Abstract:

An implicit difference scheme for solving the neutral delay parabolic differential equation is presented. This scheme is unconditional stable in the sense of discrete L2norm. The local truncation error of this scheme is O(Δt²+Δx²). This scheme leads to a tridiagonal linear system to be solved at each time-step. The Crout factorization algorithm is used to solve this linear system. The numerical results show that the presented implicit difference scheme is effective.

Key words: neutral delay parabolic differential equation; implicit difference scheme; unconditional stable