Show Picard iteration diverges

  • #1
psie
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Homework Statement
Find the solution of the problem ##x'=1+(x-t)^2, x(0)=0##. Then show that there is a number ##a>0## such that the successive approximations diverge when ##|t|>a##.
Relevant Equations
The relevant tools are knowing the method of successive approximations, also known as Picard iteration. This is explained on Wikipedia, in the link below.
For an example of a Picard iteration, see here. In this case, we have

\begin{align}
&x_0(t)=x(0)=0,\nonumber\\
&x_1(t)=x_0(t)+\int_0^t \big(1+(x_0(s)-s)\big)^2ds=t+\frac{t^3}{3},\nonumber \\
&x_2(t)=x_0(t)+\int_0^t \big(1+(x_1(s)-s)\big)^2ds=t+\frac{t^7}{3^27},\nonumber\\
&\cdots \nonumber
\end{align}

You can verify by induction that we have, $$x_k(t)=t+\frac{t^{2^{k+1}-1}}{(2^2-1)^{2^{k-1}}(2^3-1)^{2^{k-2}}\cdots(2^{k+1}-1)}.\tag1$$

By inspection, I think the second term goes to ##0## for ##|t|\leq 1##. And ##x(t)=t## is indeed a solution to the IVP above. However, what about divergence? Does the numerator grow faster than the denominator for ##|t|>1##?

A TA has noted the following. If we denote the second term in ##(1)## by ##e_k(t)##, then $$e_k(t)=\frac{(e_{k-1}(t))^2 t}{(2^{k+1}-1)}\geq \frac{(e_{k-1}(t))^2 t}{2^{k+1}}.$$ The TA has suggested that if ##e_k(t)## is to diverge, then it needs to increase by, say, a factor of ##2##. So $$\frac{(e_{k-1}(t))^2 t}{2^{k+1}}\geq 2\cdot e_{k-1}(t).$$ However, why would the sequence diverge if it were to increase by a factor of ##2##? Moreover I'm unsure how to actually find an ##a## such that ##x_k(t)## diverges for ##|t|>a##. Any help is greatly appreciated.
 
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  • #2
2 is arbitrary. Any number larger than 1 will do, because then the second term grows at least exponentially fast.
If you can find a such that t>a gives youthis exponential growth, then you're done.
 
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  • #3
Ok, so the sequence will diverge if ##e_{k+1}(t)\geq 2e_k(t)##, because then $$e_{k+1}(t)\geq 2^ke_1(t).\tag2$$ I guess the ##t##'s that satisfy this inequality are the ones that satisfy $$\frac{(e_{k-1}(t))^2 t}{2^{k+1}}\geq 2\cdot e_{k-1}(t).\tag3$$ Since ##e_{k-1}(t)## is nonzero for ##t\neq 0##, we can divide by ##e_{k-1}(t)## in ##(3)## when ##t\neq 0## (##e_k(t)## converges at ##t=0## anyway). We can then pick any ##k##, so ##k=2## and we get from ##(3)## that, $$\frac{e_{1}(t) t}{2^{3}}=\frac{t^4}{3\cdot 8}\geq 2,$$ which is equivalent to ##|t|\geq\sqrt[4]{48}##.
 

1. How does the Picard iteration method work?

The Picard iteration method is an iterative technique used to approximate the solution of a fixed-point equation. It involves repeatedly applying a given function to an initial guess until the solution converges to a desired accuracy.

2. What does it mean for the Picard iteration to diverge?

When the Picard iteration diverges, it means that the sequence of iterates generated by the method does not converge to a solution of the fixed-point equation. This can happen if the function being iterated does not satisfy certain conditions required for convergence.

3. How can we determine if the Picard iteration diverges?

One way to determine if the Picard iteration diverges is to monitor the behavior of the iterates as the number of iterations increases. If the iterates become increasingly erratic or fail to approach a solution, it is likely that the iteration is diverging.

4. What are some common reasons for Picard iteration divergence?

Common reasons for Picard iteration divergence include choosing an inappropriate initial guess, using a function that is not well-behaved or does not satisfy the contraction mapping principle, or setting the iteration parameters incorrectly.

5. Can the Picard iteration method be modified to avoid divergence?

Yes, there are ways to modify the Picard iteration method to improve convergence and avoid divergence. This may involve choosing a better initial guess, using a different function or iteration scheme, adjusting the iteration parameters, or applying convergence acceleration techniques.

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