Applied Mathematics & Information Sciences

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In this paper, we derive a class of extended one-step methods of order m for solving delay-differential equations. This class includes methods of fourth and fifth order of accuracy. Also, the class of these methods depends on two free parameters. A convergence theorem and convergence factor of these methods are given. Stability regions for such methods are determined in terms of the time-lag t . Some numerical examples are given to illustrate the effectiveness of the numerical schemes.