Consider the integral equation y(t) = y0 + z0t +Z t 0
(t−s)g(s,y(s))ds, y(0) = 1, (1)
where g(t,y) and
∂g(t,y) ∂y
are continuous in a rectangle
R = {(t,y)||t|≤ a, |y−y0|≤ b}.
Let |g(t,y)|≤ M,
∂g(t,y) ∂y
≤ K for all (t,y) ∈ R, defineφ 0(t) = y0, φn(t) = y0 + z0t +Z t 0 (t−s)g(s,φn−1(s))ds, n = 1,2,3,··· ,
Show that (a) φn(t) are well defined for |t|≤ α, where α = mina, b ¯ M, ¯ M = |z0|+
Ma 2
.
(b) {φn(t)} converges to a solution of the intehgral equation (1) on |t|≤ α