An expansion–iterative method for numerically solving Volterra integral equation of the first kind

Most integral equations of the first kind are ill-posed, and obtaining their numerical solution often leads to solving a linear system of algebraic equations of a large condition number. So, solving this system is difficult or impossible. For numerically solving Volterra integral equation of the first kind an efficient expansion–iterative method based on the block-pulse functions is proposed. Using this method, solving the first kind integral equation reduces to solving a recurrence relation. The approximate solution is most easily produced iteratively via the recurrence relation. Therefore, computing the numerical solution does not need to solve any linear system of algebraic equations. To show the convergence and stability of the method, some computable error bounds are obtained. Numerical examples are provided to illustrate that the method is practical and has good accuracy.