Historically, Picard's iteration scheme was the first method to solve analytically nonlinear differential equations, and it was discussed in the first part of the course (see introductory section xv Picard). In this section, we widen this procedure for systems of first order differential equations written in normal form \( \dot{\bf x} = {\bf f}({\bf x}, t) . \) Although this method is rarely used for actual evaluations due to slow convergence and obstacles with performing explicit integration, it is very important for understanding material. Working with Picard's iterations and its refinements helps everyone to develop computational skills. This section also gives some motivated examples about transferring differential equations with complicated slope functions to systems of ODEs with polynomial driven terms that are suitable for Picard's iteration.

This section expands Picard's iteration process to systems of ordinary differential equations in normal form (when the derivative is isolated). Picard's iterations for a single differential equation \( {\text d}x/{\text d}t = f(t,x) \) was considered in detail in the first tutorial (see section for reference). Therefore, our main interest would be applying Picard's iteration to systems of first order ordinary differential equations in normal form (which means that the derivative is isolated)

\[ \begin{cases} \dot{x}_1 &= f_1 (x_1 , x_2 , \ldots , x_n , t) , \\ \dot{x}_2 &= f_2 (x_1 , x_2 , \ldots , x_n , t) , \\ \quad \vdots & \quad \vdots \\ \dot{x}_n &= f_n (x_1 , x_2 , \ldots , x_n , t) . \end{cases} \]
This explicit notation cannot be called compact and informative. Hence, we introduce n-dimensional column-vectors of unknown variables and the slope function in order to rewrite the system above in compact form. So the system of differential equations can be written in vector form as
\[ \frac{{\text d} {\bf x}}{{\text d}t} = {\bf f}({\bf x} , t ) , \]
where
\[ {\bf x} (t) = \begin{bmatrix} x_1 (t) \\ x_2 (t) \\ \vdots \\ x_n (t) \end{bmatrix} , \qquad {\bf f} (x_1 , x_2 , \ldots , x_n , t) = \begin{bmatrix} f_1 (x_1 , x_2 , \ldots , x_n ,t) \\ f_2 (x_1 , x_2 , \ldots , x_2 , t) \\ \vdots \\ f_n (x_1 , x_2 , \ldots , x_n , t) \end{bmatrix} \]