NUMERICAL MODELING OF COUPLED PARTIAL DIFFERENTIAL EQUATIONS USING RESIDUAL ERROR FUNCTIONS

Abstract

In this paper, the residual power series method is developed to solve a class of coupled partial differential equations. This approach improves solutions by reducing the residual error functions to create a rapidly convergent series. The description of the proposed method is presented to approximate the solution by highlighting all the steps necessary to implement the algorithm. Meanwhile, the scheme is tested on several cases of examples arising in the field of finance. Numerical results obtained justify that the proposed method is effective, accurate and simple in application. AMS Subject Classification: 35A25, 35C10, 65D99