Picard iteration

E121358

Picard iteration is a successive approximation method used to construct solutions to ordinary differential equations and establish their existence and uniqueness.

All labels observed (3)

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Statements (48)

Predicate Object
instanceOf fixed-point iteration method ⓘ
method for ordinary differential equations ⓘ
numerical method ⓘ
successive approximation method ⓘ
advantage provides rigorous existence and uniqueness proof ⓘ
appliesTo initial value problems for ordinary differential equations ⓘ
assumes boundedness of f on the considered domain ⓘ
complete metric space of candidate functions ⓘ
basedOn Banach fixed-point theorem ⓘ
category analytical method in differential equations ⓘ
constructive proof technique ⓘ
constructs solution as limit of iterative sequence ⓘ
contrastWith Euler method ⓘ
Runge–Kutta methods ⓘ
convergesTo unique fixed point of the associated integral operator ⓘ
convergesUnderCondition Lipschitz condition on the function f(t,y) ⓘ
sufficiently small time interval ⓘ
definesSequence sequence of approximate solutions ⓘ
ensures continuous dependence of solutions on initial data under Lipschitz conditions ⓘ
uniform convergence on compact subintervals under standard hypotheses ⓘ
firstApproximation constant function equal to initial value y0 ⓘ
formulatedAs integral equation equivalent to the differential equation ⓘ
guarantees local existence of solution ⓘ
local uniqueness of solution ⓘ
historicalPeriod late 19th century ⓘ
iterationFormula y_{n+1}(t) = y0 + ∫_{t0}^{t} f(s, y_n(s)) ds ⓘ
limitation may be computationally expensive for practical numerical use ⓘ
mathematicalDomain analysis ⓘ
ordinary differential equations ⓘ
namedAfter Charles Émile Picard ⓘ
operatorType integral operator ⓘ
proofRole constructive proof of Picard–Lindelöf theorem ⓘ
provides successive approximations converging to exact solution ⓘ
relatedTo Picard–Lindelöf theorem ⓘ
contraction mapping principle ⓘ
fixed-point theory ⓘ
requires Lipschitz continuity of the right-hand side of the differential equation ⓘ
continuity of the right-hand side of the differential equation ⓘ
typicalProblemForm y'(t) = f(t,y(t)), y(t0) = y0 ⓘ
typicalSpace space of continuous functions on a closed interval ⓘ
usedBy applied mathematicians ⓘ
engineers modeling dynamical systems ⓘ
mathematicians studying initial value problems ⓘ
usedFor constructing solutions to ordinary differential equations ⓘ
proving existence of solutions to ordinary differential equations ⓘ
proving uniqueness of solutions to ordinary differential equations ⓘ
usedIn numerical approximation of solutions to differential equations ⓘ
theoretical analysis of differential equations ⓘ

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Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Charles Émile Picard → notableWork → Picard iteration method ⓘ
linked to: Picard iteration
Charles Émile Picard → notableAchievement → developed methods leading to Picard iteration for differential equations ⓘ
linked to: Picard iteration