Author(s)

Shihchung Chiang^1*, Terry L. Herdman²

¹Department of Finance, Chung Hua University, Hsinchu.
²Department of Mathematics, Virginia Tech, Blacksburg, VA, USA.

This study presents numerical algorithms for solving a class of equations that partly consists of derivatives of the unknown state at previous certain times, as well as an integro-differential term containing a weakly singular kernel. These equations are types of integro-differential equation of the second kind and were originally obtained from an aeroelasticity problem. One of the main contributions of this study is to propose numerical algorithms that do not involve transforming the original equation into the corresponding Volterra equation, but still enable the numerical solution of the original equation to be determined. The feasibility of the proposed numerical algorithm is demonstrated by applying examples in measuring the maximum errors with exact solutions at every computed nodes and calculating the corresponding numerical rates of convergence thereafter.

Integro-Differential Equation of the Second Kind, Weakly Singular Kernel, Numerical Algorithms, Rates of Convergence

Chiang, S. and Herdman, T. (2015) Numerical Algorithms for Solving One Type of Singular Integro-Differential Equation Containing Derivatives of the Time Delay States. Applied Mathematics, 6, 1294-1301. doi: 10.4236/am.2015.68123.