Picard Iteration Help - Get Answers Now

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SUMMARY

The discussion focuses on the application of Picard iteration to solve the differential equation y' = y with the initial condition y(0) = 1. The iterative process begins with a constant approximation, y = 1, and progresses through successive integrations to yield higher-order Taylor polynomials, ultimately converging to the solution e^x. Participants clarify that while starting with a constant is standard, other functions could be used, though it complicates the process. The method serves primarily to demonstrate the existence and uniqueness of solutions rather than to solve equations directly.

PREREQUISITES
  • Understanding of differential equations, specifically first-order equations.
  • Familiarity with Taylor series and polynomial approximations.
  • Basic knowledge of integration techniques.
  • Awareness of Picard's existence and uniqueness theorem.
NEXT STEPS
  • Study the derivation and implications of Picard's existence and uniqueness theorem.
  • Explore advanced techniques in solving differential equations, such as the Runge-Kutta method.
  • Learn about Taylor series expansions and their applications in numerical methods.
  • Investigate alternative iterative methods for solving differential equations, such as Newton's method.
USEFUL FOR

Mathematicians, students of calculus, and anyone interested in numerical methods for solving differential equations will benefit from this discussion.

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can anyone help me on the concept picard iteration?

thanks in advance
 
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What do you want? A full course in the subject?

Here is a simple example: To solve the equation y'= y, y(0)= 1 using Picard iteration, start by approximating y by a constant. Since we know y(0)= 1, "1" is a good choice. Then the equation becomes y'= 1 and, integrating, y= x+ C. When x= 0, y(0)= C= 1 so the first "iteration" gives y= x+ 1.

Now the equation is y'= x+ 1. Integrating, y= (1/2)x2+ x+ C and, setting x= 0, y(0)= C= 1 so y= (1/2)x2+ x+ 1.

Now the equation is y'= (1/2)x2+ x+ 1. Integrating, y= (1/6)x3+ (1/2)x+ x+ C and, setting x= 0, y(0)= C= 1 so y= (1/6)x3+ (1/2)x2+ x+ 1.

Now the equation is y'= (1/6)x3+ (1/2)x2+ x+ 1. Integrating, y= (1/24)x4+ (1/6)x3+ (1/2)x2+ x+ C and, letting x= 0, y(0)= C= 1 so y= y= (1/24)x4+ (1/6)x3+ (1/2)x2+ x+ 1.

Continuing the iteration will give higher and higher powers of x. It should be clear now that we are getting terms of the form (1/n!)xn and that this is giving higher and higher order Taylor Polynomials for ex, the actual solution to y'= y, y(0)= 1.
 
HallsofIvy said:
What do you want? A full course in the subject?

Here is a simple example: To solve the equation y'= y, y(0)= 1 using Picard iteration, start by approximating y by a constant. Since we know y(0)= 1, "1" is a good choice. Then the equation becomes y'= 1 and, integrating, y= x+ C. When x= 0, y(0)= C= 1 so the first "iteration" gives y= x+ 1.

Now the equation is y'= x+ 1. Integrating, y= (1/2)x2+ x+ C and, setting x= 0, y(0)= C= 1 so y= (1/2)x2+ x+ 1.

Now the equation is y'= (1/2)x2+ x+ 1. Integrating, y= (1/6)x3+ (1/2)x+ x+ C and, setting x= 0, y(0)= C= 1 so y= (1/6)x3+ (1/2)x2+ x+ 1.

Now the equation is y'= (1/6)x3+ (1/2)x2+ x+ 1. Integrating, y= (1/24)x4+ (1/6)x3+ (1/2)x2+ x+ C and, letting x= 0, y(0)= C= 1 so y= y= (1/24)x4+ (1/6)x3+ (1/2)x2+ x+ 1.

Continuing the iteration will give higher and higher powers of x. It should be clear now that we are getting terms of the form (1/n!)xn and that this is giving higher and higher order Taylor Polynomials for ex, the actual solution to y'= y, y(0)= 1.
thanks bro.
please give me a full course if u can.
 
Sorry, I'm out of that business now!
 
I was reading your reply,very helpful.
It is just one thing: how do you know you have to start from a constant for your picard iteration, why not some polynomial for example?

thanks
 
Because that's what "Picard iteration" means!

Given a problem like dy/dx= f(x,y), y(x0)= y0, start with the constant function y(x)= y0.

You could, if you like, start with some polynomial, some exponential, etc. but then it would be harder to say what function to start with.

In any case, Picard's iteration was never meant as a method for actually solving a differential equation. It was a method for establishing how to write a solution for use in Picard's "existence and uniquness" theorem.
 

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