In this paper, we established and carried-out the computational solution of some first order delay differential equations (DDEs) using hybrid extended backward differentiation formulae method in block forms without the application of interpolation techniques in determining the delay term. The...

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...

This paper investigates the optimal investment strategies for a defined contribution pension fund with return clauses of premiums with interest under the mean-variance criterion. Using the actuarial symbol, we formalize the problem as a continuous time mean-variance stochastic optimal control....

In this paper, the discrete schemes of extrapolated block Adams Moulton methods were obtained through the continuous formulation of the linear multistep collocation method by matrix inversion approach for the numerical solutions of first-order delay differential equations (DDEs) without the use...