We consider a class of nonlinear singular Hammerstein Volterra integral equations. In general, these equations will have kernels containing both an end point and an Abel-type singularity, with exact solutions being typically nonsmooth. Under certain conditions, a uniformly convergent iterative solution is obtained on a small interval near the origin. In this work, two product integration methods are proposed and analyzed where the integral over a small initial interval is calculated analytically, allowing the optimal convergence rates to be achieved. This is illustrated by some numerical examples.

CEMAT - Center for Computational and Stochastic Mathematics