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Concept
Cauchy boundary condition
Summary
In mathematics, a Cauchy (koʃi) boundary condition augments an ordinary differential equation or a partial differential equation with conditions that the solution must satisfy on the boundary; ideally so as to ensure that a unique solution exists. A Cauchy boundary condition specifies both the function value and normal derivative on the boundary of the domain. This corresponds to imposing both a Dirichlet and a Neumann boundary condition. It is named after the prolific 19th-century French mathematical analyst Augustin-Louis Cauchy.
Cauchy boundary conditions are simple and common in second-order ordinary differential equations,
where, in order to ensure that a unique solution exists, one may specify the value of the function and the value of the derivative at a given point , i.e.,
and
where is a boundary or initial point. Since the parameter is usually time, Cauchy conditions can also be called initial value conditions or initial value data or simply Cauchy data. An example of such a situation is Newton's laws of motion, where the acceleration depends on position , velocity , and the time ; here, Cauchy data corresponds to knowing the initial position and velocity.
For partial differential equations, Cauchy boundary conditions specify both the function and the normal derivative on the boundary. To make things simple and concrete, consider a second-order differential equation in the plane
where is the unknown solution, denotes derivative of with respect to etc. The functions specify the problem.
We now seek a that satisfies the partial differential equation in a domain , which is a subset of the plane, and such that the Cauchy boundary conditions
hold for all boundary points . Here is the derivative in the direction of the normal to the boundary. The functions and are the Cauchy data.
Notice the difference between a Cauchy boundary condition and a Robin boundary condition. In the former, we specify both the function and the normal derivative. In the latter, we specify a weighted average of the two.
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Related concepts (8)
Cauchy boundary condition
In mathematics, a Cauchy (koʃi) boundary condition augments an ordinary differential equation or a partial differential equation with conditions that the solution must satisfy on the boundary; ideally so as to ensure that a unique solution exists. A Cauchy boundary condition specifies both the function value and normal derivative on the boundary of the domain. This corresponds to imposing both a Dirichlet and a Neumann boundary condition. It is named after the prolific 19th-century French mathematical analyst Augustin-Louis Cauchy.
Robin boundary condition
In mathematics, the Robin boundary condition (ˈrɒbɪn; properly ʁɔbɛ̃), or third type boundary condition, is a type of boundary condition, named after Victor Gustave Robin (1855–1897). When imposed on an ordinary or a partial differential equation, it is a specification of a linear combination of the values of a function and the values of its derivative on the boundary of the domain. Other equivalent names in use are Fourier-type condition and radiation condition.
Mixed boundary condition
In mathematics, a mixed boundary condition for a partial differential equation defines a boundary value problem in which the solution of the given equation is required to satisfy different boundary conditions on disjoint parts of the boundary of the domain where the condition is stated. Precisely, in a mixed boundary value problem, the solution is required to satisfy a Dirichlet or a Neumann boundary condition in a mutually exclusive way on disjoint parts of the boundary.
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