I am trying to numerically solve y'=f(x,y) with y(0)=y0, where f is a solution to a PDE. In this case, f is a numeric approximation itself. I attempted to add this equation to the system of equations when finding f, but pdsolve will not accept an equation of this form. Then, in attempting to use f in dsolve, I get an error, stating that the input system must be an ODE system, found {y(x),f(x,y(x))}. 

Is there any way to use dsolve or pdsolve to generate y(x)? Or will I have to stick with using more classical methods like RK4?

The problem I am trying to solve requires a significant amount of computation time. I am unaware if a solution to the problem exists. If a solution does exist, I only need one solution, not the set of every possible solution. Is there a way to restrict the solve function such that when (if) one solution is found, the computation halts and the solution is outputted?