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How to solve this linear Cauchy Problem
within my thesis, I am struggeling with the following PDE:
$u_t+a(x,y)u_{xx}+b(x,y)u_{xy}+c(x,y)u_{yy}+d(x,y)u_{x}+e(x,y)u_{y}+f(x,y)u=0$
$u(T,x,y)=1,$
where $a,b,c,d,e,f$ are polynomials and the do …