G. M. Kobel'kov, “On A Method for the Numerical Solution of Integro-Differential Equations”, BULLETIN of the L.N. Gumilyov Eurasian National University. MATHEMATICS.COMPUTER SCIENCE. MECHANICS Series, 2018, Volume 125, Issue 4,Pages <nobr>69

MATHEMATICS-COMPUTER SCIENCE

On A Method for the Numerical Solution of Integro-Differential Equations

G. M. Kobel'kov^ab

^a Marchuk Institute of Numerical Mathematics of the Russian Academy of Sciences, Moscow
^b Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The article is devoted to a new method for the numerical solution of integro-differential and integral equations, consisting in the fact that the solution of the corresponding linear algebraic systems is carried out using an iterative method, in which the analogue of the integral operator is taken from the bottom layer and the differential one from the top layer.

Keywords: integro-differential equations, integral equations, differential operator, systems of linear algebraic equations, finite difference method, iterative operator.

Received: 01.11.2018