ABSTRACT
Integral equations are those equations in which the unknown function appears under the integral sign. Such equations have many applications in applied mathematics, physics, and engineering and more recently in economics and biology. The first class of methods that would occur to one to try in approximating solutions to integral equations would be to try quadrature rules and so to reduce the continuous problem to a system of linear equations. Initial-value problems for ordinary differential equations give rise to Volterra integral equations. Boundary-value problems for ordinary differential equations give rise to Fredholm integral equations. The MATLAB function VolterraHeun.m approximates the solution of Volterra integral equation of second kind using Ewer's method. Heun’s method can be modified so that it is a predictor-corrector method and can even be used to solve nonlinear equations.
