Proof
Proofs of Borel's lemma can be found in many text books on analysis, including Golubitsky & Guillemin (1974) and Hörmander (1990), from which the proof below is taken.
Note that it suffices to prove the result for a small interval I = (−ε,ε), since if ψ(t) is a smooth bump function with compact support in (−ε,ε) equal identically to 1 near 0, then ψ(t) ⋅ F(t, x) gives a solution on R × U. Similarly using a smooth partition of unity on Rn subordinate to a covering by open balls with centres at δ⋅Zn, it can be assumed that all the fm have compact support in some fixed closed ball C. For each m, let
where εm is chosen sufficiently small that
for |α| < j. These estimates imply that each sum
is uniformly convergent and hence that
is a smooth function with
By construction
Note: Exactly the same construction can be applied, without the auxiliary space U, to produce a smooth function on the interval I for which the derivatives at 0 form an arbitrary sequence.
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