Cauchy problem

Noun

Cauchy problem (plural Cauchy problems)

1. For a given m-order partial differential equation, the problem of finding a solution function u on ℝⁿ that satisfies the boundary conditions that, for a smooth manifold S⊂ℝⁿ, u(x)=f_0(x) and (∂ᵏu(x))/(∂nᵏ)=f_k(x), ∀x∈S, k=1…m-1, given specified functions f_k defined on, and vector n normal to, the manifold.
   • In this chapter we formulate and in many cases prove results on uniqueness and stability of solutions of the Cauchy problem for general partial differential equations.2006, Victor Isakov, Inverse Problems for Partial Differential Equations, 2nd edition, Springer, page 41
   • To emphasize the similarity between the characteristic method and the probabilistic approach we recall that the method of characteristics allows [one] to reduce the Cauchy problem for a first order PDE to a Cauchy problem for an ODE while the probabilistic approach allows [one] to reduce the Cauchy...2006, S. Albeverio, Ya. Belopolskaya, “Probabilistic Interpretation of the VV-Method for PDE Systems”, in Olga S. Rozanova, editor, Analytical Approaches to Multidimensional Balance Laws, Nova...