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Heat-kernel solution
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0
)
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Area of mathematics
Analysis
Partial differential equation
Diffusion equation
Heat equation
Heat kernel
Created
2026-09-24
Updated
2026-09-24
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For initial
data
u
0
on the
real line
, Fourier transformation or
convolution
with the fundamental solution gives
u
(
x
,
t
)
=
∫
−
∞
∞
4
π
D
t
e
−
(
x
−
ξ
)
2
/
(
4
D
t
)
u
0
(
ξ
)
d
ξ
.
(1)
Table of contents
Heat equation with interval-indicator initial data
Heat-kernel solution
Heat equation with interval-indicator initial data
0
0
0
Heat-kernel solution
For
u
t
=
D
u
xx
and
u
(
x
,
0
)
=
1
[
−
a
,
a
]
(
x
)
,
convolution
with the
heat kernel
gives
u
(
x
,
t
)
=
2
1
[
erf
(
2
D
t
x
+
a
)
−
erf
(
2
D
t
x
−
a
)
]
.
(1)
Ancestors
(8)
Heat kernel
Heat equation
Diffusion equation
Partial differential equation
Analysis
Area of mathematics
Mathematics
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Incoming links
(2)
Past exam of the mathematics course of the University of Cambridge
/
2021
/
ib
/
Paper 4
/
14C
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
ib
/
Paper 4
/
14A
/
a
/
Solution
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