PICARD ITERATION - Michigan State University
users.math.msu.edu › f09 › picard_iterationFor a concrete example, I’ll show you how to solve problem #3 from section 2−8. Use the method of picard iteration with an initial guess y0(t) = 0 to solve: y′ = 2(y +1), y(0) = 0. Note that the initial condition is at the origin, so we just apply the iteration to this differential equation. y1(t) = Z t s=0 f(s,y0(s)) ds = Z t s=0 2(y0(s) +1) ds = Z t s=0
Picard’s Existence and Uniqueness Theorem
ptolemy.berkeley.edu › Spring2013 › PicardPicard’s Existence and Uniqueness Theorem Consider the Initial Value Problem (IVP) y0 = f(x,y),y(x 0)=y 0. Suppose f(x,y) and @f @y (x,y) are continuous functions in some open rectangle R = {(x,y): a<x<b,c<y<d} that contains the point (x 0,y 0). Then the IVP has a unique solution in some closed interval I =[x 0 h,x 0 + h], where h>0. Moreover, the Picard iteration