Cauchy problem


A Cauchy problem in mathematics asks for the solution of a partial differential equation that satisfies certain conditions that are given on a hypersurface in the domain. A Cauchy problem can be an initial value problem or a boundary value problem. It is named after Augustin-Louis Cauchy.

Formal statement

For a partial differential equation defined on Rn+1 and a smooth manifold S ⊂ Rn+1 of dimension n, the Cauchy problem consists of finding the unknown functions of the differential equation with respect to the independent variables that satisfies
subject to the condition, for some value,
where are given functions defined on the surface . The derivative of order zero means that the function itself is specified.

Cauchy–Kowalevski theorem

The Cauchy–Kowalevski theorem states that If all the functions are analytic in some neighborhood of the point, and if all the functions are analytic in some neighborhood of the point, then the Cauchy problem has a unique analytic solution in some neighborhood of the point .