A finite difference method for the approximate solution of the initial‐boundary value problem for the delay parabolic partial differential equation is considered. Stable difference schemes of first and second orders of accuracy for this problem are studied. The stability estimates for the solution of these difference schemes in Hölder norms are obtained. The theoretical statements for the solution of these difference schemes are supported by numerical examples.

Topics
Finite difference methods, Partial differential equations, Algebraic geometry
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© 2011 American Institute of Physics.
2011
American Institute of Physics
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