We propose a novel method to compute multi-loop master integrals byconstructing and numerically solving a system of ordinary differentialequations. Boundary conditions, which are usually hard to determine indifferential equations approach in literature, are almost trivial in thismethod. Thus it can be systematically applied to problems with arbitrarykinematic configurations. Numerical test shows that our method can be fasterthan the only existing systematic method sector decomposition by $10^5$ timesfor complicated problems, besides that our method can easily achieve highprecision. As a by product, we find a new strategy to compute scalar one-loopintegrals without reducing them to master integrals.
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