Numerical solution of delay integro-differential equations by using Taylor collocation method

This paper is concerned with the numerical solution of delay integro-differential equations. The main purpose of this work is to provide a new numerical approach based on the use of continuous collocation Taylor polynomials for the numerical solution of delay integro-differential equations. It is shown that this method is convergent. Numerical illustrations confirm our theoretical analysis. Copyright © 2013 John Wiley & Sons, Ltd.