Hello!!!
We have the Cauchy problem
$u_t+xu_x=xu, x \in \mathbb{R}, 0<t<\infty$
with some given smooth ($C^1$) function $g$ as initial value.
I want to check if the problem is will defined for each time.
We know that a problem is well defined if the solution exists, is unique and depends continuously on the data of the problem.
I have found that the solution is $u(x,t)=g(xe^{-t}) e^{x(1-e^{-t})}$.
So we have that the problem is well-defined if $g$ does not take two different values for some specific t, right?