A finite difference method for the smooth solution of linear Volterra integral equations

Authors

  • B. Jazbi Department of Mathematics, Iran University of Science and Technology, Narmak, Tehran, Iran.
  • M. Jalalvand of Mathematics, Faculty of Mathematical Sciences and Computer , Shahid Chamran University, Ahvaz, Iran.
  • M. R. Mokhtarzadeh School of Mathematics, Institute for Research in Fundamental Sciences, P. O. Box: 19395-5746, Tehran, Iran.
Abstract:

The present paper proposes a fast numerical method for the linear Volterra integral equations withregular and weakly singular kernels having smooth solutions. This method is based on the approx-imation of the kernel, to simplify the integral operator and then discretization of the simpliedoperator using a forward dierence formula. To analyze and verify the accuracy of the method, weexamine sample and benchmark problems with known exact solutions.

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Journal title

volume 4  issue 2

pages  1- 10

publication date 2013-06-01

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