An application of Romberg extrapolation on quadrature method for solving linear Volterra integral equations of the second kind

摘要

The Romberg extrapolation is applied on quadrature method solution of linear Volterra integral equations (VIE) of the second kind. An algorithm for new solution calculated by Romberg method is given. The calculated solutions show more efficiency and accuracy with less computation than solution with quadrature method over more points of integration.