The invention claimed is: 1. A flexible display, comprising: a first flexible substrate; a cathode; and a pixel defining layer being disposed between the first flexible substrate and the cathode, the pixel defining layer comprising a plurality of first separation walls disposed in parallel and a plurality of second separation walls disposed in parallel, the first separation walls and the second separation walls being arranged crossing each other to define a plurality of pixel areas, wherein: the first separation wall comprises protrusions protruding toward a side away from the first flexible substrate, the protrusions have an arc shape in cross section of the first separation wall in a direction perpendicular to a length direction of the first separation wall, and the first separation wall further comprises a first groove with an opening away from the first flexible substrate and extending in the length direction of the first separation wall; the second separation wall comprises protrusions protruding toward a side away from the first flexible substrate, the protrusions have an arc shape in cross section of the second separation wall in a direction perpendicular to a length direction of the second separation wall, and the second separation wall further comprises a second groove with an opening away from the first flexible substrate and extending in the length direction of the second separation wall; and a part of the cathode that faces against the first separation wall is disposed along a surface of the first separation wall and has a curve shape same as a shape of the first groove; and a part of the cathode that faces against the second separation wall is disposed along a surface of the second separation wall and has a curve shape same as a shape of the second groove. 2. The flexible display of claim 1, wherein the first separation wall comprises a plurality of strip-shaped protrusions extending in the length direction of the first separation wall and a first groove is formed between any two adjacent strip-shaped protrusions. 3. The flexible display of claim 2, wherein the second separation wall comprises a plurality of strip-shaped protrusions extending in the length direction of the second separation wall and a second groove is formed between any two adjacent strip-shaped protrusions. 4. The flexible display of claim 1, wherein the first separation wall comprises a plurality of protrusions arranged in an array, each column of the protrusions are arranged in a direction parallel to the length direction of the first separation wall, each row of the protrusions are arranged in a direction parallel to the length direction of the second separation wall, the first groove is formed between any two adjacent columns of protrusions, and a third groove extending in a direction parallel to an extending direction of the second groove is formed between any two adjacent rows of protrusions. 5. The flexible display of claim 4, wherein the second separation wall comprises a plurality of strip-shaped protrusions extending in the length direction of the second separation wall and a second groove is formed between any two adjacent strip-shaped protrusions. 6. The flexible display of claim 1, wherein the second separation wall comprises a plurality of strip-shaped protrusions extending in the length direction of the second separation wall and the second groove is formed between any two adjacent strip-shaped protrusions. 7. The flexible display of claim 1, wherein the second separation wall comprises a plurality of protrusions arranged in an array, each row of the protrusions are arranged in a direction parallel to the length direction of the second separation wall, each column of the protrusions are arranged in a direction parallel to the length direction of the first separation wall, the second groove is formed between any two adjacent rows of protrusions, and a fourth groove extending in a direction parallel to an extending direction of the first groove is formed between any two adjacent columns of protrusions. 8. The flexible display of claim 1, further comprising a thin film transistor (TFT), a first passivation layer and anodes formed successively on the first flexible substrate, wherein the TFT, the first passivation layer and the anodes are disposed between the pixel defining layer and the first flexible substrate. 9. The flexible display of claim 8, wherein at least one of the first separation wall and the second separation wall is deep enough to contact the first passivation layer. 10. The flexible display of claim 1, wherein the first separation wall has two or more protrusions, and the second separation wall has two or more protrusions. 11. The flexible display of claim 1, wherein a second passivation layer and a second flexible substrate are successively disposed on a side of the cathode away from the first flexible substrate, wherein the second flexible substrate is bonded to a side of the second passivation layer away from the cathode by a bonding layer. 12. The flexible display of claim 1, wherein the flexible display has a configuration of top-emission, bottom-emission, or inverted flexible display. 13. The flexible display of claim 1, wherein the pixel defining layer is made of a resin material. 14. A method of manufacturing a flexible display, comprising: forming a thin film transistor (TFT) on a first flexible substrate; forming a first metal layer on the TFT and patterning the first metal layer by a patterning process to form an anode pattern; forming a resin material layer and forming a pixel defining layer pattern comprising a plurality of first separation walls and a plurality of second separation walls by grayscale exposure patterning process, wherein the first separation wall comprises protrusions protruding toward a side away from the first flexible substrate, tops of the protrusions have an arc shape in cross section of the first separation wall perpendicular to a length direction of the first separation wall, and the first separation wall further comprises a first groove with an opening away from the first flexible substrate and extending in the length direction of the first separation wall, and the second separation wall comprises protrusions protruding toward a side away from the first flexible substrate, tops of the protrusions have an arc shape in cross sections of the second separation wall perpendicular to a length direction of the second separation wall, and the second separation wall further comprises a second groove with an opening away from the first flexible substrate and extending in the length direction of the second separation wall; and forming a second metal layer as a cathode on the pixel defining layer pattern, wherein a part of the cathode that faces against the first separation wall is disposed along a surface of the first separation wall and has a curve shape conform to the first groove, a part of the cathode that faces against the second separation wall is disposed along a surface of the second separation wall and has a curve shape conforming to the second groove. 15. The method of claim 14, wherein the step of forming the pixel defining layer pattern comprising a plurality of first separation walls and a plurality of second separation walls by grayscale exposure patterning process comprises: forming a plurality of first separation walls and a plurality of second separation walls by grayscale exposure patterning process, such that the protrusions are formed on a side of the first separation wall away from the first flexible substrate and the protrusions are formed on a side of the second separation wall away from the first flexible substrate. 16. The method of claim 14, wherein the first separation wall comprises a plurality of strip-shaped protrusions extending in the length direction of the first separation wall and the first groove is formed between any two adjacent strip-shaped protrusions. 17. The method of claim 14, wherein the first separation wall comprises a plurality of protrusions arranged in an array, each column of the protrusions are arranged in a direction parallel to the length direction of the first separation wall, each row of the protrusions are arranged in a direction parallel to the length direction of the second separation wall, the first groove is formed between any two adjacent columns of protrusions, and a third groove extending in a direction parallel to an extending direction of the second groove is formed between any two adjacent rows of protrusions. 18. The method of claim 14, wherein the second separation wall comprises a plurality of strip-shaped protrusions extending in the length direction of the second separation wall and the second groove is formed between any two adjacent strip-shaped protrusions. 19. The method of claim 14, wherein the second separation wall comprises a plurality of protrusions arranged in an array, each row of the protrusions are arranged in a direction parallel to the length direction of the second separation wall, each column of the protrusions are arranged in a direction parallel to the length direction of the first separation wall, the second groove is formed between any two adjacent rows of protrusions, and a fourth groove extending in a direction parallel to an extending direction of the first grooves is formed between any two adjacent columns of protrusions. 20. The method of claim 14, wherein the first separation wall comprises two or more protrusions, and the second separation wall comprises two or more protrusions. |