Picards Method - Project 1 Derivation of the Method

If we start with the general, rst order nonlinear ordinary differential equation

x0

x0

x0

Although a correct representation of the solution, this is not completely satisfatory. We proceed to try to solve this by iteration. Substituting an initial guess of y x 0 x into the right hand side of (1), we get

x0

In the unlikely event that 1 x 0 x , we are nished, we have found a solution. Otherwise, we keep on iterating: n


x0

If no further information on the solution is available, we normally choose 0 x y0 . 1

 

y x0

f t n t dt

 

1 x

y x0

f t 0 t dt

 

yx

y x0

f t y t dt

Using t as the variable for integration, instead of x, and setting x arbitrary nal point

y x1

y x0

dy

f x y x dx x1 to be the

x1

x1

we can integrate both sides of the equation for x0

dy dx

f xy

y x0

y0 x x1 to get

(1)

(2)

1.1

Linear Example
y, and y 0
 

To start off with a simple example let f x y solve:

1 so we are trying to

In this case, we actually know the solution: yx

Now lets see what Picards method is doing, given the initial guess 0 x

These are precisely the rst four terms in the Maclaurin (Taylor) series expansion for ex about x 0.

4 x

3 t dt

1 2 t 2

1 3 t dt 6

1 2 x 2

3 x

2 t dt

1 2 t dt 2

2 x

1 t dt

tdt

1 x

0 t dt

1dt

x 1 2 x 2 1 2 x 2 1 3 x 6

1 3 x 6

yx

y0

ex 1.

dy dx

1 4 x 24

1.2

Non linear Example with Unique Solution

For the next case, consider y2 x

x 0

Although this can be solved (see attached Maple worksheet), it is in terms of very complicated functions! A simpler method for getting an approximate solution is Picards method. With 0 x 0


The iterations rapidly converge, as seen below:

0.5

0.4

0.3

0.2

0.1

0.2

0.4 x

0.6

0.8

3 x

2 t dt 2

1 2 t 2

1 5 t 20

dt

1 2 x 2

1 5 x 20

2 x

2 t dt 1

1 x

2 t dt 0
x

dy dx

y0

tdt 1 2 t 2

1 2 x 2 1 2 x 2 1 5 x 2 1 8 x 160 1 11 x 4400

dt

1.3

Non linear Example with Non Unique Solution

 
2

3y x


3 2

y2

If we start with 0 x

0 then the iterations satisfy 3 0 t


x 2 3 2 x 2

and 2 x 3 1 t

x 2 3 x 2

Each iterate is identically 0. This means that y x value problem. Is it the only one, however? If we start with an alternative initial guess, 0 x

0 is a solution of the initial x

2, then we have 9 x 5

Although this looks complicated (and it is!) we can gain some insight by setting n x which means that n

x

3 cn t

2 rn

cn x

2 rn

2 3

dt

 

2 x

3 1 t

2 3

dt

5 3 2 3

dt

2 3

9 t 5

9 5

 

1 x

3 0 t

2 3

dt

3t

2 2 3 dt

dt

0dt

 

1 x

dt

 

dy dx

0dt

25

10 9

dt

1

1

If rn r exists, then r must satisfy r 1 2r 3, which implies r 3. If the limit of cn exists, then c must satisfy c c2 3 , which means that c 0 1

c 0 gives the trivial solution, so we take c therefore x 2 3 .

1. The limit of the iterations is

if rn

2rn 3 and cn

c 3 2rn n3

2 3

"

cn
#

2 rn

cn 2rn 3
!

2 3

3cn

2 3

2 2rn 3 dt 2 2rn
3 1