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Convergence of a discretization method for integro-differential equations

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Summary

The application of spatial discretization (discrete ordinate method) to a class of integro-differential equations is discussed. It is shown that consistency in the approximation of the operators implies convergence of the approximate solution to the true solution.

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Linz, P. Convergence of a discretization method for integro-differential equations. Numer. Math. 25, 103–107 (1975). https://doi.org/10.1007/BF01419532

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