In 2016, Sonia et al. first considered the convergence order for the third-kind linear Volterra integral equations (VIEs) based on the assumption that solutions are smooth. For the third-kind linear VIEs with nonsmooth solutions, we construct high-order numerical algorithms and discuss the convergence order. By introducing a new suitable independent variable, we obtain a transformed equation with a smooth exact solution. Then the solvability of the transformed equation is investigated on the basis of piecewise polynomial collocation methods. Meanwhile, the convergence order of the collocation solution is given. Furthermore, based on the inverse transformation, we get the convergence order of the original equation. Numerical simulations are finally presented to demonstrate the effectiveness of the theoretical results.

Influenced by Xiao et al. (J Integral Equations Appl 30(1):197–218, 2018), collocation methods are developed to study strong convergence orders of numerical solutions for nonlinear stochastic Volterra integral equations under the Lipschitz condition in this paper. Some properties of exact solutions are discussed. These properties include the mean-square boundedness, the Hölder condition, and conditional expectations. In addition, this paper considers the solvability, the mean-square boundedness, and strong convergence orders of numerical solutions. At last, we validate our conclusions by numerical experiments.