Numerical solution of high-order linear Volterra integro-differential equations by using Taylor collocation method

ABSTRACT

The main purpose of this work is to provide a new direct numerical method for high-order linear Volterra integro-differential equations (VIDEs). An algorithm based on the use of Taylor polynomials is developed for the numerical solution of high-order linear VIDEs. It is shown that this algorithm is convergent. Numerical results are presented and comparisons are made with well-known numerical methods to prove the effectiveness of the presented algorithm.

Keywords:

• High-order linear Volterra integro-differential equation
• collocation method
• Taylor polynomials
• convergence analysis

2010 MATHEMATICS SUBJECT CLASSIFICATIONS:

• 34K28
• 45D05
• 45L05
• 65R20

Disclosure statement

No potential conflict of interest was reported by the authors.