A one-dimensional probability density has units , while has units . With no other length scale, dimensional analysis requiresNormalization gives and unbiased diffusion gives an even . Dimensional arguments alone do not specify .
For ordinary Fickian diffusion, impose with . Substitution of the similarity form yieldsA decaying symmetric solution obeys , so . Normalization fixes :This heat kernel integrates to one, has variance , and tends to the initial Dirac delta distribution as .
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