“…{ t u 1 = 1 (u)Δu 1 + (x, t), (x, t) ∈ × (0, T), t u 2 = 2 (u)Δu 2 + g(x, t), (x, t) ∈ × (0, T), (1) subject to the final conditions u 1 (x, T) = (x), u 2 (x, T) = (x), x ∈ , (2) and homogeneous Dirichlet boundary condition u 1 (x, t) = u 2 (x, t) = 0, (x, t) ∈ × (0, T),…”