Positive diffusivity requirement for the forward heat kernel
ID: positive-diffusivity-requirement-for-the-forward-heat-kernel
The real Gaussian function heat kernel is integrable only when . For forward time , this requires positive diffusivity. A Cole-Hopf transformation is an algebraic substitution for any nonzero coefficient, but that does not make the real forward convolution valid for negative diffusivity. Constant initial heat data already produce a divergent integral with the wrong sign.
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