Some efficient numerical schemes have been used to solve integral algebraic equations (IAEs). In this article, in order to find higher order method with an extensive accuracy, new multi-step collocation method is developed for the numerical solution of IAEs. The convergence of the proposed method is investigated and convergence orders are determined. Two examples have been thoroughly examined to validate theoretical advancements in practical application. Also, we apply one-step and multi-step collocation methods to solve IAEs and compare numerical results to show the efficiency and high accuracy of the proposed method.
AMS subject classifications: 65R20, 45F15.