Integral equation by successive approximation

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SUMMARY

The discussion focuses on solving integral equations using the method of successive approximation, also known as Picard Iterations. The integral equation in question is derived from the differential equation $\displaystyle y^{\ '} = f(x,y)$ with initial condition $y(0)= y_{0}$. The sequence defined by $y_{n} = y_{0} + \int_{x_{0}}^{x} f\{t, y_{n-1}\}\ d t$ converges to the solution $y(x)$. In this specific case, with $y_{0}=1$ and $x_{0}=0$, the first iteration yields $y_{1} = (1 + x)^{2}$, indicating that $f(x,1) = 2(1+x)$.

PREREQUISITES
  • Understanding of integral equations and their formulations
  • Familiarity with differential equations, specifically first-order equations
  • Knowledge of Picard Iterations and their application in solving equations
  • Basic calculus, including integration techniques
NEXT STEPS
  • Study the convergence criteria for Picard Iterations in integral equations
  • Explore advanced techniques in solving integral equations, such as the Banach fixed-point theorem
  • Learn about numerical methods for approximating solutions to differential equations
  • Investigate the implications of initial conditions on the convergence of iterative methods
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Mathematicians, students studying differential equations, and researchers interested in numerical analysis and approximation methods will benefit from this discussion.

Suvadip
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if
png.latex
, then what will be
png.latex
. In fact I was solving the integral equation
png.latex
by the method of successive approximation.
 
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I was not familiar with the name of the method until I noticed it's the same as Picard Iterations (after some googling). I tried some ways to see a pattern in the polynomials but I failed. Especially the leading terms are very unpredictable in my opinion. Perhaps it's not possible to find an explicit form for $y_n(x)$.

What's the background of this problem?
 
suvadip said:
if
png.latex
, then what will be
png.latex
. In fact I was solving the integral equation
png.latex
by the method of successive approximation.

Under appropriate conditions the solution of the differential equation ...

$\displaystyle y^{\ '} = f(x,y),\ y(0)= y_{0}\ (1)$

... must satisfy the following integral equation...

$\displaystyle y = y_{0} + \int_{x_{0}}^{x} f\{t, y(t)\}\ d t\ (2)$

If You define...

$\displaystyle y_{1} = y_{0} + \int_{x_{0}}^{x} f\{t, y_{0}\}\ d t\ (3)$

... and...

$\displaystyle y_{n} = y_{0} + \int_{x_{0}}^{x} f\{t, y_{n-1}\}\ d t\ (4)$

... then the sequence of $y_{n}$ converges to the solution $y(x)$...

In Your case is $y_{0}=1$, $x_{0}=0$ and $y_{1} = (1 + x)^{2}$, so that is $f(x,1) = 2\ (1+x)$...

Kind regards

$\chi$ $\sigma$
 

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