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simple PDE?

Hi members:
I need your help with this problem:
D[z[x,y],x] + D[z[x,y],y] + b*z[x,y] = 0, z[0,y]=1-Exp[-1000*y], z[x,
0]=0, 0<x<1, y>0, b>0.
Using NDSolve with MethodOfLines, I have a error: mxst.
How solve it?
Best regards.

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