The Cole-Hopf transformation converts the viscous Burgers equation into the heat equation . Initial data correspond to .
Substituting into the viscous Burgers equation gives . Integration permits the arbitrary function in the title. Multiplication of by preserves and reduces its equation to the heat equation. Thus the heat-equation representation uses a permissible time normalization rather than a condition uniquely imposed on every representative .
For and initial data , the Cole-Hopf transformation gives . The Fourier series of this exponential and the heat equation give the displayed exact positive diffusion solution. Its first harmonic gives . The large-argument asymptotic expansion of a modified Bessel function makes the ratio tend to one as .
For the negative-flux viscous Burgers equation , set . A sum of exponentials in the initial heat data evolves into , giving the displayed softmax function average. Two terms produce a traveling tanh shock from the lower to the higher state, with speed minus their mean.
For ordered states , in the moving frame the first and last exponents in the finite-exponential Cole-Hopf solution have the same leading coefficient. Each interior state's coefficient is smaller by . Thus the large- moving-frame profile is the two-state shock between the extremes. At fixed , the endpoint of largest absolute value dominates; equal opposite extremes leave a stationary shock.
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The Cole–Hopf transformation is a mathematical technique used to transform certain nonlinear partial differential equations into linear ones. It is primarily applied to the Burgers' equation, a fundamental equation in fluid dynamics and various fields of applied mathematics.