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Picard iteration converges with geometric short-time and factorial cylinder error bounds
Statement
Let be a Picard operator on an invariant curve ball over a time interval of half-length , and let be a state-Lipschitz constant. Starting at , the iterates converge uniformly to the unique fixed point. If , the Banach a priori and a posteriori bounds hold. Without ,
and the corresponding factorial-series tail bounds the error.
Facts & Assumptions
Given: The invariant Picard ball, the constant , and the index-zero iterate.
For a contraction of constant , , with the corresponding a posteriori estimate (The a priori bound and the a posteriori bound ).
Summably contracting iterates have a unique fixed point and the iteration tail bounds its error (Weissinger's fixed-point criterion for summably contracting iterates).
The exponential-series partial sums converge to uniformly on every bounded interval (Picard iteration from produces the exponential partial sums).
For an integrable vector-valued function on with , (For and integrable when , ; for , is integrable).
If , the Picard operator on the invariant curve ball is a contraction with constant (A state-Lipschitz vector field makes the Picard operator a contraction when ).
Continuous -valued curves on a nonempty compact interval form a complete space in the supremum metric (Continuous -valued curves on a nonempty compact interval form a complete supremum-metric space).
A closed subspace of a complete metric space is complete (A subspace of a complete metric space is complete iff it is closed, and a complete subspace of any metric space is closed).
Proof
When , [L5] makes the Picard operator a contraction with constant , so substitution into [L1] gives the geometric estimates; if , all differences vanish after one Picard step.
For , [L4] gives the pointwise bound . If the corresponding bound holds with , another application of [L4] integrates from to and gives ; induction and yield the displayed supremum estimate.
The invariant curve ball is a closed ball in the supremum metric, hence is nonempty and complete by [L6] and [L7]. By [L3], the series converges, so [L2] applied to step 1.2 gives uniform convergence to the unique fixed point and the stated factorial tail estimate, including .
Depends on
- Picard-Lindelöf local existence and uniqueness for first-order systems
- The Picard operator and Picard iterates on a closed ball of continuous curves
- Continuous $\mathbb{R}^n$-valued curves on a nonempty compact interval form a complete supremum-metric space
- A subspace of a complete metric space is complete iff it is closed, and a complete subspace of any metric space is closed
- A state-Lipschitz vector field makes the Picard operator a contraction when $Lh<1$
- Weissinger's fixed-point criterion for summably contracting iterates
- The a priori bound $d(x^{*}, x_n) \le q^n d(x_1,x_0)/(1-q)$ and the a posteriori bound $d(x^{*}, x_{n+1}) \le q\,d(x_{n+1},x_n)/(1-q)$
- For $a \le b$ and $f : [a,b] \to \mathbb{R}^m$ integrable when $a<b$, $\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2$; for $a<b$, $\lVert f\rVert_2$ is integrable
- The factorial $n!$ and the falling factorial $n^{\underline{k}}$, defined by recursion in $\mathbb{N}$
- Picard iteration from $1$ produces the exponential partial sums
Used by
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Sources
- Gerald Teschl, Ordinary Differential Equations and Dynamical Systems, Ch. 2 (standard reference, not scraped)
- Jiri Lebl, Basic Analysis I, Section 6.3 (standard reference, not scraped)