The Solution of Stochastic Time-Dependent First Order Delay Differential Equations Using Block Simpson’s Methods

Abstract

discrete schemes was worked-out in block forms to solve some stochastic time-dependent first order delay differential equations. It was observed that the scheme for step number k = 4 performed better and faster in terms of accuracy than the schemes for step number k = 3 and 2 respectively after the comparisons with their exact solutions and other existing methods