Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Picard iteration!

  1. Dec 7, 2008 #1
    can anyone help me on the concept picard iteration?

    thanks in advance
     
  2. jcsd
  3. Dec 7, 2008 #2

    HallsofIvy

    User Avatar
    Staff Emeritus
    Science Advisor

    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.
     
  4. Dec 7, 2008 #3
    thanks bro.
    plz give me a full course if u can.
     
  5. Dec 8, 2008 #4

    HallsofIvy

    User Avatar
    Staff Emeritus
    Science Advisor

    Sorry, I'm out of that business now!
     
  6. Dec 16, 2009 #5
    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
     
  7. Dec 17, 2009 #6

    HallsofIvy

    User Avatar
    Staff Emeritus
    Science Advisor

    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.
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?



Similar Discussions: Picard iteration!
  1. Picard iteration (Replies: 1)

  2. Picard's Iteration (Replies: 4)

  3. Picard's Iteration (Replies: 7)

  4. Modified Picard method (Replies: 0)

Loading...