Initial-Value Problem

InitialValueProblem(f, a, b, h, α, N)

Structure of the boundary conditions to Initial-Value Problem (IVP) differential equation.

Notes

Make sure the independent variable (e.g. time) is the first argument of f!

solve(IVP::InitialValueProblem[; method=:forward_euler, tol=10^-3])

Solve IVP according to method ∈ {:forward_euler (default), :backward_euler, :improved_euler, :modified_euler, :runge_kutta}.

Notes

Each method has an equivalent convenience function. E.g. solve(IVP; method=:runge_kutta) ≡ runge_kutta(IVP).