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Fourth order scheme of exponential type for singularly perturbed Volterra integro-differential equations. (English) Zbl 0984.65145

The authors consider a singularly perturbed Volterra integro-differential equation with given initial condition. The aim of this paper is to construct an exponential scheme for solving the considered equation with a small parameter \(\varepsilon> 0\). The exponential scheme is derived to be formally fourth-order accurate and, for small \(\varepsilon\), the stability of the exponential scheme is presented and some numerical experiments are shown.
Reviewer: L.Hącia (Poznań)

MSC:

65R20 Numerical methods for integral equations
45J05 Integro-ordinary differential equations
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