Past exam of the mathematics course of the year 1 of the natural sciences course of the University of Cambridge / 2018 / Paper 2 / 5 / Solution

To distinguish the one-variable profile from the resulting two-variable function, write $u(x,t)=F(\xi )$ with $\xi =x{e}^{-t}$. The chain rule gives $u_t=-x{e}^{-t}{F}^{\prime }(\xi )$ and $u_x=e^{-t}{F}^{\prime }(\xi )$, so $u_t+x{u}_x=0$. Thus any differentiable profile of $x{e}^{-t}$ solves the partial differential equation.

The initial condition selects $F(\xi )=\ln \xi$ on the positive half-line. HenceThis satisfies both the partial differential equation and the given data at $t=0$.