Abstract
Using finite difference methods to solve nonlinear Volterra integro-differential equations with two point boundary conditions give rise to a symmetric banded coefficient matrix. A typical method for solving systems of this form involves the LU method. In this paper the original system is modified to allow the implementation of a special fast algorithm for solving tridiagonal systems. Numerical examples are given to compare an efficient form of the LU method with the new approach.
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∗Supported by NSERC of Canada
∗Supported by NSERC of Canada
Notes
∗Supported by NSERC of Canada