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A nonlinear thermodynamic theory is used to investigate the effect of external electric field on the phase transitions of Pb(Zr0.3Ti0.7)O3(PZT) thin films epitaxially grown on dissimilar cubic substrates. The "misfit strain-external electric filed" phase diagram and the relationship between electirc filed and polarization are constructed for PZT thin films. The external electric field can transform the monoclinic r phase into the c phase,when its value reaches 186 kV/cm for PZT thin film grown on the SrTiO3 substrate. On the other hand,the domain switching of PZT thin film is investigated experimentally by scanning probe microscopy(SPM) via varying the applied polarizing electric field. The piezo-phase images reveal that most ferroelectric domains are clearly detectable. In the r phase,the domains can be reversed into the direction of polarization of the c phase,when the applied electric field increases to 200 kV/cm,which is close to the theoretical value (186 kV/cm).