Wazwaz Integral Equations: Section 3.2.

5 - Exercise 4 Page 1 of 1

Exercise 4
Use the successive approximations method to solve the following Volterra integral equations:
ˆ x
u(x) = 1 + 2x + 4 (x − t)u(t) dt
0

Solution

The successive approximations method, also known as the method of Picard iteration, will be
used to solve the integral equation. Consider the iteration scheme,
ˆ x
un+1 (x) = 1 + 2x + 4 (x − t)un (t) dt, n ≥ 0,
0

choosing u0 (x) = 1. Then

ˆ x
u1 (x) = 1 + 2x + 4 (x − t)u0 (t) dt = 1 + 2x + 2x2
ˆ0 x
4 3 2 4
u2 (x) = 1 + 2x + 4 (x − t)u1 (t) dt = 1 + 2x + 2x2 + x + x
3 3
ˆ0 x
4 3 2 4 4 5 4 6
u3 (x) = 1 + 2x + 4 (x − t)u2 (t) dt = 1 + 2x + 2x2 + x + x + x + x
3 3 15 45
ˆ0 x
4 3 2 4 4 5 4 6 8 7 2 8
u4 (x) = 1 + 2x + 4 (x − t)u3 (t) dt = 1 + 2x + 2x2 + x + x + x + x + x + x
0 3 3 15 45 315 315
..
.,

and the general formula for un+1 (x) is

2n+2
X (2x)k
un+1 (x) = .
k!
k=0

Take the limit as n → ∞ to determine u(x).

2n+2
X (2x)k
lim un+1 (x) = lim
n→∞ n→∞ k!
k=0
∞
X (2x)k
=
k!
k=0
2x
=e

Therefore, u(x) = e2x .

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