Initial Value Problem

An initial value problem is a problem that has its conditions specified at some time . Usually, the problem is an ordinary differential equation or a partial differential equation. For example,

(1)

where  denotes the boundary of , is an initial value problem.

REFERENCES:

Eriksson, K.; Estep, D.; Hansbo, P.; and Johnson, C. Computational Differential Equations. Lund, Sweden: Studentlitteratur, 1996.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Initial Value Problems." Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, p. 829, 1992.