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As discussed in Slack, we can add a default initial mesh similar to the initial step size in OrdinaryDiffEq.jl: https://github.com/SciML/OrdinaryDiffEq.jl/blob/master/lib/OrdinaryDiffEqCore/src/initdt.jl, it would basically involve determining a suitable mesh solely with the structure of BVP, that would be sophisticated but let's firstly have a simple evenly spaced initial mesh for now and keep a track for better algorithms.
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