A NUMERICAL METHOD FOR A SECOND ORDER SINGULARLY PERTURBED FREDHOLM INTEGRO-DIFFERENTIAL EQUATION

Abstract

The boundary-value problem for a second order singularly perturbed Fredholm integro-differential equation was considered in this paper. For the numerical solution of this problem, we use an exponentially fitted difference scheme on a uniform mesh which is succeeded by the method of integral identities with the use of exponential basis functions and interpolating quadrature rules with the weight and remainder terms in integral form. Also, the method is first order convergent in the discrete maximum norm. Numerical example shows that recommended method has a good approximation characteristic.