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 › PicardMoreover, the Picard iteration defined by yn+1(x)=y 0 + Zx x0 f(t,yn(t))dt produces a sequence of functions {yn(x)} that converges to this solution uniformly on I. Example 1: Consider the IVP y0 =3y2/3,y(2) = 0 Then f(x,y)=3y2/3 and @f @y =2y1/3,sof(x,y) is continuous when y = 0 but @f @y is not. Hence the hypothesis of Picard’s Theorem does not hold.