Dear stapel, thank you for your attention to my question!
I've no exact text for this task other than to solve the Cauchi problem I've formulated.
Could you please specify your question regarding the problem?
Should I explain what is the zero initial value?
Well, it means that the solution u(x,t) satisfy the condition u(x,0)=0.
As regards "to manage" the term 2xux, I just wanted to emphasize that
this is the only term making the problem non-trivial. For example, the
equation like ut=uxx+sinh(3x) is a standard nonhomogenous heat
conduction equation and there is no problem to find a solution for the
Cauchi problem with the zero initial value for this equation. Moreover, it would
be quite easy to solve the same problem for the equation with a constant
coefficient like ut=uxx-2ux+sinh(3x) by reducing it to the equation above.
So, my question is which method is applicable in the case when the
coefficient is variable.
I've no instructions regarding the problem. That is the reason why I've
posted my question. Please, note that I don't need an exact or complete
solution of this problem. Just a hint would be fine.