Taking the spatial Fourier transform of the diffusion equation gives and . Hence . Fourier inversion and the Gaussian transform from part (a), or direct evaluation of the inverse Gaussian integral, give the heat kernel
Substituting the integral for and interchanging absolutely integrable terms produces the convolution solution
For the stated nonnegative compactly supported data, understood to be nonzero on a set of positive measure, the kernel is strictly positive everywhere. Therefore for every real and every . Property P holds: diffusion has infinite propagation speed. The distant value can be extremely small, but is not zero. For continuous initial data, any nontrivial nonnegative automatically has the required positive-measure set.