The Discontinuous Petrov-Galerkin (DPG) method with optimal test functions intends to approximate Partial Differential Equations (PDEs). It was introduced by Demkowicz and Gopalakrishnan in 2010 [1]. The main idea of this method is to select optimal test functions that guarantee the discrete stability of non-coercive problems. For that, they employ test functions that realize the supremum in the inf-sup condition. It has been previously applied to transient problems in the context of space-time formulations or together with finite differences in time [2,3,4]. In this work, we follow the approach of applying the DPG method only in the time variable in order to obtain a DPG-based time-marching scheme for linear transient PDEs [7,8].