Efficient algorithms for solving nonlinear Volterra integro-differential equations with two point boundary conditions (Q1273337)

Summary: A collection of efficient algorithms is 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.