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EFFICIENT ALGORITHMS FOR SOLVING NONLINEAR VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS WITH TWO POINT BOUNDARY CONDITIONS

摘要


In this paper a collection of efficient algorithms are described for solving an algebraic system with a symmetric Toeplitz coefficient matrix. Systems of this form arise when approximating the solution of boundary value Volterra integro-differential equations with finite difference methods. In the nonlinear case, an iterative procedure is required and is incorporated into the algorithms presented. Numerical examples illustrate the results.

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