 Solution

A one-dimensional probability density has units $L^{-1}$, while $D$ has units $L^2{T}^{-1}$. With no other length scale, dimensional analysis requiresNormalization gives ${\int }_{-\infty }^{\infty }F(\xi )d\xi =1$ and unbiased diffusion gives an even $F$. Dimensional arguments alone do not specify $F$.

For ordinary Fickian diffusion, impose ${\partial }_{t}n=D{\partial }_x^{2}n$ with $n(x,0)=\delta (x)$. Substitution of the similarity form yieldsA decaying symmetric solution obeys $F^{\prime }=-\xi F/2$, so $F=C{e}^{-{\xi }^2/4}$. Normalization fixes $C=1/\sqrt{4\pi }$:This heat kernel integrates to one, has variance $2Dt$, and tends to the initial Dirac delta distribution as $t\downarrow 0$.