On the Convergence of Successive Approximations in the Theory of Ordinary Differential Equations

Abstract

Let R denote the rectangle: |t-t0| ≤ a, | x-x0| ≤ b (a,b > 0) in the (t,x) plane and let f(t, x) be a function of two real variables t and x, defined and continuous on R. If I is the interval |t—t0| ≤ d with d = min(a,b/M), where M = max(|f(t, x)|, (t, x) ϵ R), then every solution x = x (t) of the differential equation x' = f(t, x) defined on I and which satisfies the initial condition x(t0) = x0, satisfies the integral equation1.1and conversely. In some cases, in order to prove the existence and uniqueness of the solutions of (1.1) on I, one forms the successive approximations1.2