On the numerical solution of nonlinear Volterra integro-differential equations

Piecewise polynomialss(x) of degreem≧2 and of continuity classC1 are used to obtain approximating functions to the exact solution of a given (ordinary) integro-differential equation of Volterra type. The unknown coefficients ofs(x) are computed recursively, by requiring thats(x) satisfy the integro-differential equation on a finite set of suitably chosen points. Results on the order of convergence of this method are given, together with a numerical illustration.