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Numerical solution of functional differential, integral and integro-differential equations. (English) Zbl 1061.65146

Summary: This paper describes a numerical method, based on Lagrange interpolation and Chebyshev interpolation, to treat functional integral equations of Volterra type and Fredholm type. Also, the method can be extended to functional differential and integro-differential equations. Various numerical examples are treated.

MSC:

65R20 Numerical methods for integral equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
34K28 Numerical approximation of solutions of functional-differential equations (MSC2010)
45J05 Integro-ordinary differential equations
45D05 Volterra integral equations
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References:

[1] Arndt, H., Numerical solution of retarded initial value problems: local and global error and stepsize control, Numer. Math., 43, 343-360 (1984) · Zbl 0518.65053
[4] Fox, L.; Mayers, D. F.; Ockendon, J. R.; Taylor, A. B., On a functional differential equation, J. Inst. Math. Appl., 8, 271-307 (1971) · Zbl 0251.34045
[5] Oppelstrup, J., The RKFHB4 method for delay differential equation, (Lecture Notes in Mathematics, 631 (1976), Springer: Springer Berlin), 133-146
[6] Zennaro, M., Natural continuous extension of Runge-Kutta methods, Math. Comput., 46, 119-133 (1986) · Zbl 0608.65043
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