It is known that the Fredholm type equations behave more or less like a boundary
value problem (see, e.g., Delves and Mohanmed (1985)). As a result, some ef-
ficient numerical methods useful for boundary values problems (such as spectral
methods) can be used directly to handle the Fredholm type equations (cf. Delves
and Mohanmed (1985)). However, the Volterra equation (5.1) behaves like an initial
value problem. Therefore, it is not straightforward to apply spectral methods
to the Volterra type equations. On the other hand, an essential difference between
(5.1) and a standard initial value problem is that numerical methods for the former
require storage of values at all the grid points, while they only requires information
at a fixed number of previous grid points for the latter.
This chapter is organized as follows. We devote the first two sections to describing
spectral algorithms, including one with Legendre-collocation method