A Integral equations -- Picard method of succesive approximation

LagrangeEuler
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Equation
\varphi(x)=x+1-\int^{x}_0 \varphi(y)dy
If I start from ##\varphi_0(x)=1## or ##\varphi_0(x)=x+1## I will get solution of this equation using Picard method in following way
\varphi_1(x)=x+1-\int^{x}_0 \varphi_0(y)dy
\varphi_2(x)=x+1-\int^{x}_0 \varphi_1(y)dy
\varphi_3(x)=x+1-\int^{x}_0 \varphi_2(y)dy
...
Then solution is given by
\varphi(x)=\lim_{n \to \infty}\varphi_n(x).
When I could say that this sequence will converge to solution of integral equation. How to see if there is some fixed point? I know how to use this method, but I am not sure from the form of equation, when I can use this method. Thanks for the answer.
 
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\phi_0(x)=1\ results \ in \ \phi_1(x)=1, you're done!
 
mathman said:
\phi_0(x)=1\ results \ in \ \phi_1(x)=1, you're done!
This is not my question. I know how to solve this. I am not sure when I can use this method. When sequence of functions ##\varphi_0(x)##, ##\varphi_1(x)##... will converge to ##\varphi(x)##.
 
Since all \phi_n(x)=1 are the same, the sequence trivially converges to \phi(x)=1. I am not sure what you are looking for.
 
mathman said:
Since all \phi_n(x)=1 are the same, the sequence trivially converges to \phi(x)=1. I am not sure what you are looking for.
I think s/he is looking for general conditions for convergence, not just for this particular problem.
 
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WWGD said:
I think s/he is looking for general conditions for convergence, not just for this particular problem.
Yes. Thanks.
 
You can use this method when you have: ##\int \lim_{n\to\infty} \varphi_n(y)dy = \lim_{n\to \infty} \int \varphi_n(y)dy##.
 
MathematicalPhysicist said:
You can use this method when you have: ##\int \lim_{n\to\infty} \varphi_n(y)dy = \lim_{n\to \infty} \int \varphi_n(y)dy##.
Isn't this equivalent to dominated or monotone convergence?
 
WWGD said:
Isn't this equivalent to dominated or monotone convergence?
Dominated convergence is a sufficient condition, but not necessary.
 
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  • #10
mathman said:
Dominated convergence is a sufficient condition, but not necessary.
Ah, yes, Dominated, no reason for Monotone here. Need some caffeine.
 
  • #11
Yes but if I have for example equation in the form
\varphi(x)=f(x)+\lambda \int^x_0K(x,t)\varphi(t)dt
could I see this just for looking in kernel ##K(x,t)## and parameter ##\lambda##?
 
  • #12
@LagrangeEuler in your last post this is an eigenvalue problem: if we denote by: ##K\varphi(x) = \int_0^x K(x,t)\varphi(t)dt##

Then you want to solve the equation: ##(I-\lambda K)\varphi = f##; you need to solve the equation ##\det |I-\lambda K| \ne 0 ## and then you have a solution: ##\varphi(x) = (I-\lambda K)^{-1}f(x)##; how to find the inverse, check any functional analysis textbook or Courant's and Hilbert's first volume.
 
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