An iterative multistep kernel based method for nonlinear Volterra integral and integro-differential equations of fractional order (Q2315832)

This paper deals with the following nonlinear Volterra integral equation of the second kind: \[ u(x) = g(x)+\int_a^t r(s,x) G(u(s))\,ds, \quad x\in[a,b] \] where \(G(u)\) satisfies a Lipschitz condition. The generalisation of the method to the class of nonlinear Volterra integro-differential equations of fractional order (in the Caputo sense) is also included. The main contribution of this article is an efficient multistep kernel based iterative method. The convergence, error analysis of the proposed iterative scheme as well as test examples are included to demonstrate the efficiency of the proposed scheme. As a footnote, it is to be noted that the considered class of equations is particularly interesting because of local existence of solutions. Namely, sufficient conditions for the existence of a principal solution of a nonlinear Volterra integral equation of the second kind on the half-line and on a finite interval are given in [\textit{D. N. Sidorov}, Differ. Equ. 50, No. 9, 1217--1224 (2014; Zbl 1309.45003); translation from Differ. Uravn. 50, No. 9, 1231--1237 (2014)]. Also a method for computing the boundary of an interval outside which the solution can blow up is suggested.