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I have a generic question:

Can the Runge - Kutta method be used to solve every type of linear ordinary differential equation?

Steve
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    Strictly speaking, this method is used to solve IVP so boundary condition is needed. It is not limited to linear equations and I am not aware of specific restrictions although any numerical scheme may be unstable depending on the equation. – Vasili Nov 21 '23 at 20:30
  • By linear ODE do you mean of the form $$\boldsymbol{Y}' = {\bf A} \boldsymbol{Y} + \boldsymbol{b}$$ – John Alexiou Nov 22 '23 at 00:49
  • Hi. By linear, I mean odes that are linear in y(x) and its derivatives. Also, no terms where y(x) is multiplied by its derivatives. – Steve Nov 22 '23 at 09:17
  • See slide 30 – John Alexiou Nov 22 '23 at 14:40

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