Waiting some time for a straightforward numerical answer, here my attempt, which assumes ` \[Beta] = 1` (without loss of generality) and predefined values `c0==0.2,T0==5` : c0 = 2/10; T = 5; gip[eps_] :=Module[{x, t}, Interpolation[Table[{t,eps[t]^2 + c0 + Exp[-t] NIntegrate[eps[s] Exp[s], {s, 0, t}] -Exp[-t] (1 + eps[t]) NIntegrate[eps[s]^2 Exp[s], {s, 0, t}]}, {t, Subdivide[0, T, 25]}]]] Function `gip` get's a pure function as input argument and returns an InterpolationFunction, which might be used iteratively. solm = NestList[gip, 1/2 (1 - Sqrt[1 - 4 c0]) &, 15] ; Plot[Evaluate[Through[solm [t]]], {t, 0, T}, PlotRange -> {0, All}] [![enter image description here][1]][1] The solution doesn't match completely @cesaro's one (shows superimposed oscillations). Perhaps it shows a first step for a completely numerical solution. To exclude the influence of simple `Interpolation` I also tried a numerical solution using `NDSolveValue`: ff = Function[{t}, NDSolveValue[{i1'[t] == #[t] Exp[t], i1[0] == 0,i2'[t] == #[t]^2 Exp[t], i2[0] == 0},#[t]^2 + c0 + Exp[-t] (i1[t] - (1 + #[t]) i2[t]) , {t, 0,T}, DependentVariables -> {i1, i2},Method -> {Automatic ,"DiscontinuityProcessing" -> False } ,AccuracyGoal -> 10 ]] & ; which gives the same result: sol = NestList[ff, 1/2 (1 - Sqrt[1 - 4 c0]) &, 7]; // AbsoluteTiming Plot[Evaluate[Through[sol[t]]], {t, 0, T}, PlotRange -> {0, All}] Hints for improvement are[![enter image description here][2]][2] welcome! [1]: https://i.sstatic.net/cRK1H.png [2]: https://i.sstatic.net/8qZRh.png