(DE06) Picard's Iteration Method and the Picard-Lindelöf Theorem

In this video, we introduce a theorem that guarantees the existence of a unique solution to a first-order initial value problem for differential equations, known as the Picard-Lindelöf theorem. We then introduce an iterative method that is based on the proof of the existence and uniqueness theorem which is commonly referred to as the Picard iteration method. We work through a linear and non-linear example of this, and describe its strength and also set backs.

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