A Cauchy problem can be an initial value problem or a boundary value problem (for this case see also Cauchy boundary condition), but it can be none of them. They are named after Augustin Louis Cauchy.
For a partial differential equation defined on Rn and a smooth manifold S ⊂ Rn of dimension n − 1 (S is called the Cauchy surface), the Cauchy problem consists of finding the solution u of the differential equation of order that satisfies
where are given functions defined on the surface (collectively known as the Cauchy data of the problem), and n is a normal vector to S.
The Cauchy–Kowalevski theorem says that Cauchy problems have unique solutions under certain conditions, the most important of which being that the Cauchy data and the coefficients of the partial differential equation be real analytic functions.
- Hadamard, Jacques (2003) , Lectures on Cauchy's Problem in Linear Partial Differential Equations, Dover Phoenix editions, New York: Dover Publications, ISBN 0-486-49549-3, JFM 49.0725.04, MR 0051411