A Finite Difference Method for Smooth Solution of a System of Linear Volterra Integral Equations

Abstract

In this paper, we propose a finite difference numerical method for the smooth solution of a system of linear Volterra integral equations. This method is a generalization of the finite difference method proposed in [11] and [12] for scalar linear Volterra integral equations. Error analysis of this method is presented via asymptotic expansion of the absolute error, and verification of accuracy is examined by two illustrative test problems.

Keywords

• معادلات انتگرال ولترا
• منفرد ضعیف
• پایین مثلثی بلوکی
• روش تفاضلات متناهی