Rewrite the linear equation as . The initial value gives the unique solutionThe Picard iteration is its integral equationThe proposed formula holds for . If it holds at , termwise integration of the finite sum and giveThis 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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