I have a Live USB of Lubuntu, and want to make it persistent to the same USB. Can I do that?

A cross-platform application for this is Netbootin

I found that there are a a lot of tools very simple to use in Windows (it is possible that someone who wants a new Linux installation does not have a Linux OS installed yet) One that I have tested is Live USB Install (also cross-platform). In my opinion it is the best in creating the "persistence".

And there are others, like LinuxLiveUSB.

You can partition the drive you boot from if you have sufficient RAM.

When booting press shift, the process should go to a language screen. Select language then press F6, then type " toram". (for a UNetbootin install press Tab to get to the setup screen).

Once the system boots, safely remove the USB and plug it back in. You should now be able to partition the drive using gparted.

Caution, persistent partitions have not worked with syslinux type Live installs since 14.04, these include SDC, UNetbootin, Universal, Rufus, etc.

Better to do a fresh install using mkusb, this will make a persistent casper-rw partition and convert any extra space to a NTFS data partition usable by Linux and Windows.