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  2. Initial value problem - Wikipedia

    en.wikipedia.org/wiki/Initial_value_problem

    An initial value problem is a differential equation ′ = (, ()) with : where is an open set of , together with a point in the domain of (,),called the initial condition.. A solution to an initial value problem is a function that is a solution to the differential equation and satisfies

  3. Ordinary differential equation - Wikipedia

    en.wikipedia.org/wiki/Ordinary_differential_equation

    Various differentials, derivatives, and functions become related via equations, such that a differential equation is a result that describes dynamically changing phenomena, evolution, and variation. Often, quantities are defined as the rate of change of other quantities (for example, derivatives of displacement with respect to time), or ...

  4. Direct multiple shooting method - Wikipedia

    en.wikipedia.org/wiki/Direct_multiple_shooting...

    Thus, solutions of the boundary value problem correspond to solutions of the following system of N equations: (;,) = (;,) = (;,) =. The central N−2 equations are the matching conditions, and the first and last equations are the conditions y(t a) = y a and y(t b) = y b from the boundary value problem. The multiple shooting method solves the ...

  5. One-step method - Wikipedia

    en.wikipedia.org/wiki/One-step_method

    In general, let be a value that is to be determined numerically, in the case of this article, for example, the value of the solution function of an initial value problem at a given point. A numerical method, for example a one-step method, calculates an approximate value v ~ ( h ) {\displaystyle {\tilde {v}}(h)} for this, which depends on the ...

  6. Initial condition - Wikipedia

    en.wikipedia.org/wiki/Initial_condition

    A linear matrix difference equation of the homogeneous (having no constant term) form + = has closed form solution = predicated on the vector of initial conditions on the individual variables that are stacked into the vector; is called the vector of initial conditions or simply the initial condition, and contains nk pieces of information, n being the dimension of the vector X and k = 1 being ...

  7. Picard–Lindelöf theorem - Wikipedia

    en.wikipedia.org/wiki/Picard–Lindelöf_theorem

    For instance, the differential equation ⁠ dy / dt ⁠ = y 2 with initial condition y(0) = 1 has the solution y(t) = 1/(1-t), which is not defined at t = 1. Nevertheless, if f is a differentiable function defined over a compact subset of R n, then the initial value problem has a unique solution defined over the entire R. [6]

  8. Differential equation - Wikipedia

    en.wikipedia.org/wiki/Differential_equation

    In all these cases, y is an unknown function of x (or of x 1 and x 2), and f is a given function. He solves these examples and others using infinite series and discusses the non-uniqueness of solutions. Jacob Bernoulli proposed the Bernoulli differential equation in 1695. [3] This is an ordinary differential equation of the form

  9. Euler method - Wikipedia

    en.wikipedia.org/wiki/Euler_method

    In mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.