Numerical Solution of Second-Order Fredholm Integrodifferential Equations with Boundary Conditions by Quadrature-Difference Method

Abstract

In this research, the quadrature-difference method with Gauss Elimination (GE) method is applied for solving the second-order of linear Fredholm integrodifferential equations (LFIDEs). In order to derive an approximation equation, the combinations of Composite Simpson’s 1/3 rule and second-order finite-difference method are used to discretize the second-order of LFIDEs. This approximation equation will be used to generate a system of linear algebraic equations and will be solved by using Gauss Elimination. In addition, the formulation and the implementation of the quadrature-difference method are explained in detail. Finally, some numerical experiments were carried out to examine the accuracy of the proposed method.