Well-posed problem

In mathematics, a well-posed problem is one for which the following properties hold:^[a]

1. The problem has a solution
2. The solution is unique
3. The solution's behavior changes continuously with the initial conditions

Examples of archetypal well-posed problems include the Dirichlet problem for Laplace's equation, and the heat equation with specified initial conditions. These might be regarded as 'natural' problems in that there are physical processes modelled by these problems.

Problems that are not well-posed in the sense above are termed ill-posed. Inverse problems are often ill-posed; for example, the inverse heat equation, deducing a previous distribution of temperature from final data, is not well-posed in that the solution is highly sensitive to changes in the final data.

Continuum models must often be discretized in order to obtain a numerical solution. While solutions may be continuous with respect to the initial conditions, they may suffer from numerical instability when solved with finite precision, or with errors in the data.
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