The approximate evaluation of certain integrals

\textit{G. Adomian} and \textit{R. Rach} [J. Comput. Appl. Math. 23, 99-101 (1988; Zbl 0648.65063)] indicated that the decomposition method developed by the first author for nonlinear differential equations -- see, for example, [Nonlinear stochastic operator equations (1986; Zbl 0609.60072) and J. Math. Anal. Appl. 135, 501-544 (1988; Zbl 0671.34053)] -- can be applied to the evaluation of the integrals. This paper deals with such an approach to evaluate the integral \(\int^ x_ 0Q(t)\exp\left(\int^ t_ 0P(s)ds\right)dt\) where \(P(s)\) and \(Q(t)\) are the coefficients of the simple first order differential equation \(y'+P(x)y=Q(x)\), \(y(0)=0\). The example with \(P(x)=2x\), \(Q(x)=1\) shows that the first two terms of the computable series solution give the result which coincides with the accurate solution for sufficiently small \(x\).

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