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.