The majority of partial differential equations which arise in geometry and physics are highly complex and do not allow exact solutions. However, there are a handful of equations which are regarded as integrable, which more or less means they are solvable in analytic terms (as opposed to requiring approximation or numerical methods). A major example of such equations (which some have even speculated are the source of all integrable equations) are called the self-dual Yang-Mills equations. Solutions of these with finite energy are broadly known as instantons. The study of these equations originally came from physics: Yang-Mills theory was introduced as a way to generalise Maxwell's equations of electromagnetism in order to apply to other fundamental forces (specifically the strong nuclear force), and the instanton solutions represent tunneling trajectories between different vacuum states, with the transition in energy states being highly localised in time (hence the terminology instant-on).
Mathematically the self-dual Yang-Mills equations are a collection of first order partial differential equations in four dependent variables (i.e. on a four dimensional manifold). The equations have a deep geometric interpretation as equations for curvature, and the Yang-Mills energy is a measure of total curvature. In this way instantons could be interpreted as solutions which are the next best things to describing flat curvature. Very loosely speaking, the term curvature here refers to the idea of translating an object around a closed loop on some space, in such a way that at all times the object remains parallel to itself relative to the space, and curvature is a measure of the obstruction to the object ending up back in its exact original state. For example, if you are at the equator and face due north, take a (very long and difficult) walk forwards then at the north pole step sideways (don't turn) and walk "left" in a southerly direction until you reach the equator, then walk backwards along the equator, you will have traversed a closed loop while remaining parallel, yet you are now facing west, which is not how you started. On the contrary, if you performed the same trip on a flat triangle you would end up exactly how you started. The reason the situation is different on a sphere (Earth) is because of curvature. The Yang-Mills equations however are not directly measuring curvature of a physical object like a surface, but rather this process of parallel translating objects, which could be of more exotic geometric data, not just directions like our toy example on the sphere.
Instantons are classified by topological invariants. Broadly this is a measure of winding around the interior of the four-dimensional manifold on which they are defined. In the simplest case where the 4-dimensional space is a higher-dimensional sphere (called the 4-sphere), this can be superficially understood as the winding of a function defined on the "equator" of the 4-sphere, which is a 3-dimensional sphere, into itself. This classifies instantons into distinct boxes labelled by the integers. Now recall that the equations defining instantons are integrable. Somewhat remarkably the set of solutions of these equations (up to a suitable notion of equivalence) is itself an 8|k|-dimensional manifold, where k is this topological invariant. These moduli spaces are interesting in their own right, both in physical applications (e.g. as a way to model low-energy dynamics), and mathematically (e.g. as examples of special geometries called hyperkaehler manifolds, and also in defining geometric invariants for four manifolds).
Most remarkably, in several cases there exists a complete explicit construction of the solution space, which in the simplest case of euclidean space, reduces the self-dual Yang-Mills equations to a set of algebraic equations for k by k matrices (i.e. no differential equations at all!). This general construction is called the Nahm transform (or Atiyah-Drinfeld-Hitchin-Manin construction in the simplest case). Heuristically the Nahm transform relates self-dual solutions defined on euclidean space invariant under translations in some directions to solutions of a set of differential equations in these invariant directions. So when there are no invariant directions, the equations are defined over a point, thus are algebraic equations as described above. When there is one invariant direction, the associated equations are ordinary differential equations (called Nahm's equations) defined on a one-dimensional space: either a line or a circle. Self-dual solutions invariant under one direction are also known as monopoles, and loosening the invariance under this direction to instead ask for periodicity one obtains objects called calorons.
The Nahm transform allows for explicit parameterisation of solutions of the self-dual Yang-Mills equations which may not otherwise be obtainable via more direct methods (i.e. directly solving the PDEs). In my research I have had a lot of success in using this machinery to understand moduli spaces of instantons. For example, during my PhD I classified infinitely many calorons with special cyclic symmetries, and have also described large families of instantons with symmetry and families of instantons without symmetry in order to better understand the Skyrme model (see the next section). More recently I have been working on a new type of Nahm transform to describe instantons invariant under glide rotations, and my research PhD student has been working on describing highly symmetric solutions of Nahm's equations which give rise to instantons on curved manifolds called ALF (Asymptotically-locally-flat) spaces.