Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-1-course-of-the-university-of-oxford/2008/7/solution

Rewrite the linear equation as . The initial value gives the unique solution
The Picard iteration is its integral equation
The proposed formula holds for . If it holds at , termwise integration of the finite sum and give
This proves the expression by induction. The exponential series then gives . Convergence is also uniform on every compact subinterval of , since is bounded there and the exponential majorant series converges. This is Picard iteration for a simple-pole linear differential equation.

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