On Numerically Solving Nonlinear Volterra Integral Equations with Fewer Computations

A method is described whereby certain nonlinear Volterra integral equations may be numerically solved by computing the solution of a system of ordinary differential equations. In case the kernel is not finitely decomposable, certain two-dimensional approximating techniques are employed. In such a case, there may be a trade-off between computational effort and accuracy. Several explicit error estimates are given, and numerical examples illustrate the applicability of the method as it compares with other methods.