We propose a spectral collocation method, based on the generalized Jacobi wavelets
along with the Gauss–Jacobi quadrature formula, for solving a class of third-kind
Volterra integral equations. To do this, the interval of integration is first transformed
into the interval [−1, 1], by considering a suitable change of variable. Then, by
introducing special Jacobi parameters, the integral part is approximated using the
Gauss–Jacobi quadrature rule. An approximation of the unknown function is considered in terms of Jacobi wavelets functions with unknown coefficients, which must
be determined. By substituting this approximation into the equation, and collocating the resulting equation at a set of collocation points, a system of linear algebraic
equations is obtained. Then, we suggest a method to determine the number of basis
functions necessary to attain a certain precision. Finally, some examples are included
to illustrate the applicability, efficiency, and accuracy of the new scheme.