Writing internal DTD in XML using Java

For Java, is there any way to write an XML file using not External DTD, but Internal DTD instead?

In other words the program should write the DTD definition inside of the written XML file. Is it possible to use SAX to accomplish this?

I wanted to do this as the XML file would only be used by one application and would be downloaded, so it would be better to have only one file which is the XML file itself.