You are more often than not reduced to iterative numerical approximations for very simple linear PDEs as well.

Consider a simple linear PDE such as the heat equation du/dt = Δu + f(t). On a square or a circle you can solve this analytically in the frequency domain using separation of variables. But as soon as you consider an arbitrary domain (say, shaped like an elephant) you can no longer solve it in the frequency domain and need to use iterative numerical approximations.