Many important physical processes may be modeled in terms of a
*system of partial differential equations*. Solutions to such a system
are then sought satisfying initial and boundary data according to the dynamics
and geometry of the process under consideration. Unlike the general theory
describing systems of ordinary differential equations there exists no
comparable theory that can accommodate arbitrary systems of partial
differential equations and analytic methods traditionally resort to ad hoc
methods that are tailored to specific situations. This lack of a general theory
is particularly acute for overdetermined systems that often arise when modeling
natural processes, such as problems in continuum mechanics and fluid flow.

The essential non-linearities inherent in the physics can lead to the growth of
instabilities and the formation of shocks and special methods are necessary to
control the development of solutions in such circumstances. While the use of
numerical methods is natural for well posed problems considerable mathematical
investigation is a necessary precursor for these to be efficient.

We have
been studying partial differential in terms of the theory of *exterior
differential systems*. In particular we have developed a new algorithm for
solving the classical Cauchy problem, where consistent data is prescribed at an
initial instant and its evolution in time is sought. The approach relies on
reducing the problem to a system of ordinary differential equations which are
much easier to handle in general. One may regard the manifold of initial data
as forming a "surface" in a large space of variables on which we determine a
vector field. Each data point on the initial "surface" is then dragged into the
space of variables along the flow lines of the vector field to yield a solution
satisfying the initial conditions. The main virtue of our approach over many
traditional ones is that the determination of the evolution vector is
*algebraic*. Thus the method can be coded into a symbolic algebra
language and effectively automated on a machine.

For physical systems this
is essential since the determination of the characteristic vector may require
the manipulation of huge numbers of overdetermined algebraic equations. Once
the algebraic part of the problem is completed the integration of the ordinary
differential system follows in a straightforward manner. It is at this stage
that deterministic numerical procedures may be contemplated rather that the
traditional discretisation of the original problem.

We have exploited this approach to study a number of inherently non-linear problems. These have included the vibrations of stiff elastic fibers and membranes, the relativistic motion of charged gyroscopes and the thermal properties of fast flowing viscous fluids.

The basic idea of treating partial differential equations in this
geometrical fashion provides conceptual clarifications and offers access to the
powerful methods of differential geometry. From a practical viewpoint it
enables one to examine any proposed system of partial differential equations
prior to time consuming numerical analysis. Such equations may have inherent
inconsistencies or they may be incomplete. Our methods, which are valid for
both linear and non-linear systems, enable one to check for consistency and
find any missing equations necessary to bring the system
into*involution*. Furthermore they provide a precise specification of
the number of arbitrary functions that exist in the general solution. These
techniques also yield adapted coordinates that often dramatically accelerate
the process of analysis and in some cases even transform the system to a linear
one. Such simplifications offer economic advantages when coupled with the
automated exterior methods built into our algorithms.

Professor R.W.Tucker

Dr C.H.T.Wang

Physics Department

Last modified: 8th November, 2001