 Gaussian initial data for the heat equation

For $D,\gamma >0$, the displayed function solves the heat equation $u_t=D{u}_{xx}$ and has initial condition $u(x,0)=A{e}^{-\gamma (x-x_0{)}^2}$. Set $s=1+4\gamma Dt$. Direct differentiation givesThese identities prove the equation. The total integral is $A\sqrt{\pi /\gamma }$, independent of time. The real smooth formula is valid for $t>-1/(4\gamma D)$, including a finite interval of negative time for this particular initial profile. For nonzero $A$, its value at $x_0$ diverges as the lower time endpoint is approached. The superposition principle combines finitely many such profiles with different centers or widths.