In my case is the partial derivative of u[x,t]. This is what I have written:
constantCounter = 1;
DSolve[ D[u[x, t], {x, 2}] == -(3 /(2*k*\[Theta])) x  D[u[x, t], t] - 
   k  3 /(2*k*\[Theta]) x  (\[Theta] - x) D[u[x, t], x] + 
   3 /(2*k*\[Theta])  x*x * 
    u[x, t] (*y''[x]==y[x]*)(*EDs[[5]]*), u, x, t, 
 GeneratedParameters -> (C[constantCounter++] &)]
This is the Output:
DSolve[
\!\(\*SuperscriptBox[\(u\), 
TagBox[
RowBox[{"(", 
RowBox[{"2", ",", "0"}], ")"}],
Derivative],
MultilineFunction->None]\)[x, t] == (3 x^2 u[x, t])/(2 k \[Theta]) - (
   3 x 
\!\(\*SuperscriptBox[\(u\), 
TagBox[
RowBox[{"(", 
RowBox[{"0", ",", "1"}], ")"}],
Derivative],
MultilineFunction->None]\)[x, t])/(2 k \[Theta]) - (
   3 x (-x + \[Theta]) 
\!\(\*SuperscriptBox[\(u\), 
TagBox[
RowBox[{"(", 
RowBox[{"1", ",", "0"}], ")"}],
Derivative],
MultilineFunction->None]\)[x, t])/(2 \[Theta]), u, x, t, 
 GeneratedParameters -> (C[constantCounter++] &)]
No evaluation. Please advise how to enter partial differential equation for this GeneratedParameters command to work.