Solve an initial value problem (IVP) for a system of ordinary differential equations: dy/dt = f(t, y) with y(t0) = y0. Supports built-in systems: exponential_decay (population decay, radioactive decay), harmonic (spring oscillations), lotka_volterra (predator-prey dynamics), and van_der_pol (nonlinear oscillator). Methods: euler (simple, first-order), rk4 (Runge-Kutta 4th order, classic), rk45 (adaptive Runge-Kutta with error control). Essential for modeling dynamics, term structure models, and time-dependent processes.
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ODE system to solve
exponential_decay, harmonic, lotka_volterra, van_der_pol "harmonic"
Time span [t0, tf] for integration
2 elements[0, 10]Initial conditions y(t0) - number of elements depends on system (1 for exponential_decay, 2 for harmonic/van_der_pol/lotka_volterra)
[1, 0]Integration method
euler, rk4, rk45 "rk45"
Step size (for euler and rk4 methods)
0.01
System-specific parameters: exponential_decay[k], harmonic[omega], lotka_volterra[a,b,c,d], van_der_pol[mu]
[1]