Initial Value Problem

An initial value problem is a problem that has its conditions specified at some time t=t_0. Usually, the problem is an ordinary differential equation or a partial differential equation. For example,

 {(partial^2u)/(partialt^2)-del ^2u=f   in Omega; u=u_0   t=t_0; u=u_1   on partialOmega,

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

See also

Boundary Conditions, Boundary Value Problem, Initial Conditions, Partial Differential Equation

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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.

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Initial Value Problem

Cite this as:

Weisstein, Eric W. "Initial Value Problem." From MathWorld--A Wolfram Web Resource.

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