  A new iterative technique is presented for solving of initial value problem
for certain classes of multidimensional linear and nonlinear partial
differential equations. Proposed iterative scheme does not require any
discretization, linearization or small perturbations and therefore
significantly reduces numerical computations. Rigorous convergence analysis of
presented technique and an error estimate are included as well. Several
numerical examples for high dimensional initial value problem for heat and wave
type partial differential equations are presented to demonstrate reliability
and performance of proposed iterative scheme.
