A collocation approach for solving systems of linear Volterra integral equations with variable coefficients

In this paper, a numerical method is introduced to solve a system of linear Volterra integral equations (VIEs). By using the Bessel polynomials and the collocation points, this method transforms the system of linear Volterra integral equations into the matrix equation. The matrix equation corresponds to a system of linear equations with the unknown Bessel coefficients. This method gives an analytic solution when the exact solutions are polynomials. Numerical examples are included to demonstrate the validity and applicability of the technique and comparisons are made with existing results. All of the numerical computations have been performed on computer using a program written in MATLAB v7.6.0 (R2008a).

► We consider approximate solutions of a system of linear Volterra integral equations.
► The proposed method is based on a collocation method using the Bessel polynomials.
► This method gives the analytic solutions if the exact solutions are polynomials.