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They consider the system:  \\[ u_t= Au_{xx}+ f(t, x, u, u_r),\\quad (t, x)\\in (0, T)\\times (0,1), \\]   \\[ u(0,x)= u(1, x)= 0,\\quad t\\in[0,T];\\quad u(t, x)= \\varphi(t,x),\\quad (t,x)\\in[- r,0]\\times [0,1], \\]  where \\(u= (u_1,\\dots, u_J)^T\\), \\(f= (f_1,\\dots, f_J)^T\\), \\(\\varphi= (\\varphi_1,\\dots,\\varphi_J)^T\\), \\(A\\) is a constant matrix of order \\(J\\), \\(u_r= u(t- r,x)\\), \\(r> 0\\).   The following topics are discussed: Existence of a generalized solution; the Picard-Schwarz iterative method for difference equations; the convergence of the difference solution and stability of the difference scheme.   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