Integral equations -- Picard method of succesive approximation

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Discussion Overview

The discussion revolves around the application of the Picard method of successive approximations to solve integral equations, specifically focusing on the convergence of the sequence of approximations and the conditions under which this method can be applied. Participants explore both specific examples and general conditions for convergence.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant presents an integral equation and describes the iterative process of applying the Picard method starting from different initial functions.
  • Another participant points out that starting with a constant function leads to a trivial convergence to that constant.
  • Some participants express uncertainty about the general conditions for convergence of the sequence of functions generated by the Picard method.
  • It is suggested that convergence can be analyzed using the condition: ##\int \lim_{n\to\infty} \varphi_n(y)dy = \lim_{n\to \infty} \int \varphi_n(y)dy##.
  • There is a discussion about whether this condition is equivalent to dominated or monotone convergence, with one participant noting that dominated convergence is sufficient but not necessary.
  • A participant introduces a different form of the equation and queries whether convergence can be assessed by examining the kernel and parameter involved.
  • Another participant relates this to an eigenvalue problem, discussing the conditions under which a solution exists and referencing functional analysis for further details.

Areas of Agreement / Disagreement

Participants express differing views on the general conditions for convergence of the Picard method, with some focusing on specific cases while others seek broader principles. The discussion remains unresolved regarding a consensus on the general conditions applicable to various forms of integral equations.

Contextual Notes

Limitations in the discussion include the dependence on specific forms of integral equations and the lack of a definitive agreement on the necessary conditions for convergence across different scenarios.

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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