inteq: Numerical Solution of Integral Equations
An R implementation of Matthew Thomas's 'Python' library 'inteq'. First, this solves Fredholm integral equations of the first kind ($f(s) = \int_a^b K(s, y) g(y) dy$) using methods described by Twomey (1963) <doi:10.1145/321150.321157>. Second, this solves Volterra integral equations of the first kind ($f(s) = \int_0^s K(s,y) g(t) dt$) using methods from Betto and Thomas (2021) <doi:10.48550/arXiv.2106.08496>. Third, this solves Voltera integral equations of the second kind ($g(s) = f(s) + \int_a^s K(s,y) g(y) dy$) using methods from Linz (1969) <doi:10.1137/0706034>.
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