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.^[1] A Cauchy problem can be an initial value problem or a boundary value problem (for this case see also Cauchy boundary condition). 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 (S is called the Cauchy surface), the Cauchy problem consists of finding the unknown functions ${\displaystyle u_{1},\dots ,u_{N}}$ of the differential equation with respect to the independent variables ${\displaystyle t,x_{1},\dots ,x_{n}}$ that satisfies^[2]

${\displaystyle {\begin{aligned}&{\frac {\partial ^{n_{i}}u_{i}}{\partial t^{n_{i}}}}=F_{i}\left(t,x_{1},\dots ,x_{n},u_{1},\dots ,u_{N},\dots ,{\frac {\partial ^{k}u_{j}}{\partial t^{k_{0}}\partial x_{1}^{k_{1}}\dots \partial x_{n}^{k_{n}}}},\dots \right)\\&{\text{for }}i,j=1,2,\dots ,N;\,k_{0}+k_{1}+\dots +k_{n}=k\leq n_{j};\,k_{0}<n_{j}\end{aligned}}}$

subject to the condition, for some value ${\displaystyle t=t_{0}}$,

${\displaystyle {\frac {\partial ^{k}u_{i}}{\partial t^{k}}}=\phi _{i}^{(k)}(x_{1},\dots ,x_{n})\quad {\text{for }}k=0,1,2,\dots ,n_{i}-1}$

where ${\displaystyle \phi _{i}^{(k)}(x_{1},\dots ,x_{n})}$ are given functions defined on the surface ${\displaystyle S}$ (collectively known as the Cauchy data of the problem). 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 ${\displaystyle F_{i}}$ are analytic in some neighborhood of the point ${\displaystyle (t^{0},x_{1}^{0},x_{2}^{0},\dots ,\phi _{j,k_{0},k_{1},\dots ,k_{n}}^{0},\dots )}$, and if all the functions ${\displaystyle \phi _{j}^{(k)}}$ are analytic in some neighborhood of the point ${\displaystyle (x_{1}^{0},x_{2}^{0},\dots ,x_{n}^{0})}$, then the Cauchy problem has a unique analytic solution in some neighborhood of the point ${\displaystyle (t^{0},x_{1}^{0},x_{2}^{0},\dots ,x_{n}^{0})}$.

See also

• Cauchy boundary condition

References

External links

• Cauchy problem at MathWorld.