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Boundary value problem (BVP) solvers for scientific machine learning (SciML)

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It would be nice, if solving of boundary value problems for implicit or semi-explicit DAEs was supported. Such solvers exist in FORTRAN (COLDAE).

As MIRK4 is fully implicit, callbacks are not supported and therefore supplying one should yield an error.

http://cs.smu.ca/tech_reports/txt2012_001.pdf