G. Edgar Parker

A Picard-Maclaurin theorem for initial value PDEs

In 1988, Parker and Sochacki announced a theorem which proved that the Picard iteration, properly modified, generates the Taylor series solution to any ordinary differential equation (ODE) on ℜn with a polynomial generator. In this paper, we present an analogous theorem for partial differential equations (PDEs) with polynomial generators and analytic initial conditions. Since the domain of a solution of a PDE is a subset of ℜn, we identify one component of the domain to achieve the analogy with ODEs. The generator for the PDE must be a polynomial and autonomous with respect to this component, and no partial derivative with respect to this component can appear in the domain of the generator. The initial conditions must be given in the designated component at zero and must be analytic in the nondesignated components. The power series solution of such a PDE, whose existence is guaranteed by the Cauchy theorem, can be generated to arbitrary degree by Picard iteration. As in the ODE case these conditions can be met, for a broad class of PDEs, through polynomial projections.

Connections Between Power Series Methods and Automatic Differentiation

There is a large overlap in the work of the Automatic Differentiation community and those whose use Power Series Methods. Automatic Differentiation is predominately applied to problems involving differentiation, and Power series began as a tool in the ODE setting. Three examples are presented to highlight this overlap, and several interesting results are presented.