Past exam of the mathematics course of the University of Cambridge / 2014 / ib / Paper 2 / 16D / a / Solution

Take the Fourier transform in $x$. The transform of the source is $\delta (t-t^{\prime })e^{-ik{x}^{\prime }}$, so the Green function equation becomesChoose the causal Green function, zero for $t<t^{\prime }$. Away from $t^{\prime }$ the solution is a decaying exponential, and integrating across $t^{\prime }$ gives the jump $\tilde{G}(t^{\prime }+)-\tilde{G}(t^{\prime }-)=e^{-ik{x}^{\prime }}$. ThereforeThe phase shifts the kernel's centre to $x^{\prime }$. Applying the inverse Fourier transform and the Fourier transform of a Gaussian with $a=D(t-t^{\prime })$ givesFor positive elapsed time this heat kernel solves the homogeneous diffusion equation and has unit integral; as elapsed time tends to zero it approaches the spatial delta distribution, supplying the required impulse.