Proceedings of International Conference of Numerical Analysis and Applied Mathematics (ICNAAM 2010), 19–25 September 2010, Rhodes, Greece, 1281 (2010), 1175-1178 http://dx.doi.org/10.1063/1.3497874

In this work we consider a nonlinear Volterra integral equation with weakly singular kernel. An asymptotic error expansion for the explicit Euler’s method is obtained and this allows the use of certain extrapolation procedures. The performance of the extrapolation method is illustrated by several numerical examples.

CEMAT - Center for Computational and Stochastic Mathematics