A QUICK NUMERICAL APPROACH FOR SOLVING INTEGRO-DIFFERENTIAL EQUATIONS
A direct method for solving integro-differential equations by using Chebyshev wavelet basis is presented. We use operational matrix of integration (OMI) for Chebyshev wavelets to reduce this type of equations to a system of algebraic equations. Some quadrature formulae for calculating inner products have presented which can be operated by Fast Fourier Transform (FFT). The numerical examples and the number of operations show the advantages of this method to some other usual methods.
integro-differential equations, Chebyshev wavelets, operational matrix of integration.