* Partial Differential Equations of Mathematical Physics. "The Mathematica Guidebooks Additional Material: Various Time-Dependent PDEs." *

How do you like me now (that is what the differential equation would say in response to your shock)!

(or briefly a PDE) is a mathematical equation that involves two or more independent variables, an unknown function (dependent on those variables), and partial derivatives of the unknown function with respect to the independent variables.

Cambridge, England: Cambridge University Press, pp.

19 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.

Classical Cauchy problem: find a solution \(w=w(x,y)\) of equation (1) satisfying the initial condition where \(\varphi(y)\) is a given function.

It is often convenient to represent the classical Cauchy problem as a generalized Cauchy problem by rewriting condition (6) in the parametric form \[ x=0,\quad y=\xi,\quad w=\varphi(\xi).

In general, partial differential equations are much more difficult to solve analytically than are ordinary differential equations. "Exact Solutions of Nonlinear Partial Differential Equations by Singularity Analysis." .

They may sometimes be solved using a Bäcklund transformation, characteristics, Green's function, integral transform, Lax pair, separation of variables, or--when all else fails (which it frequently does)--numerical methods such as finite differences.

First, two independent integrals (3) of the characteristic system (2) are determined.

Then, to find the constants of integration \(C_1\) and \(C_2\), the initial data (5) must be substituted into the integrals (3) to obtain Formulas (8) are a parametric form of the solution to the Cauchy problem (1), (5).

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