I am looking for a method to solve coupled first order PDEs in following
form:
\frac {\partial u1} {\partial x} = f(x,t,u1,u2)
\frac {\partial u2} {\partial t} = g(x,t,u1,u2)
Subject to prober BC and IC. and consider:
u1=F(x,t)
u2=G(x,t)
I am looking for...