You are supposed to get stuck. Especially on things like "systems of PDEs". That's the entire point. You are supposed to get stuck, think harder about the problem, and come to some kind of realization that gets you unstuck. You are supposed to get used to this process, and get better at it. You are especially supposed to learn not to get frustrated when you are stuck, because that inhibits your ability to get unstuck.
For my research, I solve systems of PDEs way harder than anything you're doing in class, and there ain't no answer key. I get stuck for weeks at a time. I try some things, I make a few wrong turns, and I eventually figure things out. (Or not. Some things just go on the back burner for a while, until I get some new insight).
If you get totally stuck on one problem, put it aside and do other problems. Sleep on it. A lot of times, a new realization will come to you when you stop thinking about it and relax (especially if you sleep overnight). If you're still totally stuck, go to your prof's office hours and ask. He can probably guide you through the thinking process in a way that doesn't subvert your ability to learn.