A fast method for solving second Order boundary value volterra Integro-differential equations

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.

Keywords:

• Algorithm Efficiency
• difference Methods
• Volterra Integro-Differential Equations

C.R. Categories:

• G.1.9

^∗Supported by NSERC of Canada

^∗Supported by NSERC of Canada

Notes

^∗Supported by NSERC of Canada