A Numerical Method for Solving Linear First-Order Volterra Integro-Differential Equations With Integral Boundary Condition

Abstract

We investigate an efficient numerical method for the linear first-order Volterra integro-differential equations with integral boundary condition. To solve this problem, boundaries are determined its derivative and the solution. The numerical solutions of the problem are modeled over a uniform mesh using the composite right-side rectangle concept for the integral component and the implicit difference rules for the differential component. Next, the stability and convergence of the numerical approach are discussed. The numerical experiments are presented confirming the accuracy of proposed scheme.