hence
, -
uy t det Zy y t dy dt = tuy t
"0 t j B0 ×"0 t j
dZ1 y t ∧ ∧ dZm y t ∧ dt
Using now the Leibniz rule

u = Lj u − Lj u
tj
the lemma will be proved if we observe that

Lj u y t dZ1 y t ∧ ∧ dZm y t ∧ dt = 0
B0 ×"0
a fact that follows from Stokes’ theorem in conjunction with the identity
, -
'j ∧ ∧ dtn
d tuy tdZ1 y t ∧ ∧ dZm y t ∧ dt1 ∧ ∧ dt

= −1m+j−1 Lj u y t dZ1 y t ∧ ∧ dZm y t ∧ dt
We now let

fx t = fJ x tdtJ ∈ Uq B0 × "0 (VII.27)
J =q
satisfy d f = 0. Take .x ∈ Cc B0 , . = 1 in an open ball B ⊂⊂ B0 also

centered at the origin of Rm and form
m2
e− z−Zyt .yfy tdet Zy y t dy
2
F z t = (VII.28)
)
Notice that F is defined in Cm × "0 and is holomorphic in the first variable.
Applying Lemma VII.8.1 gives
dt F z t = (VII.29)
m2
e− z−Zyt d 0 .y t ∧ fy tdet Zy y t dy
2
)
In (VII.29) the integral is over B0 \B, since . is identically equal to one over
B. On the other hand, the real part of the exponent equals −z y t, where
z y t = z − y 2 − z − y t 2
Now, thanks to (VII.23) we have
1
y t ≤ 0 t + y
2
and then
1 2
y t 2 ≤ 2 0 t 2 + y
2
Denote by b > 0 the radius of B and use the fact that 0 0 = 0: there is an
open ball " ⊂⊂ "1 , centered at the origin in Rn , such that
1
2 0 t 2 ≤ b2 t ∈ "
4
If y ∈ B0 \B and t ∈ " then we obtain
1 2 1
y − 2 0 t 2 ≥ b2
0 y t ≥
2 4
and consequently, by continuity we conclude that there are r > 0 and > 0
such that
y t ∈ B0 \B × " z < r &⇒ z y t ≥
We can state:
Lemma VII.8.2. Given ∈ Zm
+ , ∈ Z+ there is a constant C > 0 such that
n
z t dt F z t ≤ C e− z < r t ∈ " (VII.30)

Next we apply the Poincaré Lemma, more precisely the homotopy formula
(VII.11) in t-space, with base point t0 = 0, considering z as a parameter:
F z t = dt GF z t + Gdt F z t (VII.31)
If we use Lemma VII.8.2, a close inspection of the formula that defines the
operator G (cf. (VII.10)) allows us to state:
Lemma VII.8.3. Let = z t z < r t ∈ " . Then, for every ∈ Zm
+,
∈ Zn+
sup z t Gdt F z t −→ 0 as → (VII.32)
zt∈
Taking into account the fact that

VII.9 One-sided solvability 319
F Zx t t −→ .x fx t as →
in the topology of Uq B0 × "0 , we obtain from (VII.31) and (VII.32) the
following result:
Theorem VII.8.4. Given B0 ×"0 as above, there is B ×" ⊂⊂ B0 ×"0 , where

B ⊂ B0 and " ⊂ "0 are also open balls centered at the origin in Rm and Rn
respectively, such that if f is as in (VII.27) and satisfies d f = 0 then
dt GF z t z=Zxt −→ fx t (VII.33)
in the topology of Uq B × ".
We observe that we can write

Q z t = GF z t = QJ z t dtJ
J =q−1
where the coefficients are entire holomorphic in z ∈ Cm and smooth in Cm ×

"0 ; moreover (VII.33) gives
d Q Zx t t = dt Q Zx t t −→ fx t
in the topology of Uq B × ". This justifies us referring to the result stated
in Theorem VII.8.4 as the Approximate Poincaré Lemma for the differential
complex d .
VII.9 One-sided solvability

Let be a formally integrable structure over an N -dimensional smooth
manifold and let 0 ⊂ be an embedded submanifold of dimension N − 1.
We assume that 0 is noncharacteristic with respect to , that is
Tp0 ∩ N ∗ 0p = 0 ∀p ∈ 0 (VII.34)
Notice that (VII.34) is equivalent, in this particular situation, to
Tp ∩ CN ∗ 0p = 0 ∀p ∈ 0 (VII.35)
Indeed it is clear that (VII.35)⇒(VII.34); on the other hand, suppose that

for some p ∈ 0 there is 0 = ∈ Tp ∩ CN ∗ 0p . Since 0 is one-codimensional
it follows that CN ∗ 0p is spanned by one of its nonzero real elements. In
∗
particular there are 0 = ∈ N
0p and z ∈ C such that = z and thus
−1 ∗ ∗
= z ∈ N 0p ∩ Tp ∩ Tp , which contradicts (VII.34).
Thanks to (VII.35) it follows that 'p ∗ restricted to Tp is injective and

consequently we obtain isomorphisms
'p ∗ Tp Tp −→ T 0p
In particular it follows that dim 0p = n−1 for every p ∈ 0. By Proposition
I.14.2, we conclude that 0 is compatible with ; thus 0 defines a formally
integrable structure over 0 of rank n − 1. One important situation occurs
when 0 is the boundary of a regular open subset • ⊂ : this means that
the topological boundary of • equals 0 and that for each p ∈ 0 there is a
coordinate system U x centered at p such that xU ∩ • = xU ∩ x =
x1 xN ∈ RN xN > 0 . Notice that a fortiori \• is also regular with
boundary 0.
Let U ⊂ be an open set such that U ∩ 0 = ∅. For each q = 0 1 n
we shall set
Uq U ∩ • = f ∈ Uq U ∩ • ∃f̃ ∈ Uq U f̃ U ∩• =f

The operator d induces a differential complex

d d d
C U ∩ • −→ U1 U ∩ • −→ −→ Uq U ∩ • (VII.36)

d d
−→ Uq+1 U ∩ • −→
whose cohomology will be denoted by H q U ∩ • , q = 0 1 n. If

p ∈ 0 we shall set

H q p • = lim H q U ∩ • (VII.37)
U →p

H q p • = lim H q U ∩ • (VII.38)
U →p
Definition VII.9.1. Let 1 ≤ q ≤ n. We say that d is solvable near p ∈ 0 in

degree q with respect to • if H q p • = 0. We further say that d is
solvable near p ∈ 0 in degree q with respect to • if H q p • = 0.
The following result is an immediate consequence of the arguments in

Section VII.6:
Proposition VII.9.2. Let 1 ≤ q ≤ n and assume that d is solvable near p ∈ 0

in degree q with respect to • (resp. with respect to • ). Then to every open
neighborhood U of p in there is another such neighborhood U ⊂ U such
that the natural homomorphism H q U ∩ • → H q U ∩ • (resp.
H q U ∩ • → H q U ∩ • ) is trivial.
VII.10 Localization near a point at the boundary 321
VII.10 Localization near a point at the boundary

Let p ∈ 0, the boundary of a regular open set • ⊂ . We assume that
0 is noncharacteristic with respect to a locally integrable structure over
of rank n. There is a coordinate system y1 yN defined on an open
neighborhood U of p and centered at p such that
0 ∩ U = y1 yN yN = 0
• ∩ U = y1 yN yN > 0
Next, after a possible contraction of U around p, we can select first inte-

grals Z1 Zm ∈ C U whose differentials span T U . Thanks to (VII.35)
the forms dZ1 0 0 dZm 0 0 dyN are linearly independent and conse-
quently, after relabeling, we can assume that
Z1 Zm
A= 0
y1 ym
is nonsingular. We then set

m
Zk = Akr Zr − Zr 0 k = 1 m
r=1
where Akr denotes the inverse of A. We define
xk = Zk y tj = ym+j k = 1 m j = 1 n (VII.39)
Notice that
Zk
0 = kr (VII.40)
yr
in particular it follows from (VII.40) that (VII.39) defines a local diffeo-
morphism in a neighborhood of the origin. In the new variables x1 xm
t1 tn we have
Zk x t = xk + ik x t
where the functions k are smooth, real-valued and vanish at the origin.
Furthermore, we have
k x t = Zk yx t
and consequently
k N
Zk y
= yx t x t
xs =1 y x s
which, thanks to (VII.40), implies

k
0 0 = 0 k s = 1 m
xs
We summarize:
Proposition VII.10.1. Let • ⊂ , p ∈ 0 and as in the beginning of this

section. Then there is a coordinate system x1 xm t1 tn centered at
p and defined in B0 × "0 , where B0 ⊂ Rm (resp. "0 ⊂ Rn ) is an open ball
centered at the origin of Rm (resp. Rn ) such that
0 ∩ B0 × "0 = x t ∈ B0 × "0 tn = 0
• ∩ B0 × "0 = x t ∈ B0 × "0 tn > 0
and there are smooth, real-valued functions 1 m defined in B0 × "0

satisfying (VII.21) in such a way that the differential of the functions (VII.22)
span T over B0 × "0
VII.11 One-sided approximation

We continue the analysis within the set-up of the last section; in particular
we apply the conclusions obtained in Proposition VII.10.1. As usual we shall
set Z = Z1 Zm , = 1 m and thus we can write
Zx t = x + ix t
After contracting B0 × "0 we can assume that is smooth in an open neigh-

borhood of the closure of B0 × "0 and also that (VII.23) holds. The vector
fields (VII.24) span B0 ×"0 and L1 Ln−1 are tangent to 0 ∩ B0 × "0
whereas Ln is transversal to it. Clearly 0 0∩B0 ×"0 is spanned by the
restriction of the vector fields L1 Ln−1 to 0 ∩ B0 × "0 . We now write
"0+ = t ∈ "0 tn > 0 and assume given

fx t = fJ x t dtJ ∈ Uq B0 × "0+ (VII.41)
J =q
where q ∈ 0 1 n and d f = 0. We repeat the analysis presented in

Section VII.10. We choose . in the same way and define F z t by formula
(VII.28). Notice that now F is defined in Cm × "0+ and holomorphic in the
first variable. If we follow with absolutely no changes the argument that
precedes Lemma VII.8.2, we reach the following conclusion:
Lemma VII.11.1. Given ∈ Zm

+ , ∈ Z+ and - > 0 there is a constant
n
C- > 0 such that

z t dt F z t ≤ C- e− z < r t ∈ " ∩ "0+ - ≤ tn (VII.42)
We now fix t0 ∈ " ∩ "0+ and consider the homotopy formulae (VII.11),
(VII.12) in t-space, with base point t0 , considering z as a parameter:
F z t = dt GF z t + Gdt F z t (VII.43)
F z t − F z t0 = Gdt F z t (VII.44)

From Lemma VII.11.1 we derive
z t Gdt F z t ≤ C- e− z < r t ∈ " ∩ "0+ - ≤ tn
Since moreover
F Zx t t −→ .x fx t as →
in the topology of Uq B0 × "0+ we obtain, as before:
Theorem VII.11.2. Given B0 × "0 as above there is B × " ⊂⊂ B0 × "0 ,
where B ⊂ B0 and " ⊂ "0 are also open balls centered at the origin in Rm
and Rn respectively, such that if f is as in (VII.41) and satisfies d f = 0 then
dt GF z t z=Zxt −→ fx t if q ≥ 1 (VII.45)
F Zx t t0 −→ fx t if q = 0 (VII.46)

in the topology of Uq B × " ∩ "0+ .
Moreover, if f ∈ Uq • ∩ B0 × "0
then the convergence in (VII.45) and (VII.46) occurs in Uq • ∩ B0 × "0 .
The only point that remains to verify in the statement of Theorem VII.11.2
is the very last one, and this follows again from an inspection of the argument,
observing that the estimates can be obtained uniformly up to tn = 0. Notice
also that in this case the base point t0 can be chosen to be the origin in t-space.
VII.12 A Mayer–Vietoris argument

We continue to work under the following set-up: is a locally integrable
structure over the smooth manifold , • ⊂ is a regular open subset of
, and the boundary 0 of • is noncharacteristic with respect to . The
differential complex on 0 associated with 0 will be denoted by d 0 . The
next result is one of the main reasons why we introduce such a scheme:
Theorem VII.12.1. Let p ∈ 0 and 1 ≤ q ≤ n − 1.
(a) Assume that d is solvable near p in degree q + 1. If d is solvable near

p in degree q with respect to • and with respect to \• , then d0 is
solvable near p in degree q.
(b) Assume that d is solvable near p in degree q. If d0 is solvable near p in
degree q then d is solvable near p in degree q with respect to • and
with respect to \• .
For the proof we shall first establish some lemmas. We return to the local
coordinates and conclusions provided by Proposition VII.10.1. We call atten-
tion, in particular, to the properties of the vector fields L1 Ln as described
at the beginning of Section VII.11. Recall that L1 Ln−1 are tangent to 0
and so they have well-defined restrictions to 0 ∩ B0 × "0 :

L0j = Lj tn =0
We shall work in an open set of the form W0 = B0 × "0 × J0 ⊂ B0 × "0 ,
where "0 (resp. J0 ) is an open ball (resp. open interval) centered at the origin
in Rn−1 (resp. R).
Given a smooth function (or even a differential form) g on W0 the notation
g ∼0 0 will indicate that g vanishes to infinite order on 0 ∩ W0
Lemma VII.12.2. Given f ∈ C W0 and u0 ∈ C 0 ∩ W0 there is a solution

u ∈ C W0 to the approximate Cauchy problem

Ln u − f ∼0 0
(VII.47)
u tn =0 = u0
If moreover v is another solution to (VII.47) then u − v ∼0 0.
Proof. By the formal Cauchy–Kowalevsky theorem it is possible to solve the

Cauchy problem Ln u = f , u tn =0 = u0 uniquely in the ring of formal power
series in tn with coefficients in C B0 × "0 . If

uj x t tnj
j=0
is such a formal solution we can obtain a solution to (VII.47) by taking

ux t = j tn uj x t tnj
j=0
where ∈ Cc R, s = 1 for s < 1, s = 0 for s > 2, and j is a
suitably chosen sequence of real numbers satisfying j < j+1 , j → .
For the uniqueness it suffices to observe that u and v must a fortiori have
identical formal power series expansions in tn , whence the assertion.
Lemma VII.12.3. Given q ≥ 0 and g ∈ Uq 0 0 ∩ W0 satisfying d0 g = 0 there

is G ∈ Uq W0 satisfying '0 ∗ G = g and d G ∼0 0.
Proof. We write

g= gI x t dtI
I =q I⊂1n−1
and apply Lemma VII.12.2 in order to solve, for each I, the approximate
Cauchy problems

L n GI ∼0 0
(VII.48)
GI tn =0 = gI
If we set

G= GI x t dtI ∈ Uq W0
I =q
it is clear that, thanks to (VII.48), '0 ∗ G = g. We also obtain

n−1
d G = Lj GI x tdtj ∧ dtI + Ln GI x tdtn ∧ dtI (VII.49)
I =q j=1 I =q
The second term on the right in (VII.49) vanishes to infinite order at 0 ∩ W0

thanks again to (VII.48). On the other hand, since the vector fields Lj are
pairwise commuting, we obtain

Ln Lj GI ∼0 0
L0j GI tn =0 = L0j gI
for each j = 1 n − 1 and each I. From the uniqueness part in Lemma
VII.12.2 together with the fact that d 0 g = 0 it follows that the first term on
the right of (VII.49) also vanishes to infinite order on 0 ∩ W0 . This completes
the proof.
Lemma VII.12.4. Let G ∈ Uq W0 satisfy '0 ∗ G = 0 and d G ∼0 0. Then:
(a) If q = 0 then G ∼0 0.
(b) If q ≥ 1 then there exists u ∈ Uq−1 W0 such that G − d u ∼0 0.
Proof. If G ∈ U0 W0 is such that G tn =0 = 0 and d G ∼0 0 then in partic-

ular we have Ln G ∼0 0. Consequently we obtain G ∼0 0 thanks to Lemma
VII.12.2.
We now prove (b), whose proof is more involved. We assume q ≥ 1 and

write

G= GI x t dtI = dtn ∧ u1 + 1 = d tn u1 + 1 − tn d u1
I =q
where u1 ∈ Uq−1 W0 and 1 ∈ Uq W0 do not involve dtn . Since '0 ∗ G = 0
we have GI tn =0 = 0 if n ∈ I. Consequently, all the coefficients of 1 vanish
when tn = 0 and then we can further write
G = d tn u1 + tn h1 (VII.50)
where h1 ∈ Uq W0 .

We shall construct inductively two sequences u ⊂ Uq−1 W0 , h ⊂

Uq W0 , where u do not involve dtn , such that
B C

tnj
G=d uj + tn h (VII.51)
j=1 j
Indeed we first observe that (VII.50) gives (VII.51) for = 1. We assume

then that u0 u h0 h have already been constructed with the required
properties and we apply the operator d to both sides of (VII.51). We obtain
d G = tn−1 dtn ∧ h + tn d h (VII.52)
and then, since d G vanishes to infinite order at tn = 0, we conclude that all

the coefficients of dtn ∧ hn u vanish at tn = 0. Hence we can write
h = dtn ∧ u+1 + tn g (VII.53)
where u+1 ∈ Uq−1 W0 and g ∈ Uq W0 do not involve dtn .
Then
B C +1
tnj
+1
tn
G− u = tn h − d u+1
j=1 j +1
tn+1
= tn h − tn dtn ∧ u+1 − d u+1
+1
t+1
= tn h + tn tn g − h − n d u+1
+1

1
= tn+1 g − d u+1
+1
Defining h+1 = g − d u+1 / + 1 completes the proof of the inductive
argument.
Next we observe that any element v ∈ Uq−1 W0 which does not involve
dtn can be written as
v = v tn =0 + tn v1
where v1 ∈ Uq−1 W0 also does not involve dtn . Reasoning again by induction we
then obtain, from (VII.51), a sequence v ⊂ U 0 W0 such that, for every ,
B C

G=d vj tn + Otn
j
(VII.54)
j=1
Finally we select s and j as in the proof of Lemma VII.12.2 in such a
way that

j tn vj tnj
j=0
converges in Uq−1 W0 . Call u ∈ Uq−1 W0 this sum: for every , (VII.54)
gives
B C

G−d u = d vj tn − u + Otn = Otn
j
j=1
which completes the proof.
Proof of Theorem VII.12.1. In order to shorten the notation it is convenient

to work with germs of forms at p. Thus we shall introduce the spaces
Uq p = lim Uq U

U →p
Uq 0 p = lim Uq U ∩ 0

U →p
Uq p • = lim Uq U ∩ •

U →p
Uq p \• = lim Uq U ∩ \•

U →p
We start by proving (a). Let g ∈ Uq 0 p satisfy d 0 g = 0. By Lemma VII.12.3
there is f ∈ Uq p satisfying '0 ∗ f = g, d f ∼0 0. We then define F ∈ Uq+1 p
by the rule

d f in • p
F=
−d f in \• p
Then F ∈ Uq+1 p and d F = 0. We now apply our hypothesis: we can find
f ∈ Uq p solving d f = F and also u• ∈ Uq−1 p • , u•• ∈ Uq−1 p \•
solving d u• = f − f in • p, d u•• = f + f in \• p. We then set
1
u = '0 ∗ u• + '0 ∗ u••
2
We obtain
1
d 0 u = ' ∗ d u• + '0 ∗ d u••
2 0
1 !
= '0 ∗ f − f + '0 ∗ f + f
2
= '0 ∗ f
=g
Next we prove (b). We shall prove that d is solvable near p in degree q

with respect to • , the other case being analogous. Let then f ∈ Uq p •
satisfy d f = 0. We can of course assume that f has been extended to a germ
0
in Uq p (which in general will no longer be d -closed). Let v ∈ Uq−1 p

solve d 0 v = '0 ∗ f . If V ∈ Uq−1 p is such that '0 ∗ V = v then F = f − d V
satisfies '0 ∗ F = 0 and d F ∼0 0. By Lemma VII.12.4 there is u ∈ Uq−1 p
such that F − d u ∼0 0, that is
f − d u + V ∼0 0 (VII.55)
Define

f − d u + V in • p
G=
0 in \• p
Then G ∈ Uq p thanks to (VII.55) and d G = 0. By hypothesis we can solve

d h = G for some h ∈ Uq−1 p. It follows finally that
d u+V+h = f in • p
The proof of Theorem VII.12.1 is complete.
VII.13 Local solvability versus local integrability

We conclude the chapter by presenting a natural generalization of Proposition
I.13.6 for locally integrable structures of corank one. Thus we assume that
is a formally integrable structure of rank n over a smooth manifold of
dimension n + 1. Fix p ∈ and take an open neighborhood W of p and
∈ NW which spans T W . As in Section VII.4 we can assume that W is
the domain of a coordinate system x t1 tn centered at p and that can
be written as
VII.13 Local solvability versus local integrability 329

n
= dx − bj x t dtj
j=1
where bj ∈ C W. The linearly independent vector fields

Lj = + bj x t
tj x
span W and are pairwise commuting. Since furthermore

L j L j = L j bj − L j bj
x
it follows that

bj bj
0= L b − L j bj = Lj − Lj
x j j x x
and consequently
bj
n
f0 = − x t dtj ∈ U1 W (VII.56)
j=1 x
is d -closed.
Theorem VII.13.1. The following properties are equivalent:
(i) There is Z ∈ C in some neighborhood of the origin solving d Z = 0 and

satisfying Zx = 0.
(ii) There is u ∈ C in some neighborhood of the origin solving d u = f0 .
In other words, the structure will be locally integrable near p if the class of
f0 in H 1 p vanishes.
Proof. Assume that (i) holds. If we differentiate the identity
Ztj + bj Zx = 0
with respect to x we obtain
Zx tj + bj Zx x = −bj x Zx
which gives
Lj log Zx = −bj x
Thus
d − log Zx = f0
which proves (ii).
Conversely, given u as in (ii) we take

x
Gx t = euyt dy
0
Then
x
Lj Gx t = bj x teuxt + utj y teuyt dy
0
x
= bj x teuxt − bj y tuy y t + bj y y t euyt dy
0
x
= bj x teuxt − bj y teuyt y dy
0
= bj 0 teu0t
If we set

n
Bt = bj 0 teu0t dtj
j=1
then d G = B and consequently, in particular, d B = dt B = 0. By the Poincaré

Lemma we can find Ft smooth near the origin such that dt F = B and then if
we set Zx t = Gx t − Ft we obtain Zx = expu = 0 and d Z = 0.
Notes
The differential complex associated with a formally integrable structure, first
presented in [T4], is the natural generalization of the de Rham, Dolbeault,
and tangential Cauchy–Riemann complexes, associated respectively with real,
complex, and CR structures.
Much of the material of this chapter is preparatory for Chapter VIII, and
we should just point out that the Approximate Poincaré Lemma is due to
Treves ([T4]), whereas Theorem VII.12.1 is a consequence of the existence
of a natural Mayer–Vietoris sequence, whose existence for hypersurfaces in
the complex space was first proved in [AH1].
VIII
Local solvability in locally integrable structures
Throughout this chapter we will work with a locally integrable structure

over a smooth manifold . Our analysis will be for most of the chapter strictly
local, and thus, we shall work in a neighborhood of a fixed point p ∈ . By
Corollary I.10.2 there is a coordinate system x1 xm t1 tn centered
at p and there are smooth, real-valued functions 1 m defined in a
neighborhood of the origin of Rm+n and satisfying
k 0 0 = 0 dx k 0 0 = 0 k = 1 m (VIII.1)
Zk x t = xk + ik x t k = 1 m (VIII.2)
span T near p = 0 0.

We shall set Z = Z1 Zm , = 1 m . Thus we can write
Zx t = x + ix t
which we assume is defined in an open neighborhood of the closure of B0 ×"0 ,

where B0 ⊂ Rm and "0 ⊂ Rn are open balls centered at the corresponding
origins. Thanks to (VIII.1) we can assume that
1
x t − x t ≤ x − x x x ∈ B0 t ∈ "0 (VIII.3)
2
Also recall that is spanned, in an open set that contains the closure of
B0 × "0 , by the linearly independent, pairwise commuting vector fields (cf.
(I.37))
m
k
Lj = −i x tMk j = 1 n (VIII.4)
tj k=1 tj
331
332 Local solvability
where the vector fields

m

Mk = k x t k = 1 m (VIII.5)
=1 x
are characterized by the relations Mk Z = k (cf. (I.35) and (I.36)).
VIII.1 Local solvability in essentially real structures

If defines an essentially real structure over of rank n then the functions j
can be taken identically zero (Theorem I.9.1). Hence Lj = /tj , j = 1 n
and the operator d equals the partial exterior derivative
n
fJ
dt f = dtj ∧ dtJ (VIII.6)
j=1 J =q tj
that is, the d -complex is nothing other than the standard de Rham complex
along the leaves of the foliation defined by . In particular, if we apply the
Poincaré Lemma (Section VII.3) we conclude that local solvability holds for
an essentially real structure near any point and at any degree.
VIII.2 Local solvability in the analytic category

Now we assume that the manifold and the given locally integrable structure
are real-analytic. In this case Corollary I.11.1 asserts that the coordinates,
functions, and vector fields described at the beginning of the chapter can all
be taken real-analytic. We shall show:
Proposition VIII.2.1. Let f ∈ Uq p have analytic coefficients and satisfy
d f = 0. If q ≥ 1 then there is u ∈ Uq−1 p, also with analytic coefficients,
solving d u = f .
Proof. We let

f= fI x t dtI
I =q
represent f ; the functions fI are thus real-analytic in a neighborhood of the

origin and
n
d f = Lj fI x t dtj ∧ dtI = 0 (VIII.7)
j=1 I =q
Let 1 ≤ r ≤ n be an integer such that f only involves dt1 dtr . Hence we

can write f = f1 + f2 , where

f1 = fI x t dtI
I =qI⊂1r−1
and

f2 = −1q−1 fJ ∪r dtr ∧ dtJ
J =q−1J ⊂1r−1
Notice in particular that (VIII.7) implies
Ls fJ ∪r = 0 s > r (VIII.8)
We then apply the Cauchy–Kowalevsky theorem in order to solve, in a

neighborhood of the origin, the problems

Lr uJ = −1q−1 fJ ∪r
(VIII.9)
uJ tr =0 = 0
Since the vector fields Lj are pairwise commuting, (VIII.8) implies
Lr Ls uJ = 0 s > r
Since moreover Ls uJ = 0 when tr = 0 it follows from the uniqueness part

in the Cauchy–Kowalevsky theorem that Ls uJ = 0 for all s > r and all J .

Consequently, if we set u = J uJ dtJ then

r−1
d u = Lj uJ dtj ∧ dtJ +
J =q−1J ⊂1r−1 j=1

Lr uJ dtr ∧ dtJ
J =q−1J ⊂1r−1
and hence (VIII.9) implies that the d -closed form d u − f only involves
dt1 dtr−1 . The proof can then be concluded by an elementary inductive
argument, whose details are left to the reader.
VIII.3 Elliptic structures

When the structure is elliptic the discussion presented at the end of Section
I.12 shows that the differential complex associated with can be locally

realized as the standard elliptic complex in Cm × Rn , n = n − m, which we
now describe and study in some detail.

Let m ∈ Z+ and write the variables in Cm × Rn as
z t = z1 zm t1 tn
We shall also write zj = xj + iyj , j = 1 m, and n = m + n .

The elliptic complex on Cm ×Rn is defined as follows: given ⊂ Cm ×Rn

open and 0 ≤ q ≤ n we set C # as being the space of all smooth
q
differential forms of the kind

f= fJK dzJ ∧ dtK fJK ∈ C (VIII.10)
J + K =q
We define the differential operator

Dq C #q −→ C #q+1 (VIII.11)
by the formula

m
u n
u
D0 u = dzj + dtk (VIII.12)
j=1 z j k=1 t k
if u ∈ C = C #0 , and by

Dq f = D0 fJK ∧ dzJ ∧ dtK (VIII.13)
J + K =q
if f is as in (VIII.10). In particular, when m = 0, we have Dq = dq , the

exterior derivative acting on q-forms.
It is clear that Dq+1 Dq = 0 and consequently (VIII.11) defines a complex D
of differential operators, whose cohomology will be denoted by HDq q =
0 n . In particular, HD0 is the space of all solutions u ∈ C of the
system D0 u = 0, that is, the space of all smooth functions on that are
holomorphic in z and locally constant in t. Furthermore, when m = 0, there
are isomorphisms between HDq and H q C, the cohomology groups
of with complex coefficients (de Rham’s theorem).

Theorem VIII.3.1. Let U ⊂ Cm be open and pseudo-convex and let " ⊂ Rn
be open and convex. Then D is solvable in U × " in degree q, for every
q ≥ 1.
Proof. For the proof it is convenient to introduce the natural decomposition

D
C U × " #q = C U × " #rs
r+s=q

where C U × " # is the space of forms of the kind
rs

f= fJK dzJ ∧ dtK
J =r K =s
Notice that C U × " #rs = 0 if either r > m or s > n . We also observe

that we have homomorphisms
z C U × " #rs −→ C U × " #r+1s
dt C U × " #rs −→ C U × " #rs+1
such that D = z + dt .

Let f ∈ C U × " #q satisfy Dq f = 0 and decompose f = rs frs ,
where frs ∈ C U × " #rs and the sum runs over the pairs r s such that
r + s = q, r ≤ m, s ≤ n . Consider, in this decomposition, the term frs whose
value of s is maximum. From the fact that Df = 0 it follows that dt frs = 0
and consequently we can apply the Poincaré Lemma (Section VII.3) in order
to find h ∈ C U × " #rs−1 such that dt h = frs . If we set f • = f − Dq−1 h

it follows that in the analogous decomposition f • = rs frs •
the maximum
•
value of s that occurs has dropped by one and Dq f = 0.
If we iterate the argument we will, after a finite number of steps, either
solve the equation Dq−1 u = f or at least find v ∈ C U × " #q−1 such that

g = f − Dq−1 v does not involve dt1 dtn . If this is the case we can write

g= gJ z tdzJ
J =q
and the fact that Dq g = 0 gives in particular that dt gJ = 0 for all J , that is,
gJ are independent of t. Hence g defines a Dolbeault class in U and by the

standard complex analysis theory we can determine w = L =q−1 wL zdzL

solving z w = g. If we set u = v + w we obtain Dq−1 u = f , which completes
the proof.
Likewise we can introduce the spaces #q , which are the spaces of
all currents of the form (VIII.11) where now the coefficients are allowed to
be elements of . By the same expressions (VIII.12) and (VIII.13) we
obtain new differential complexes

Dq #q −→ #q+1 (VIII.14)
whose cohomology will be denoted by HDq q = 0 n .

The natural injections C #q q
# commute with the operator
D and then induce homomorphisms

HDq −→ HDq (VIII.15)
Finally we shall also consider the spaces
Cc #q = f ∈ C #q supp f ⊂⊂ (VIII.16)

#q = f ∈
#q supp f ⊂⊂ (VIII.17)
The natural pairing
C #q × Cc #n−q −→ C
defined by

f * −→ f ∧ dz ∧ *
where dz = dz1 ∧ · · · ∧ dzm , extends to a bilinear form

#q × Cc #n−q −→ C
which allows us to identify #q with the topological dual of Cc
#n−q , when the latter carries its natural structure of an inductive limit of
Fréchet spaces. We shall use the standard notation of the de Rham theory: if
T ∈ #q and * ∈ Cc #n−q we shall set

T * = T ∧ * 1 = T ∧ dz ∧ *
Likewise we have a natural identification between #q and the topo-

logical dual of C #n−q , where now the latter carries its natural topology
of a Fréchet space.
We shall always consider the weak topology in the spaces #q and

#q .
Lemma VIII.3.2. If T ∈ #q , * ∈ C #n−q−1 and one of them has

compact support then

Dq T ∧ dz ∧ * = −1q+m−1 T ∧ dz ∧ Dn−q−1 *
Proof. Using the fact that C #q ⊂ #q as well as Cc #q ⊂
#q are dense inclusions we can assume that T = f is smooth. We have
d2m+n −1 f ∧ dz ∧ * = dq f ∧ dz ∧ * + −1q f ∧ dm+n−q−1 dz ∧ *

= Dq f ∧ dz ∧ * + −1q+m f ∧ dz ∧ dn−q−1 *
= Dq f ∧ dz ∧ * + −1q+m f ∧ dz ∧ Dn−q−1 *
Since

d2m+n −1 f ∧ dz ∧ * = 0
we obtain the desired conclusion.

VIII.4 The Box operator associated with D

If f g ∈ C Cm × Rn #q and one of them has compact support we set

f gq =
fJK gJK dxdydt (VIII.18)
J + K =q C ×R
m n
The formal adjoint of the operator (VIII.13) is the differential operator

D∗q C Cm × Rn #q+1 −→ C Cm × Rn #q (VIII.19)
defined by the expression

Dq f u q+1 = f D∗q u q (VIII.20)

where u ∈ C Cm × Rn #q+1 and f ∈ C Cm × Rn #q , the latter with
compact support.
We then set D−1 = Dn+1 = 0 and define
q = Dq−1 D∗q−1 + D∗q Dq (VIII.21)
Notice that q is a second-order differential operator acting on the space

C Cm × Rn #q . Actually an elementary but long computation shows that

q f = PfJK dzJ ∧ dtK (VIII.22)
J + K =q
where f is as in (VIII.10) and

m
2 n
2
P=− − 2
(VIII.23)
j=1 zj zj k=1 tk
The following crucial properties of the operators q , q = 0 1 n will

be used in the sequel:
Dq q = q+1 Dq = Dq D∗q Dq (VIII.24)
D∗q q+1 = q D∗q = D∗q Dq D∗q (VIII.25)

0 is hypoelliptic in Cm × Rn (VIII.26)
n
Moreover, since any open subset of Cm ×R is P-convex for singular supports
([H3]), we also have

Given any open set ⊂ Cm × Rn the maps (VIII.27)

q #q −→ #q are surjective

Proposition VIII.4.1. For any open set ⊂ Cm × Rn the maps (VIII.15)
are isomorphims. More precisely:
(i) If u ∈ satisfies D0 u = 0 then u ∈ C .

(ii) If q ≥ 1 and if u ∈ #q−1 is such that Dq−1 u ∈ C #q then
there is v ∈ C #q−1 such that Dq−1 u = Dq−1 v.
(iii) If q ≥ 1 and if f ∈ #q satisfies Dq f = 0 then there are g ∈
C #q and u ∈ #q−1 such that f − g = Dq−1 u.
Proof. (i) is a consequence of (VIII.26), since 0 = D∗0 D0 . Next take u as

in (ii) and apply (VIII.27). We can solve
q−1 w = u

for some w ∈ #q−1 . Then, by (VIII.24),
Dq−1 u = Dq−1 q−1 w = q Dq−1 w
If we apply (VIII.26) we conclude that Dq−1 w ∈ C #q and consequently

v = D∗q−1 Dq−1 w ∈ C #q−1 . Since using (VIII.24) we also have
Dq−1 u = Dq−1 q−1 w = Dq−1 D∗q−1 Dq−1 w = Dq−1 v
(ii) is proved.
Finally let f be as in (iii) and solve
q U = Dq−1 D∗q−1 U + D∗q Dq U = f

for some U ∈ #q−1 . We set u = D∗q−1 U and g = D∗q Dq U . In order to
conclude the proof it remains to show that g is smooth. But (VIII.24) and
(VIII.25) imply
q g = q D∗q Dq U = D∗q q+1 Dq U = D∗q Dq q U = D∗q Dq f = 0
By (VIII.26) g is smooth and we are done.
Remark VIII.4.2. The preceding argument gives indeed the proof of a

stronger statement than (iii): every cohomology class in HDq contains
a representative which is in the kernel of q (and consequently it is real-
analytic).
By a similar argument we have:

Proposition VIII.4.3. If is any open set on Cm × Rn then
HDn = 0
Proof. Given f ∈ C #n we apply (VIII.26) and (VIII.27) in order to

find v ∈ C #n solving
n v = f (VIII.28)
in . Since moreover n = Dn−1 D∗n−1 we then have Dn−1 u = f , where u =
D∗n−1 v ∈ C #n−1 , thanks to (VIII.28).

Consider the function E ∈ L1loc Cm × Rn defined by
⎧
⎪ 2 −m−n /2+1
⎪
⎪ −1
mn z + t/2
2
if m ≥ 1,
⎨
−t/2 t if m = 0, n = 1,
Ez t =
⎪
⎪ −log t /2) if m = 0, n = 2,
⎪
⎩ −1
2 −m−n /2+1
mn z + t/2
2
if m = 0 and n ≥ 3,

where mn = 2n −2 2m + n − 2 S 2m+n −1 . It is a well-known fact that E is a

fundamental solution of P. If we then set, for U ∈ Cm × Rn #q ,

EU = E UJK dzJ ∧ dtK (VIII.29)
J + K =q
we obtain
q E U = q E U = U (VIII.30)

Dq−1 D∗q−1 E U + D∗q E Dq U = U (VIII.31)
We push the argument further. Let be a regular, bounded open subset of

Cm × Rn . If f ∈ C #q we consider f ∈ Cm × Rn #q , where
denotes the characteristic function of . We obtain, from (VIII.31),

f = Dq−1 D∗q−1 E f + D∗q E Dq f + D∗q E D0 ∧ f
(VIII.32)
If we now introduce the operators
Gq C #q −→ C #q−1 Hq C #q −→ C #q
defined by the expressions
Gq f = D∗q−1 E f Hq f = D∗q E D0 ∧ f (VIII.33)
formula (VIII.32) then gives a natural extension of the so-called Bochner–
Martinelli formula:

Theorem VIII.4.4. If is a regular, bounded open subset of Cm × Rn with
a smooth boundary and if f ∈ C #q then
Dq−1 Gq f + Gq+1 Dq f + Hq f = f (VIII.34)
Observe that E is real-analytic in the complement of the origin and that

supp D0 ⊂ and so there exists a neighborhood • of in the complex-

ification of Cm × Rn such that the following is true: for every f ∈ #q
the coefficients of Hq f extend as holomorphic functions to • . This fact,
in conjunction with Proposition VIII.2.1, provides another proof for the local
solvability of the complex D.
VIII.5 The intersection number

We fix a pair of open subsets of Cm × Rn , with ⊂ , and an
integer q ≥ 1. The intersection number for the pair in degree q is the
C-bilinear form defined on the product
f ∈ C #q Dq f = 0 × " ∈ Cc #n−q Dn−q " = 0
defined by

Iq f " = f ∧ dz ∧ "
The intersection number for the pair in degree 0 is the C-bilinear
form defined on the product

f ∈ C D0 f = 0 ×" ∈ Cc #n F dz ∧ " = 0

∀F ∈ C Cm × Rn D0 F = 0
defined by

I0 f " = f dz ∧ "
We have the following result:
Proposition VIII.5.1. Let q ≥ 1. The intersection number Iq vanishes

identically if and only if for every f ∈ C #q satisfying Dq f = 0 its
restriction to belongs to the closure of the image of the map
Dq−1 C #q−1 −→ C #q (VIII.35)
Proof. Let f ∈ C #q satisfy Dq f = 0. If
f = lim Dq−1 u in C #q

→
for some sequence u in C #q−1 , and if " ∈ Cc #n−q satisfies
Dn−q " = 0, we have

Iq f " = lim Dq−1 u ∧ dz ∧ " = lim −1q+m u ∧ dz ∧ Dn−q " = 0
→ →
thanks to Lemma VIII.3.2.

For the converse we reason by contradiction and apply the Hahn–Banach
theorem. Thus we assume that there are f0 ∈ C #q satisfying Dq f0 = 0
and T ∈ #n−q such that
T f0 = 1 T Dq−1 u = 0 ∀u ∈ C #q−1
In particular we have Dn−q T = 0.

Let now & ∈ Cc Cm × Rn be such that & = 1 and set, for % > 0,
1 z t
&% z t = 2m+n &
% % %
If we introduce the regularizations

"% = &% T ∈ Cc Cm × Rn #n−q
then there is %0 > 0 such that "% ∈ Cc #n−q if 0 < % ≤ %0 . Moreover,
"% → T in #n−q and Dn−q "% = &% Dn−q T = 0 for every % > 0. Now

f0 ∧ dz ∧ "% = "% f0 −→ T f0 = 1
and consequently there is 0 < %1 ≤ %0 such that

Iq f0 "%1 = f ∧ dz ∧ "%1 = 0
Next we turn to the case q = 0:
Proposition VIII.5.2. The intersection number I0 vanishes identically if

and only if the following holds:
For every f ∈ C satisfying D0 f = 0 there is (VIII.36)

F ⊂ C Cm × Rn satisfying D0 F = 0 such that
F −→ f in C
Proof. The proof that (VIII.36) implies the vanishing of I0 is immediate.
We then prove the converse and for this we argue by contradiction as in the
proof of Proposition VIII.5.1. Thus we assume that there is f0 ∈ C

satisfying D0 f = 0 for which no sequence F ⊂ C Cm × Rn as stated
exists and apply once more the Hahn–Banach theorem: there is T ∈ #n
such that
T f0 = 1 (VIII.37)

T F = 0 ∀F ∈ C Cm × Rn D0 F = 0 (VIII.38)

We next observe that the vanishing of HD1 Cm × Rn (Theorem VIII.3.1)
implies, in particular, that the homomorphism of Fréchet spaces

D0 C Cm × Rn −→ C Cm × Rn #1
has closed image. Consequently its transpose, which is the map

Dn Cm × Rn #n−1 −→ Cm × Rn #n
has a weakly closed image, that is, its image is precisely the orthogonal of

the kernel of D0 C Cm × Rn → C Cm × Rn #1 in Cm × Rn #n .
Returning to our argument we conclude from (VIII.38) that there exists

S ∈ Cm × Rn #n−1 such that Dn−1 S = T .
As in the proof of Proposition VIII.5.1 we introduce once more the regu-
larizations

"% = &% T ∈ Cc Cm × Rn #n
There is %0 > 0 such that "% ∈ Cc #n if 0 < % ≤ %0 . Furthermore, if

F ∈ C Cm × Rn satisfies D0 F = 0 then

F dz ∧ "% = F dz ∧ &% Dn−1 S = F dz ∧ Dn−1 &% S

= −1m−1 D0 F ∧ dz ∧ &% S = 0
for 0 < % ≤ %0 and also

%→0
I0 f0 "% = f0 ∧ dz ∧ "% −→ 1
thanks to (VIII.37), which leads to the desired contradiction.
Remark VIII.5.3. It follows from the argument in the proof of Proposition

VIII.5.2 that the space Cm × Rn can be replaced in (VIII.36) by any open
set containing and of the form U × ", where U and " are as in Theorem
VIII.3.1.
Corollary VIII.5.4. Assume that m = 0 and let ⊂ be open subsets

of Rn . Then, if q ≥ 1, the vanishing of Iq is equivalent to the vanishing
of the natural map induced by restriction H q C → H q C. Also, the
vanishing of I0 is equivalent to the property that is contained in a

single connected component of .
Proof. Thanks to de Rham’s theorem we can assert:
(a) The exterior derivative defines a map with closed image when defined
on an arbitary smooth manifold.
(b) The d-cohomology is isomorphic to the standard singular cohomology
with complex coefficients for any smooth manifold.
These two properties in conjunction with Proposition VIII.5.1 prove the asser-
tion for q ≥ 1. Furthermore, since a scalar function is d-closed if and only if
it is locally constant, the assertion for q = 0 is an immediate consequence of
Proposition VIII.5.2.
We shall now draw an important corollary of Propositions VIII.5.1 and

VIII.5.2. Let be a regular, bounded open subset of Cm × Rn . Since we are

dealing with an elliptic structure on Cm × Rn it follows that is nonchar-
acteristic and consequently we can apply the one-sided approximate Poincaré
Lemma (Theorem VII.8.4) and obtain:

Corollary VIII.5.5. Let p ∈ . Given any neighborhood W of p in Cm ×Rn
there is another such neighborhood W ⊂⊂ W such that IqW ∩W ∩ = 0 for
all q = 0 m + n .
VIII.6 The intersection number under certain

geometrical assumptions
In this section we shall give a special meaning to one of the complex vari-
ables. Thus we shall assume m ≥ 1 and write the complex variables as

z1 z w, where now m = + 1. If is an open subset of Cm × Rn we
shall denote by the space of all u ∈ C which satisfy u/w = 0.

If is an open subset of Cm × Rn and if w0 ∈ C we shall write
w0 = z w t ∈ w = w0
In the sequel, when dealing with functions defined on w0 , we shall identify

the latter with the open subset of C × Rn given by z t ∈ C × Rn
z w0 t ∈ w0 . We start with an important result:

Proposition VIII.6.1. Let ⊂ Cm × Rn be open and /w-convex, that is:
The homomorphism /w C → C is surjective. (VIII.39)
Then given w0 ∈ C the restriction map → C w0 is surjective.
Proof. There is a continuous function w0 → 0 such that the open

set
= z w t z w0 t ∈ w0 w − w0 < z t
is contained in . Let f = fz t ∈ C w0 and select f • ∈ C such

that f • z w t = fz t if z w t ∈ /2 . In particular, f • w0 = f and
f •
=0 in /2 (VIII.40)
w
We must find g ∈ C such that
Fz w t = f • z w t + w − w0 gz w t
belongs to . For this we must have

f • g •
+ w − w0 = 0
w w
which is possible to achieve, since by hypothesis and by (VIII.40) we can
solve the equation
g • f •
= −w − w0 −1
w w
in order to determine the desired g.
Denote by C #q , q = 0 n−1, the space of all forms in C #q

which do not involve dw, that is, the space of all forms of the kind

f= fJK dzJ ∧ dtK (VIII.41)
J + K =q
with fJK ∈ C . It is important to observe that if f is as in (VIII.41) and

satisfies Dq f = 0 then a fortiori we have fJK ∈ for every J and K.
Notice also that the pullback of an element in C #q to any slice w0
is simply obtained by setting w = w0 in its coefficients.

Proposition VIII.6.2. Let ⊂ be open subsets of Cm ×Rn , both satisfying
(VIII.39). If for some q ≥ 1 the homomorphism HDq → HDq is trivial
then for every w0 ∈ C and every f ∈ C w0 #q−1 satisfying Dq−1 f = 0
there is F ∈ C #q−1 satisfying Dq−1 F = 0 and Fz w0 t = fz t on
w0 .
Proof. Let f = fz t ∈ C w0 #q−1 satisfy Dq−1 f = 0. We apply

Proposition VIII.6.1 in order to get f • z w t ∈ C #q−1 , with coeffi-
cients in , such that f • z w0 t = fz t. We have
Dq−1 f • z w0 t = Dq−1 fz t = 0
and consequently we can write Dq−1 f • = w −w0 G for some G ∈ C #q ,
also with coefficients in . It is clear that Dq G = 0 and thus by hypothesis
there is u ∈ C #q−1 satisfying Dq−1 u = G in . Write
u = u0 + u1 ∧ dw
with uj ∈ C #q−j−1 , j = 0 1. We now use the fact that also satisfies
(VIII.39) in order to solve
v
= −1q u1
w
with v ∈ C #q−2 (we set v = u1 = 0 if q = 1). A simple computation
shows that u − Dq−2 v ∈ C #q and consequently if we set

F = f • − w − w0 u − Dq−2 v
we obtain F ∈ C #q , Fz w0 t = fz t, and
Dq−1 F = Dq−1 f • − w − w0 Dq−1 u = w − w0 G − Dq−1 u = 0
We can now prove:

Theorem VIII.6.3. Let ⊂ ⊂ be open subsets of Cm × Rn , all of
them satisfying (VIII.39). Let q ≥ 1 and assume that Iq−1 = 0 and that

HD → HD is the trivial map. Then Iw0 w0 = 0 for every w0 ∈ C.
q q q−1
Proof. First we observe that, after taking regularizations, the vanishing of

= 0 allows one to assert that
Iq−1

F ∧ dz ∧ dw ∧ T = 0 (VIII.42)
for every F ∈ C #q−1 satisfying Dq−1 F = 0 and every T∈ #n−q+1
satisfying Dn−q+1 T = 0 (when q = 1 this condition must be replaced by

T G = 0 for every G ∈ C Cm × Rn satisfying D0 G = 0).
Fix w0 ∈ C and let f ∈ C w0 #q−1 , " ∈ Cc w0 #n−q be both

D-closed (we assume " ∈ g ∈ C C ×Rn D0 g = 0 ⊥ when q = 1). Thanks
to our hypotheses we can apply Proposition VIII.6.2 in order to obtain F ∈
C #q−1 satisfying Dq−1 F = 0 and F w=w0 = f .
On the other hand, if we write

"= "JK z t dzJ ∧ dtK
J + K =n−q
and define T" ∈ #n−q+1 by the formula

T" = "JK z t ⊗ w − w0 dzJ ∧ dw ∧ dtK
J + K =n−q

we have Dn−q+1 T" = 0 and also T" ∈ G ∈ C Cm × Rn D0 G = 0 ⊥ when
q = 1. Then (VIII.42) gives

Iq−1
w0 w0 f " = F w=w0 ∧ dz ∧ " = ± F ∧ dz ∧ dw ∧ T" = 0
which concludes the proof.
VIII.7 A necessary condition for one-sided solvability

We keep the notation established in Section VIII.6 and consider now a regular

open subset of Cm × Rn . We fix a defining function & for : thus & is a
smooth, real-valued function such that is defined by the equation & = 0,
with d& = 0 on .
Theorem VIII.7.1. Let p ∈ be such that

&
p = 0 (VIII.43)
w
Then if for some q ≥ 1 D is solvable near p in degree q with respect to
it follows that the following property holds: given any open neighborhood U

of p in Cm × Rn there is another such neighborhood V ⊂ U such that, for
every w0 ∈ C, the intersection number Iq−1w0 ∩Uw0 ∩V vanishes identically.
This result is a direct consequence of Theorem VIII.6.3 in conjunction with

Corollary VIII.5.5 and the following proposition:
Proposition VIII.7.2. Suppose that (VIII.43) is satisfied. Then there is an

open neighborhood W of p in Cm × Rn such that given any open convex set
D ⊂ W the set D ∩ is /w-convex.
Proof. It suffices to prove the analogous statement for the operator

2
$w = 4
ww
VIII.7 A necessary condition for one-sided solvability 347
since every open set which is $w -convex is a fortiori /w-convex.

We write w = s + ir, p = z0 s0 + ir0 t0 , and assume, say, that &/r = 0
at p. By the implicit function theorem, there are an open neighborhood W of

p and a smooth function * C × R × Rn → R such that *z0 s0 t0 = r0 and
W ∩ = z w t ∈ W r < *z s t

Now the set = z w t ∈ Cm × Rn r < *z s t is $w -convex since
$w is real and any normal to is not a characteristic vector for $w ([H1],

theorem 3.7.4). Consequently, given any open convex set D ⊂ Cm × Rn , the
set D ∩ , being the intersection of $w -convex open sets, is also $w -convex.
If we finally observe that if D ⊂ W then D ∩ = D ∩ , the result follows
at once.
Remark VIII.7.3. As in Section VII.12, we introduce the spaces of germs:
C p #q = lim C U ∩ #q

U →p
C p #q = lim C U ∩ #q

U →p
It can be proved, via methods of hyperfunction theory, that if solvability

for D near p in degree q with respect to does not occur then there is
f ∈ C p #q for which no u ∈ C p #q−1 satisfies Du = f . In particular,
Corollary VIII.5.5 also gives a necessary condition for solvability for D near
p in degree q with respect to .
In the particular case when m = 1, Corollary VIII.5.4 allows us to state the

necessary condition in terms of the de Rham cohomology. We give first a
definition.
Definition VIII.7.4. Assume that m = 1 and let p ∈ . We shall say condition

q (q ≥ 1) holds at p with respect to if given any open neighborhood U

of p in C × Rn there is another such neighborhood V ⊂ U such that, for all
w0 ∈ C, the natural homomorphism H q w0 ∩ U C → H q w0 ∩ V C
is trivial. We further say that condition 0 holds at p with respect to

if given any open neighborhood U of p in C × Rn there is another such
neighborhood V ⊂ U such that, for all w0 ∈ C, w0 ∩ V is contained in
one of the connected components of w0 ∩ U .
Corollary VIII.7.5. Suppose that m = 1 and that (VIII.43) is satisfied. Then

if for some q ≥ 1, D is solvable near p ∈ in degree q with respect to it
follows that condition q−1 holds at p with respect to .
VIII.8 The sufficiency of condition 0

We shall now show the sufficiency, in a weak form, of condition 0 for
solvability near p ∈ in degree 0 with respect to under the stronger
assumption that
The boundary of is real-analytic. (VIII.44)
In other words, we shall assume that is defined by & > 0, where & is real-
valued, real-analytic and such that is defined by & = 0, with &/z = 0
near p.
The next result is the key tool for the proof of the result. In all the arguments

that follow we shall denote by ) C × Rn → C the projection )z t = z.
We assume that the central point in the analysis is p = z0 t0 ∈ in

C × Rn . By applying the implicit function theorem we can assume that
&z t = y − !x t z = x + iy (VIII.45)
where ! is real-analytic and !x0 t0 = y0 .

We shall also denote by Vp the set of all open sets D of the form R × ",
where R (resp. ") is an open square in C with sides parallel to the coordinate

axes (resp. open ball in Rn ) centered at z0 ∈ C (resp. t0 ∈ Rn ).
Proposition VIII.8.1. Assume that both (VIII.44) and condition 0 hold.
Then given any D ∈ Vp there is D• ⊂⊂ D also belonging to Vp and a
constant M > 0 such that, for any z ∈ C, any two points in z ∩ D• can
be joined by a piecewise real-analytic curve contained in z ∩ D and with
length ≤ M.
Proof. Given D as in the statement we take D1 ⊂⊂ D also in Vp and

apply condition 0 : there is D• ⊂ D1 , also in Vp such that, for any z ∈ C,
z ∩ D• is contained in a single component of z ∩ D1 .

Next we observe that the set K = D1 ∩ is compact and sub-analytic.
We then apply a standard result on the theory of subanalytic sets which can
be found in ([Har], section 8): there is M > 0 such that any two points in
a component of ) −1 z ∩ K may be joined by a piecewise analytic arc in
) −1 z ∩ K of length ≤ M.
Hence if t s belong to z ∩ D• they belong to a component of z ∩ D1
and consequently to a component of ) −1 z ∩K. Since ) −1 z ∩K ⊂ z∩D
the result follows.
The key point in the argument is the following result:

VIII.8 The sufficiency of condition 0 349
Proposition VIII.8.2. Under the same hypotheses as in Proposition VIII.8.1,

given D ∈ Vp there are D ∈ Vp, D ⊂⊂ D and a constant C > 0 such that
the following is true: given u ∈ ∩D∩ ∩D there is v ∈ ∩D
such that dt v = dt u and
sup vz ty − !x t ≤ Cdt uL ∩D (VIII.46)

zt∈∩D
Before we embark on the (rather long) proof of this result, we will show
how it can be used to derive our one-sided solvability result.
Corollary VIII.8.3. Assume (VIII.44) and that condition 0 holds. Then
given any D0 ∈ Vp there is D ⊂⊂ D0 also belonging to Vp such that
for every f ∈ C ∩ D0 #1 satisfying D1 f = 0 there is v ∈ C ∩ D
satisfying D0 v = f in ∩ D and
sup vz ty − !x t <

zt∈∩D
Notice that, in particular, (VIII.44) and condition 0 imply solvability for
D near p in degree 1 with respect to (cf. Remark VIII.7.3).
Proof. Write

n
f = f0 dz + fj dtj
j=1
If we extend f0 to a smooth function on D0 and then solve v/z = f0 in D0

we obtain a new form f −D0 v ∈ C ∩D0 #1 which has no dz-component.
In other words, we can start with f ∈ C ∩ D0 #1 of the form

n
f= fj dtj
j=1
Notice that D1 f = 0 means that dt f = 0 and that each coefficient fj is

holomorphic in z, that is, fj ∈ ∩ D0 .
We apply the Approximate Poincaré Lemma: there is D ∈ Vp, D ⊂ D0
(which is independent of f ) and a sequence u ∈ C ∩D such that D0 u →
f in C ∩ D #1 . Notice that this means
u
d t u → f in C ∩ D #1 →0 in C ∩ D
z
Consider now a linear, continuous extension operator
E C ∩ D −→ C D
and if D = R × " let

1 u 1
A z t = E z t dx dy
) R z z − z
It is easily seen that A → 0 as → in C D and, clearly,
u A
= in ∩ D
z z
If we substitute u −A for u we then obtain a new sequence u ∈ C ∩D
such that
dt u → f in C ∩ D #1 , u is holomorphic in z. (VIII.47)
Finally we take D• ⊂⊂ D as in Proposition VIII.8.2 and apply its conclusion
to u = u : we can find v ∈ ∩ D such that dt v = dt u and, for some
constant C > 0,
sup v z ty − !x t ≤ C ∀
zt∈∩D
But then some subsequence vk converges weakly to a function v which satis-
fies the required properties. This concludes the proof of Corollary VIII.8.3.
VIII.9 Proof of Proposition VIII.8.2

We take D• = R• ×"• ⊂⊂ D as in Proposition VIII.8.1 and start by constructing

a suitable covering of ∩ D• . Set = ) ∩ D• and for each a ∈ Rn we set

Wa = z ∈ C z a ∈ ∩ D•
Notice that Wa is an open covering of . We also set

Ua = ) −1 Wa ∩ ∩ D• (VIII.48)
Then Ua is an open covering of ∩ D• and z t ∈ Ua implies z a ∈
∩ D• . Using the curves given in Proposition VIII.8.1 and the corresponding
bound for their lengths we obtain
uz t − uz a ≤ Mdt uL ∩D z t ∈ Ua (VIII.49)
The family u· a defines a holomorphic one-cochain with respect to the
open covering Wa of which satisfies
uz a − uz b ≤ Mdt uL ∩D z ∈ W a ∩ Wb (VIII.50)
We shall now construct a new one-cochain wa ∈ Wa such that wa − wb =

u· a − u· b on Wa ∩ Wb and for which each term wa can be estimated, on
Wa , in terms of the right-hand side of (VIII.50).
Such a one-chain will be constructed through the following standard argu-
ment: start with a partition of unity *j , 0 ≤ *j ≤ 1, subordinate to the
covering Wa , that is for each j there corresponds aj such that *j ∈ Cc Waj
and set

ga z = *k z uz a − uz ak
k

Then ga ∈ C Wa and ga − gb = u· a − u· b in Wa ∩ Wb . Notice that this
last equality implies ga /z = gb /z in Wa ∩ Wb and consequently there is
G ∈ C , G = ga /z in Wa for every a. Finally we solve
F
=G (VIII.51)
z
in , with F ∈ C , and set wa = ga − F .
Observe that such a solution F always exists (every open subset of C is a
domain of holomorphy!) but in order to obtain (VIII.46) we will be forced to
make a further contraction in the domain.
We have

ga z ≤ *k z uz a − uz ak ≤ Mdt uL ∩D z ∈ Wa
k
for every a and thus the proof will be completed if we can show that, for
some suitable choice of the partition of unity *j , we can obtain a solution F
to (VIII.51) on R ∩ , with R ⊂ R• another square centered at z0 , satisfying
Fzy − !z t ≤ M1 dt uL ∩D z t ∈ ∩ D (VIII.52)

where D = R∗ × "• ∈ Vp.
Indeed v ∈ ∩ D , defined on Ua ∩ D as
u − u· a − wa = u − u· a − ga + F
satisfies dt v = dt u and (VIII.46).
In order to achieve (VIII.52) we start by observing that
& & & &
& ga & & *k &
& & & &
& z z& ≤ Mdt uL ∩D & z z& z ∈ Wa (VIII.53)
k
and take a closer look on the coverings Ua and Wa . We have
= z ∈ R• ∃t ∈ "• &z t > 0
Wa = z ∈ R• &z a > 0
We set
z = sup &z t = max &z t
t∈"• t∈"•
In particular, is Lipschitz continuous. Also

= z ∈ R• z > 0
Set z = minz dist z and observe that is also Lipschitz contin-
uous. We then recall Lemma IV.3.11:
Lemma VIII.9.1. Let % > 0 be arbitrary. There is an open covering of by

squares Qj , with sides parallel to the coordinate axes, having the following
properties:
diam Qj ≤ % inf z (VIII.54)
Qj

There are *j ∈ Cc Qj , 0 ≤ *j ≤ 1, such that *j = 1 and (VIII.55)
& &
& *j &
& & −1
& z z& ≤ Cz
j
Next we claim that if we take % < 1/2K, where K is a Lipschitz constant

for &, then for each j there is aj such that Qj ⊂ Waj . Indeed let z ∈ Qj and
take t ∈ "• such that z = &z t . If z ∈ Qj we have z − z ≤ %z
and consequently
&z t = &z t − &z t + &z t
≥ z − K z − z
≥ z − %Kz
1
≥ z > 0
2
whence our assertion.
For this choice of partition of unity (VIII.53) gives
Gz ≤ 2MCdt uL ∩D z−1 z ∈ (VIII.56)
Since &z0 t0 = 0 we have z0 ≥ 0. The case z0 > 0 is almost
elementary, for we can take R ⊂ in such a way that z ≥ c > 0 in R and
consequently the solution to (VIII.51), given by F defined via the formula
1 Gz
Fz = dx dy
z−z
)
satisfies
Fz ≤ M1 dt uL ∩D z ∈ R
Let us then assume that z0 = 0. We now take R as stated and such that
z ∈ R &⇒ z = z (VIII.57)
Notice that, thanks to (VIII.45), we have
z = y − .x .x = inf !x t

t∈"•
and then
∩ R = z ∈ R∗ y > .x
We now apply the standard identity

1 1 1 z −
= +
z − z z − z − z z−
in order to obtain
Gz Gz
dx dy = dx dy
∩R z − z ∩R z − x − i.x

Gz y − .x
−i dx dy
∩R z − z z − x − i.x
2
Since the first term on the right-hand side is holomorphic in ∩ R we can

solve (VIII.51) by taking
1 Gz y − .x
Fz = dx dy z ∈ ∩ R (VIII.58)
)i ∩R z − z z − x − i.x
It remains to verify (VIII.52). From (VIII.56) and (VIII.57) we obtain
y − .x Fz ≤M2 dt uL ∩D

1 y − .x
× · dx dy z ∈ ∩ R (VIII.59)
∩R z − z x − x + y − .x
To conclude we just observe that, since . is Lipschitz,
y − .x y − .x + M3 x − x
≤ ≤ M3 + 1
x − x + y − .x
x − x + y − .x
and hence (VIII.59) implies
y − .x Fz ≤ M4 dt uL ∩D
We have thus proved (VIII.52) since
z t ∈ ∩ D &⇒ z ∈ R t ∈ "• y > !x t

&⇒ y − !x t ≤ y − .x
The proof of Proposition VIII.8.2 is now complete.
VIII.10 Solvability for corank one analytic structures

Since the solution v obtained in Corollary VIII.8.3 is holomorphic with respect
to z and has tempered growth when z t → ∩ D the results in Chapter
VI show that its boundary value is a well-defined distribution on ∩ D of
order ≤ 2. If in addition we also assume the validity of condition 0 at p

with respect to C × Rn \, and if we denote by • the bundle spanned by the

vector fields /z, /tj , j = 1 n and by L = D the complex induced
by the elliptic complex D on , an almost immediate extension of (a) in
Theorem VII.12.1 gives:
Given an open neighborhood U of p in there is another (VIII.60)

•
such neighborhood V ⊂ U such that, given f ∈ U U

satisfying Lf = 0 there is u ∈ 2 V solving Lu = f in V .
Consider the complex vector fields

−1
& &
L•j = − j = 1 n
tj z tj z
Near p the vector fields L•j are tangent to and their restriction to span
• . As before we describe by the equation y − !x t = 0, with
! real-analytic and take x y t as local coordinates in . In these local

coordinates the vector fields Lj = L•j are written as
i!tj
Lj = − j = 1 n (VIII.61)
tj 1 + i!x x
Hence • is exactly the locally integrable structure defined on a neigh-

borhood of the point p in Rn +1 which is orthogonal to the sub-bundle of

CT ∗ Rn +1 spanned by dZ, where Zx t = x + i!x t.
The reverse argument is also true, that is, any smooth locally integrable

structure of corank one, say in a neighborhood of the origin in Rn +1 , arises
VIII.10 Solvability for corank one analytic structures 355

from the restriction of the elliptic structure • on C × Rn to a hypersurface 0

in C × Rn . Indeed if we choose local coordinates x t = x t1 tn in a

neighborhood of the origin in Rn +1 in such a way that the orthogonal of is
generated by the differential of Zx t = x +i!x t, with ! smooth and real-
valued, and if we denote by 0 the image of the imbedding x t → Zx t t,
it follows easily that = • 0.
Keeping this notation, and recalling Corollary I.10.2, we can (and will)
even assume that !0 0 = !x 0 0 = 0. We emphasize that is spanned
by the pairwise commuting vector fields (VIII.61). We further take a small

open neighborhood V of the origin in C × Rn and set
V+ = z t ∈ V z = x + iy y > !x t
V− = z t ∈ V z = x + iy y < !x t
Definition VIII.10.1. We shall say that condition (P)0 holds at the origin
for the locally integrable structure if condition 0 holds at the origin in

C × Rn with respect to both V+ and V− .
We shall then prove:
Theorem VIII.10.2. Let be a corank one, real-analytic, locally integrable

structure defined in an open neighborhood of the origin in Rn +1 and let d
be the associated differential complex. Then d is solvable near the origin in
degree one if and only if condition (P)0 holds at the origin.
Proof. The necessity of condition (P)0 follows from Theorem VII.12.1,

Corollary VIII.8.3 and Remark VIII.7.3.
We now embark on the proof of the sufficiency. Let us denote by W0 the

family of all open neighborhoods of the origin in Rn +1 of the form U = I × ",
where I (resp. ") is an open interval (resp. ball) centered at the origin in

R (resp. Rn ). If p q ∈ R2 and if U ∈ W0 we shall denote by L2rs loc
U
the local Sobolev space of order r with respect to x and of order s with
respect to t.
We recall that if we set M = Zx−1 /x then the vector fields L1 Ln M,
(cf. (VIII.61)), are pairwise commuting, linearly independent (see (I.38)).
We now make use of (VIII.60). Then there is r0 s0 ∈ R2 such that the
following is true: given U ∈ W0 there is U = I × " ∈ W0, U ⊂⊂ U ,
such that given

n
fx t = fj x t dtj ∈ U U Lf = 0 (VIII.62)
j=1
there is v ∈ Lloc 0 0 U satisfying Lv = f in U .

2r s
We then fix f as in (VIII.62). Noticing that, for each k ∈ N, M 2k f is

also L-closed (here M 2k acts componentwise on the one-form f ), we can find
vk ∈ Lloc 0 0 U solving Lvk = M 2k f in U . Next we solve, in U , M 2k wk = vk .
2r s
Thus
M 2k Lwk − f = 0
and consequently we can write

2k−1
Lwk − f = gjk t Zx tj
j=0
where gjk are dt -closed one-forms with distributional coefficients. We can

find distributions Gjk ∈ " such that dt Gjk = gjk and hence we have
B C

2k−1
L wk + Gjk t Zx t = f
j
(VIII.63)
j=0
2r +2ks0
Since wk ∈ Lloc 0 U it follows that
2r +2k−1s0 −1
Lwk − f ∈ Lloc 0 U
2s −1
and hence gjk ∈ Lloc 0 " . Consequently Gjk ∈ Lloc 0 " and then, if we set
2s

2k−1
uk = wk + Gjk t Zx tj
j=0
we have
2r +2ks0
Luk = f uk ∈ Lloc 0 U (VIII.64)
Explicitly (VIII.64) means

uk i!tj uk
= + fj j = 1 n
tj 1 + i!x x
This expression implies that it is possible to trade differentiability with respect
to x for differentiability with respect to tj , j = 1 n , that is, we also have
2r +ks +k
uk ∈ Lloc 0 0 U .
Let U• ∈ W0, U• ⊂⊂ U . By the Sobolev imbedding theorem it then
follows that for each ∈ N we can find a solution u• ∈ C U• to the equation
Lu• = f in U• .
We finally apply, for each ∈ N, the C -version of the Baouendi–Treves
approximation formula (cf. Theorem II.1.1). There are U1 ∈ W0, U1 ⊂⊂ U• ,
Notes 357
depending only on U• and on , and a sequence of holomorphic polynomials

p ⊂ C z such that
1
u•+1 − u• − p ZC U1 ≤ (VIII.65)
2
If we set
u1 = u•1 u = u• − p1 Z − − p−1 Z ≥ 2
then (VIII.65) gives

1
u+1 − u C U1 ≤
2
This shows that, for each p ∈ N, the sequence u ≥p converges to an element
u ∈ C p U1 , of course independent of p, and belonging to U1 . Since
moreover Lu = f in U1 for every we also have Lu = f in U1 .
The proof of Theorem VIII.10.2 is complete.
Notes
Until now, complete answers for local solvability in locally integrable struc-
tures, besides the cases n = 1 (a situation which has already been discussed in
Chapter IV), defines an essentially real structure (Section VIII.1) and when
defines an elliptic structure (Theorem VIII.3.1) are known in the following
cases: (i) defines a nondegenerate locally integrable CR structure of codi-
mension one ([AH2]); (ii) defines a nondegenerate real-analytic structure
([T9]); (iii) m = 1 ([CorH3]).
We also mention a necessary condition for nondegenerate CR structures
of arbitrary codimension proved in [AFN], which was extended to general
locally integrable structures with additional nondegeneracy conditions in [T5].
The notion of intersection number and the necessary condition given in
Theorem VIII.11.4 is due to [CorT1].
As far as sufficiency is concerned, we point out the works by Kashiwara–
Schapira ([KaS]) and Michel ([Mi]), which deal with locally integrable CR
structures of codimension one and whose Levi form satisfies weaker nonde-
generacy conditions.
Locally integrable structures with m = 1: for this class of locally integrable
structures we have seen in Sections VIII.7 and VIII.8 that condition (P)0 is
necessary and (in the real-analytic category) sufficient for local solvability
near the origin (cf. Corollary VIII.7.5 and Theorem VIII.10.2). This result
can be generalized much more. Let us introduce, for each q = 0 1 n − 1,

the following property:
(P)q Given any open neighborhood V of the origin there is another such
neighborhood V ⊂ V such that, for every regular value z0 ∈ C of the
map Z, either Z−1 z0 ∩ V = ∅ or else the homomorphism
H̃q Z−1 z0 ∩ V −→ H̃q Z−1 z0 ∩ V
induced by the inclusion map
Z−1 z0 ∩ V ⊂ Z−1 z0 ∩ V
vanishes identically. Here H̃∗ denotes the reduced homology with complex
coefficients.
In 1981 F. Treves proposed the following conjecture: local solvability near

the origin holds for if and only if property Pq−1 is verified. Several articles
were published towards its verification; see [MenT], [CorH1], [CorH2],
[CorT3], [ChT]. The complete proof of the conjecture was finally achieved
in [CorH3]. The main point in the proof of Theorem VIII.10.2 that we
presented is the use of the special covering (VIII.48), an idea inspired by the
work [H10].
Solvability in top degree: one of the main questions in the theory is how
to generalize condition (P)q in order to state a plausible conjecture for local
solvability for general locally integrable systems. Observe that when m ≥ 2
the sets Z−1 z0 no longer carry enough information: for instance, in the CR
case they are reduced to points.
There is one particular situation where a conjecture can be stated and at
least verified in some particular but important cases: this is when q = n
(local solvability in maximum degree). Returning to the notation established
at the beginning of this chapter, in particular to the vector fields (VIII.4), the
equation under study is now

n
Lj uj = f (VIII.66)
j=1
where no compatibility condition occurs. This makes this case, in some sense,
the closest to the single equation situation.
Before we introduce the solvability condition for (VIII.66) we introduce
the following definition: a real-valued function F defined on a topological
space X is said to assume a local minimum over a compact set K ⊂ X if there
exist a ∈ R and K ⊂ V ⊂ X open such that F = a on K and F > a on V \K.
Notes 359
Definition VIII.10.3. We shall say that satisfies condition Pn−1 near

the origin if there is an open neighborhood U ⊂ of the origin such that
given any open set V ⊂ U and given any h ∈ C V satisfying Lj h = 0,
j = 1 n, then h does not assume a local minimum over any nonempty
compact subset of V .
By using a classical device due to Lars Hörmander [H6], it was proved in

[CorH1] that local solvability near the origin for (VIII.66) implies condition
Pn−1 . This result would be of limited importance if no evidence that Pn−1
is also a sufficient condition could be presented. This however is not the case,
as the discussion that follows will show, and we can even conjecture at this
point that local solvability of (VIII.66) near the origin is equivalent to Pn−1 .
When n = 1 condition P0 is equivalent to the Nirenberg–Treves condition
: this result was proved in [CorH1] in the analytic category and in the
general case in [T3]. When m = 1 condition Pn−1 is equivalent to condition
(P)n−1 ([CorH1], [T3]). Thus, in these extreme cases, (Pn−1 ) unifies both
known solvability conditions.
Let us pause here to discuss again the case when m = 1. The proof of
the Treves conjecture in top degree as presented in [CorH2] is obtained by
proving that (P)n−1 implies, when n ≥ 2, the following property: there are
an open neighborhood U of the origin and constants C > 0 and k ∈ Z+ such
that
n
≤ C D Lj ∈ Cc U (VIII.67)
j=1 ≤k
Indeed k can be taken any integer ≥ n/2 + 1 and equal to zero when the
structure is real-analytic ([CorH1]). The completion of the argument is quite
standard, and holds whatever the value of m: by applying the Hahn–Banach
theorem it is easily seen that (VIII.67) implies the existence of weak solutions
to (VIII.66), and a general result due to [T5] proves the existence of smooth
solutions.
For the tube structures it is not difficult to prove that property Pn−1
implies (VIII.67) and consequently the preceding discussion shows that our
conjecture is also satisfied for this particular class.
When defines a CR structure of codimension one then condition Pn−1
is equivalent to the existence of an open neighborhood U of the origin such
that at every characteristic point over U the Levi form is not definite. In this
case a partial answer was given in [Mi], where the existence of hyperfunction
solutions is proved.
Finally we mention another general class of locally integrable structures that

satisfy condition Pn−1 : these are the hypocomplex structures (cf. Definition
VIII.5.4). For hypocomplex structures it is not still known if Pn−1 implies
the local solvability of (VIII.66). Neverthless, again in this case we can find
hyperfunction solutions, as a consequence of more general results proved in
[CorTr].
Epilogue
In this epilogue we describe briefly some results that are closely connected with the
theory and tools developed in previous chapters and have been obtained in recent
years but, in spite of their importance, could not be fully treated without increasing
too much the size of this book.
1 The similarity principle and applications

In this section we will briefly discuss the first-order equation
Lu = Au + Bu (1)
where L is a complex vector field in the plane and A and B are bounded, measurable
functions. We will also present two applications of equation (1). The first application
concerns uniqueness in the Cauchy problem for a class of semilinear equations. The
second application will be to the theory of bending of surfaces.
Equation (1) generalizes the classical elliptic equation
u
= Au + Bu (2)
z
which was investigated by numerous researchers (see for example [Be], [CoHi], [Re],
and [V]). In the literature, solutions of (2) are called pseudo-analytic functions or
generalized analytic functions. Such functions share many properties with holomorphic
functions of one variable. These properties follow easily from the similarity principle
according to which every continuous solution of (2) has the local form
u = expg h (3)
where h is a holomorphic function and g is Hölder continuous. Thus, for example, the
zero set of u is the same as that of h. The similarity principle holds for any elliptic
vector field L (where the holomorphy of h is replaced by the condition Lh = 0) since
any such vector field is a multiple of z in appropriate coordinates. In [Me2] Meziani
explored the validity of the similarity principle for the following three classes of vector
361
362 Epilogue
fields:

Lk = − iy2k Kn = − ixn M= − iy
y x y x y x
where k and n are non-negative integers. It was proved in [Me2] that the similarity
principle is valid for the Lk and Kn (under some vanishing assumption on Bx y on
the characteristic sets of the vector fields) in the following sense: if w is a continuous
solution of
Lw = Aw + Bw
where L ∈ Lk Kn , then w has the local form w = expg h where Lh = 0 and g
is Hölder continuous. It was also shown in [Me2] that this principle does not hold
for M. The vector fields Lk and Kn are locally solvable while M is not. With this
observation as a point of departure, it was shown in [BHS] and [HdaS] that a weaker
version of the similarity principle is valid for all locally solvable vector fields L. In
this weaker version, the functions g and h in the representation w = expg h may no
longer be continuous. However, this representation was still good enough to yield the
uniqueness result mentioned below.
1.1 Application to uniqueness in the Cauchy problem

Let the vector field
n

L= +i bk x t
t k=1
x k
satisfy condition in some neighborhood = 1 × −T T of the origin in Rn+1 .

Here each bk is real-valued, of class C 1+r 0 < r < 1. Let fx t be a bounded
measurable complex-valued function defined for x t ∈ , ∈ C satisfying the Lips-
chitz condition in
fx t − fx t ≤ K −
If L and f are as above, the following result on uniqueness in the Cauchy problem
was proved in [HdaS] (see also [BHS]):
Theorem 1.1. Suppose ux t wx t ∈ Lp , p ≥ 2, satisfy Lu = fx u u, Lw =
fx w w, and ux 0 = wx 0. Then u ≡ w in a neighborhood of the origin.
If the coefficients of L are smooth, Theorem 1.1 was proved in [BHS] under the
weaker assumption that u and w belong to Lp p > 1. These results were proved by
applying the similarity principle to the difference v = u − w which in view of the
assumptions satisfies an equation of the form Lv = Av + Bv with A and B bounded.
The fact that L satisfies condition is then used to reduce matters to a planar situation.
1 The similarity principle and applications 363
1.2 Application to infinitesimal bendings of surfaces

In a series of papers (see [Me3], [Me4], and the references therein) Meziani has
demonstrated an intimate link between the study of the equation
Lu = Au + Bu
(L a planar vector field) and the study of infinitesimal deformations of surfaces with
non-negative curvature. Here we will summarize some of the results in [Me4] to
indicate this link.
Let S be a surface of class C l , l > 2, embedded in R3 and given by parametric
equations as
S = Rs t = xs t ys t zs t ∈ R3 s t ∈ D ⊂ R2 (4)
with D an open subset of R . An infinitesimal bending of S is a deformation

2
S% = R% s t = Rs t + %Us t s t ∈ D − < % < (5)
for some > 0 and

Us t = s t s t s t (6)
satisfying
dRs t · dUs t = 0 ∀s t ∈ D (7)
This means that the first fundamental forms of S and S% satisfy
dR2% = dR2 + O%2
Note that equation (7) is equivalent to the system of three equations
Rs · Us = 0 Rt · Ut = 0 Rs · Ut + Rt · Us = 0 (8)
Recall that the coefficients of the first fundamental form of S are
E = Rs · Rs F = Rs · Rt G = Rt · Rt (9)
and those of the second fundamental form are
e = Rss · N f = Rst · N g = Rtt · N (10)
where
Rs × Rt
N=
Rs × Rt
is the unit normal to S. The Gaussian curvature of S is
eg − f 2
K=
EG − F 2
We will assume that the curvature K ≥ 0 everywhere on S. The (complex) asymptotic
directions of S are given by the quadratic equation
2 + 2f + eg = 0
364 Epilogue
That is,
+
= −f + i eg − f 2
Let L be a vector field of asymptotic direction:

L = as t gs t + s t (11)
s t
where a is any function defined in D. Note that since K ≥ 0, if a = 0, then L is an
elliptic vector field that degenerates along the set where the curvature K = 0.
Let w be the C-valued function defined by
w = LR · U (12)
where U is as given in (6). In [Me4], the following theorem was proved.
Theorem 1.2. With w as in (12) and L as in (11), if U(s,t) is a field of infinitesimal

bending for the surface S, then the function w satisfies the equation
CLw = Aw + Bw
where A, B, and C are invariants of the surface S.
1.3 Application to uniqueness in the Cauchy problem in elliptic

structures
Let define an elliptic structure. If u ∈ L1loc we shall say that u is an
approximate solution for the structure if for any smooth section L of , Lu has
coefficients belonging to L1loc and given any point p ∈ , there is an open
neighborhood U of p and a constant M > 0 such that
Lu ≤ M u a.e. in U .
In [Cor2] the author established a similarity principle for approximate solutions

p
in the following sense: every approximate solution which belongs to Lloc with
p > N = dim can locally be written as u = expS h, where S is Hölder continuous
and h is a solution.
This similarity principle was then used to show that every approximate solution that
vanishes on a maximally real submanifold vanishes identically in a neighborhood
of .
2 Mizohata structures
The vector field in R2 , where the coordinates are denoted x t, given by

M= − it (13)
t x
is called the (standard) Mizohata vector field (or operator) after the work of S. Mizohata
([M]) who studied the analytic hypoellipticity of a class of related operators of which
M is the simplest example. A globally defined first integral of M is the function
Zx t = x + it2 /2. Notice that t → t2 fails to be monotone in any neighborhood of
a point x0 0, i.e., condition in not satisfied at any point of the x-axis and,
as discussed in Chapter IV, fails to be locally solvable at those points. Thus, it is
the simplest example of a nonlocally solvable operator and, in fact, its lack of local
solvability at points of the x-axis can be proved by ad hoc elementary arguments, as
shown by L. Nirenberg ([N1]). Off the x-axis, M is elliptic. In his Lectures Notes,
Nirenberg constructed a perturbation of the Mizohata operator

L= − it1 + &x t (14)
t x
with &x t real-valued and vanishing to infinite order at t = 0, which is not locally
integrable in any neighborhood of the origin. As a matter of fact, any smooth function u
that satisfies the homogeneous equation Lu = 0 in a connected open set U that contains
the origin must be constant. In spite of the fact that the perturbed vector fields L and
M behave differently with respect to local integrability, they have important geometric
features in common. We have
(1) M and its conjugate M are linearly dependent precisely on the x-axis;
(2) M and M M are linearly independent whenever M and M are linearly dependent.
These properties are shared by L in a neighborhood of the origin.
Definition 2.1. A vector field L defined on a connected 2-manifold is called a

Mizohata vector field if for a nonempty subset 0 ⊂ the following holds:
(1) L and L are linearly dependent precisely on 0;

(2) L and L L are linearly independent on 0.
We also say that a Mizohata vector field L is of standard type at p ∈ 0 if there exist
local coordinates x t in a neighborhood of p in terms of which 0 is given by t = 0
and has the form (13). A Mizohata structure on is a structure which is locally
generated in the neighborhood of every point by a Mizohata vector field.
Notice that (1) means that 0 is the image of the characteristic set p ∈ T ∗
p = 0 , being the symbol of L, under the canonical projection 1 T ∗ −→ .
With this terminology, the vector field (13) is a Mizohata vector field of standard type
and (14) is also a Mizohata vector field but not of standard type. Indeed, (14) cannot
be of standard type because it is not locally integrable.
Notice that a Mizohata vector field is elliptic on \0, which is a relatively small
set, since an application of the implicit function theorem shows that 0 is an embedded
curve. The following question was considered by Treves [T7]: when is a Mizohata
vector field L of standard type at a given point? Of course, since this is a local
question, it is enough to study the case when L is defined in a neighborhood of the
origin in R2 . He showed that local coordinates can be found so that L becomes of the
form (14) with &x t real-valued and vanishing to infinite order at t = 0, in other
words, every Mizohata vector field has this form locally and it will be of standard type
366 Epilogue
if we are able to take & ≡ 0. Furthermore, L is of standard type at the origin if and only
if it is locally integrable. Then Sjöstrand ([Sj2]) took a closer look into the nonlocally
integrable case. To describe his results, let us consider the problem of finding a smooth
function Z+ x t satisfying dZ0 0 = 0 and LZ+ = 0 on U + = U ∩ t ≥ 0 , where
U is a small disk centered at the origin. By the proof of Lemma I.13.4, to find Z+ it
is enough to find a smooth function u that satisfies Lu = t&x on U + . This is, in fact,
possible because L satisfies condition for t > 0 ([BH6]). Similarly, shrinking U
if necessary, we can also find a smooth function Z− x t satisfying dZ− 0 0 = 0
and LZ− = 0 on U − = U ∩ t ≤ 0 . We can always choose Z+ and Z− satisfying
Z± 0 0 = 0, JZx± 0 0 = 0, and Zx± 0 0 > 0 and we will do so. If we are so
lucky that Z+ x 0 = Z− x 0, x 0 ∈ U , we may patch Z+ and Z− to get a single
continuous solution Z of LZ = 0 on U and it is easy to see using the equation that
Z is actually smooth. So the obstruction to the local integrability of L is related to
the difficulty of finding a pair Z+ Z− such that LZ± = 0 on U ± and Z+ = Z− on
U + ∩ U − . Given such a pair, it can be shown that the range of Z± lies on one side
of the smooth curve Z± x 0 (in fact, above the curve because Zx± 0 0 > 0), so
let H ± z be a smooth function defined on the range of Z± and holomorphic in its
interior with H ± 0 = 0, H ± 0 = H ± 0 > 0. Then, Z̃± = H ± Z± satisfies
dZ̃± 0 0 = 0 and LZ̃± = 0 on U ± . By the Riemann mapping theorem we may find
H + and H − so that the range of Z̃+ and Z̃− is the upper half-plane. In other words, we
may restrict ourselves to consider pairs Z+ Z− such that Z± U ± = Jz ≥ 0 and
Z± U + ∩ U − = R. Given such a pair and a smooth function H defined on Jz ≥ 0,
holomorphic on Jz > 0, real for z real and satisfying H0 = 0, H 0 > 0, a new
pair Z+ Z̃− = Z+ H Z− may be considered and L will be locally integrable
if Z+ x 0 = Z̃− x 0. It turns out that L is locally integrable if and only if there
exists a pair Z+ Z− such that Hz = Z+ Z− −1 z is holomorphic for Jz > 0 and
smooth up to Jz = 0. Since Hz is real for z real, H has, by the reflection principle,
an extension to a holomorphic function. By uniqueness, Hx + iy is determined by its
trace bHx = Hx + i0 so it is enough to look at the restrictions bZ± x = Z± x 0

and check whether 2 = bZ+ bZ− −1 R −→ R has a holomorphic extension to a
neighborhood. Summing up, to each Mizohata vector field L we have associated an
increasing diffeomorphism 2 R −→ R such that L is locally integrable if an only if
2 = bH for some H ∈ C, i.e., 2 has a holomorphic extension. More generally, we
may consider the following question: given two Mizohata vector fields L1 , L2 , when are
they equivalent in the sense that one can be locally transformed into a multiple of the
other by a change of variables? The answer, due to Sjöstrand, can be stated as follows.
Consider the associated diffeomorphisms 21 = bZ1+ bZ1− −1 and 22 = bZ2+ bZ2− −1 ,
then L1 and L2 are equivalent if and only if there are holomorphic functions, H1 z,
H2 z, real and increasing for z real, such that 21 H1 x = 22 H2 x, x ∈ R.
The local questions of standardness and equivalence for Mizohata vector fields
have their global counterpart. For instance, it was established in [BCH] that a locally
standard Mizohata planar vector field has a first integral globally defined in a tubular
neighborhood of the characteristic set 0. The standardness of a particular class of
Mizohata structures on the sphere S 2 was proved in [Ho4] and Jacobowitz ([J2])
studied Mizohata structures on compact surfaces , in particular, he proved that the
existence of a first integral is equivalent to the fact that the genus is even. In the case
of the sphere, he gave a classification of Mizohata structures in the spirit of Sjöstrand’s
result, proving in particular the existence of nonstandard Mizohata structures. These

topics were developed further by Meziani in [Me5] and [Me6].
2.1 Mizohata structures in higher-dimensional manifolds

The questions discussed in the previous section admit natural generalization to higher
dimension. A formally integrable structure defined on a manifold of dimension
N is said to be a Mizohata structure if the following holds:
(1) has rank n = N − 1;

(2) the characteristic set T 0 = T ∩ T ∗ is not empty;
(3) the Levi form is nondegenerate at every point of T 0 \0 .
Example 2.2. Denote by t = t1 tn the variables in Rn , n ≥ 1, and write t =

t t , t = t1 t , t = t+1 tn , for some 1 ≤ ≤ n. Consider the function
Zx t = x + i t 2 − t 2 /2 defined on Rx × Rt and the locally integrable structure
determined by imposing that T is spanned by dZx t. Then, is spanned by the
vector fields

Mj = − i-j tj j = 1 n (15)
tj x
with -j = 1 for 1 ≤ j ≤ and -j = −1 for +1 ≤ j ≤ n. Then is a Mizohata structure
such that at every characteristic point its Levi form has eigenvalues with one sign
and n − eigenvalues with the opposite sign and when this happens we say that
has type n − . Thus, we have examples of Mizohata structures with all possible
types. Notice that the projection of the characteristic set is the curve 0 = t = 0 , i.e.,
the x-axis. A Mizohata structure with type n − is standard if for any point lying
in the projection of the characteristic set we can choose local coordinates x t so that
the vector fields (15) span in a neighborhood of that point. Let be a Mizohata
structure with type n − . By analogy with the case n = 1, it turns out that for any
n ∈ N and 1 ≤ ≤ n ([T5]) it is possible to find local coordinates in a neighborhood
U of a generic point p in the projection of 0 such that xp = tp = 0 and is
generated over U by the vector fields

Lj = − i-j tj 1 + &j x t j = 1 n (16)
tj x
where the functions &j x t, j = 1 n, vanish to infinite order at t = 0. In other
words, every Mizohata structure has at a given point a contact of infinite order with
a standard Mizohata structure of the same type. In particular, if we can take all the
functions &j identically zero will have a first integral in U and will be standard in
U . Conversely, if has a first integral it is possible to choose the coordinates so that
is generated by the vector fields (15).
For the case = 1, i.e., if the type is 1 n − 1 , Treves showed the existence
of functions &j x t vanishing to infinite order at t = 0 such that the structure
spanned by (16) is formally integrable (i.e., ⊂ ) and not locally integrable. On
the other hand, Meziani proved in [Me7] that Mizohata structures of all other types
n − = 1 n − 1 are always locally integrable. His proof is delicate and beyond
368 Epilogue
the scope of this book: he first constructs first integrals on the connected components
of x t t ∈ Rx × Rt t 2 = t 2 which can be 2 (if n > 2 and < n − 2), 3
(if n > 2 and = n − 2), or 4 (if n = 2 and = 0). When the components are 2
or 4, these first integrals can be patched together to yield a globally defined first
integral of class C 1 which, by the hypoellipticity of the structure, is in fact smooth.
The possibility of patching together these partially defined first integrals depends on a
careful analysis of the holonomy of a certain foliation with leaves of dimension n − 1
defined by the structure. For the case of type 1 n − 1 he gives a classification of
Mizohata structures analogous to Sjöstrand’s result for a single vector field. The local
integrability for Mizohata structures of type 0 n , n ≥ 3, was first proved in [HMa2],
by techniques akin to those used in the proof of Kuranishi’s embedding theorem for
CR structures ([Ku1], [Ku2], [Ak], [W2], [W3]), which also fall beyond the scope
of this book. The restriction n ≥ 3 comes from a technical fact: Kuranishi’s approach
depends on the existence of certain so-called homotopy formulas that do not exist
when n = 2 ([HMa3]). However, the local integrability of Mizohata structures of type
0 n in Rn+1 , n ≥ 2, can be proved by elementary methods. Consider a system of n
commuting vector fields

Lj = − itj 1 + &j x t j = 1 n (17)
tj x
Here a generic point is described by coordinates x t1 tn and the smooth func-
tions &j x t vanish to infinite order at + = t = 0 = Rx × 0 . We regard the Lj ’s
as perturbations of the Mizohata vector fields

Mj = − itj j = 1 n
tj x
A simple computation using polar coordinates, t = r, r > 0, ∈ S n−1 shows that the
standard Mizohata structure spanned by the Mj ’s is also spanned on Rn+1 \+ by
⎧
⎪
⎪ M= − ir
⎪
⎨ r x
⎪
⎪
⎪
⎩k =

k=1,…,n −1
k
with 1 n−1 angular variables in S n−1 . Then, the change of variables s = r 2 /2
(x and are kept unchanged) takes M into a multiple of the Cauchy–Riemann operator

1
z̄ = +i z = x + is s > 0
2 x s
and does not change k . If we perform the same operations on the perturbed system (17)
we may find a set of generators of in the variables x s ∈ Rx × R+
s ×
n−1
of the
form
⎧
⎪
⎪L̃1 = + 1
⎪
⎨ z̄ z
(18)
⎪
⎪
⎪
⎩L̃k =
+ k k=2,…,n
k−1 z
with smooth coefficients j x s , j = 1 n, that converge to zero when s ( 0
together with their derivatives of any order. Thus, we may smoothly extend the
coefficients j as zero for Jz = s ≤ 0 and obtain an elliptic system defined on C ×
S n−1 Rx × Rs × S n−1 which for Jz < 0 has the first integral z = x + is. The process
that produced an elliptic system starting from a nonelliptic one was obtained by a
combination of singular changes of variables (polar coordinates that are singular at
the origin of Rnt and s = r 2 /2 which is singular at r = 0) and blows up the line
Rx × t = 0 to the n-manifold Rx × S n−1 . Although we know from Theorem I.12.1
that elliptic structures are locally integrable, applying that result to (18) would only
give us a first integral defined in a neighborhood of a point s = 0, x = 0, = 0 ∈ S n−1
while only a first integral defined for all ∈ S n−1 can give us a first integral defined
in a neighborhood of the origin of the original variables x t. Let’s consider first the
case n = 2, that is the system of two vector fields
⎧
⎪
⎪L̃1 = + 1 z = x + is ∈ C
⎪
⎨ z̄ z
(∗)
⎪
⎪
⎪
⎩L̃ = + 0 ≤ ≤ 2)
2 2
z
defined in C × S 1 , where the j x s , j = 1 2, are C functions, 2)-periodic in
, and vanish for s = Jz ≤ 0. Choose a smooth function = x s such that
X = L̃2 + L̃1 is a real vector. It is easy to check that this is possible if 1 < 1 (in
particular for x s close to the origin). Thus, X is a real generator of the structure ˜2
spanned by L̃1 and L̃2 for x < 1, s < - and 0 ≤ ≤ 2). It is clear that X = /
for s ≤ 0, and that the orbits of X stemming from points x0 s0 0, s0 ≤ 0, are the
closed circles → x0 s0 , 0 ≤ ≤ 2). Notice also that the component of X along
/ is 1, i.e.,

X= + &1 + &2
x s
for some smooth functions &1 and &2 which are 2)-periodic in and vanish for s ≤ 0.
Since the commutator X L̃1 ∈ ˜2 it must be a linear combination of L̃1 and L̃2 ;
on the other hand, it does not contain derivations with respect to so it has to be
proportional to L̃1 . This shows that there exists a smooth function = x s such
that
X L̃1 = L̃1 (19)
Now pick once and for all a local solution Wx s of
W W
L̃10 W = + 1 x s 0 = 0 (20)
z̄ z
Wx 00 = 0
370 Epilogue
We may assume that in a neighborhood of the origin any other solution W x s of
L̃10 W = 0 is a holomorphic function of W , in fact, W is a local diffeomorphism that
takes L̃10 into a multiple of the Cauchy–Riemann operator. Let denote the closed
orbit of X stemming from 0 0 0, given by → 0 0 , 0 ≤ ≤ 2). We now solve
the Cauchy problem
XV = 0 (21)
Vx s 0 = Wx s
in a tubular neighborhood of made up of orbits of X. Let us set U = L̃1 V and

observe that it follows from (19), (20) and (21) that U satisfies the Cauchy problem
XU − U = 0
Ux s 0 = 0
so it must vanish identically in a tubular neighborhood of . This proves that dV is

orthogonal to ˜2 because L̃1 and X form a basis of ˜2 . Differentiating (21) with respect
to x and setting s = x = 0 it is easy to conclude that Vx 0 0 = 0, 0 ≤ ≤ 2), so
Vx 0 0 = Wx 0 0 is constant, in particular it does not vanish in a neighborhood
of . This already implies that dV is a generator of the orthogonal of ˜2 , but we
do not know yet that V is 2)-periodic in . Since the coefficients of L̃1 are 2)-
periodic we have that Vx s 2) satisfies L̃10 Vx s 2) = 0 and therefore, there
exists a holomorphic function G such that Vx s 2) = G Vx s 0 = G Wx s
hold for x s in a neighborhood of the origin. But X = / for s ≤ 0, which
implies that Vx s 0 = Vx s 2) for s ≥ 0, and it turns out that Gz = z. Thus,
Vx s 0 = Vx s 2) in a neighborhood of x = s = 0. This proves that V is well-
defined in C × S 1 and is a first integral globally defined in ∈ S 1 of the system (∗).
Furthermore, using = , x = V and s = JV as local coordinates in a neighborhood
of the origin we see that x + is and generate the same structure as L̃1 , L̃2 .
In the case of the system (18) with n > 2 the arguments above can be applied to
the first two equations keeping the variables 2 n−1 as parameters. Thus, after
a change of variables x s → x s , we may now assume that 1 ≡ 0 in (18). But
then we have k ≡ 0 for all values of k. Indeed, since L̃1 commutes with L̃k , it
follows that k , k ≥ 2, depends holomorphically on z and then has to be identically
zero because it vanishes for Jz ≤ 0. Thus, all the k are identically zero in the new
variables and z = x + is is a first integral of the system. Returning to the original
variables x s this shows the existence of a solution Vx s of system (18) for
x and s small and ∈ S n−1 that satisfies Vx 0 0 0 = Vx 0 0 = 0. Finally, the
function x t → Vx t 2 /2 t is smooth in a neighborhood of the origin and its
differential spans .
3 Hypoanalytic structures
Let be a smooth manifold of dimension N . By a hypoanalytic structure on (cf.
[T5]) we mean a collection of pairs = U Z , with U an open subset of and
4 The local model for a hypoanalytic manifold 371
Z = Z1 Zm U → Cm a smooth map, where 1 ≤ m ≤ N is independent of

, such that the following conditions are satisfied:
(H)1 U is an open covering of ;

(H)2 dZ1 dZm are C-linearly independent at each point of U ;
(H)3 if = and if p ∈ U ∩ U there exists a biholomorphism F p of an open
neighborhood of Z p in Cm onto one of Z p such that Z = F p Z in a
neighborhood of p in U ∩ U .
A complex-valued function f defined on an open subset U of is called hypoanalytic

if in a neighborhood of any point p of U we can write f = h Z , where is
such that p ∈ U and h is a holomorphic function in a neighborhood of Z p in
Cm . By a hypoanalytic chart we shall mean a pair U Z where U ⊂ X is open,
Z = Z1 Zm U → Cm has hypoanalytic components and dZ1 ∧ ∧ dZm = 0 in
U.
If = U Z is a hypoanalytic structure on and if • ⊂ is open then we
can induce a hypoanalytic structure • by the rule
• = U ∩ • Z U ∩•
To each hypoanalytic structure = U Z on we can canonically associate a
locally integrable structure on in the following way: for each its orthogonal on
U is defined by
T U = span dZ1 dZm
By properties (H)1 , (H)2 , and (H)3 it follows that T is indeed a subbundle of CT ∗
of rank m.
Notice however that two different hypoanalytic structures can define the same
locally integrable structure. Indeed, to give an example it suffices to take = R and
consider the hypoanalytic structure R Id , where Idx = x, and the hypoanalytic
structure R f , where f R → R is smooth but not real-analytic and f = 0 at each
point.
By a hypoanalytic manifold we shall mean a pair , where is a smooth
manifold and is a hypoanalytic structure on . Notice that if is a hypo-
analytic manifold, endowed with the hypoanalytic structure = U Z , if is
another smooth manifold and if f → is a smooth submersion, then we can pull
back the hypoanalytic structure to a hypoanalytic structure f ∗ on by defining
f∗ = f −1 U Z f
Finally we shall say that two hypoanalytic manifolds and are equivalent
if there is a smooth diffeomorphism f → such that f ∗ = .
4 The local model for a hypoanalytic manifold

Let N ≥ 1 and write N = m + n. The variable in CN = Cm × Cn will be denoted by
z z with z = z1 zm , z = z1 zn . In this space we consider the hypoana-
372 Epilogue
lytic structure defined by • = CN z1 zm . The corresponding hypoanalytic

functions are just the holomorphic functions of z that are locally independent of z .
Let and U Z be as in Section 3. An arbitrary point p of has an open
neighborhood Up in which there are defined hypoanalytic functions Z1 Zm and a
complementary number of C functions Z1 Zn , with m + n = N , such that
dZ1 ∧ · · · ∧ dZm ∧ dZ1 ∧ · · · ∧ dZn = 0 at p
Possibly after contracting Up about p we may assume that

Z Z = Z1 Zm Z1 Zn
is a smooth diffeomorphism of Up onto a smooth, maximally real submanifold 0p of
Cm × Cn . We refer to the triplet Up Z Z as an extended hypoanalytic chart.
• #
The hypoanalytic induces a hypoanalytic structure on 0p , simply by setting
#
= 0p z1 0p zm 0p
and it is easily seen that
Up = ∗ #
(22)
This remark is crucial for what follows.
5 The sheaf of hyperfunction solutions on a

hypoanalytic manifold
The sheaf of hyperfunctions can be introduced on any real-analytic manifold. This
is a fundamental result, due to M. Sato ([Sa]). It is also possible to extend such a
concept to hypoanalytic manifolds where no real-analyticity is required, but in order
to obtain an invariant meaning, we must restrict ourselves to the hyperfunctions that
are solutions in some sense. We give now a brief description of this theory.
It is a consequence of a result due to Harvey ([Ha]) that over any maximally
real submanifold of CN it is also possible to define the sheaf of hyperfunctions
. Moreover, the following description is valid: given q ∈ there is an open
neighborhood V of q in such that the following is true: if W ⊂⊂ V is open then
W = W / W (23)
Here the boundary of W is taken in and for a compact subset K of CN we are
denoting by K the space of analytic functionals of CN carried by K.
We return to the discussion of Section 4. We fix p ∈ and 0p as described. Since
the holomorphic derivatives act on K by transposition we can consider the space
of hyperfunctions u on 0p which satisfy the system
u
= 0 j = 1 n (24)
zj
The main result presented in the monograph [CorT2] states that the sheaf of these
hyperfunctions on 0p , when pulled back to Up , gives rise to a well-defined sheaf Sol
5 The sheaf of hyperfunction solutions 373
on , which is furthermore a hypoanalytic invariant. The proof of this fundamental

result relies on (22). We call Sol the sheaf of germs of hyperfunction solutions on
. This sheaf contains, as a subsheaf, the sheaf of germs of distribution solutions
with respect to the associated locally integrable structure . Moreover, if and the
maps Z are real-analytic then Sol equals the sheaf of hyperfunctions on that are
annihilated by the (real-analytic) sections of .
Many of the basic results that were proved in this book remain valid within this
more general concept of solution, as for instance the propagation of the support of
solutions by the orbits of the underlying structure and the uniqueness in the Cauchy
problem ([CorT2]). Another important feature is that a certain class of infinite-order
operators, which are local in the sense of Sato, act as endomorphisms of Sol ([Cor1]).
It can then be proved that every hyperfunction solution can be obtained, locally, as
the action of one such operator on a smooth solution and then, as a consequence, a
version of the approximation formula for hyperfunction solutions can be derived (cf.
[Cor1]).
Appendix A: Hardy space lemmas
A.1 Multipliers in h1
We recall that is a modulus of continuity if 0 −→ R+ is continuous,
increasing, 0 = 0 and 2t ≤ Ct, 0 < t < 1. A modulus of continuity determines
the Banach space C R of bounded continuous functions f R −→ C such that
fy − fx
f = sup <
x=y x − y
C
equipped with the norm f C = f L + f C . Note that C is only determined by
the behavior of t for values of t close to 0. Consider a modulus of continuity t
that satisfies

1 h 1 −1
tt dt ≤ K 1 + log
n−1
0 < h < 1 (A.1)
hn 0 h
and the corresponding space C Rn .
Lemma A.1.1. Let b ∈ C Rn and f ∈ h1 Rn . Then bf ∈ h1 Rn and there exists
C > 0 such that
bf h1 ≤ CbC f h1 b ∈ C Rn f ∈ h1 Rn
Proof. Let bx ∈ C . It is enough to check that bf ≤ CbC for every h1 -atom
a with C an absolute constant. This fact is obvious for atoms supported in balls
B with radius & ≥ 1 without moment condition because b is bounded so ba/bL
is again an atom without moment condition. If B = Bx0 &, & < 1, we may write
axbx = bx0 ax + bx − bx0 ax = 1 x + 2 x. Then 1 x/bL is
again an atom while 2 x is supported in B and satisfies
C
2 L ≤ 2bL aL ≤
&n
C
2 L1 ≤ CaL x − x0 dx ≤
B 1 + log &
374
A.1 Multipliers in h1 375
We wish to conclude that m! 2 L1 < . Let B∗ = Bx0 2&. Since m! 2 x ≤
2 L , we have

J1 = m! 2 x dx ≤ C B∗ &−n ≤ C
B∗
It remains to estimate

J2 = m! 2 x dx = m! 2 x dx (A.2)
R\B∗ 2&≤ x−x0 ≤2
(observe that m! 2 is supported in Bx0 2 because supp ! ⊂ B0 1). If 0 < - < 1
and !- ∗ 2 x = 0 for some x − x0 ≥ 2& it is easy to conclude that - ≥ x − x0 /2,
which implies
& & C 1 C x − x0 −n
& &
!- ∗ 2 x ≤ & !- y2 x − y dy& ≤ 2 L
≤
-n 1 + log &
so
C
m! 2 x ≤ for x − x0 ≥ 2& (A.3)
x − x0 n 1 + log &
It follows from (A.2) and (A.3) that
C
J2 ≤ dx ≤ C
2&≤ x−x0 ≤2 x − x0 n 1 + log &
which leads to
bah1 ≤ 1 h1 + 2 h1 ≤ C1 + J1 + J2 ≤ C2
Inspection of the proof shows that C2 may be estimated by CbC .
Example A.1.2. Suppose that a modulus of continuity t satisfies:

t/tn is a decreasing function of t (A.4)
and
1 t
D= dt < (A.5)
0 t
A short and elegant argument shows (cf. [Ta], page 25) that under these conditions
h1 Rn is stable under multiplication by elements of C Rn . On the other hand, (A.5)
alone already implies that
1 1 h 1 t
h log = dt ≤ dt ≤ D 0 < h < 1
h h t h t
which keeping in mind the obvious estimate
1 h h
ttn−1 dt ≤
hn 0 n
shows that the modulus of continuity satisfies (A.1) and Lemma A.1.1 can be
applied, proving the mentioned stability of h1 Rn under multiplication by elements
of C Rn .
376 Hardy space lemmas
Consider now a modulus of continuity t such that

1 − n log t
t = for 0 < t < 1/2
log2 t
1/2
Since t ≥ log t −1 it follows that 0 t/t dt = and the Dini condition (A.5)
is not satisfied. On the other hand,

1 h 1 −1 1 −1
tt n−1
dt = log ≈ 1 + log as h → 0
hn 0 h h
so criterion (A.1) is satisfied. This shows that (A.5) is strictly more stringent than (A.1).
A.2 Commutators
We consider now a bounded smooth function *, ∈ R, such that
& k &
&d & 1
& &
& dxk *& ≤ Ck 1 + k ∈ R k = 0 1 2
Then * is a symbol of order zero and defines the pseudo-differential operator
1 ix
*Dux = e *$ u d u ∈ R
2) R
In particular, *D is bounded in h1 R. The Schwartz kernel of *D is the tempered
distribution kx − y defined by $k = * which is smooth outside the diagonal
x = y. Moreover, kx − y may be expressed as
1 ix−y−- 2
kx − y = lim e * d = lim k- x − y
-→0 2) -→0
where the limit holds both in the sense of and pointwise for x = y. Furthermore,
the approximating kernels k- x − y satisfy uniformly in 0 < - < 1 the pointwise
estimates
Cj
k- x − y ≤ j = 1 2 (A.6)
x−y j
which of course also hold for kx − y itself when x = y.
We consider a function bx of class C 1+ , 0 < < 1, and wish to prove that the
commutator *D bx is bounded in h1 R. A simple standard computation that
includes an integration by parts gives

*D bx ux = k x − yby − bxuy dy − *Db u
where the integral should be interpreted as the pairing
#< k x − ·b· − bx u·$

A.2 Commutators 377
between a distribution depending on the parameter x and a test function u. Since

multiplication by b is bounded in h1 R with norm controlled by b C , we need
only worry about the remaining integral term that can be rewritten as
bx − by
Tux = y − xk x − y uy dy
x−y

= k1 x − y x yuy dy (A.7)
where
1
x y = b x + 1 − y d and k1 x = −xk x
0
Observe that ∈ C R2 .
Lemma A.2.1. Assume T is given by (A.7) with kernel

Kx y = k1 x − y x y
Then T is bounded in h1 R.
Proof. It follows that $ k1 = k = * + * . In other words, $

k1 =
*1 is a symbol of order zero and T has kernel k1 x − y x y. We may write
x y = b x + x − y rx y with rx y ∈ L R2 so

Tux = b x*1 Dux + k1 x − y x − y rx yuy dy
= T1 ux + T2 ux
The first operator T1 is obviously bounded in h1 because it is the composite of
*1 D with multiplication by a C function. To analyze T2 we check—writing
k1 = lim-→0 k1- and using (A.6) for k1- —that its Schwartz kernel is a locally
integrable distribution given by the integrable function k2 x y = k1 x − y x −
y rx y. Hence, k2 x y ≤ C1 k1 x − y x − y = k3 x − y. Observe that k3 x ≤
C min x −1 x −2 so k3 ∈ L1 R. We will now show that
m! k3 x = sup !- ∗ k3 x ∈ L1 R
0<-<1

where ! ≥ 0 ∈ Cc −1/2 1/2 , !dz = 1, !- x = -−1 !x/-. Since m! k3 is
pointwise majorized by the restricted Hardy–Littlewood maximal function
1 x+-
mk3 x = sup k3 t dt
0<-<1 2- x−-
we start by observing that

1 x+- x −1
sup t −1
dt ≤ (A.8)
0<-<1 2- x−-
In doing so we may assume that x > 0. If 0 < - ≤ x we have
1 x+- −1 x + - − x − - x + -−1 x−1
t dt = ≤ ≤
2- x−- 2-
where we have used the elementary inequality

b − a
≤ b−1 0 ≤ a < b 0 < < 1
b−a
Similarly, if 0 < x < -,
1 x+- −1 x + - + x − - x + -−1 x−1
t dt = ≤ ≤
2- x−- 2-
This proves (A.8). Thus,
m! k3 x ≤ C mk3 x ≤ C x −1
which shows that m! k3 is locally integrable. For large x the inequality k3 x ≤ C x −2
easily implies m! k3 x ≤ C x −2 and we conclude that m! k3 ∈ L1 . Finally, we see
that
!- ∗ T2 ux ≤ !- ∗ k3 ∗ u x ≤ m! k3 ∗ u x
so m! T2 ux ≤ m! k3 ∗ u x, which implies that T2 uh1 ≤ CuL1 ≤ Cuh1 This
proves that T = T1 + T2 is bounded in h1 R.
Summing up, we have proved:
Proposition A.2.2. If *, ∈ R, is a smooth symbol of order 0 and bx ∈ C 1+ R,
0 < < 1, the commutator
*D bx
1
is bounded in h R.
A.3 Change of variables

Consider a diffeomorphism F Rn → Rn of class C 1 , with Jacobian F such that for
some K ≥ 1
K −1 x − y ≤ Fx − Fy ≤ K x − y x y ∈ Rn (A.9)
Write H = F −1 , denote by H the Jacobian matrix of H, and assume that
det H ∈ C (A.10)
where the modulus of continuity t satisfies

1 h 1 −1
tt n−1
dt ≤ K 1 + log 0 < h < 1
hn 0 h
Notice that if F is a diffeomorphism of Hölder class C 1+- , - > 0, then (A.9) and
(A.10) hold.
Proposition A.3.1 (S. Chanillo, [Ch2]). If F satisfies A9 and A10, the map
h1 Rn g → g F is bounded in h1 Rn .
A.3 Change of variables 379
The main step in the proof of the proposition is
Lemma A.3.2. Let H Rn → Rn be a homeomorphism such that for some K ≥ 1

K −1 x − y ≤ Hx − Hy ≤ K x − y x y ∈ Rn (A.11)
Let ! ∈ Cc B0 1, !t x = t−n !x/t, u ∈ H 1 Rn and set

Ux t = !t Hx − Hzuz dz 0 < t < 1
U ∗ x = sup Ux t

0<t<1
Then there exists a constant C > 0 depending on the dimension n, on K and on ! but
not on u such that

U ∗ x dx ≤ Cuh1 (A.12)
Proof. In view of the atomic decomposition it is enough to prove (A.12) when ux
is an atom, that we denote by ax. We must show that if ax is an h1 -atom and

Ax t = !t Hx − Hzaz dz 0 < t < 1
A∗ x = sup Ax t

0<t<1
∗
then A L1 ≤ C with C independent of ax. Let ax be an atom supported in ball
B = Bz0 r such that aL ≤ B −1 . Note that in view of (A.11) and the hypothesis
on !
x − z ≥ Kt &⇒ Hx − Hz ≥ t &⇒ !t Hx − Hz = 0
for 0 < t < 1 so
1 C
Ax t ≤ aL !L dz ≤ n
z−x <Kt tn r
showing that
C
A∗ x ≤ (A.13)
rn
If we write B∗ = Bz0 2r we see right away that

A∗ x dx ≤ C
B∗
and we need only concern ourselves with the integral

A∗ x dx
Rn \B∗

We first consider the case 0 < r < 1 so that ax has vanishing mean ax dx = 0. We
will initially show that Ax t = 0 if x % B∗ and 2Kt ≤ x − z0 . Since x − z0 ≥ 2r and
z − z0 ≤ r implies that z − z0 ≤ x − z0 /2 we obtain from the triangular property that
x − z ≥ x − z0 /2 if x − z0 ≥ 2r and z − z0 ≤ r. Thus, 2Kt ≤ x − z0 ≤ 2 x − z ≤
2K Hx − Hz . This implies that Hx − Hz /t ≥ 1 so !t Hx − Hzaz = 0.
Hence, Ax t = 0 if x − z0 ≥ 2r and t ≤ x − z0 /2K and when we estimate A∗ x

on Rn \B∗ we may take the supremum of Ax t for t in the range x − z0 /2K ≤
t < 1. We may write
& &
& &
Ax t = & !t Hx − Hz − !t Hx − Hz0 az dz&
C aL
≤ Hz − Hz0 dz
tn+1 Bz0 r
Cr
≤
x − z0 n+1
to conclude that
Cr
A∗ x ≤ for x % B∗
x − z0 n+1
and

A∗ x dx ≤ C
B∗
Assume now that r ≥ 1. Then, for z − z0 ≤ r and x − z0 ≥ K + 1r we have

x − z ≥ K + 1r − r = Kr so
Hx − Hz ≥ r ≥ 1 and !t Hx − Hz = 0
This shows that supp Ax t ⊂ Bz0 K + 1r and also supp A∗ ⊂ Bz0 K + 1r.
Hence, we get
A∗ L1 ≤ A∗ L supp A∗ ≤ C
where we have used (A.13).
Proof of Proposition A.3.1. Let g ∈ h1 Rn . Choose some test function 0 ≤ ! ∈
Cc B0 1 with !x dx = 1 and set v = g F . We must show that v∗ x =
sup0<t<1 !t ∗ g F x satisfies v∗ L1 ≤ Cgh1 . Since

v∗ y dy = v∗ Hx det H x dx ≤ Cv∗ HL1
it is enough to estimate
& &
& &
v∗ HL1 = sup & !t Hx − zgFz dz& dx
0<t<1
which after the change of variables z = Hy may be written as

& &
& &
I= sup & !t Hx − Hy gy det H y dy& dx
0<t<1
because H = F . Notice that uy = ±gy det H y ∈ h1 Rn by Lemma A.1.1
−1
and (A.10); furthermore, uh1 ≤ Cgh1 . Using Lemma A.3.2 we get I ≤ Cuh1 ≤
C gh1 , as we wished to prove.
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Index
Ahlfors-regular, 292 differentiable structure, 1

almost analytic extension, 237 differential complex associated with a
analytic disk, 127 formally integrable structure, 312
analytic hypoelliptic, 235 one-sided solvability, 320
analytic wave front set, 234 solvability in degree q, 315
approximate solution, 101, 132 the associated cohomology, 315
differential form
q-form, 308
Baouendi–Treves
one-form, 7
approximation theorem, 53
pullback, 33
in Hölder spaces, 76
real-analytic one-form, 14
in Hardy spaces, 79
direct limit, 315
in Lebesgue spaces, 70
in Sobolev spaces, 73
elliptic, 140
boundary values, 271
elliptic structure, 145
of holomorphic functions, 230
exactness in the sense of germs, 313
exterior differentiation, 309
Cauchy problem, 108 exterior product, 308
C wave front set, 236
characteristic set, 15, 132 F. and M. Riesz theorem, 263
complex conormal bundle, 33 FBI transform, 226, 242
complex structure, 114, 219 fiber, 6
complex tangent space, 6, 220 finite type, 110
complex tangent vector, 6 formally integrable structure, 7
complex vector sub-bundle Cauchy–Riemann (CR), 16
of CT , 6 complex, 16
of CT ∗ , 9 corank, 7
complexified cotangent elliptic, 16
bundle, 9 essentially real, 16
complexified tangent bundle, 6 Hans Lewy, 37
convergence nondegenerate, 43
nontangential, 282 rank, 7
pointwise, 271 real-analytic, 14
CR function, 19, 118 tube, 24
CR manifold, 218 Fourier transform, 226
CR structure, 104 Frobenius theorem, 11
390
Index 391
function vector field, 15, 287, 364

Ck, 2 nonsolvability, 365
real-analytic, 14 of standard type, 365
smooth, 2
Newlander–Nirenberg
germ of a smooth function, 5 theorem, 26
Gronwall’s inequality, 141 Nirenberg–Treves condition ,
154, 287
Hölder space, 76 noncharacteristic, 108
Hamiltonian, 251
Hardy space, 78, 287 one-sided
H p property, 287 locally integrable, 288
a priori estimates, 163 locally solvable, 287
Hausdorff measure, 141 operator
holomorphic extension, 118 Hans Lewy, 37
hypoanalytic Mizohata, 15
chart, 371 orbit, 101
function, 239, 371 almost everywhere minimal, 122
manifold, 218 analytic, 104
structure, 239, 370 embedded, 103
wave front set, 242 immersed, 107
hypoanalyticity, 239 overdetermined system of nonlinear
hypocomplex, 134 pde, 47
elliptic, 47
integral curve, 101 linearization, 47
invariant set, 110 linearization at a point, 47
Levi condition, 45 Paley–Wiener Theorem, 226

Levi form, 43 planar vector fields
Lie algebra, 4, 104 solvability in C , 183
Lie bracket, 4 solvability in bmo, 175
linearized operator, 244 solvability in Lebesgue
local chart, 2 spaces, 156
locally integrable structure, 19 pullback
locally solvable vector fields, 151 pulback homomorphism, 310
manifold section, 7
differentiable (smooth), 2 sheaf of hyperfunctions, 372
hypoanalytic, 371 similarity principle, 361
real-analytic, 2 application to bending of
maximal function surfaces, 363
Hardy–Littlewood, 292 applications to uniqueness, 362
nontangential, 285, 291 solution
microlocal analyticity, 234 classical, 7
microlocal smoothness, 237 hyperfunction, 373
minimality, 118 weak, 7
Mizohata, 214 solvability condition q , 347
structures, 365 solvability in top degree, 358
in higher dimensions, 367 submanifold
local integrability, 368 embedded, 32
of standard type, 367 codimension, 32
392 Index
submanifold (cont.) unique continuation, 101

compatible (with a formally integrable global, 110
structure), 34
generic, 35 vector bundle
generic CR, 223 real-analytic, 14
maximally real, 225 vector field
strongly noncharacteristic, 225 complex, 2
weakly embedded, 107 Hans Lewy, 37
support, 108 holomorphic, 13
Mizohata, 15
tangent bundle, 103 real, 11
tempered growth, 231 real-analytic, 14
the Box operator, 337 symbol, 15
the edge-of-the-wedge vector fields in several variables
theorem, 235 solvability
the intersection number, 340 in C , 196
totally real, 221 in Lebesgue spaces, 195
trace, 273 necessary conditions for, 211
transversal order, 115
tube structure, 235 wedge, 239

Introduction To Involutive Structures

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An Introduction to Involutive Structures

Detailing the main methods in the theory of involutive systems of complex

Shi feraw Berh a n u is a Professor of Mathematics at Temple

For information about Cambridge University Press mathematics publications

Cambridge University Press

© S. Berhanu, P. Cordaro and J. Hounie 2008

This publication is in copyright. Subject to statutory exception and to the provision of

ISBN-13 978-0-511-38612-1 eBook (EBL)

ISBN-13 978-0-521-87857-9 hardback

III Sussmann’s orbits and unique continuation 101

VII.5 Localization 312

Since the first systematic exposition of the theory of involutive systems of

where L is a planar complex vector field not necessarily elliptic, which is

a basis of over U , then we can find m = dim −n smooth, complex-valued

The reader is referred to [BER] for a further reference on CR manifolds and

I.1 Complex vector fields

Deﬁnition I.1.1. A differentiable manifold (or smooth manifold) of dimen-

If, in the above definitions, we replace C by real-analytic we obtain the

(1) = RN ,  ∗ = RN  identity map .

Notation. An element U x ∈  will be refered to as a local chart or as

Deﬁnition I.1.2. A (smooth) complex vector field over is a C-linear map

which satisfies the Leibniz rule

Proposition I.1.3. If L ∈ X and if f is constant then Lf = 0. We also

where f̃ is any element in C which coincides with f in a neighborhood

I.2 The algebraic structure of X

where hj ∈ C xV and hj a = f ∗ /xj a. If we further set gj = hj x ∈

and consequently the Leibniz rule gives

Deﬁnition I.2.1. The C-linear map C U → C U given by

Returning to the preceding argument and notation we can write

since p was an arbitrary point taken in U we obtain the representation of L

In particular this representation shows that the C U-module XU is free,

I.3 Formally integrable structures

defined in an open neighborhood of p, the germ at p defined by f will

Deﬁnition I.3.1. A complex tangent vector (to ) at p is a C-linear map

In particular we conclude that  x p j = 1     N is a basis of CTp .

satisfying the following conditions:

(a) For each p ∈ , p is a vector subspace of CTp of dimension n.

The vector space p is called the fiber of at p.

Given a complex vector sub-bundle of CT and an open subset W

Deﬁnition I.3.2. A formally integrable structure over is a complex vector

• If W ⊂ is open and L M ∈ XW are sections of over W then L M

Deﬁnition I.3.3. A (classical) solution for the formally integrable structure

I.4 Differential forms

Let  ∈ N, L ∈ X and suppose that L vanishes on an open subset

vanishes at p. In fact, we have a more precise result:

Lemma I.4.1. Let  ∈ N, L ∈ X and suppose that Lp = 0. Then

Proof. By the preceding discussion it is clear that we can restrict a one-form

The proof of Lemma I.4.1 is complete.

to each  ∈ N we can associate an element p ∈ CTp∗ by the formula

where L ∈ X is such that Lp = v.

p → p Lp ∈ C  ∀ L ∈ X

then there is  ∈ N such that p = p , for every p ∈ .

Proposition I.4.2. CTp∗ = p  ∈ N .

where /xj ∈ C U. If we now observe that dxj p ⊂ CTp∗ is the

Deﬁnition I.4.3. Given f ∈ C we define df ∈ N by the formula

dfL = Lf L ∈ X (I.10)

From (I.9) we obtain the usual representation in local coordinates

We now introduce the complexified cotangent bundle of as being the

As before we can also introduce the notion of a complex vector sub-bundle

where each p is a vector subspace of CTp∗ of dimension m, satisfying the

• Given p0 ∈ there are an open set U0 containing p0 and one-forms

(1) = RN , ∗ = RN identity map .

Notation. An element U x ∈ will be refered to as a local chart or as

where hj ∈ C xV and hj a = f ∗ /xj a. If we further set gj = hj x ∈

In particular we conclude that x p j = 1 N is a basis of CTp .

• If W ⊂ is open and L M ∈ XW are sections of over W then L M

Let ∈ N, L ∈ X and suppose that L vanishes on an open subset

Lemma I.4.1. Let ∈ N, L ∈ X and suppose that Lp = 0. Then

to each ∈ N we can associate an element p ∈ CTp∗ by the formula

p → p Lp ∈ C ∀ L ∈ X

then there is ∈ N such that p = p , for every p ∈ .

Proposition I.4.2. CTp∗ = p ∈ N .

where /xj ∈ C U. If we now observe that dxj p ⊂ CTp∗ is the

dfL = Lf L ∈ X (I.10)

where each p is a vector subspace of CTp∗ of dimension m, satisfying the

As before we shall refer to the space p as the fiber of at the point p.

U0 x x = x1 xN

such that L1p Lnp spans p for all p ∈ U0 . After a contraction of U0

Then L#1p L#np also spans p for all p ∈ U0 . Moreover, we have

L#j = dxn+ L#j − cj = 0

Hence 1p mp is a basis for p⊥ for each p ∈ U0 .

Lf = Lf f ∈ C

The fact that a1 0 = 0 implies that y1 yN → x1 xN is a smooth

Theorem I.5.1. Let L1 Ln be linearly independent, real vector fields

L#1 = L1 L#j = Lj − aj1 L1 j = 2 n

ajk 0 x2 xN = 0 j = 2 n k > n

Given an open set ⊂ C denote by the algebra of holomorphic

where aj bj ∈ C ; (I.11) is then a holomorphic vector field if and only

Theorem I.5.2. Let L1 Ln be linearly independent, holomorphic vector

Proof. Given p0 ∈ we take vector fields L1 Ln which generate in

Proof. We only verify the equality. If x y ∈ V 0 then x ± iy ∈ V and so

1 basis for V1 +1 m real basis for V0

If we write j = j + ij , j = 1 , then:

1 +1 m is a basis for V ; (I.16)

is linearly independent. In particular, 2 +d = +m ≤ N and (I.17) holds.

If 1 +1 m is the basis given in (I.16) we first take a system

where the coefficients ajj , ãj , bjk , b̃k all vanish at p.

where bk = 0 at the origin for every k.

Proof. We shall prove that if L1 Ln are linearly independent, real-

ãjk = ajk C̃