A new difference method for the singularly perturbed Volterra-Fredholm integro-differential equations on a Shishkin mesh

Abstract

In this research, the finite difference method is used to solve the initial value problem of linear first order Volterra-Fredholm integro-differential equations with singularity. By using implicit difference rules and composite numerical quadrature rules, the difference scheme is established on a Shishkin mesh. The stability and convergence of the proposed scheme are analyzed and two examples are solved to display the advantages of the presented technique.