Picard Iteration. Example.
sites.math.washington.edu › picard-iterationTheorem (Picard-Lindel¨of). Suppose f satisfies conditions (i) and (ii) above. Then for some c>0, the initial value problem (1) has a unique solution y= y(t) for |t−t0| <c. We will prove the Picard-Lindel¨of Theorem by showing that the sequence Y n(t) defined by Picard iteration is a Cauchy sequence of functions. Set M= Max(t,y)∈R|f(t,y ...