Introduction to ODEs

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Introduction to ODEs

Numerical analysis > Introduction to ODEs

Here we want to solve a Cauchy problem as


where is a given real-valued function of two real variables. In order to select the solution among the infinite family of solutions coming from the integration of we need to specify the initial data .

In other words, we seek the unique solution of the above-mentioned Cauchy problem for and subject to the condition .

Since it is often impossible to construct an analytical solution, we look for an approximate solution of the problem which will converge, in some sense to be specified later, to the exact solution.