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I have a very good initial guess for the solution to my system of ordinary differential equations, which comes from a solution to a similar ODE system with slightly different coefficients (my program is simply covering parameter space). Are there any solvers that I could use to benefit from my high-quality initial guesses?

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  • This is question makes little sense –  Oct 15 '18 at 01:31
  • You could consider the difference in ODE as perturbation and try to compute the perturbation series to some sufficient order. I'm not aware of any solvers that do such automatically. – Lutz Lehmann Oct 15 '18 at 05:59
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    You could consider the difference in ODE as perturbation and try to compute the perturbation series to some sufficient order. I'm not aware of any solvers that do such automatically. – Lutz Lehmann Oct 15 '18 at 06:00
  • Is the system linear or not? If it's nonlinear, you could use your initial guess to linearize the system, like in the Newton method, (which then could be trivially solved by methods for linear ODE systems). Because your initial guess is close to the solution, you get an advantage of needing less iterations for the method to converge. – Yuriy S Oct 16 '18 at 14:58

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