Numerical solution of a certain type of integral equations on the real half-line

Abstract

We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the convergence and the rate of convergence of our method. The discretization results in an infinite-dimensional nonlinear system, and we also prove results on the approximation of the solution of the infinite-dimensional system by solution of finite truncations.