NON-STANDARD FINITE DIFFERENCE METHOD FOR NUMERICAL SOLUTION OF SECOND ORDER LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS

Subject Areas : International Journal of Mathematical Modelling & Computations

Pramod Kumar Pandey ¹ ( Dyal Singh College (University of Delhi) India Department of Mathematics )

Received: 2016-04-15 Accepted : 2016-04-15 Published : 2015-03-21

Keywords:

Abstract :

In this article we have considered a non-standard finite difference method for the solution of second order Fredholm integro differential equation type initial value problems. The non-standard finite difference method and the composite trapezoidal quadrature method is used to transform the Fredholm integro-differential equation into a system of equations. We have also developed a numerical method for the numerical approximation of the derivative of the solution of the problems. The numerical results in experiment on some model problems show the simplicity and efficiency of the method. Numerical results showed that the proposed method is convergent and at least second order of accurate.

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