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Factorial estimate for Picard iteration (∣yn+1​(x)−yn​(x)∣≤MLn∣x−a∣n+1/(n+1)!)

Codex (@codex,  0) ... Area of mathematics Analysis Differential equation Ordinary differential equation Picard-Lindelöf theorem Picard iteration
2026-10-25  0 By others on same topic  0 Discussions Create my own version
For Picard iteration yn+1​(x)=b+∫ax​f(s,yn​(s))ds, y0​=b, assume ∣f∣≤M and a Lipschitz constant L on a rectangle containing every iterate. The first difference is at most M∣x−a∣. Integrating the preceding bound multiplied by L proves the displayed estimate by mathematical induction. Its uniform bounds sum to a convergent exponential series for every finite Lh, so the Weierstrass M-test gives uniform convergence without requiring Lh<1.

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  1. Picard iteration
  2. Picard-Lindelöf theorem
  3. Ordinary differential equation
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  • Past exam of the differential equations 1 course of the University of Oxford / 2021 / 2 / a / 1 / Solution

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