\documentclass[reqno]{amsart}
\usepackage{hyperref}
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\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2009(2009), No. 125, pp. 1--21.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2009 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2009/125\hfil Asymptotic formulas for solutions]
{Asymptotic formulas for solutions of parameter-depending
elliptic boundary-value problems in domains with conical points}

\author[N. T. Anh, N. M. Hung \hfil EJDE-2009/125\hfilneg]
{Nguyen Thanh Anh, Nguyen Manh Hung}  % in alphabetical order

\address{Nguyen Thanh Anh \hfill\break
Department of Mathematics,
Hanoi National University of Education,
Hanoi, Vietnam}
\email{thanhanh@hnue.edu.vn}

\address{Nguyen Manh Hung \hfill\break
Department of Mathematics,
Hanoi National University of Education,
Hanoi, Vietnam}
\email{hungnmmath@gmail.com}

\thanks{Submitted March 5, 2009. Published September 4, 2009.}
\subjclass[2000]{35J40, 35B40, 35P99, 47A55, 47A56}
\keywords{Elliptic boundary problem; nonsmooth domains;
conical point; \hfill\break\indent asymptotic behaviour}

\begin{abstract}
 In this article, we study elliptic boundary-value problems,
 depending on a real parameter, in domains with conical points.
 We present asymptotic formulas for solutions near singular
 points, as linear combinations of special singular
 functions and regular functions. These functions and
 the coefficients of the linear combination are regular
 with respect to the parameter.
\end{abstract}

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

\section{Introduction}\label{sec1}

Elliptic boundary-value problems in domains with point singularities
were thoroughly investigated (see, e.g, \cite{KMR} and the
extensive bibliography in this book).
We are concerned with elliptic boundary-value problems depending
on a real parameter in domains with conical points.
These problems arise in considering initial-boundary-value
problems for non-stationary equations with coefficients depending
on time  (see, e.g, \cite{H}, where the initial-boundary-value
problem for strongly hyperbolic systems with Dirichlet boundary
conditions was considered). We give here as an example the
initial-boundary-value problem for the parabolic equation
\begin{gather}
u_t+L(x,t,\partial_x)u=f \quad\text{in }  G_T, \label{eq101}\\
B_j(x,t,\partial_x)u = 0, \quad\text{on } S_T,\;
 j=1,\dots,m, \label{eq102}\\
u|_{t=0}=\varphi \quad\text{on } G,  \label{eq103}
\end{gather}
where the sets $G,G_T,S_T$, and the operators $L,B_j$ are introduced
in Section \ref{sec2}. For this problem we have first dealt with
the unique solvability and the regularity of the generalized solution
with respect to the time variable $t$ (see \cite{HA1}).
After that, to investigate the regularity and the asymptotic of the
solution, (\ref{eq101}) and (\ref{eq102}) are rewritten in the
 form
\begin{gather}
L(x,t,\partial_x)u= f-u_t \quad\text{in } G_T, \label{eq104}\\
B_j(x,t,\partial_x)u= 0, \quad\text{on } S_T,\; j=1,\dots,m. \label{eq105}
\end{gather}
Then  (\ref{eq104}), (\ref{eq105}) can be regarded as a elliptic
boundary-value problem depending on the parameter $t$. This approach
was suggested in \cite{Kondratiev}.

In the present paper we are concerned with asymptotic behaviour of the
solutions  near the singular points. Firstly, applying the results
of the analytic perturbation theory of linear operators
(\cite{Kato}) and the method of linearization of polynomial operator
pencils (\cite{Markus}), we establish the smoothness with respect
to the parameter of the eigenvalues, the eigenvectors of the
operator pencils generated by the problems. After that,
applying the well-known results  for elliptic boundary-value
problems (without parameter) in the considered domains,
we receive the asymptotic formulas of the solutions as a sum of
a linear combination of special singular functions and a regular
function in which this functions and the coefficients of the linear
combinations are regular with respect to the parameter.
The present results will be applied to deal with the asymptotic
behaviour  of the solutions of initial-boundary-value problems
for parabolic equations in cylinders with bases containing conical
points in a forthcoming work.

Our paper is organized as follows.
In Section \ref{sec2}, we introduce some needed notation and definitions.
We study the spectral properties of the operator pencil generated
by the problem in Section \ref{sec2a}. Section \ref{sec3} is
devoted to establishing the asymptotic behaviour of the solutions in a
neighborhood of the conical point.

\section{Preliminaries}\label{sec2}

Let $G$ be a bounded domain in ${\mathbb R}^n (n \geq 2)$ with the
boundary $\partial G$. We suppose that $S = \partial
G\setminus\{0\}$ is a smooth manifold and $G$ in a neighborhood of
the origin $0$ coincides with the cone $K=\{x: x/|x| \in
\Omega\}$, where $\Omega$ is a smooth domain on the unit sphere
$S^{n-1}$ in ${\mathbb R}^n$. Let $T$ be a positive real number or
$T=+\infty$. If $A$ is a subset of $\mathbb{R}^n$, we set
$A_T=A\times (0,T)$. For each multi-index $\alpha=(\alpha_1,
\dots, \alpha_n)\in{\mathbb N}^n$, set $|\alpha|=\alpha_1+ \dots+
\alpha_n$, and
$\partial^\alpha=\partial^\alpha_x=\partial^{\alpha_1}_{x_1}\dots
\partial^{\alpha_n}_{x_n}$.

Let us introduce some functional space used in this paper.
Let $l$ be  a nonnegative integer.  We denote by $W_2^l(G)$
the usual Sobolev space of functions defined in $G$ with the norm
$$
\|u\|_{W_2^{l}(G)}=\Big(\int_G\sum_{|\alpha|\leq m}
|\partial^\alpha_x u|^2 dx\Big)^{1/2},
$$
and by $W_2^{l-\frac{1}{2}}(S)$ the space of traces of functions
from $W_2^l(G)$ on $S$ with the norm
$$
\|u\|_{W_2^{l-\frac{1}{2}}(S)}=\inf\big\{\|v\|_{W_2^l(G)}:
 v \in {W_2^l(G)}, v|_{S}=u\big\}.
$$
We define the weighted Sobolev space $V^l_{2,\gamma}(K) $
($\gamma \in \mathbb{R}$) as the closure of
$C_0^\infty(\overline{K}\setminus\{0\})$ with respect to the norm
\begin{equation}
\|u\|_{V^l_{2,\gamma}(K)}=\Big(\sum_{|\alpha| \leq
l}\int_Kr^{2(\gamma+|\alpha|-l)}|\partial^\alpha_x u|^2dx
\Big)^{1/2}, \label{eq205}
\end{equation}
where $ r=|x|=\big(\sum_{k=1}^nx^2_k\big)^{1/2}$. If $l\geq 1$,
then $V^{l-\frac{1}{2}}_{\gamma}(\partial K)$  denote the space
consisting of traces of functions from  $V^l_{2,\gamma}(K)$  on
the boundary $\partial K$  with the  norm
\begin{equation}
\|u\|_{V^{l-\frac{1}{2}}_{\gamma}(\partial K)}
=\inf\big\{\|v\|_{V^l_{2,\gamma}(K)}: v \in {V^l_{2,\gamma}(K)},
v|_{\partial K}=u\big\}. \label{eq206}
\end{equation}

It is obvious from the definition that the space
$V^{l+k}_{2,\gamma+k}(K)$ is continuously imbedded into the
space $V^{l}_{2,\gamma}(K)$ for an arbitrary nonnegative integer $k$.
An analogous assertion holds for the space
$V^{l-\frac{1}{2}}_{2,\gamma}(\partial K)$.
The weighted spaces $V^l_{2,\gamma}(G) $,
$V^{l-\frac{1}{2}}_{\gamma}(S)$ are defined similarly as
in (\ref{eq205}), (\ref{eq206}) with  $K, \partial K$  replaced
by $G, S$, respectively.

Let $h$ be a nonnegative integer and $X$ be a Banach space.
Denote by $\mathcal{B}(X)$ the set  of all continuous linear
operators from $X$ into itself.  By $W_2^h((0,T);X)$ we denote
the Sobolev space of $X$-valued functions defined on $(0,T)$ with
$$
\|f\|_{W_2^h((0,T);X)}=\Big(\sum_{k=0}^{h}\int_O^T
\big\|\frac{d^kf(t)}{dt^k}\big\|^2_{X}dt\Big)^{1/2}<+\infty.
$$
For short, we set
\begin{gather*}
W_2^h((0,T))=W_2^h((0,T);\mathbb{C}), \quad
W_2^{l,h}(\Omega_T)=W_2^h((0,T);W_2^l(\Omega)),\\
V^{l,h}_{2,\gamma}(G_T)=W_2^h((0,T);V^l_{2,\gamma}(G)), \quad
V^{l-\frac{1}{2},h}_{2,\gamma}(S_T)=W_2^h((0,T);
V^{l-\frac{1}{2}}_{2,\gamma}(S)).
\end{gather*}


Recall that a $X$-valued function $f(t)$ defined on $[0,+\infty)$
is said to be continuous or analytic at $t=+\infty$ if the
function $g(t)$ $=$ $f(\frac{1}{t})$ is continuous or analytic,
respectively, at $t=0$ with a suitable definition of $g(0) \in X$.
In these cases we can regard $f(t)$ as a function defined on
$[0,+\infty]$ with $f(+\infty)=g(0)$.  Denote by
$C^\mathfrak{a}([0,T];X)$ the set of all  $X$-valued functions
defined and analytic on $[0,T]$ (recall that $T$ is a positive
real number or $T=+\infty$).  It is clear that if $f \in $
$C^\mathfrak{a}([0,T];X)$, then $f$ together with all its
derivatives are bounded on $[0,T]$.

Let $A$ be a subset of $\mathbb{R}^n$ and $f(x,t)$ be a
complex-valued function defined on $A_T=A\times[0,T]$.  We will
say that $f$ belongs to the class $C^{\infty,\mathfrak{a}}(A_T)$
if and only if $f\in $ $C^a([0,T];C^l(A) )$ for all nonnegative
integer $l$.

Let
$$
L=L(x,t,\partial_x) = \sum_{|\alpha|\leq 2m}
a_{\alpha}(x,t)\,\partial^\alpha_x
$$
be  a differential operator of order $2m$ defined in $Q$ with
coefficients belonging to $C^{\infty,\mathfrak{a}}(\overline{G}_T)$
($\overline{G}_T=\overline{G}\times [0,T]$).
Suppose that $L(x,t,\partial_x)$ is elliptic on $\overline{G}$
uniformly with respect to $t$ on $[0,T]$, i.e, there is a positive
constant $c_0$ such that
\begin{equation}
|L^\circ(x,t,\xi)| \geq c_0|\xi|^{2m} \label{eq201}
\end{equation}
for all $\xi \in \mathbb{R}^n$ and for all $(x,t) \in
\overline{G}_T$. Here $L^\circ(x,t,\partial_x)$ is principal part
of the operator  $L(x,t,\partial_x)$; i.e,
\[
L^\circ(x,t,\partial_x) = \sum_{|\alpha| = 2m}
a_{\alpha}(x,t)\partial^\alpha_x.
\]
Let
$$
B_j=B_j(x,t,\partial_x)=\sum_{|\alpha|\leq \mu_j}b_{j,\alpha}(x,t)
\partial^\alpha_x, \quad j =1,\dots, m,
$$
be a system  of boundary operators  on $S$ with coefficients
belonging to  $C^{\infty,\mathfrak{a}}(\partial G\times [0,T])$,
 $\mathop{\rm ord}B_j = \mu_j \leq 2m-1$, $j=1,\dots,m$.
Suppose that $\{B_j(x,t,\partial_x)\}_{j=1}^m$ is a normal system
on $S$ uniformly with respect to $t$ on $[0,T]$; i.e, the two
following conditions are satisfied:
\begin{itemize}
\item[(i)] $\mu_j \not= \mu_k$ for $j \ne k$,

\item[(ii)] there are positive constants $c_j$ such that
\begin{equation}
|B_j^\circ(x,t,\nu(x))| \geq c_j, j =1, \dots, m, \label{eq202}
\end{equation}
 for all $(x,t) \in S_T$. Here $B_j^\circ(x,t,\partial_x)$
is the principal part of $B_j(x,t,\partial_x)$ and $\nu(x)$
is the unit outer normal to $S$ at point $x$.
\end{itemize}

In this paper, we consider asymptotic behaviour near the conical
point of solutions of the elliptic boundary-value problem
depending on the parameter $t$:
\begin{gather}
L(x,t,\partial_x)u =f  \quad\text{in }  G_T,  \label{eq203}\\
B_{j}(x,t,\partial_x)u =g_j\quad  \text{on } S_T,  j=1,\dots,m.
\label{eq204}
\end{gather}

\section{Spectral properties of the pencil operator generated}\label{sec2a}

Let $\mathfrak{L}=\mathfrak{L}(t,\partial_x), \mathfrak{B}_j
=\mathfrak{B}_j(t,\partial_x)$ be the principal homogenous parts
of $L(x,t,\partial_x)$, $B_j(x,t,\partial_x)$ at $x=0$; i.e,
\begin{gather*}
\mathfrak{L}=\mathfrak{L}(t,\partial_x)=\sum_{|\alpha|
= 2m}a_{\alpha}(0,t)\,\partial^\alpha_x,\\
\mathfrak{B}_j=\mathfrak{B}_j(t,\partial_x)=\sum_{|\alpha|=
\mu_j}b_{j\alpha}(0,t)\,\partial^\alpha_x, j =1,\dots, m.
\end{gather*}
It can be directly verified that the derivative $\partial^\alpha_x$
has the form
\begin{equation}
\partial^\alpha_x = r^{-|\alpha|}\sum_{p=0}^{|\alpha|}
P_{\alpha,p}(\omega,\partial_\omega)(r\partial r)^{p}, \label{eq212}
\end{equation}
where $P_{\alpha,p}(\omega,\partial_\omega)$ are differential
operators of order $\leq |\alpha|-p$ with smooth coefficients on
$\overline{\Omega}$, $r=|x|$, $\omega$ is an arbitrary local
coordinate system on $S^{n-1}$. Thus we can write
$\mathfrak{L}(t,\partial_x), \mathfrak{B}_j(t,\partial_x)$ in the
form
\begin{gather*}
\mathfrak{L}(t,\partial_x)=r^{-2m}\mathscr{L}(\omega,t,\partial_\omega,r\partial_r),\\
\mathfrak{B}_j(t,\partial_x)=r^{-\mu_j}\mathscr{B}_j(\omega,t,\partial_\omega,r\partial_r).
\end{gather*}
We introduce the operator
$$
\mathscr{U}(\lambda,t)=(\mathscr{L}(\omega,t,\partial_\omega,\lambda),
\mathscr{B}_j(\omega,t,\partial_\omega,\lambda)),\lambda \in {\mathbb C},
t \in [0,T]$$
 of the parameter-depending elliptic boundary-value problem
\begin{gather*}
\mathscr{L}(\omega,t,\partial_\omega,\lambda)u=f \quad\text{in }
 \Omega, \\
\mathscr{B}_j(\omega,t,\partial_\omega,\lambda)u =g_j \quad\text
{on } \partial\Omega, \quad j=1,\dots, m
\end{gather*}
(Here the parameters are $\lambda$ and $t$). For every fixed
$\lambda \in {{\mathbb C}}, t \in [0,T]$ this operator continuously maps
$$
\mathcal{X}\equiv W_2^l(\Omega) \text{ into } \mathcal{Y} \equiv
W_2^{l-2m}(\Omega)\times \prod_{j=1}^m
W_2^{l-\mu_j-\frac{1}{2}}(\partial \Omega)\;(l\geq 2m).
$$
We can write $\mathscr{U}(\lambda,t)$ in the form
\[
\mathscr{U}(\lambda,t)=A_{2m}(t)\lambda^{2m}+A_{2m-1}(t)
\lambda^{2m-1}+\dots+A_{0}(t),
\]
where $A_{k}(t), k=2m, 2m-1, \dots, 0$ are differential operators
in $\Omega$ of order $2m-k$ with coefficients belonging to
$C^{\infty,\mathfrak{a}}(\Omega_T)$, especially
\begin{equation}
A_{2m}(t)=(\sum_{|\alpha|=2m}a_{\alpha}(0,t)\omega^{\alpha},0,\dots,0).
\label{eq3}
\end{equation}

We mention now some well-known definitions (\cite{KMR}).  Let $t_0
\in [0,T]$ fixed. If $\lambda_0 \in \mathbb{C}$, $\varphi_0 \in
\mathcal{X}$ such that $\varphi_0 \not= 0,
\mathscr{U}(\lambda_0,t_0)\varphi_0=0$, then $\lambda_0$ is called
an eigenvalue of $\mathscr{U}(\lambda,t_0)$ and $\varphi_0 \in
\mathcal{X}$ is called an eigenvector corresponding to
$\lambda_0$. $\Lambda= \dim\ker\mathscr{U}(\lambda_0,t_0)$ is
called the geometric multiplicity of the eigenvalue $\lambda_0$.

If the elements $\varphi_1, \dots,\varphi_s$ of $\mathcal{X}$
satisfy the equations
\[
\sum_{q=0}^{\sigma}\frac{1}{q!}\frac{d^q}{d\lambda^q}
\mathscr{U}(\lambda,t_0)|_{\lambda=\lambda_0}\varphi_{\sigma-q}=0
\quad\text{for } \sigma=1,\dots,s,
\]
then the ordered collection $\varphi_0, \varphi_1,
\dots,\varphi_s$  is said to be a Jordan chain corresponding to
the eigenvalue $\lambda_0$ of the length $s+1$. The rank of the
eigenvector $\varphi_0$ ($\mathop{\rm rank} \varphi_0$) is the maximal length
of the Jordan chains corresponding to the eigenvector $\varphi_0$.

A canonical system of eigenvectors of $\mathscr{U}(\lambda_0,t_0)$
corresponding to the eigenvalue $\lambda_0$ is a system  of
eigenvectors $\varphi_{1,0}, \dots,\varphi_{\Lambda,0}$ such that
$\mathop{\rm rank} \varphi_{1,0}$ is maximal among the $\mathop{\rm rank}$ of all
eigenvectors corresponding to $\lambda_0$ and $\mathop{\rm rank}
\varphi_{j,0}$ is maximal among the $\mathop{\rm rank}$ of all eigenvectors in
any direct complement in $\ker \mathscr{U}(\lambda_0,t_0)$ to the
linear span of the vectors $\varphi_{1,0},
\dots,\varphi_{j-1,0}\;(j=2,\dots,\Lambda)$. The number
$\kappa_{j}=\mathop{\rm rank} \varphi_{j,0}\;(j=1,\dots,\Lambda)$ are called
the partial multiplicities and the sum
$\kappa=\kappa_1+\dots+\kappa_\Lambda$ is called the algebraic
multiplicity of the eigenvalue $\lambda_{0}$.

The eigenvalue of $\lambda_0$ is called simple if both its
geometric multiplicity and the rank of the corresponding
eigenvector equal to one.

For each $t \in [0,T]$ fixed the set of all complex number
$\lambda$ such that $\mathscr{U}(\lambda,t)$ is not invertible is
called the spectrum of $\mathscr{U}(\lambda,t)$. It is known that
the spectrum of $\mathscr{U}(\lambda,t)$ is an enumerable set of
its eigenvalues (see \cite[Th.  5.2.1]{KMR}). Moreover, there are
constants $\delta, R$ such that $\mathscr{U}(\lambda,t)$ is
invertible for all $t \in [0,T]$ and all $\lambda$ in the set
\begin{equation}
\mathcal{D}:= \{\lambda \in \mathbb{C}: |\mathop{\rm Re}\lambda|\leq
\delta|\mathop{\rm Im}\lambda|, |\lambda|\geq R \} \label{eq2}
\end{equation}
(see \cite[Thm.  3.6.1]{KMR}).

Now we use method of linearization to investigate the smoothness
of the eigenvalues and the eigenvectors of
$\mathscr{U}(\lambda,t)$ with respect to $t$. Without loss of
generality we can assume that the operator $A_0(t)$ is invertible.
Indeed, if $\lambda_0$ is an eigenvalue of
$\mathscr{U}(\lambda,t)$ for all $t \in [0,T]$, then
\[
\mathscr{U}(\lambda_0+\lambda,t) = \sum_{k=0}^{2m}
\widetilde{A}_k(t)\lambda^k,
\]
where $\widetilde{A}_0(t)=\mathscr{U}(\lambda_0,t)$ is  invertible
for all $t \in [0,T]$. Setting
$$
\mathscr{V}(\lambda,t)=A_0^{-1}(t)\mathscr{U}(\lambda,t),
D_k(t)=A_0^{-1}(t)A_k(t), k=1,\dots,2m,
$$
we have the pencils of continuous operators
$\mathscr{V}(\lambda,t)$, $D_k(t)$, $k=1,\dots,2m$, from
$\mathcal{X}$ into itself, and
\begin{equation}
\mathscr{V}(\lambda,t)=D_{2m}(t)\lambda^{2m}+D_{2m-1}(t)
\lambda^{2m-1}+\dots+D_{1}(t)\lambda+I,
\end{equation}
where $I$ is the identical operator in $\mathcal{X}$.
The eigenvalues and the eigenvectors  of  $\mathscr{V}(\lambda,t)$
are defined analogously as of $\mathscr{U}(\lambda,t)$.

We can verify directly (or see \cite[Le. 12.1]{Markus}) that
\begin{equation}
\mathcal{I}-\lambda\mathscr{A}(t)= \mathscr{C}(t)\mathscr{E}(\lambda,t)
\begin{bmatrix}
\mathscr{V}(\lambda,t)&&&\\
&I&&\\
&&\ddots&\\
&&&I\\
\end{bmatrix}\mathscr{F}(\lambda,t), \label{eq1}
\end{equation}
where
\[
\mathscr{A}=
\begin{bmatrix}
-D_1&\dots&-D_{2m-1}&-D_{2m}\\
I&&&\\
&\ddots&&\\
&&I&\\
\end{bmatrix},\quad
\mathscr{C}=
\begin{bmatrix}
I&-D_1&\dots&-D_{2m-1}\\
&I&&\\
&&\ddots&\\
&&&I\\
\end{bmatrix},
\]
\[
\mathscr{E}=
\begin{bmatrix}
I&\sum_{k=1}^{2m}D_{k}\lambda^{k-1}&\sum_{k=2}^{2m}D_{k}\lambda^{k-2}&\dots&D_{2m-1}+D_{2m}\lambda\\
&I&&&\\
&&\ddots&&\\
&&&&I\\
\end{bmatrix},
\]
\[
\mathscr{F}=
\begin{bmatrix}
I&&&\\
-\lambda I&I&&\\
&\ddots&\ddots&\\
&&-\lambda I&I\\
\end{bmatrix},
\]
(in operator matrices all the elements not indicated are assumed
to be zero, and the argument $t$ has been omitted for the sake  of
brevity) and $\mathcal{I}$  is the identical operator in
$\mathcal{X}^{2m}$.  Verifying directly we see that
$\mathscr{C}(t)$, $\mathscr{E}(\lambda,t)$,
$\mathscr{F}(\lambda,t)$ are invertible elements of
$\mathcal{B}(\mathcal{X}^{2m})$ with
\[
\mathscr{C}^{-1}=
\begin{bmatrix}
I&D_1&\dots&D_{2m-1}\\
&I&&\\
&&\ddots&\\
&&&I\\
\end{bmatrix},\quad
\mathscr{F}^{-1}=
\begin{bmatrix}
I&&&\\
-\lambda I&I&&\\
&\ddots&\ddots&\\
&&-\lambda I&I\\
\end{bmatrix},
\]
\[
\mathscr{E}^{-1}=
\begin{bmatrix}
I&-\sum_{k=1}^{2m}D_{k}\lambda^{k-1}&-\sum_{k=2}^{2m}D_{k}\lambda^{k-2}&\dots&-(D_{2m-1}+D_{2m}\lambda)\\
&I&&&\\
&&\ddots&&\\
&&&&I
\end{bmatrix}.
\]


It follows from the assumption on the analyticity of coefficients
of differential operators $L(x,t,\partial_x)$ and
$B_j(x,t,\partial_x)$, $j=1,\dots,m$, that
$\mathscr{V}(\lambda,t)$ is of  the class
$C^\mathfrak{a}([0,T];\mathcal{B}(\mathcal{X}))$ and
$\mathscr{A}(t)$ is of the class
$C^\mathfrak{a}([0,T];\mathcal{B}(\mathcal{\mathcal{X}}^{2m}))$.

It is obvious that $\mathscr{U}(\lambda,t)$ and
$\mathscr{V}(\lambda,t)$  have the same eigenvalues with the same
multiplicities and the same corresponding eigenvectors.  It
follows from (\ref{eq1}) that the spectra except the zero of the
pencil $\mathscr{V}(\lambda,t)$ and the operator $\mathscr{A}(t)$
coincide for all $t\in [0,T]$. We now show that for each $t\in
[0,T]$ all eigenvalues of  $\mathscr{V}(\lambda,t)$ and
$\mathscr{A}(t)$ are nonzero. It is obvious for these of
$\mathscr{V}(\lambda,t)$. Suppose $\varphi
=(\varphi^{(1)},\dots,\varphi^{(2m)} ) \in
\mathcal{\mathcal{X}}^{2m}, \varphi \ne 0$ such that
$\mathscr{A}(t)\varphi=0$ for some $t\in [0,T]$. Then
$\varphi^{(1)}=\dots=\varphi^{(2m-1)}=0$ and
$D_{2m}(t)\varphi^{(2m)}=0$. This implies $A_{2m}(t)\varphi^{(2m)}
= 0$, but this do not occur since $\ker A_{2m}(t)=\{0\}$ which
follows from (\ref{eq3}).

Now we can apply \cite[Le. 12.5, 12.8]{Markus} to conclude  that
the complex number $\lambda_0$ is an eigenvalue of the pencil
$\mathscr{V}(\lambda,t)$ (for some $t\in [0,T]$) if and only if
$\sigma_0=(\lambda_0)^{-1}$ is an eigenvalue of the operator
$\mathscr{A}(t)$ with the same multiplicities. Hence for each
$t\in [0,T]$ the spectrum of the operator $\mathscr{A}(t)$ is a
bounded set consisting  nonzero eigenvalues with finite
multiplicities.


\begin{lemma} \label{th21}
Let $\gamma_1, \gamma_2$ be real numbers, $\gamma_1< \gamma_2$
such that the lines $\mathop{\rm Re}\lambda=\gamma_j, j=1,2$, do not contain
any eigenvalue of $\mathscr{U}(\lambda,t)$ and all eigenvalues of
this pencil in the strip
\begin{equation}
\mathcal{D}_1:=\{\lambda \in \mathbb{C}: \gamma_1<\mathop{\rm Re}\lambda< \gamma_2\} \label{3eq002}
\end{equation}
are simple  for all $t\in [0,T] $.  Then there are complex-valued
functions $\lambda_k(t)$ and $\mathcal{X}$-valued functions
$\varphi_{k}(t)$, $k=1,\dots,N$, which are analytic on $[0,T]$
such that, for each $t\in [0,T]$, $\{\lambda_1(t), \dots,
\lambda_N(t)\}$ is  the set of all eigenvalues of
$\mathscr{U}(\lambda,t)$ in $\mathcal{D}_1$ and $\varphi_k(t)$ are
eigenvectors corresponding to the eigenvalues $\lambda_k(t)$,
$k=1,\dots,N$, respectively.
\end{lemma}

\begin{proof} Since the set $\mathcal{D}$ defined in (\ref{eq2}) does
not contains eigenvalues of $\mathscr{U}(\lambda,t)$ for all $t\in
[0,T]$, the eigenvalues of this pencil in the strip
$\mathcal{D_1}$ actually are located in the bounded domain
$\mathcal{D}_2=\left(\mathbb{C}\setminus \mathcal{D}\right)\cap
\mathcal{D}_1$. Moreover, the boundary $\partial \mathcal{D}_2$ of
$\mathcal{D}_2$ contains no eigenvalues of
$\mathscr{U}(\lambda,t)$ for all $t\in [0,T]$. Let $M$ be a
positive number such that $\|\mathscr{A}(t)\|<M$ for all $t\in
[0,T]$. Put $\mathcal{D}_0=\{\sigma\in \mathbb{C}:
(\sigma)^{-1}\in \mathcal{D}_2, |\sigma|<M\}$. Then
$\mathcal{D}_0$ is a connected bounded domain in $\mathbb{C}$ and
for each $t\in [0,T]$ the spectrum of  the operator
$\mathscr{A}(t)$ consists a finite set of its simple eigenvalues
and does not intersect with the boundary $\partial \mathcal{D}_0$.

Now let $t_0 \in [0,T]$ and $\sigma_0\in \mathcal{D}_0$ be a
simple  eigenvalue of the operator $\mathscr{A}(t_0)$.  Then
according to the results on analytic perturbation of linear
operators (see~\cite[Th. XII.8]{ReedSimon}), there exists a
complex-valued $\sigma(t)$ defined and analytic on a  subinterval
containing $t_0$ of $[0,T]$  such that $\sigma(t)$ is a simple
eigenvalue of $\mathscr{A}(t)$ for all $t$ in such subinterval.
We show now that $\sigma(t)$ may be continued to be defined on
$[0,T]$.

To see this, let $I_0$ be the maximal interval of $\sigma(t)$
considered  and suppose that $t_1$ is the right end of $I_0$ and
$0<t_1<T$. Since $\sigma(t)$ does not go out of the domain
$\mathcal{D}_0$ and the spectrum of $\mathscr{A}(t_1)$ consists
only a finite set of its eigenvalues,  $\sigma(t)$ must converge
to an eigenvalue $\widehat{\sigma}_0\in \mathcal{D}_2$ of
$\mathscr{A}(t_1)$ as $t \uparrow t_1$ (see~\cite[VII.3.5]{Kato}).
Thus, $\sigma(t)$ must coincide with the analytic function
$\widehat{\sigma}(t)$ representing eigenvalues of $\mathscr{A}(t)$
in a subinterval containing $t_1$,
$\widehat{\sigma}(t_1)=\widehat{\sigma}_0$. This implies that
$\sigma(t)$ admits an analytic continuation beyond $t_1$,
contradicting the supposition that $t_1$ is the right end of the
maximal interval $I_0$ of $\sigma(t)$.

Treating the other eigenvalues of $\mathscr{A}(t_0)$ in
$\mathcal{D}_0$  in the same way, we receive functions
$\sigma_1(t), \dots, \sigma_N(t)$ analytic on $[0,T]$ such that
$\sigma_k(t)$, $k=1,\dots,N$, are  simple eigenvalues of
$\mathscr{A}(t)$ for all $t\in [0,T]$.  One  can also choose
$\mathcal{X}^{2m}$-valued functions $\eta_{k}(t)$, $k=1,\dots,N$,
analytic on $[0,T]$ such that $\eta_k(t)$ are eigenvectors
corresponding to the eigenvalues $\sigma_k(t)$
(see \cite[Th. XII.8]{ReedSimon}).
Set $\lambda_k(t)=(\delta_k(t))^{-1}$,
$k=1,\dots,N$. Then these functions are analytic functions on
$[0,T]$ and $\{\lambda_1(t), \dots,\lambda_N(t)\}$ is the set of
all eigenvalues of $\mathscr{U}(\lambda,t)$ in the strip
$\mathcal{D}_1$ for each $t\in [0,T]$.

Rewrite the function $\eta_k(t)$ in the form of column vector
$(\eta_k^{(1)}(t),\dots,\eta_k^{(2m)}(t))$ ($k=1,\dots,N$). Then
$\mathcal{X}$-valued function $\varphi_k(t)=\eta_k^{(1)}(t)$ is
analytic on $[0,T]$ and $\varphi_k(t)$ is an eigenvector of
$\mathscr{U}(\lambda,t)$ corresponding to eigenvalues
$\lambda_k(t)$ for each $t \in [0,T]$. Remember that
$\mathcal{X}=W^l_2(\Omega)$, $l$ is an arbitrary nonnegative
integer. Thus, by Sobolev imbedding theorem, we have
$\eta_k^{(1)}(t) \in C^{\infty,\mathfrak{a}}(\Omega_T)$. The proof
is complete.
\end{proof}

 From the assumption on the coefficients of the operators $B_j$
and the assumption (\ref{eq202}), we have
 \begin{equation}
|B^\circ_{j}(0,t,\nu(x))|\geq
|B^\circ_{j}(x,t,\nu(x))|-|B^\circ_{j}(0,t,\nu(x))
-B^\circ_{j}(x,t,\nu(x))| >0
\end{equation}
$(j=1,\dots,m)$, for all $x \in S$ sufficiently near the origin
and for  all $t \in [0,T]$. $\mathfrak{B}_j(t,\nu(x))$ can be
regarded as defined on $K_T$, and $\mathfrak{B}_j(t,\nu(x)) \ne 0$
for all $x \in \partial K_T$ and for all $t \in [0,T]$ since
$\nu(x)$ are the same on each axis of the cone $K$. Thus, the
system $\{\mathfrak{B}_j(t,\partial_x)\}_{j=1}^m$ is normal on
$\partial K$ for each $t \in [0,T]$. Therefore, there are boundary
operators $\mathfrak{B}_{j}(t,\partial_x),
\mathop{\rm ord}\mathfrak{B}_j(t,\partial_x)=\mu_j<2m, j=m+1, \dots 2m$,
such that the system
$\{\mathfrak{B}_j(x,t,\partial_x)\}_{j=1}^{2m}$ is a Dirichlet
system of order $2m$ (for definition see \cite{KMR}, p. 63) on
$\partial K$ for each $t \in [0,T]$, and the following classical
Green formula
\begin{equation}
\int_{K}\mathfrak{L}u\overline{v}dx +\sum_{j=1}^m\int_{\partial
K}\mathfrak{B}_ju
\overline{\mathfrak{B}'_{j+m}v}ds=\int_{K}u\overline{\mathfrak{L}^+v}
dx+\sum_{j=1}^m\int_{\partial
K}\mathfrak{B}_{j+m}u\overline{\mathfrak{B}'_{j}v}ds \label{eq34a}
\end{equation}
holds for $u, v \in C_0^\infty(\overline{K}\setminus\{0\} )$ and for
each $t \in [0,T]$. Here $\mathfrak{L}^+=\mathfrak{L}^+(t,\partial_x)$
is the formal adjoint operator of $\mathfrak{L}$, i.e,
$$
\mathfrak{L}^+u=(-1)^{2m} \sum_{|\alpha|= 2m}
\overline{a}_{\alpha}(0,t)\partial^\alpha_x u,
$$
and $\mathfrak{B}'_j=\mathfrak{B}'_j(t,\partial_x)$ are boundary
operators of order $\mu'_j=2m-1-\mu_{j+m}$ if $j\leq m$, and of
order $\mu'_j=2m-1-\mu_{j-m}$ if $j\geq m+1$. The coefficients of
$\mathfrak{B}'_j=\mathfrak{B}'_j(t,\partial_x), j=1,\dots,2m$, are
independent of the variable $x$ and dependent on $t$ analytically
on $[0,T]$.

The operators $\mathfrak{L}^{+}(t,\partial_x),
\mathfrak{B}_j'(t,\partial_x)$ can be written in the form
\begin{gather}
\mathfrak{L}^{+}(t,\partial_x)=r^{-2m}\mathscr{L}^{+}
(\omega,t,\partial_\omega,r\partial_r),\\
\mathfrak{B}_j'(t,\partial_x)=r^{-\mu_j'}\mathscr{B}_j'
(\omega,t,\partial_\omega,r\partial_r).
\end{gather}

 From the Green formula (\ref{eq34a}) we get the following Green formula
\begin{align*}
&\int_{\Omega}\mathscr{L}(t,\lambda)\widetilde{u}\overline
 {\widetilde{v}}dx+\sum_{j=1}^m\int_{\partial\Omega}\mathscr{B}_j
 (t,\lambda)\widetilde{u}\overline{\mathscr{B}'_{j+m}
 (t,-\overline{\lambda}+2m-n)\widetilde{v}}ds \\
&= \int_{\Omega}\widetilde{u}\overline{\mathscr{L}^+
 (t,-\overline{\lambda}+2m-n)\widetilde{v}}dx+\sum_{j=1}^m
 \int_{\partial\Omega}\mathscr{B}_{j+m}(t,\lambda)\widetilde{u}
 \overline{\mathscr{B}'_{j}(t,-\overline{\lambda}+2m-n)\widetilde{v}}ds
\end{align*}
for $ \widetilde{u}, \widetilde{v} \in C^{\infty}(\overline{\Omega})$
and for all $t \in [0,T]$ (see \cite[p. 206]{KMR}).
Here for the sake of brevity, we have omitted the arguments $\omega$
and $\partial_\omega$ in the operators of this formula.

 We denote by $\mathcal{U}^{+}(\lambda,t)$ the operator of the
boundary-value problem
\begin{gather}
\mathscr{L}^{+}(\omega,t,\partial_\omega,-\lambda+2m-n)v=f
 \quad\text{ in } \Omega,\\
\mathscr{B}_j^{+}(\omega,t,\partial_\omega,-\lambda+2m-n)v=g_j
\quad\text{on } \partial\Omega,  \quad j=1,\dots, m.
\end{gather}

Let $\lambda_0(t)$ be an analytic function on $[0,T]$ such that
$\lambda_0(t)$ be a simple eigenvalue of $\mathscr{U}(\lambda,t)$
for each $t \in [0,T]$ and let
$\varphi \in C^{\infty,\mathfrak{a}}(\Omega_T)$ such that
$\varphi(t)$ be an eigenvector of $\mathscr{U}(\lambda,t)$ corresponding
to the eigenvalue $\lambda_0(t)$ for each $t \in [0,T]$.
Then $\overline{\lambda}_0(t)$ are simple eigenvalues of the
pencil $\mathcal{U}^{+}(\lambda,t)$ for all $t\in [0,T]$
(see \cite[6.1.6]{KMR}). Moreover, there exists a function
$\psi \in C^{\infty,\mathfrak{a}}(\Omega_T)$ such that $\psi(t)$
is  an eigenvector of $\mathscr{U}^{+}(\lambda,t)$ corresponding
to the eigenvalues $\overline{\lambda}_0(t)$ for each $t \in [0,T]$
 which is analogous to the case of the pencil $\mathscr{U}(\lambda,t)$.
We claim that
\begin{equation}
\begin{aligned}
&(\mathscr{L}^{(1)}(\lambda_0(t),t)\varphi(t), \psi(t))_{\Omega}\\
&+\sum_{j=1}^m\big( \mathscr{B}_j^{(1)}(\lambda_0(t),t)\varphi(t),\mathscr{B}'_{j+m}(-\overline{\lambda}_0(t)+2m-n,t)\psi(t)\big)_{\partial \Omega}
\ne 0,
\end{aligned}\label{eq004}
\end{equation}
for all $t\in [0,T]$, where
$$
\mathscr{L}^{(1)}(\lambda,t)=\frac{d }{d\lambda}
\mathscr{L}(\lambda,t), \mathscr{B}_j^{(1)}(\lambda,t)
=\frac{d }{d\lambda}\mathscr{B}_j(\lambda,t), j=1,\dots,m.
$$
We prove this by contradiction. If (\ref{eq004}) is not true
for some $t_0 \in [0,T]$, then one can solve with respect to $u$
the following elliptic boundary-value problem
\begin{align*}
\mathscr{U}(\lambda,t_0)u&=\mathscr{U}^{(1)}(\lambda,t_0)\varphi(t_0)\\
&\equiv (\mathscr{L}^{(1)}(\lambda,t_0)\varphi(t_0),
\mathscr{B}_1^{(1)}(\lambda,t_0)\varphi(t_0), \dots,
\mathscr{B}_m^{(1)}(\lambda,t_0)\varphi(t_0)).
\end{align*}
This implies that the eigenvalue $\lambda_0(t_0)$ is not simple
which is not possible. It follows from (\ref{eq004}) that we can
choose  $\psi(t) \in C^{\infty,\mathfrak{a}}(\Omega_T)$ such that
\begin{equation}
\begin{aligned}
&(\mathscr{L}^{(1)}(\lambda_0(t),t)\varphi(t), \psi(t))_{\Omega}\\
&+\sum_{j=1}^m\big( \mathscr{B}_j^{(1)}(\lambda_0(t),t)\varphi(t),\mathscr{B}'_{j+m}(-\overline{\lambda}_0(t)+2m-n,t)\psi(t)\big)_{\partial \Omega}
= 1
\end{aligned}\label{eq007}
\end{equation}
for all $t\in [0,T]$. Moreover, applying~\cite[Th. 5.1.1]{KMR},
we assert that there exists a neighborhood $U$ of the origin $O$
such that in $U_T=U\times [0,T] $ the inverse
$\mathscr{U}^{-1}(\lambda,t)$ has the following representation
\begin{equation}
\mathscr{U}^{-1}(\lambda,t)=\frac{P_{-1}(t)}{\lambda-\lambda_0(t)}
+\mathscr{P}(\lambda,t), \label{eq005}
\end{equation}
where $P_{-1}(t)$  is a 1-dimensional operator from from
$\mathcal{Y}$ into $\mathcal{X}$ depending analytically on
$t\in [0,T]$ defined by
\begin{equation}
P_{-1}(t)v=\left\langle\left\langle v, \psi(t)\right\rangle\right\rangle
\varphi(t), \quad v \in \mathcal{Y}, \label{eq006}
\end{equation}
and $\mathscr{P}(\lambda,t)$ is a pencil of continuous operators from $\mathcal{Y}$ into $\mathcal{X}$ depending analytically on both $\lambda \in \mathbb{C}$ and $t \in [0,T]$. Here
\[
\left\langle\left\langle v, \psi(t)\right\rangle\right\rangle
:= (v_0,\psi(t))_{\Omega}+\sum_{j=1}^{m}\big(v_j,
B'_{j+m}(-\lambda_0(t)+2m-n,t)\psi(t)\big)_{\partial\Omega}
\]
for $v=(v_0,v_1,\dots,v_m) \in \mathcal{Y}$.


\section{ Asymptotic behaviour of the solutions}\label{sec3}

In this section we investigate the behaviour of the solutions
of the problem \eqref{eq203}, \eqref{eq204} in a neighborhood
of the conical point.  First, let us introduce some needed lemmas.

\begin{lemma}\label{th22}
Let $u \in V^{l_1,h}_{2,\beta_1}(G_T)$ be a solution of the problem
\begin{gather}
\mathfrak{L}(t,\partial_x)u =f\quad \text{ in } G_T,   \label{eq31}\\
\mathfrak{B}_j(t,\partial_x)u =g_j \text{ on } S_T,  \; j=1,\dots, m,
\label{eq32}
\end{gather}
where $f \in V^{l_2-2m,h}_{2,\beta_2}(G_T)$, $g_j \in
V^{l_2-\mu_j-\frac{1}{2},h}_{2,\beta_2}(S_T)$, $l_1, l_2 \geq 2m$,
$\beta_1-l_1> \beta_2-l_2$. Suppose that the lines $\mathop{\rm Re}\lambda
=-\beta_i+l_i-\frac{n}{2}\, (i=1,2)$ do not contain eigenvalues
of the pencil $\mathscr{U}(\lambda,t)$, and all eigenvalues of
this pencil in the strip $-\beta_1+l_1-\frac{n}{2}< \mathop{\rm Re}\lambda <
-\beta_2+l_2-\frac{n}{2}$ are simple  for all $t\in [0,T] $ which
are chosen  to be analytic functions $\lambda_1(t), \lambda_2(t),
\dots, \lambda_N(t)$ defined on $[0,T]$ as the result of Lemma
\ref{th21}. Then there exists a neighborhood $V$ of the origin of
$\mathbb{R}^n$ such that in $V_T$ the solution $u$ has
representation
\begin{equation}
u(x,t)=\sum_{k =1}^N c_k(t)r^{\lambda_k(t)}
\varphi_{k}(\omega,t)+w(x,t), \label{eq33}
\end{equation}
where $w\in V^{l_2,h}_{2,\beta_2}(K_T)$, $c_k(t) \in W_2^h((0,T))$ and
$\varphi_{k}\in C^{\infty,\mathfrak{a}}(\Omega_T)$ are
eigenvectors of $\mathscr{U}(\lambda,t)$ corresponding to the
eigenvalues $\lambda_k(t)$, $k=1,\dots,N$.
\end{lemma}

\begin{proof}
For each $k=1,\dots,N$,  let $\psi_{k}(t)$ be eigenvectors the pencil
$\mathscr{U}^{+}(\lambda,t)$ corresponding to the eigenvalues
$\overline{\lambda}_k(t)$ $(k=1,\dots,N)$ having the properties
as in (\ref{eq007}). Set
$v_{k}=r^{-\overline{\lambda}_k(t)+2m-n}\psi_{k }$ for
$k=1, \dots, N$.

(i) First, we assume that the function $u$ has the support
contained  in $U_T$, where $U$ is a certain neighborhood of $0 \in
\mathbb{R}^n$ in which the domain $G$ coincides with the cone $K$.
By extension by zero to $K_T$ (respectively, $\partial K_T$) we
can regard $u$, $f$ (respectively, $g_j$) as functions defined in
$K_T$ (respectively, $\partial K_T$).

 For each $t \in [0,T]$ fixed, according to results for elliptic
boundary problem in a cone (see, e.g, \cite[Th. 6.1.4, Th. 6.1.7]{KMR}),
the solution $u(x,t)$  admits the representation (\ref{eq33}) in $K$
with
\begin{equation}
w(x,t)=\frac{1}{2\pi i}\int_{\mathop{\rm Re}\lambda
=-\beta_2+l_2-\frac{n}{2}}r^{\lambda}\mathscr{U}^{-1}
(\lambda,t)\widetilde{\mathcal{F}}(\omega,\lambda,t)d\lambda \label{eq34}
\end{equation}
and
\begin{align*}
c_k(t)&=\big(f(.,t),v_k(.,t)\big)_{K}+\sum_{j=1}^{m}\big(g_j(.,t),
B'_{j+m}v_k(.,t)\big)_{\partial K}\\
&=\big(f(.,t),v_k(.,t)\big)_{G}+\sum_{j=1}^{m}\big(g_j(.,t),
B'_{j+m}v_k(.,t)\big)_{S}
\end{align*}
for $k = 1, \dots, N $, where
$\widetilde{\mathcal{F}}=$ $(\widetilde{r^{2m}f},
\widetilde{r^{\mu_1}g_1}$, $ \dots$, $ \widetilde{r^{\mu_m}g_m)}.$
Here $\widetilde{g}(\omega,\lambda,t)$ denotes the Mellin transformation
with respect to the variable $r$ of $g(\omega,r,t)$; i.e,
\[
\widetilde{g}(\omega,\lambda,t) = \int_0^{+\infty}r^{-\lambda-1}g(\omega,
r,t)dr.
\]
We will prove below that
$w\in V^{l_2,h}_{2,\beta_2}(K_T)$, $c_k(t) \in W_2^h((0,T)) $.

Now we make clear the first one. Since there are no eigenvalues of
the operator pencil $\mathscr{U}(\lambda,t)$ on the line
$\mathop{\rm Re}\lambda = -\beta_2+l_2-\frac{n}{2}$, from the proof of
\cite[Th. 3.6.1]{KMR} we have the estimate
\begin{equation}
\|\mathscr{U}^{-1}(\lambda,t)\widetilde{\Psi}\|^2_{W^{l}_{2}
(\Omega,\lambda)}
\leq
C\Big(\|\widetilde{\eta}\|^2_{W^{l-2m}_2(\Omega,\lambda)}
+\sum_{j=1}^{m}\|\widetilde{\eta}_j\|^2_{W^{l-\mu_j
-\frac{1}{2}}_{2}(\partial\Omega,\lambda)}\Big)
\label{eq35}
\end{equation}
for all $\lambda$ on the line $\mathop{\rm Re}\lambda = -\beta_2+l_2-\frac{n}{2}$,
$t \in [0,T]$, and all
$\widetilde{\Psi} = (\widetilde{\eta}, \widetilde{\eta}_1,\dots ,
\widetilde{\eta}_m)$ $ \in  W^{l-2m}_2(\Omega)
\times\prod_{k=1}^mW^{l-\mu_k-\frac{1}{2}}_2(\partial\Omega)$,
where the constant $C$ is independent of $\lambda$, $t$ and
$\widetilde{\Psi}$. Here
\begin{gather*}
\|u\|_{W^{l}_{2}(\Omega,\lambda)}=\|u\|_{W^{l}_{2}(\Omega)}
 +|\lambda|^l\|u\|_{L_{2}(\Omega)},\\
\|u\|_{W^{l}_{2}(\partial\Omega,\lambda)}
=\|u\|_{W^{l-\frac{1}{2}}_{2}(\partial\Omega)}
+|\lambda|^{l-\frac{1}{2}}\|u\|_{L_{2}(\partial\Omega)},
\end{gather*}
which are equivalent to the norms in $W^l_2(\Omega)$,
$W^{l-\frac{1}{2}}_2(\partial\Omega)$, respectively,
for arbitrary fixed complex number $\lambda$.

We will prove by induction on $h$ that
\begin{equation}
\|(\mathscr{U}^{-1})_{t^h}(\lambda,t)
\widetilde{\Psi}\|^2_{W^{l}_{2}(\Omega,\lambda)}
\leq
C(h)\Big(\|\widetilde{\eta}\|^2_{W^{l-2m}_2(\Omega,\lambda)}
+\sum_{j=1}^{m}\|\widetilde{\eta}_j\|^2_{W^{l-\mu_j-\frac{1}{2}}_{2}
(\partial\Omega,\lambda)}\Big).
\label{eq36}
\end{equation}
It holds for $h=0$ by (\ref{eq35}).  Assume that it holds for $h-1$.
 From the equality
\[
\mathscr{U}(\lambda,t)\mathscr{U}^{-1}(\lambda,t)=I,
\]
differentiating both sides of it $h~(h\ge1)$ times with respect
to $t$ we obtain
\[
\sum_{k=0}^{h-1}\tbinom{h-1}{k}\mathscr{U}_{t^{h-k}}
(\lambda,t)(\mathscr{U}^{-1})_{t^{k}}(\lambda,t)
+\mathscr{U}(\lambda,t)(\mathscr{U}^{-1})_{t^{h}}(\lambda,t)=0.
\]
Rewrite this equality in the form
\[
(\mathscr{U}^{-1})_{t^{h}}(\lambda,t)=-\mathscr{U}^{-1}(\lambda,t)
\sum_{k=0}^{h-1}\tbinom{h-1}{k}\mathscr{U}_{t^{h-k}}
(\lambda,t)(\mathscr{U}^{-1})_{t^{k}}(\lambda,t).
\]
Then (\ref{eq36}) follows from this equality and the inductive
assumption.
It is well-known (see \cite[Le. 6.1.4]{KMR}) that the norm
(\ref{eq205}) is equivalent to
\[
||| u |||_{V^l_{2,\beta}(K)}
=\Big(\frac{1}{2\pi i}\int_{\mathop{\rm Re}\lambda=-\beta+l
-\frac{n}{2}}\|\widetilde{u}(.,\lambda)\|^2_{W_2^{l}(\Omega,\lambda)}
d\lambda\Big)^{1/2},
\]
and the norm (\ref{eq206}) is  equivalent to
\[
||| u |||_{V^{l-\frac{1}{2}}_{2,\beta}(\partial
K)}=\Big(\frac{1}{2\pi
i}\int_{\mathop{\rm Re}\lambda=-\beta+l-\frac{n}{2}}\|\widetilde{u}(.,\lambda)\|
^2_{W_2^{l-\frac{1}{2}}(\partial\Omega,\lambda)}d\lambda\Big)^{1/2}.
\]

Using these with noting
\[
\widetilde{w}(\omega,\lambda,t) = \mathscr{U}^{-1}(\lambda,t)
\widetilde{\mathcal{F}}(.,\lambda,t)
\]
 (see \cite[Le. 6.1.3]{KMR}) and (\ref{eq35}), we get
from (\ref{eq34}) that
\begin{align}
&\|w(.,t)\|^2_{V^{l_2}_{2,\beta_2}(K)} \nonumber \\
&\leq  \frac{C}{2\pi i}\int_{\mathop{\rm Re}\lambda=-\beta_2+l_2-\frac{n}{2}}
\|\widetilde{w}(.,\lambda,t)\|^2_{W_2^{l_2}(\Omega,\lambda)}d\lambda
\nonumber\\
&= \frac{C}{2\pi i} \int_{\mathop{\rm Re}\lambda=-\beta_2+l_2-\frac{n}{2}} \|
 \mathscr{U}^{-1}(\lambda,t)\widetilde{\mathcal{F}}
 (.,\lambda,t)\|_{W^{l_2}_2(\Omega,\lambda)}d\lambda \nonumber\\
&\leq \frac{C}{2\pi i} \int_{\mathop{\rm Re}\lambda=-\beta_2+l_2-\frac{n}{2}}
 \Big(\|\widetilde{r^{2m}f(.,t)}\|^2_{W^{l-2m}_2(\Omega,\lambda)}
 \nonumber\\
&\quad +\sum_{j=1}^{m}\|\widetilde{r^{\mu_j}g_j(.,t)}
 \|^2_{W^{l-\mu_j-\frac{1}{2}}_{2}(\partial\Omega,\lambda)}\Big)d\lambda
 \label{eq37} \\
&\leq C\Big(\|r^{2m}f(.,t)\|^2_{V^{l_2-2m}_{2,\beta_2-2m}(K)}
+\sum_{j=1}^{m}\|r^{\mu_j}g_j(.,t)\|^2_{V^{l_2-\mu_j-\frac{1}{2}}
 _{2,\beta_2-\mu_j}(\partial K)}\Big) \nonumber\\
&\leq C\Big(\|f(.,t)\|^2_{V^{l_2-2m}_{2,\beta_2}(K)}
 +\sum_{j=1}^{m}\|g_j(.,t)\|^2_{V^{l_2-\mu_j-\frac{1}{2}}_{2,\beta_2}
 (\partial K)}\Big) \nonumber\\
&= C\Big(\|f(.,t)\|^2_{V^{l_2-2m}_{2,\beta_2}(G)}
 +\sum_{j=1}^{m}\|g_j(.,t)\|^2_{V^{l_2-\mu_j-\frac{1}{2}}_{2,\beta_2}(S)}
 \Big) \nonumber
\end{align}
for all $t \in [0,T]$. Here, and sometimes later, for convenience,
we denote different constants by the same symbol $C$. Integrating
the last inequality with respect to t from $0$ to $+\infty$,
we obtain $w \in {V^{l_2}_{2,\beta_2}(K_T)}$ and
\[
\|w\|^2_{V^{l_2,0}_{2,\beta_2}(K_T)}\leq
C\Big(\|f\|^2_{V^{l_2-2m,0}_{2,\beta_2}(G_T)}
+\sum_{j=1}^{m}\|g_j\|^2_{V^{l_2-\mu_j-\frac{1}{2},0}
_{2,\beta_2}(S_T)}\Big).
\]
Differentiating (\ref{eq34}) $h$ times with respect to $t$ we have
\[
w_{t^h}(x,t)=\frac{1}{2\pi i}\int_{\mathop{\rm Re}\lambda
=-\beta_2+l_2-\frac{n}{2}}r^{\lambda}\sum_{k=0}^{h}
\tbinom{h}{k}(\mathscr{U}^{-1})_{t^k}(\lambda,t)
\widetilde{\mathcal{F}}_{t^{h-k}}(\omega,\lambda,t)d\lambda.
\]
Now using (\ref{eq36}) and arguments the same as in (\ref{eq37})
we arrive at
\begin{equation}
\|w_{t^h}\|^2_{V^{l_2,0}_{2,\beta_2}(K_T)}\leq
C\sum_{k=0}^{h}\Big(\|f_{t^k}\|^2_{V^{l_2-2m,0}_{2,\beta_2}(G_T)}+\sum_{k=1}^{m}\|(g_j)_{t^k}\|^2_{V^{l_2-\mu_j-\frac{1}{2},0}_{2,\beta_2}(S_T)}\Big).
\end{equation}
Therefore, $w \in V^{l_2,h}_{2,\beta_2}(K_T)$ and
\begin{equation}
\|w\|^2_{V^{l_2,h}_{2,\beta_2}(K_T)}\leq
C\Big(\|f\|^2_{V^{l_2-2m,h}_{2,\beta_2}(G_T)}
+\sum_{j=1}^{m}\|g_j\|^2_{V^{l_2-\mu_j-\frac{1}{2},h}_{2,\beta_2}(S_T)}
\Big).
\end{equation}
Now we verify that $c_k(t) \in W_2^h((0,T))$ for $k = 1, \dots, N $.
For some such $k$ put
\begin{equation}
v(x,t)=r^{-\overline{\lambda}_k(t)+2m-n}\psi_{k}(\omega,t).
\end{equation}
 Using formula (\ref{eq212}), we have
\begin{equation}
\begin{aligned}
\partial^{\alpha}v
&= r^{-|\alpha|}\sum_{p=0}^{|\alpha|}(r\partial r)^{p}
 r^{-\overline{\lambda}_k(t)+2m-n}P_{\alpha,p}\psi_{k}\\
&= r^{-|\alpha|-\overline{\lambda}_k(t)+2m-n}
 \sum_{p=0}^{|\alpha|}(-\overline{\lambda}_k(t)+2m-n)^{p}
 P_{\alpha,p}\psi_{k}.
\end{aligned}\label{eq38}
\end{equation}
Since $\mathop{\rm Re}\lambda_k(t) < -\beta_2+l_2-\frac{n}{2}$ for all $t
\in [0,T]$ and  $\lambda_k(t)$ is analytic on $[0,T]$, then there
is a real number $\epsilon >0$ such that
$\mathop{\rm Re}\lambda_k(t) \leq -\beta_2+l_2-\frac{n}{2}-2\epsilon$
for all $t \in [0,T]$.
Thus, it follows from (\ref{eq38}) that
\[
|r^{-\gamma_2+l_2-2m+|\alpha|}\partial^{\alpha}v(x,t)|
\leq C r^{-\frac{n}{2}+\epsilon}\sum_{p=0}^{|\alpha|}
|P_{\alpha,p}\psi_{k}(\omega,t)|
\]
for all $(x,t) \in G_T$ and all multi-index $\alpha$.
This implies $v(.,t) \in V^{l}_{2,-\beta_2+l_2-2m+l}(G)$ and
\[
\|v(.,t)\|_{V^{l}_{2,-\gamma_2+l_2-2m+l}(G)} \leq C\|
\psi_{k}(.,t)\|_{W_2^l(\Omega)}
\]
for an arbitrary integer $l$. Using Fa\`{a} Di Bruno's Formula
for the higher order derivatives of composite functions
(see, e.g, \cite{Johnson}), we have
\begin{align*}
v_{t^p}&=\sum_{q=0}^{p}\binom{p}{q}\big(r^{-\overline{\lambda}_k(t)+2m-n}\big)_{t^{p-q}}(\psi_{k})_{t^q}\\
&=r^{-\overline{\lambda}_k(t)+2m-n}\sum_{q=0}^{p}\binom{p}{q}
\sum\frac{n!}{m_1!\dots m_n!}(\ln r)^{m_1+\dots+m_n}\\
&\quad\times \prod_{s=1}^n\Big(\frac{-\lambda_k^{(s)}(t)}{s!}
\Big)^{m_s}(\psi_{ k})_{t^q},
\end{align*}
where the second sum  is over all $n-$tuples ($m_1, \dots, m_n)$
satisfying the condition
\[
m_1+2m_2+\dots+nm_n=n.
\]
According to Lemma \ref{th21}, $\lambda_k(t)$ is analytic on $[0,T]$.
Therefore, it together with its derivatives are bounded on $[0,T]$.
Repeating the arguments as above, we get
\[
\|v_{t^p}(.,t)\|_{V^{l}_{2,-\gamma_2+l_2-2m+l}(G)} \leq
C\sum_{q=0}^{p}\|(\psi_{k})_{t^q}\|_{W_2^l(\Omega)}.
\]
Thus, we have
\begin{equation}
\sup_{t \in [0,T]}\|v\|_{V^{l,p}_{2,-\gamma_2+l_2-2m+l}(G)} \leq
C\sum_{q=0}^{p}\sup_{t \in [0,T]}\|(\psi_{
k})_{t^q}\|_{W_2^l(\Omega)} <+\infty \label{eq39}
\end{equation}
for arbitrary nonnegative integers $l,p$.

Set $c(t)= (f(.,t),v(.,t))_{G}$. For $p\leq h$, using
(\ref{eq39}), we have
\begin{align*}
|c_{t^p}(t)|^2
&=\Big|\sum_{q=0}^{p}\tbinom{p}{q}(f_{t^{p-q}}(.,t),v_{t^q}(.,t))_{G}
\Big|^2\\
&\leq C\Big(\sum_{q=0}^{p}\|r^{\beta_2-l_2+2m}f_{t^q}\|^2_{L_2(G)}\Big)\Big(\sum_{q=0}^{p}\|r^{-\beta_2+l_2-2m}v_{t^q}\|^2_{L_2(G)}\Big)\\
&\leq C\sum_{q=0}^{p}\|f_{t^q}\|^2_{V^{l_2-2m}_{2,\beta_2}(G)}.
\end{align*}
This implies $c(t) \in W_2^{h}((0,T))$ and
\begin{equation}
\|c\|_{W_2^{h}((0,T))} \leq
C\|f\|_{V^{l_2-2m,h}_{2,\beta_2}(G_T)}. \label{eq310}
\end{equation}
Now set $c_j(t)= (g_j,B'_{j+m}v)_{S}, j=1, \dots, m$.
Then also using (\ref{eq39}), we have
\begin{align*}
&|(c_j)_{t^p}(t)|^2\\
&=\Big|\sum_{q=0}^{p}\tbinom{p}{q}((g_j)_{t^{p-q}}(.,t),v_{t^q}
(.,t))_{S}\Big|^2\\
&\leq C\Big(\sum_{q=0}^{p}\|r^{\beta_2-l_2+\mu_j
 +\frac{1}{2}}(g_j)_{t^q}\|^2_{L_2(G)}\Big)\Big(\sum_{q=0}^{p}\|r^{-\beta_2+l_2-\mu_j-\frac{1}{2}}(B'_{j+m}v)_{t^q}\|^2_{L_2(G)}\Big)\\
&\leq C\Big(\sum_{q=0}^{p}\|(g_j)_{t^q}\|^2_{V^{l_2-\mu_j
 -\frac{1}{2}}_{2,\beta_2}(S)}\Big).
 \Big(\sum_{q=0}^{p}\|v_{t^q}\|^2_{V^{2m-\mu_j}_{2,-\beta_2+l_2
 -\mu_j}(G)}\Big)\\
& \leq C
\sum_{q=0}^{p}\|(g_j)_{t^q}\|^2_{V^{l_2-\mu_j
 -\frac{1}{2}}_{2,\beta_2}(S)}(p \leq h).
\end{align*}
This implies $c_j \in W_2^h((0,T))$ and
\begin{equation}
\|c_j\|_{W_2^h((0,T))} \leq C
\|g_j\|_{V^{l_2-\mu_j-\frac{1}{2},h}_{2,\beta_2}(S_T)}.
\label{eq311}
\end{equation}
 From (\ref{eq310}) and (\ref{eq311}), we can conclude that
$c_k(t) \in W_2^h((0,T))$ and
\begin{equation}
\|c_k\|_{W_2^h((0,T))} \leq
C\Big(\|f\|_{V^{l_2-2m,h}_{2,\beta_2}(G_T)}+\sum_{j=1}^{m}
\|g_j\|_{V^{l_2-\mu_j-\frac{1}{2},h}_{2,\beta_2}(S_T)}\Big).
\end{equation}

(ii) Now we consider the case $u \in V^{l_1,h}_{2,\beta_1}(G_T)$
is arbitrary. Let $\eta$ be an infinitely differential function
with support in $U$, equal to one in a neighborhood $V$ of the origin.
Denote by $\mathfrak{G}$ the set of all subdomain $G'$ of $G$
with the smooth boundary such that $G \cap U\setminus V $ $\subset G'$.
We will show that  $u \in $ $W^{l_2,h}_2(G'_T)$ for all
$G' \in \mathfrak{G}$. To this end, we will prove by induction on $h$
that
\begin{equation}
u_{t^k} \in W^{l_2,0}_2(G'_T) \quad \text{for $k=0,\dots,h$  and
$G' \in \mathfrak{G}$.} \label{eq311e}
\end{equation}
According to the  results on the regularity of  solutions of elliptic
boundary problems in smooth domains, we can conclude
from (\ref{eq31}), (\ref{eq32}) that $u(.,t) \in W^{l_2}_2(G')$
for each $t \in [0,T]$ and
\begin{align*}
\|u(.,t)\|_{W^{l_2}_2(G')}
&\leq C\Big(\|u(.,t)\|_{W^{l_1}_{2}(G'')} +\|f(.,t)\|_{W^{l_2-2m}_{2}(G'')}\\
&\quad +\sum_{j=1}^{m}\|g_j(.,t)\|_{W^{l_2-\mu_j-\frac{1}{2}}_{2}
(S\cap \partial G'')}\Big),
\end{align*}
where $G'' \in \mathfrak{G}$ such that $\overline{G'}\subset S\cup G''$
and $C$ is  a constant  independent of $u$, $f$, $g_j$ and $t$.
Integrating this inequality with respect to $t$ from $0$ to $T$ we
get $u \in $ $W^{l_2,0}_2(G'_T)$. Thus  (\ref{eq311e}) holds for $h=0$.
Assume that it holds for $h-1$. Differentiating equalities
(\ref{eq31}), (\ref{eq32})  with respect to $t$ $h$ times and using
the inductive assumption, we have
\begin{gather*}
Lu_{t^h}=f_{t^h}-\sum_{k=0}^{h-1}\binom{h}{k}L_{t^{h-k}}u_{t^k}
 \in W^{l_2-2m,0}_{2}(G''_T),  \\
B_ju_{t^h} = (g_j)_{t^h}-\sum_{k=0}^{h-1}\binom{h}{k}(B_j)_{t^{h-k}}
u_{t^k} \in W^{l_2-\mu_j-\frac{1}{2},0}_{2,\beta_2}(S_T\cap
\partial G''_T),
\end{gather*}
where $G', G'' \in \mathfrak{G}$, $\overline{G'}\subset S\cup G''$.
Applying the arguments above for $u_{t^h}$, we get
$u_{t^h} \in  W^{l_2,0}_2(G'_T)$.

 From (\ref{eq31}) we have
\begin{equation}
\mathfrak{L}(\eta u) = \eta f +[\mathfrak{L},\eta]u  \text{ in } G_T,  \label{eq311a}
\end{equation}
where $[\mathfrak{L},\eta]=\mathfrak{L}\eta-\eta\mathfrak{L}$ is
the commutator of $\mathfrak{L}$ and $\eta$. Noting that $u \in $
$W^{l_2,h}_2(G'_T)$ for all $G' \in \mathfrak{G}$ and
$[\mathfrak{L},\eta]$ is a differential expression (acting on $u$)
of order $\leq 2m-1$ with coefficients  having the supports
contained in $U\setminus V$, we have $[\mathfrak{L},\eta]u $ is in
$ W^{l_2-2m,h}_{2,\beta_2}(G_T)$. So is the right-hand side of
(\ref{eq311a}). Similarly, we have
\begin{equation}
\mathfrak{B}_j(\eta u) = \eta g_j +[\mathfrak{B}_j,\eta]u
 \in  W^{l_2-\mu_j-\frac{1}{2},h}_{2,\beta_2}(S_T) (j=1,\dots,m). \label{eq311b}
\end{equation}
Applying the the part (i) above for the function $\eta u$,
we conclude from (\ref{eq311a}) and (\ref{eq311b}) that $u$ admits
the decomposition (\ref{eq33}) in  $V_T$.
The theorem is proved.
\end{proof}


\begin{lemma} \label{le22}
 Let
\begin{gather}
f= r^{\lambda_0(t)-2m}\sum_{\sigma=0}^{s}\frac{1}{\sigma !}
 (\ln r)^{\sigma}f_{s-\sigma}, \\
g_j= r^{\lambda_0(t)-\mu_j}\sum_{\sigma=0}^{s}\frac{1}{\sigma !}
 (\ln r)^{\sigma}g_{j,s-\sigma}, \quad j=1,\dots,m,
\end{gather}
where $f_{\sigma}\in W_2^{l-2m,h}(\Omega_T)$, $ g_{j,\sigma}
\in W_2^{l-\mu_j-\frac{1}{2},h}(\partial\Omega_T)$,
$\sigma =0, \dots, s$, $ j=1,\dots,m$ and
$\lambda_0(t)$ be a complex-valued function defined on $[0,T]$.
Suppose that if  $\lambda_0(t)$ is an eigenvalue of
$\mathscr{U}(\lambda,t)$ for some $t$, then $\lambda_0(t)$ are
simple eigenvalues of $\mathscr{U}(\lambda,t)$ for all
$t \in [0,T]$. Then there exists a solution $u$ of  (\ref{eq31}),
(\ref{eq32}) which has the form
\begin{equation}
u= r^{\lambda_0(t)}\sum_{\sigma=0}^{s+\kappa}
\frac{1}{\sigma !}(\ln r)^{\sigma}u_{s+\kappa-\sigma} \label{eq312}
\end{equation}
where $u_{\sigma}\in W_2^{l,h}(\Omega_T), \sigma=0,\dots,s+\kappa$.
 Here $\kappa=1$ or $\kappa=0$ according as $\lambda_0(t)$ are simple
 eigenvalues of $\mathscr{U}(\lambda,t)$ or not.
\end{lemma}

\begin{proof}
According to (\ref{eq005}),  the inverse of $\mathscr{U}(\lambda,t)$
admits the representation
\[
\mathscr{U}^{-1}(\lambda,t) = \sum_{k=-\kappa}^{+\infty}P_{k}(t)
\big(\lambda-\lambda_0(t)\big)^{k},
\]
where $P_-1(t)$  is defined in (\ref{eq006}) for the case $\kappa=1$, and
\begin{equation}
P_k(t)=\frac{1}{n!}\frac{\partial^k \mathscr{P}}{\partial
\lambda^k}(\lambda_0(t),t)
\end{equation}
for $k=0,1,\dots.$ It is obvious that $P_k(t)$,
$k=-\kappa, -\kappa+1,\dots$, are continuous operators from
$\mathcal{Y}$ into $\mathcal{X}$ depending analytically on
$t$ on $[0,T]$. From the equality
\[
\mathscr{U}(\lambda,t) \mathscr{U}^{-1}(\lambda,t)
= \sum_{k=-\kappa}^{+\infty}\Big(\sum_{q=0}^{\kappa+k}
\frac{1}{q!}\mathscr{U}^{(q)}(\lambda_{0}(t),t)P_{k-q}(t)\Big)
(\lambda-\lambda_0(t))^{k} = I
\]
it follows that
\begin{equation}
\sum_{q=0}^{\kappa+k} \frac{1}{q!}\mathscr{U}^{(q)}
(\lambda_{0}(t),t)P_{k-q}(t) =\delta_{k,0}, \quad
k=  -\kappa,  -\kappa+1,  \dots , \label{eq313}
\end{equation}
where $\delta_{k,l}$ is Kronecker symbol.
Let $u$ be the function given in (\ref{eq312}). Then
\begin{align*}
\mathscr{U}(r\partial_r,t)u& = r^{\lambda_0(t)}\mathscr{U}(\lambda_0(t)
 +r\partial_r,t)
\sum_{\sigma=0}^{s+\kappa}\frac{1}{\sigma !}(\ln r)^{\sigma}
 u_{s+\kappa-\sigma}\\
&= r^{\lambda_0(t)}\sum_{q=0}^{2m}\frac{1}{q!}\mathscr{U}^{(q)}
 (\lambda_0(t),t)(r\partial_r)^{q}
\sum_{\sigma=0}^{s+\kappa}\frac{1}{\sigma !}(\ln r)^{\sigma}
 u_{s+\kappa-\sigma}\\
&= r^{\lambda_0(t)}\sum_{\sigma=0}^{s+\kappa}\frac{1}{\sigma !}
 (\ln r)^{\sigma}
 \sum_{q=0}^{s+\kappa-\sigma}\frac{1}{q!}\mathscr{U}^{(q)}
 (\lambda_0(t),t)u_{s+\kappa-\sigma-q}
\end{align*}
Setting $v_{\sigma}=(f_{\sigma},g_{1,\sigma},\dots,g_{m,\sigma})$,
$\sigma =0, \dots, s$,
and
\[
u_k=\sum_{p=0}^{\min(k,s)}P_{-\kappa+k-p}(t)v_p, k=1,\dots,s+\kappa,
\]
we get $u_k \in W_2^{l,h}(\Omega_T), k=0,\dots,s+\kappa$.
 Using the equality (\ref{eq313}) we have
\begin{align*}
&\mathscr{U}(r\partial_r,t)u\\
&= r^{\lambda_0(t)}\sum_{\sigma=0}^{s+\kappa}\frac{1}{\sigma !}(\ln r)^{\sigma}\sum_{q=0}^{s+\kappa-\sigma}\frac{1}{q!}\mathscr{U}^{(q)}(\lambda_0(t),t)
\sum_{p=0}^{\min(s+\kappa-\sigma-q,s)}P_{s-\sigma-q-p}(t)v_p\\
&=r^{\lambda_0(t)} \sum_{\sigma=0}^{s + \kappa}\frac{1}{\sigma!}(\ln r)^\sigma
\sum_{p=0}^{\min(s+\kappa-\sigma,s)} \sum_{q=0}^{s+\kappa-\sigma - p} \frac{1}{q!}\mathscr{U}^{(q)}(\lambda_{0}(t),t) P_{s-\sigma-p-q}(t)v_p\\
&=r^{\lambda_0(t)}\sum_{p=0}^{s}\sum_{\sigma=0}^{s+\kappa-p} \frac{1}{\sigma!}(\ln r)^\sigma \Big(\sum_{q=0}^{s+\kappa-\sigma - p} \frac{1}{q!}\mathscr{U}^{(q)}(\lambda_{0}(t),t) P_{s-\sigma-p-q}(t)\Big)v_p \\
&=r^{\lambda_0(t)} \sum_{p=0}^{s}\sum_{\sigma=0}^{s+\kappa-p} \frac{1}{\sigma!}(\ln r)^\sigma \delta_{s+\kappa-\sigma - p,0} v_p\\
&= r^{\lambda_0(t)}  \sum_{p=0}^{s}\frac{1}{(s-p)!}(\ln r)^{s-p}v_p
= r^{\lambda_0(t)} \sum_{p=0}^{s}\frac{1}{\sigma!}(\ln r)^{\sigma}v_{s-\sigma}.
\end{align*}
Rewrite this equality in the  form
\begin{gather*}
\mathscr{L}(\omega,t,\partial_\omega,r\partial_r)u =r^{2m}f \quad
 \text{in } G_T,   \\
\mathscr{B}_j(\omega,t,\partial_\omega,r\partial_r)u =r^{\mu_j}g_j
\quad \text{ on } S_T,  \; j=1,\dots, m.
\end{gather*}
This implies $u$ is a solution of (\ref{eq31}), (\ref{eq32}),
and the lemma is proved.
\end{proof}

\begin{lemma}\label{le23}
Let $u \in V^{l,h}_{2,\beta}(G_T)$ be a solution of Problem
 \eqref{eq203}, \eqref{eq204}, where $f \in V^{l-2m+s,h}_{2,\beta+s}(G_T)$, $g_j \in V^{l_1-\mu_j+s-\frac{1}{2},h}_{2,\beta+s}(S_T)$, $l, s, h$ are nonnegative integers, $l \geq 2m$. Then $u \in V^{l+s,h}_{2,\beta+s}(G_T)$ and
\begin{equation}
\|u\|^2_{V^{l+s,h}_{2,\beta+s}(G_T)} \leq
C(\|f\|^2_{V^{l-2m+s,h}_{2,\beta+s}(G_T)}
 +\sum_{j=1}^{m}\|g_j\|^2_{V^{l_1-\mu_j+s-\frac{1}{2},h}_{2,\beta+s}(S_T)})
\end{equation}
with the constant $C$ independent of $u, f$ and $g_j$.
\end{lemma}

\begin{proof} It is only needed to show  that
$u_{t^k} \in V^{l+s,0}_{2,\beta+s}(G_T)$ and
\begin{equation}
\|u_{t^k} \|^2_{V^{l+s,0}_{2,\beta+s}(G_T)} \leq
C(\|f\|^2_{V^{l-2m+s,k}_{2,\beta+s}(G_T)}
+\sum_{j=1}^{m}\|g_j\|^2_{V^{l_1-\mu_j+s-\frac{1}{2},k}_{2,\beta+s}(S_T)})
\label{eq316a}
\end{equation}
for $k=0,\dots,h$, where $C$ is a constant  independent of $u, f$
and $g_j$. We will prove this by induction on $h$.

First, we fix some $t \in [0,T]$ and consider \eqref{eq203}, \eqref{eq204}
as an elliptic boundary-value problem (without parameter).
Applying Corollary 6.3.2 of \cite{KMR}, we conclude
that $u(.,t) \in V^{l+s}_{2,\beta+s}(G)$ and
\begin{equation}
\|u(.,t) \|^2_{V^{l+s}_{2,\beta+s}(G)} \leq
C(\|f(.,t)\|^2_{V^{l-2m+s}_{2,\beta+s}(G)}
+\sum_{j=1}^{m}\|g_j(.,t)\|^2_{V^{l_1-\mu_j+s
-\frac{1}{2}}_{2,\beta+s}(S)}),
\end{equation}
where $C$ is a constant independent of $u, f, g_j$ and
$t \in [0,T]$. Integrating both sides of this inequality with
respect to $t$ from $0$ to $T$ we get
\begin{equation}
\|u\|^2_{V^{l+s,0}_{2,\beta+s}(G_T)} \leq
C(\|f\|^2_{V^{l-2m+s,0}_{2,\beta+s}(G_T)}
+\sum_{j=1}^{m}\|g_j\|^2_{V^{l_1-\mu_j
+s-\frac{1}{2},0}_{2,\beta+s}(S_T)}).
\label{eq318a}
\end{equation}
Thus (\ref{eq316a}) holds for $h=0$.

Now suppose that it is true for $h-1$ ($h\geq 1$). Differentiating
both sides of \eqref{eq203} with respect to $t$ $h$ times and
using the inductive assumption, we get
\begin{equation}
Lu_{t^h}=f_{t^h}-\sum_{k=0}^{h-1}\binom{h}{k}L_{t^{h-k}}u_{t^k}
\in V^{l-2m+s,0}_{2,\beta+s}(G_T). \label{eq317a}
\end{equation}
Similarly, we have
\begin{equation}
B_ju_{t^k} = (g_j)_{t^k}-\sum_{p=0}^{k-1}\binom{k}{p}
(B_j)_{t^{k-p}}u_{t^p} \in V^{l_1-\mu_j
+s-\frac{1}{2},0}_{2,\beta+s}(S_T) \label{eq319a}
\end{equation}
for $j=1, \dots, m$. It is the same as in (\ref{eq318a}), we get
from (\ref{eq317a}) and (\ref{eq319a}) that
$u_{t^k} \in V^{l+s,0}_{2,\beta+s}(G_T)$ and the estimate
(\ref{eq316a}) holds. The proof is complete.
\end{proof}

Now let us give the main result of the present paper.

\begin{theorem}\label{th23}
Let $u \in V^{l_1,h}_{2,\beta_1}(G_T)$ be a solution of Problem
 \eqref{eq203}, \eqref{eq204}, where $f \in V^{l_2-2m,h}_{2,\beta_2}(G_T)$, $g_j \in V^{l_1-k_j-\frac{1}{2},h}_{2,\beta_2}(S_T)$, $l_1, l_2, h$ are nonnegative integers, $l_1,  l_2 \geq 2m$, $l_1-\beta_1< l_2-\beta_2$.
Suppose that there are real numbers $\delta_0,\delta_2, \dots,\delta_M$
such that
$$
\delta_0=\beta_1+l_2-l_1, \delta_{M}= \beta_2,\quad
0< \delta_{d-1}-\delta_{d}\leq 1, \quad d  =1,\dots, M,
$$
 and the lines $\mathop{\rm Re}\lambda =-\delta_{d}+l_2-\frac{n}{2}$,
$d  =0,\dots, M$, do not contain eigenvalues of the pencil
$\mathscr{U}(\lambda,t)$. Furthermore, suppose that all
eigenvalues of this pencil in the strip
$-\delta_0+l_2-\frac{n}{2}< \mathop{\rm Re}\lambda < -\delta_M+l_2-\frac{n}{2}$
are simple  for all $t\in [0,T] $ which are chosen  to be
analytic functions $\lambda_1(t), \lambda_2(t), \dots, \lambda_N(t)$
defined on $[0,T]$ as the result of Lemma \ref{th21}.
If $\lambda_{j}(t_0)= \lambda_k(t_0)+s$ for some
$j, k \in \{1, \dots, N\}$, for some integer $s$ and
$t_0 \in [0,T]$, then let $\lambda_{j}(t)= \lambda_k(t)+s$ for all
$t \in [0,T]$.
Then the solution $u$ admits the decomposition
\begin{equation}
u=\sum_{k =1}^N\sum_{\tau =0}^{\ell_k}r^{\lambda_k(t)+\tau }P_{k,\tau }(\ln r)+w, \label{eq316}
\end{equation}
where $w\in V^{l_2,h}_{2,\beta_2}(G_T)$, $P_{k,\tau}$
are polynomials with coefficients belonging to
 $W_2^{l_2,h}(\overline{\Omega}_T)$, $\ell_k$ is the minimal
integer greater than $-\delta_M-\lambda_k(t)-1+l_2-\frac{n}{2}$
for all $t \in [0,T]$.
\end{theorem}

\begin{proof}
According to Lemma \ref{le23}, $u \in V^{l_2,h}_{2,\delta_0}(G_T)$.
Suppose, by renumbering if necessary,
$\mathop{\rm Re}\lambda_1(t)<\mathop{\rm Re}\lambda_2(t)< \dots < \mathop{\rm Re}\lambda_N(t)$ for all
$t \in [0,T]$. For each $d \in \{1,\dots,M\}$ denote by
 $N_{d}$ the maximal integer in $\{0, 1, \dots, N\}$ such that
$\lambda_1(t), \lambda_2(t), \dots, \lambda_{N_d}(t)$ belong to
the strip
$-\delta_0+l_2-\frac{n}{2}<\mathop{\rm Re}\lambda <  -\delta_d+l_2-\frac{n}{2}$
and by $\ell_{k,d}$ the minimal integer greater than
$-\delta_{d}-\lambda_k(t)-1+l_2-\frac{n}{2}$ for all $t \in [0,T]$.

We will prove by induction on $d $ $(1\leq d \leq M)$ that the
function $u$ can be represented in the form
\begin{equation}
u=\sum_{k =1}^{N_d}\sum_{\tau =0}^{\ell_{k,d}}r^{\lambda_k(t)+\tau }
P_{k,\tau}^{(d)}(\ln r)+u_{d}, \label{eq317}
\end{equation}
where $P_{k,\tau}^{(d)}$ are polynomials with coefficients
belonging to $W_2^{l_2,h}(\Omega_T)$ and
$u_{d}\in V^{l,h}_{2,\delta_{d}}(G_T)$. Then (\ref{eq317})
for $d=M$ proves the theorem.

We rewrite \eqref{eq203}, \eqref{eq204} in the form
\begin{gather}
\mathfrak{L}u=f+(\mathfrak{L}-L)u\equiv f+L'u \quad\text{in } G_T, \label{eq324}\\
\mathfrak{B}_ju=g_j+(\mathfrak{B}_j-B_{j})u\equiv g_j+B_{j}'u \quad
\text{on } S_T, j=1,\dots, m. \label{eq325}
\end{gather}
We write
\[
L'u=\sum_{|\alpha|=2m}(a_\alpha(0,t)-a_\alpha(x,t))\partial^{\alpha}u+\sum_{|\alpha|\leq
2m-1}a_\alpha(x,t)\partial^{\alpha}u\equiv L_1u+L_2u.
\]
Since $|a_{\alpha}(x,t)-a_{\alpha}(0,t)|\leq Cr$, and
$u \in V^{l_2,h}_{2,\delta_{0}}(G_T)$, we have
$L_1u \in  V^{l_2-2m,h}_{2,\delta_{0}-1}(G_T) $.
Otherwise,
$L_2u \in V^{l_2-2m+1,h}_{2,\delta_{0}}(G_T)
\subset V^{l_2-2m,h}_{2,\delta_{0}-1}(G_T)$.
Since $\delta_0+1\geq \delta_1$ and
$V^{l_2-2m,h}_{2,\delta_{0}-1}(G_T) \subset
V^{l_2-2m,h}_{2,\delta_{1}}(G_T)$. Therefore,
$f+L'u \in V^{l_2-2m,h}_{2,\delta_{1}}(G_T)$.
Similarly, $g_j+B_{j}'u \in V^{l_2-k_j-\frac{1}{2},h}_{2,\delta_1}(S_T)$.
 Now we can apply
Lemma  \ref{th22} to conclude that
\begin{equation}
u= \sum_{k=1}^{N_2}r^{\lambda_k(t)}c_{k}(t)\varphi_{k}+u_1,
\end{equation}
where   $c_{k}(t) \in W_2^h((0,T))$,
$u_1 \in V^{l_2,h}_{2,\delta_{1}}(G_T)$. Thus (\ref{eq317}) holds
for $d=1$ with $P_{k,\tau}^{(1)}(\ln r)=c_{k}(t)\varphi_{k}$.

We assume now (\ref{eq317}) is true for some $d$
$(1\leq d \leq M-1)$. Then we can rewrite \eqref{eq203}, \eqref{eq204}
in the form
\begin{gather}
\mathfrak{L}u_d =f +(\mathfrak{L}-L)u_d-L z\quad \text{in } G_T,
\label{eq322}\\
\mathfrak{B}_ju_d =g_j+(\mathfrak{B}_j-B_{j})u_d-B_{j}z \quad
\text{on } S_T, j=1, \dots, m, \label{eq323}
\end{gather}
where
$$
z=\sum_{k =1}^{N_d}\sum_{\tau =0}^{\ell_{k,d}}r^{\lambda_k(t)
+\tau }P_{k,\tau}^{(d)}(\ln r).
$$
Since the coefficients $a_{\alpha}, |\alpha|\leq 2m$, belong to
the class $C^{\infty,\mathfrak{a}}(\overline{G}_T)$, then, for an
arbitrary nonnegative integer $k$, they admit representation
\begin{equation}
a_\alpha =a_{\alpha}(\omega,r,t)= \sum_{\delta=0}^{k}
r^{\delta}a_{\alpha}^{(\delta)}(\omega,t)+r^{k+1}
a_{\alpha}^{(k+1)}(\omega,r,t)
\end{equation}
where $a_{\alpha}^{(\delta)} \in C^{\infty,\mathfrak{a}}
(\overline{\Omega}_T) $ for $\delta = 0,\dots, k$, and
$ a_{\alpha}^{(k+1)} \in C^{\infty,\mathfrak{a}} (\overline{G}_T)$.
Thus, we can write  the operator $L$ in the form
\begin{equation}
L=\sum_{\delta=0}^{\ell_{k,d+1}}r^{-2m+\delta}
\mathscr{L}^{(\delta)}(\omega,t,\partial_{\omega},r\partial_r)
+r^{-2m+\ell_{k,d+1}+1}\mathscr{L}^{(\ell_{k,d+1}+1)}
(\omega,r,t,\partial_{\omega},r\partial_r)
\end{equation}
where $\mathscr{L}^{(\delta)}(\omega,t,\partial_{\omega},r\partial_r),
\delta =0,\dots,\ell_{k,d+1}$, and $ \mathscr{L}^{(\ell_{k,d+1}+1)}
(\omega,r,t,\partial_{\omega},r\partial_r)$ are polynomials of
$\partial_\omega$ and $r\partial r$ of order  not greater than
$2m$ with coefficients in $C^{\infty,\mathfrak{a}}(\overline{\Omega}_T)$
and $C^{\infty,\mathfrak{a}}(\overline{G}_T)$, respectively.
\begin{equation}
\begin{aligned}
&L\Big(\sum_{\tau =0}^{\ell_{k,d}}r^{\lambda_k(t)+\tau }
 P_{k,\tau}^{{(d)}}(\ln r)\Big)\\
&=\sum_{\delta=0}^{\ell_{k,d+1}}\sum_{\tau=0}^{\ell_{k,d}}
 r^{-2m+\lambda_k(t)+\tau +\delta}\mathscr{L}^{(\delta)}
 (\omega,t,\partial_{\omega},\lambda_k(t)+\tau+r\partial_r)
 P_{k,\tau}^{{(d)}}(\ln r)\\
&\quad + \sum_{\tau =0}^{\ell_{k,d}}r^{-2m+\lambda_k(t)
+\ell_{k,d+1}+1+\tau } \mathscr{L}^{(\ell_{k,d+1}+1)}
(\omega,r,t,\partial_{\omega},\lambda_k(t)
+\tau+ r\partial_r)P_{k,\tau}^{{(d)}}(\ln r).
\end{aligned} \label{eq318}
\end{equation}
Write the first term of the right-hand side of (\ref{eq318}) in the form
\begin{equation}
\sum_{\tau=0}^{\ell_{k,d+1}}r^{-2m+\lambda_k(t)
+\tau}\Psi_{k,\tau}^{{(d+1)}}(\ln r)
 +\sum_{\tau=\ell_{k,d+1}+1}^{\ell_{k,d}+\ell_{k,d+1}}
 r^{-2m+\lambda_k(t)+\tau}\Psi_{k,\tau}^{{(d+1)}}(\ln r), \label{eq319}
\end{equation}
where $\Psi_{k,\tau}^{{(d+1)}}$ are polynomials with coefficients
belonging to $W_2^{l_2,h}(\Omega_T)$.
Since $\ell_{k,d+1}>-\delta_{d+1}-\lambda_k(t)-1+l_2-\frac{n}{2}$
for all $t \in [0,T]$, then
$-2m+\lambda_k(t)+\ell_{k,d+1}+1> -\delta_{d+1}+l_2-2m-\frac{n}{2}$
for all $t \in [0,T]$. Thus, the final terms in (\ref{eq318})
and (\ref{eq319}) belong to $V^{l-2m,h}_{2,\delta_{d+1}}(G_T)$.
Hence,  (\ref{eq318}) can be rewritten in the form
\begin{equation}
L\Big(\sum_{\tau =0}^{\ell_{k,d}}r^{\lambda_k(t)+\tau }
P_{k,\tau}^{{(d)}}(\ln r)\Big)=\sum_{\tau=0}^{\ell_{k,d+1}}
r^{-2m+\lambda_k(t)+\tau}\Psi_{k,\tau}^{{(d+1)}}(\ln r) + w_k
\end{equation}
where $w_k \in V^{l-2m,h}_{2,\delta_{d+1}}(G_T)$.
Analogously, we can write
\begin{equation}
B_j\Big(\sum_{\tau =0}^{\ell_{k,d}}r^{\lambda_k(t)+\tau }
P_{k,\tau}^{{(d)}}(\ln r)\Big)=\sum_{\tau=0}^{\ell_{k,d+1}}
r^{-k_j+\lambda_k(t)+\tau}\Psi_{k,\tau,j}^{{(d+1)}}(\ln r) + w_{k,j}
\end{equation}
 for $j=1,\dots,m$, where $\Psi_{k,\tau,j}^{{(d+1)}}$ are polynomials
with coefficients belonging to $W_2^{l_2,h}(\partial\Omega_T)$ and
$w_{k,j} \in V^{l-k_j-\frac{1}{2},h}_{2,\delta_{d+1}}(\partial\Omega_T)$.
 According to Lemma \ref{le22}, there are polynomials
$\Phi_{k,\tau}^{{(d+1)}}$ with coefficients belonging to
$W_2^{l_2,h}(\Omega_T)$ such that
\begin{gather}
\mathfrak{L}(t,\partial_x)\Big(r^{\lambda_k(t)+\tau }
\Phi_{k,\tau}^{{(d+1)}}(\ln r)\Big)=r^{-2m+\lambda_k(t)
+\tau}\Psi_{k,\tau}^{{(d+1)}}(\ln r) \text{ in } G_T, \label{eq320}\\
\mathfrak{B}_j(t,\partial_x)\Big(r^{\lambda_k(t)+\tau }
\Phi_{k,\tau}^{{(d+1)}}(\ln r)\Big)=r^{-k_j+\lambda_k(t)
+\tau}\Psi_{k,\tau,j}^{{(d+1)}}(\ln r) \text{ on } S_T. \label{eq321}
\end{gather}
Set
\begin{equation}
v=\sum_{k =1}^{N_d}\sum_{\tau=0}^{\ell_{k,d+1}}
r^{\lambda_k(t)+\tau }\Phi_{k,\tau}^{{(d+1)}}(\ln r).
\end{equation}
Now we rewrite (\ref{eq322}), (\ref{eq323}) in the form
\begin{gather}
\mathfrak{L}(t,\partial_x)(u_d+v) =f+(\mathfrak{L}-L)u_d
+\sum_{k =1}^{N_d}w_{k}\quad\text{in } G_T,\label{eq326}\\
\mathfrak{B}_j(t,\partial_x)(u_d+v)=g_j+(\mathfrak{B}_j-B_j)u_d
 +\sum_{k =1}^{N_d}w_{k,j} \quad\text{on } S_T,\; j=1,\dots,m.
\label{eq327}
\end{gather}
It is the same as in (\ref{eq324}), (\ref{eq325}) that
$(\mathfrak{L}-L)u_d \in V^{l-2m,h}_{2,\delta_{d+1}}(G_T)$
and $(\mathfrak{B}_j-B_j)u_d  \in V^{l-k_j
-\frac{1}{2},h}_{2,\delta_{d+1}}(S_T)$. Thus the right-hand sides
of (\ref{eq326}), (\ref{eq327}) belong to $V^{l-2m,h}_{2,\delta_{d+1}}
(G_T)$, $V^{l-k_j-\frac{1}{2},h}_{2,\delta_{d+1}}(S_T)$, respectively.
Now we can apply Lemma \ref{th22} to conclude from
(\ref{eq326}), (\ref{eq327}) that
\begin{equation}
u_d+v=\sum_{k =1}^{N_{d+1}}\sum_{\tau =0}^{\ell_{k,d+1}}
r^{\lambda_k(t)+\tau }\Upsilon_{k,\tau }^{(d+1)}(\ln r)+u_{d+1},
\end{equation}
where $\Upsilon_{k,\tau }^{(d+1)}$ are polynomials with coefficients
belonging to $W_2^{l_2,h}(\Omega_T)$ and
$u_{d+1}\in V^{l_2,h}_{2,\delta_{d+1}}(G_T)$.
Setting
$P_{k,\tau }^{(d+1)}=P_{k,\tau }^{(d)} - \Phi_{k,\tau }^{(d+1)}
+\Upsilon_{k,\tau }^{(d+1)}$  for $k=1,\dots,N_d$,
 and
$P_{k,\tau }^{(d+1)}(\ln r)=\Upsilon_{k,\tau }^{(d+1)}(\ln r)$
for $k=N_{d+1}$,
 we have
\[
u=\sum_{k =1}^{N_{d+1}}\sum_{\tau =0}^{\ell_{k,d+1}}P_{k,\tau }^{(d+1)}(\ln r)+u_{d+1}.
\]
This implies that (\ref{eq317}) holds for $d+1$. The proof is complete.
\end{proof}

\noindent{\bf Acknowledgment.} This work was supported by National Foundation for Science and Technology Development (NAFOSTED), Vietnam.

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\end{document}
