http://www.ck12.org Chapter 8. Infinite Series
Yn(x) =y 0 +∫xx 0 f(t,Yn− 1 (t))dtforn≥ 0
The sequence of approximations converges to the solutiony(x), i.e.
nlim→∞Yn(x) =y(x).
Now that we have defined Picard’s method, let’s calculate a sequence of functions for an initial value problem.
Example 1
Find the first four functions{Yn(x)}^3 n= 0 defined by Picard’s method for the solution to the initial value problem
y′(x) =xy(x) withy(− 1 ) =1.
Solution
We want to apply the Fundamental Theorem of Calculus to the differential equations so that it is reformulated for
use in the Picard method. Thus,
∫x
− 1 y
′(t)dt=∫x
− 1 ty(t)dt
y(x)−y(− 1 ) =
∫x
− 1 ty(t)dt
y(x) = 1 +
∫x
− 1 ty(t)dt
Now that the differential equation has been rewritten for Picard’s method, we begin the calculations for the sequence
of functions. In all cases the first functionY 0 (x)is given by the initial condition:
Step 1 - DefineY 0 (x) = 1
Step 2 - SubstituteY 0 (x) =1 fory(t)in the integrand ofy(x) = 1 +∫−x 1 ty(t)dt:
Y 1 (x) = 1 +
∫x
− 1 tdt
Y 1 (x) = 1 +t
2
2
∣∣
∣∣
∣
x
− 1
Y 1 (x) =^12 +x
2
2
Step 3 - SubstituteY 1 (x) =^12 +x 22 fory(t)in the integrand as above:
Y 2 (x) = 1 +
∫x
− 1 t
( 1
2 +
t^2
2
)
dt
Y 2 (x) = 1 +
(t 2
4 +
t^4
8
)∣∣∣
∣∣
x
− 1
Y 2 (x) =^58 +x
2
4 +
x^4
8
Step 4 - SubstituteY 2 (x) = 85 +x 42 +x 84 fory(t)in the integrand as done previously: