We propose a novel method to compute multi-loop master integrals by constructing and numerically solving a system of ordinary differential equations, with almost trivial boundary conditions. Thus it can be systematically applied to problems with arbitrary kinematic configurations. Numerical tests show that our method can not only achieve results with high precision, but also be much faster than the only existing systematic method sector decomposition. As a by product, we find a new strategy to compute scalar one-loop integrals without reducing them to master integrals.
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