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Numerical Solution Of Linear Fredholm Integro-Differential Equations By Non-Standard Finite Difference Method, Pramod K. Pandey

Applications and Applied Mathematics: An International Journal (AAM)

In this article we consider a non-standard finite difference method for numerical solution of linear Fredholm integro-differential equations. The non-standard finite difference method and the repeated / composite trapezoidal quadrature method are used to transform the Fredholm integro-differential equation into a system of non-linear algebraic equations. The numerical experiments on some linear model problems show the simplicity and efficiency of the proposed method. It is observed from the numerical experiments that our method is convergent and second order accurate.