EPODE

Formulation

The initial value problem for orninary differential equations is a problem in which we have a system with an arbitrary number of ordinary differential equations of first order endowed with a given starting value:

y'(t)=f(t,y(t)), a<= t<= b,

y(a)=y_a.

where y:[a,b] -> R^N, f:[a,b] x R^N -> R^N, y_a in R^N. N is the number of differential equations.