For , apply the superposition principle to two translated solutions for Gaussian initial data for the heat equation. The displayed solution of has odd initial profile . Its total spatial integral is zero. For , it is positive on and negative on at every .
Writing it as shows how cancellation affects its late-time shape. On the diffusive scale , its leading form is . Thus the two lobe maxima asymptotically lie at , while their absolute heights decay as . Their centers are not fixed at the initial Gaussian centers. The first spatial moment remains , as follows directly from the Gaussian integral and translation.
Put and . For , partial differentiation gives
The heat equation therefore requires , giving on an interval not containing . A decaying spatial Gaussian function uses , so there.
The initial profile is a difference of two translated Gaussian functions. Set , and , with respective constants and . The superposition principle gives
This is an odd pair of Gaussian profiles under diffusion, obtained from Gaussian initial data for the heat equation. It is odd in , vanishes at zero, is positive for and negative for . The two lobes broaden and decrease in height, and at every fixed as . Their extrema move; they do not remain exactly at .
Figure 1.
Diffusion of two Gaussian profiles with opposite signs
. Original plots at several times show the odd symmetry, decreasing amplitudes and widening lobes. Details.
The heat equation is linear and homogeneous in : the operator satisfies . Thus the superposition principle applies to its solutions. Spatial translations are also allowed because the coefficients are constant.
Choose in part (b) and multiply by to make the initial amplitude one. Taking the two shifts and then gives
At this reproduces both initial peaks. Each term is an instance of Gaussian initial data for the heat equation, so their sum satisfies the equation. Its extension to negative times is a real smooth solution precisely on the connected interval
At the lower endpoint the peaks narrow without bound and their heights diverge; there is no finite classical continuation there. For positive times each peak spreads and decreases in height while preserving its integral.
Use the convention
These are the Fourier transform and inverse Fourier transform for suitably integrable data. Assuming the required ordinary transforms exist and the lower derivatives vanish at both ends, integration by parts gives . Repeating this argument yields
The decay assumptions are used to discard the boundary terms at each step.
For positive diffusivity , transforming the heat equation gives . Thus , where . The convolution theorem and the Gaussian heat kernel give
For , the Fourier transform of a Gaussian is . Multiplying by the heat factor and inverting gives the Gaussian initial data for the heat equation solution
It recovers the initial profile as and preserves its spatial integral .
For the Gaussian initial data for the heat equation, substitute the initial profile into the heat-kernel solution. Completing the square in gives
The remaining Gaussian integral yields
The centre stays at and the squared width grows linearly with time.
For the interval pulse, the convolution reduces to . Using and the error function gives
This is the translated and scaled heat equation with interval-indicator initial data. At its jump points the limits are ; away from them the initial data are recovered pointwise.
For fixed at late time, both error function arguments are small. Since ,
The estimate is uniform for . Equivalently, on this fixed interval the Gaussian in the convolution is .
The spreading distance is more apparent on the growing spatial scale. For the Gaussian pulse the exponent is order one when . For the interval pulse, set with and fixed . Uniformly for bounded , its convolution gives
Thus both nonzero pulses spread over a distance , while their heights are and their total integrals remain constant. More quantitatively, the variances of their normalized profiles are and , respectively, confirming the same width law.
Figure 1.
Gaussian and interval initial profiles broaden under the heat equation while conserving their integrals
. Details.
Complete the square in the Fourier transform exponent:
The supplied shifted Gaussian integral therefore gives
This is the Fourier transform of a Gaussian, with angular-wavenumber convention .
Take the spatial Fourier transform of the heat equation. Two integrations by parts, with decaying fields and first derivatives at infinity, give . Thus each mode satisfies the ordinary differential equation
Inserting the transformed initial condition and integrating the time equation gives
Finally set . The inverse Fourier transform, evaluated by the same Gaussian identity, gives
Equivalently the Gaussian initial data for the heat equation evolve as
The profile broadens and its peak decreases, while its total integral remains , as required by diffusion without loss on the whole line. Direct differentiation verifies the equation and the initial limit.