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Deane Yang
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I agree with Craig Evans, but maybe it's too strong to say "never" and "impossible". Still, to date there is nothing even close to a unified approach or theory for nonlinear PDE's. And to me this is not surprising. To elaborate on what Evans says, the most interesting PDE's are those that arise from some application in another area of mathematics, science, or even outside science. In almost every case, the best way to understand and solve the PDE arises from the application itself and how it dictates the specific structure of the PDE.

So if a PDE arises from, say, probability, it is not surprising that probabilistic approximations are often very useful, but, say, water wave approximations often are not.

On other hand, if a PDE arises from the study of water waves, it is not surprising that oscillatory approximations (like Fourier series and transforms) are often very useful but probabilistic ones are often not.

Many PDE's in many applications arise from studying the extrema or stationary points of an energy functional and can therefore be studied using techniques arising from calculus of variations. But, not surprising, PDE's that are not associated with an energy functional are not easily studied this way.

Unlike other areas of mathematics, PDE's, as well as the techniques for studying and solving them, are much more tightly linked to their applications.

There have been efforts to study linear and nonlinear PDE's more abstractly, but the payoff so far has been rather limited.

Deane Yang
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