I have a PDE of the following form:
f_t(t,x,y) = k f + g(x,y) f_x(t,x,y) + h(x,y) f_y(t,x,y) + c f_{yy}(t,x,y) \\
\lim_{t\to s^+} f(t,x,y) = \delta (x-y)
Here k and c are real numbers and g, h are (infinitely) smooth real-valued functions. I have been trying to learn how to do this...