Finite difference solutions of reaction diffusion equations with continuous time delays

This paper is an extension of the monotone iterative methods for finite difference equations with discrete time delays to a class of nonlinear finite difference system with continuous time delays. The system under consideration is a finite difference approximation of a class of reaction diffusion equations with continuous time delays in the nonlinear reaction under either Dirichlet or Neumann-Robin boundary conditions. Various monotone iterative schemes, which depend on the property of the nonlinear reaction mechanism, are developed for the computation of numerical solutions. It is shown by the method of upper and lower solutions that the two sequences obtained from each iterative scheme converge monotonically from above and below, respectively, to a unique solution of the finite difference system. Applications are given to two model problems known as the diffusive logistic equation and the Fisherʹs diffusion equation in population genetics.