Author(s): Jalil Rashidinia
In this study we developed and modified Taylor expansion method for approximating the solution of linear Fredholm and Volterra integro-differential equations. Via Taylor’s expansion of the unknown function at an arbitrary point, the integro-differential equations to be solved is approximately transformed into a system of linear equations for the unknown and its derivatives which can be dealt with in an easy way. This method gives a simple and closed form solution for a linear integro-differential equation. This method also enable us to control truncation error by adjusting the step size used in the numerical scheme. Some numerical examples are provided to illustrate the accuracy of our approach.