Abstract
In this paper, we introduce a new class of Multistep Collocation Method (MCM) for solving the non-linear Volterra Functional Integral Equations (VFIEs) including two types of linear and non-linear lag functions. We divide the definition domain into several subintervals according to the primary discontinuous points associated with the delay function. In each subinterval, where the solution is smooth enough, we can apply MCM to approximate the solution. Convergence analysis of the method for both types is also analyzed and illustrative five examples are provided to confirm the applicability of this method.
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