Picard Iteration. Example.
sites.math.washington.edu › picard-iterationPicard Iteration. Under certain conditions on f(to be discussed below), the solution of (2) is the limit of a Cauchy Sequence of functions: Y(t) = lim n→∞ Y n(t) where Y0(t) = y0 the constant function and Y n+1(t) = y0+ Z t t0 f(τ,Y n(τ))dτ (3) Example. Consider the initial value problem y′ = y, y(0) = 1, whose solution is y= et (using
Picard iterative process - S.O.S. Math
www.sosmath.com/diffeq/first/picard/picard.htmlThe Picard iterative process consists of constructing a sequence of functions which will get closer and closer to the desired solution. This is how the process works: (1) for every x; (2) then the recurrent formula holds for . Example: Find the approximated sequence , for the IVP . Solution: First let us write the associated integral equation Set