Heat-kernel solution Created 2026-09-24 Updated 2026-10-14
For initial data on the real line, Fourier transformation or convolution with the fundamental solution gives
For a bounded function , the convolution is well defined at every positive time because the heat kernel has integral one. The error-function diffusion front uses a Heaviside step function initial condition and gives one smoothed interface. The heat equation with interval-indicator initial data instead has two interfaces; subtracting their two error functions produces the finite-interval profile.
Past exam of the mathematics course of the University of Cambridge 2021 ib Paper 4 14C Solution Created 2026-09-24 Updated 2026-09-25
Its total mass is found from the Gaussian integral:The unit-mass solution converging to the Dirac delta function as is therefore the heat kernel
For the second initial condition, the heat-kernel solution is the convolutionWith and the definition of the error function, this becomesThis is the heat equation with interval-indicator initial data for .
For the Gaussian initial data for the heat equation, substitute the initial profile into the heat-kernel solution. Completing the square in givesThe remaining Gaussian integral yieldsThe centre stays at and the squared width grows linearly with time.
For the interval pulse, the convolution reduces to . Using and the error function givesThis 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 givesThus 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.
Gaussian and interval initial profiles broaden under the heat equation while conserving their integrals
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