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  2. Initial value problem - Wikipedia

    en.wikipedia.org/wiki/Initial_value_problem

    In multivariable calculus, an initial value problem [a] (IVP) is an ordinary differential equation together with an initial condition which specifies the value of the unknown function at a given point in the domain. Modeling a system in physics or other sciences frequently amounts to solving an initial value problem.

  3. 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 ...

  4. Shooting method - Wikipedia

    en.wikipedia.org/wiki/Shooting_method

    In numerical analysis, the shooting method is a method for solving a boundary value problem by reducing it to an initial value problem.It involves finding solutions to the initial value problem for different initial conditions until one finds the solution that also satisfies the boundary conditions of the boundary value problem.

  5. Singular perturbation - Wikipedia

    en.wikipedia.org/wiki/Singular_perturbation

    In the case of differential equations, boundary conditions cannot be satisfied; in algebraic equations, the possible number of solutions is decreased. Singular perturbation theory is a rich and ongoing area of exploration for mathematicians, physicists, and other researchers. The methods used to tackle problems in this field are many.

  6. Singular solution - Wikipedia

    en.wikipedia.org/wiki/Singular_solution

    Direct calculation shows that this is a solution of the differential equation at every point, including = and =. Uniqueness fails for these solutions on the interval c 1 ≤ x ≤ c 2 {\displaystyle c_{1}\leq x\leq c_{2}} , and the solutions are singular, in the sense that the second derivative fails to exist, at x = c 1 {\displaystyle x=c_{1 ...

  7. Heun's method - Wikipedia

    en.wikipedia.org/wiki/Heun's_method

    It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. Both variants can be seen as extensions of the Euler method into two-stage second-order Runge–Kutta methods. The procedure for calculating the numerical solution to the initial value problem:

  8. Boundary value problem - Wikipedia

    en.wikipedia.org/wiki/Boundary_value_problem

    Boundary value problems are similar to initial value problems.A boundary value problem has conditions specified at the extremes ("boundaries") of the independent variable in the equation whereas an initial value problem has all of the conditions specified at the same value of the independent variable (and that value is at the lower boundary of the domain, thus the term "initial" value).

  9. 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 ]

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