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Initial value problem information


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. In that context, the differential initial value is an equation which specifies how the system evolves with time given the initial conditions of the problem.
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Initial value problem

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calculus, an initial value problem (IVP) is an ordinary differential equation together with an initial condition which specifies the value of the unknown...

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Boundary value problem

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boundary-value problem is a differential equation subjected to constraints called boundary conditions. A solution to a boundary value problem is a solution...

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Initial condition

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variables as a function of time and of the initial conditions is called the initial value problem. A corresponding problem exists for discrete time situations...

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Heat equation

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given function of x and t. Initial value problem on (−∞,∞) { u t = k u x x ( x , t ) ∈ R × ( 0 , ∞ ) u ( x , 0 ) = g ( x ) Initial condition {\displaystyle...

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Cauchy boundary condition

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or initial point. Since the parameter s {\displaystyle s} is usually time, Cauchy conditions can also be called initial value conditions or initial value...

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Cauchy problem

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on a hypersurface in the domain. A Cauchy problem can be an initial value problem or a boundary value problem (for this case see also Cauchy boundary condition)...

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Shooting method

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boundary value problem by reducing it to an initial value problem. It involves finding solutions to the initial value problem for different initial conditions...

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Wave equation

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gauge of electromagnetism. One method to solve the initial-value problem (with the initial values as posed above) is to take advantage of a special property...

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Flatness problem

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cosmologists to question how the initial density came to be so closely fine-tuned to this 'special' value. The problem was first mentioned by Robert Dicke...

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Singular solution

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solution that is singular or one for which the initial value problem (also called the Cauchy problem by some authors) fails to have a unique solution...

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Constraint counting

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solution. To verify this prediction, recall the solution of the initial value problem u t t = u x x + u y y , u ( 0 , x , y ) = p ( x , y ) , u t ( 0...

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Differential equation

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However, this only helps us with first order initial value problems. Suppose we had a linear initial value problem of the nth order: f n ( x ) d n y d x n...

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Direct multiple shooting method

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boundary value problems. The method divides the interval over which a solution is sought into several smaller intervals, solves an initial value problem in...

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Riemann problem

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A Riemann problem, named after Bernhard Riemann, is a specific initial value problem composed of a conservation equation together with piecewise constant...

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Parareal

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algorithm from numerical analysis and used for the solution of initial value problems. It was introduced in 2001 by Lions, Maday and Turinici. Since then...

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Constant of integration

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well-posed initial value problem. Imposing the condition that our antiderivative takes the value 100 at x = π is an initial condition. Each initial condition...

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Lipschitz continuity

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which guarantees the existence and uniqueness of the solution to an initial value problem. A special type of Lipschitz continuity, called contraction, is...

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Power series solution of differential equations

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6}A_{1}} We can determine A0 and A1 if there are initial conditions, i.e. if we have an initial value problem. So we have A 4 = 1 4 A 2 = ( 1 4 ) ( − 1 2 )...

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Exponential function

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c>0} is also known as an exponential function, as it solves the initial value problem f ′ = a f ,   f ( 0 ) = c {\displaystyle f'=af,\ f(0)=c} , meaning...

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Parabolic partial differential equation

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initial data u ( x , 0 ) = u 0 ( x ) {\displaystyle u(x,0)=u_{0}(x)} . For a nonlinear parabolic PDE, a solution of an initial/boundary-value problem...

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Hamiltonian system

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that it gives important insights into the dynamics, even if the initial value problem cannot be solved analytically. One example is the planetary movement...

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Hyperbolic partial differential equation

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speaking, has a well-posed initial value problem for the first n − 1 {\displaystyle n-1} derivatives. More precisely, the Cauchy problem can be locally solved...

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Hyperbolic

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partial differential equation (PDE) of order n that has a well-posed initial value problem for the first n−1 derivatives Hyperbolic plane can refer to: The...

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Integral curve

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that α is a local solution to the ordinary differential equation/initial value problem α ( t 0 ) = p ; {\displaystyle \alpha (t_{0})=p;\,} α ′ ( t ) =...

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