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The ODE problem has a continuous and discrete version

Continuous problem

\begin{equation} u' = -au,\ t\in (0,T], \quad u(0)=I \tag{1} \end{equation} (varies with a continuous t )

Discrete problem

Numerical methods applied to the continuous problem turns it into a discrete problem \begin{equation} u^{n+1} = \mbox{const} u^n, \quad n=0,1,\ldots N_t-1, \quad u^n=I \tag{2} \end{equation} (varies with discrete mesh points t_n )

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