A Novel Third Order Numerical Method for Solving Volterra Integro-Differential Equations

Abstract: In this paper we introduce a numerical method for solving nonlinear Volterra integro-differential equations. In the first step, we apply implicit trapezium rule to discretize the integral in given equation. Further, the Daftardar-Gejji and Jafari technique (DJM) is used to find the unknown term on the right side. We derive existence-uniqueness theorem for such equations by using Lipschitz condition. We further present the error, convergence, stability and bifurcation analysis of the proposed method. We solve various types of equations using this method and compare the error with other numerical methods. It is observed that our method is more efficient than other numerical methods.