LINEAR TRANSPORT EQUATION
The linear transport equation (LTE) models the variation of the concentration of a substance flowing at constant speed and direction. It's one of the simplest partial differential equations (PDEs) and one of the few that admits an analytic solution.

Given \(\mathbf{c}\in\mathbb{R}^n\) and \(g:\mathbb{R}^n\to\mathbb{R}\), the following Cauchy problem models a substance flowing at constant speed in the direction \(\mathbf{c}\).
\[\begin{cases}
u_t+\mathbf{c}\cdot\nabla u=0,\ \mathbf{x}\in\mathbb{R}^n,\ t\in\mathbb{R}\\
u(\mathbf{x},0)=g(\mathbf{x}),\ \mathbf{x}\in\mathbb{R}^n
\end{cases}\]
If \(g\) is continuously differentiable, then \(\exists u:\mathbb{R}^n\times\mathbb{R}\to\mathbb{R}\) solution of the Cauchy problem, and it is given by
\[u(\mathbf{x},t)=g(\mathbf{x}-\mathbf{c}t)\]