Cauchy Problem
If
is an analytic
function in a neighborhood of the point
(i.e., it can be expanded in a series of
nonnegative integer powers
of
and
), find a
solution
of the differential
equation
with initial conditions
and
. The existence
and uniqueness of the solution were proven by Cauchy and Kovalevskaya in the Cauchy-Kovalevskaya
theorem. The Cauchy problem amounts to determining the shape of the boundary
and type of equation which yield unique and reasonable solutions for the Cauchy
conditions.
cauchy problem

