 Gaussian diffusion of a smooth initial profile

For diffusion with a constant diffusion coefficient $D>0$ and no sources, the model flux is $J=-D\nabla u$. A continuity equation gives $u_t=-\nabla \cdot J=D\Delta u$. This proportionality is a constitutive assumption about transport; the continuity equation expresses conservation. If $D$ varies with position, it must remain inside the divergence, giving $u_t=\nabla \cdot (D\nabla u)$ instead.^[ref]

An exact constructed heat equation example on the whole plane uses dimensionless coordinates with $D=1$ and the smooth initial Gaussian function $u(x,y,0)=e^{-r^2}$. Set $s=1+4t$. For $t\ge 0$,Direct differentiation verifies both the initial condition andThe center decreases, while the region $r^2>s$ increases at that instant. The sign-change circle expands with radius $\sqrt{s}$. A fixed outer location can initially increase and later decrease as this circle passes it.

At time $t$, the peak is $1/s$, and the radius where the profile is $1/e$ times its peak is $\sqrt{s}$. The width grows as the height falls. Integration in polar coordinates givesThus a decreasing peak is compatible with a conserved spatial integral. Dividing $u$ by $\pi$ makes a probability density function with coordinate variances $s/2=1/2+2t$, connecting the same spreading to Brownian motion with diffusion coefficient one. Equivalently the profile is evolved by the Gaussian heat kernel with time parameter $2t$, since that article uses generator $\frac{1}{2}\Delta$.