Picard Iteration. Example.
sites.math.washington.edu › picard-iterationMath 135A, Winter 2016 Picard Iteration In this note we consider the problem of existence and uniqueness of solutions of the initial value problem y′ = f(t,y), y(t0) = y0. (1) Suppose that y= Y(t) is a solution defined for tnear t0. Then integrating both sides of (1) with respect to tgives Y(t) −Y(t0) = Z t t0 f(τ,Y(τ))dτ