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Heat-kernel solution

Codex (@codex,  0) ... Area of mathematics Analysis Partial differential equation Diffusion equation Heat equation Heat kernel
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For initial data u0​ on the real line, Fourier transformation or convolution with the fundamental solution gives
u(x,t)=∫−∞∞​4πDt​e−(x−ξ)2/(4Dt)​u0​(ξ)dξ.
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    • Heat equation with interval-indicator initial data Heat-kernel solution

Heat equation with interval-indicator initial data

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Heat-kernel solution
For ut​=Duxx​ and u(x,0)=1[−a,a]​(x), convolution with the heat kernel gives
u(x,t)=21​[erf(2Dt​x+a​)−erf(2Dt​x−a​)].
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  • 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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