The specific method will depend upon the equations and kinds of terms that comprise them. You haven't given any real specifics, except to say they are non-linear. Are they "standard" equations, e.g. from mechanics, or is this a novel set of equations for which numerical solutions have not been attempted before?
Thanks a lot for the answers and the input. yes it is a novel set of eqs Michael. I have solved the problem using iterative procedure of a variational method.
I fully agree with the above answer, the collocation method based on Gauss-Lobatto quadrature nodes is more accurate numerical method. If the kernel is singular it is better to Gauss quadrature nodes as collocation points.
I think that spectral methods such as collocation or Galerkin methods are the best solvers to approximate these equations. But for weakly singular kernels a regularization proicess or suitable basis functions must be used to obtain a satisfactory rate of convergence.
Many of the suggestions here are potential approaches. I will add one more variant with which I found success - a "Method of Lines" approach coupled with a Gauss or Gauss-Lobatto quadrature. This method is described in my dissertation, and also in the following paper:
V.A. Jairazbhoy & L.L. Tavlarides, “A Numerical Technique for the Solution of Integrodifferential Equations Arising from Balances over Populations of Drops in Turbulent Flows”, Computers and
Chemical Engineering, Vol. 23, pp. 1725-1735 (2000)