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Title

A higher-order finite difference method for solving a system of integro-differential equations
Authors

K. Stys
T. Stys
Journal / Anthology

Journal of Computational & Applied Mathematics
Year: 2000
Volume: 126
Issue: 1-2
Page range: 33-46
Description

A finite difference method and Gauss method of numerical integration are used to approximate the integro-differential system of an equation with the global error z(h)=O(h/sup 4/). The resulting system of algebraic equations is solved by efficient implicit iterations. A Mathematica module is designed for the purpose of testing and using the method. An example of an integral-differential equation with the Green's function as the kernel is solved.
Subject

*Mathematics > Calculus and Analysis > Differential Equations
Keywords

Integro-differential equations, Boundary problems, Finite difference methods