 Heat-kernel convolution

For the heat equation on ${\mathbb{R}}^n$ with diffusion coefficient one, the heat kernel is $K_t(x)=(4\pi t{)}^{-n/2}{e}^{-|x{|}^2/(4t)}$. Its convolution with bounded initial data is smooth for positive time, solves the equation by differentiation under the integral, and returns continuous initial data locally uniformly through the approximate identity property. It is Gaussian filtering with per-coordinate variance $2t$.