In mathematics and physics, nonlinear partial differential equations are (as their name suggests) partial differential equations with nonlinear terms. They describe many different physical systems, ranging from gravitation to fluid dynamics, and have been used in mathematics to solve problems such as the Poincare conjecture and the Calabi conjecture. They are difficult to study: there are almost no general techniques that work for all such equations, and usually each individual equation has to be studied as a separate problem.
Methods for studying nonlinear partial differential equations
Existence and uniqueness of solutions
A fundamental question for any PDE is the existence and uniqueness of a solution for given boundary conditions. For nonlinear equations these questions are in general very hard: for example, the hardest part of Yau's solution of the Calabi conjecture was the proof of existence for a Monge–Ampere equation.
The basic questions about singularities (their formation, propagation, and removal, and regularity of solutions) are the same as for linear PDE, but as usual much harder to study. In the linear case one can just use spaces of distributions, but nonlinear PDEs are not usually defined on arbitrary distributions, so one replaces spaces of distributions by refinements such as Sobolev spaces.
An example of singularity formation is given by the Ricci flow: Hamilton showed that while short time solutions exist, singularities will usually form after a finite time. Perelman's solution of the Poincare conjecture depended on a deep study of these singularities, where he showed how to continue the solution past the singularities.
The solutions in a neighborhood of a known solution can sometimes be s udied by linearizing the PDE around the solution. This corresponds to studying the tangent space of a point of the moduli space of all solutions.
Moduli space of solutions
Ideally one would like to describe the (moduli) space of all solutions explicitly, and for some very special PDEs this is possible. (In general this is a hopeless problem: it is unlikely that there is any useful description of all solutions of the Navier–Stokes equation for example, as this would involve describing all possible fluid motions.) If the equation has a very large symmetry group, then one is usually only interested in the moduli space of solutions modulo the symmetry group, and this is sometimes a finite dimensional compact manifold, possibly with singularities; for example, this happens in the case of the Seiberg–Witten equations. A slightly more complicated case is the self dual Yang–Mills equations, when the moduli space is finite dimensional but not necessarily compact, though it can often be compactified explicitly. Another case when one can sometimes hope to describe all solutions is the case of completely integrable models, when solutions are sometimes a sort of superposition of solitons; for example, this happens for the Korteweg–de Vries equation.
It is often possible to write down some special solutions explicitly in terms of elementary functions (though it is rarely possible to describe all solutions like this). One way of finding such explicit solutions is to reduce the equations to equations of lower dimension, preferably ordinary differential equations, which can often be solved exactly. This can sometimes be done using separation of variables, or by looking for highly symmetric solutions.
Some equations have several different exact solutions.