Abstract
This paper describes a procedure for solving the system of linear Volterra integral equations by means of the Sinc collocation method. A convergence and an error analysis are given; it is shown that the Sinc solution produces an error of order O(exp(−c N 1/2)), where c>0 is a constant. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The analytical results are illustrated with numerical examples that exhibit the exponential convergence rate.
Acknowledgements
The authors thank the referees for their many valuable comments in help revising this paper.