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Existence and Uniqueness of Solutions - MATH 365 Ordinary ...

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Integral Equation (2 <strong>of</strong> 2)<br />

We have just shown that solving the initial value problem<br />

dy<br />

= f(t, y)<br />

dt<br />

y(0) = 0<br />

is equivalent to solving the integral equation<br />

φ(t) =<br />

t<br />

0<br />

f(s,φ(s)) ds.<br />

To prove the existence <strong>and</strong> uniqueness theorem it is more<br />

convenient to find a unique solution to the integral equation.<br />

The procedure for solving the integral equation is called the<br />

method <strong>of</strong> successive approximations or sometimes Picard<br />

iteration.<br />

J. Robert Buchanan <strong>Existence</strong> <strong>and</strong> <strong>Uniqueness</strong> <strong>of</strong> <strong>Solutions</strong>

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