If I understand, you mean:
from
##\partial_t f(x,t) -2a\partial_x f(x,t) = ax\partial_x^2 f(x,t)##
I take ##s## such that
##\partial_s f(x,t) = \partial_t f(x,t) -2a\partial_x f(x,t)##
This implies
## \frac{d}{ds}t=1##
## \frac{d}{ds}x=-2a##
So that
##t(s)=s+c_1##
##x(s)=-2as+c_2##
and...