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There is a theorem called the Cauchy-Kowalevski theoremwhich deals with the existence of solutions to a system of mdifferential equation in n dimensions when the coefficients are analytic functions. I am guessing this is what you are asking about. A special case of this theorem was proved by Cauchy alone.

The theorem talks about the local existence of a solution.

Since this is a complicated topic, I will provide a link.

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