Difference schemes of exponential type for singularly perturbed Volterra integro-differential problems

Extended one-step schemes of exponential type are introduced for solving singularly perturbed Volterra integro-differential problems. These schemes are of order (m + 1), m = 0, 1, 2, …, when the perturbation parameter, ε, is fixed. These schemes have the property that if ε is of order h they reduced to first order of accuracy and optimal when ε → 0. Stability analysis of these schemes are presented. Numerical results and comparisons with other schemes are presented.