A Novel Uniform Numerical Approach To Solve a Singularly Perturbed Volterra Integro-Differential Equation

Abstract

In this paper, the initial value problem for the second order singularly perturbed Volterra integro-differential equation is considered. To solve this problem, a finite difference scheme is constructed, which based on the method of integral identities using interpolating quadrature rules with remainder terms in integral form. As a result of the error analysis, it is proved that the method is first-order convergent uniformly with respect to the perturbation parameter in the discrete maximum norm. Numerical experiments supporting the theoretical results are also presented.