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Hyperbolic and parabolic equations are the two most important categories of
time-dependent problems whose evolution process is well-posed. Thus, consider
the initial value problem
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We assume that a large enough class of admissible initial data
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there exists a unique solution, u(x,t). This defines a solution operator,
which describes the evolution of the problem
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Hoping to compute such solutions, we need that the solutions will depend
continuously in their initial data, i.e.,
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In view of linearity, this amounts to having the a priori estimate
(boundedness)
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which includes the hyperbolic and parabolic cases.
: (Hadamard) By Cauchy-Kowalewski, the system
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has a unique solution for arbitrary analytic data, at least for
sufficiently small time. Yet, with initial data
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we obtain the solution
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which tends to infinity
, while the initial data
tend to zero. Thus, the Laplace
equation,
is not well-posed as an initial-value problem.
Finally, we note that a well-posed problem is stable against perturbations of inhomogeneous data in view of the following
. The solution of the inhomogeneous problem
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is given by
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Indeed, a straightforward substitution yields

This implies the a priori stability estimate
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as asserted.