Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2010 / Paper 2 / 5 / iv

For the Gaussian initial data for the heat equation, substitute the initial profile into the heat-kernel solution. Completing the square in $y$ givesThe remaining Gaussian integral yieldsThe centre stays at $x_0$ and the squared width grows linearly with time.

For the interval pulse, the convolution reduces to $B{\int }_a^{b}G(x-y,t)dy$. Using $u=(y-x)/(2\sqrt{t})$ and the error function givesThis is the translated and scaled heat equation with interval-indicator initial data. At its jump points the $t\downarrow 0$ limits are $B/2$; away from them the initial data are recovered pointwise.

For fixed $a<x<b$ at late time, both error function arguments are small. Since $\mathrm{erf}u=2u/\sqrt{\pi }+O(u^3)$,The estimate is uniform for $x\in [a,b]$. Equivalently, on this fixed interval the Gaussian in the convolution is $1+O((b-a{)}^2/t)$.

The spreading distance is more apparent on the growing spatial scale. For the Gaussian pulse the exponent is order one when $|x-x_0|=O(\sqrt{t})$. For the interval pulse, set $x=c+\xi \sqrt{t}$ with $c=(a+b)/2$ and fixed $\xi$. Uniformly for bounded $\xi$, its convolution givesThus both nonzero pulses spread over a distance $O(\sqrt{t})$, while their heights are $O(t^{-1/2})$ and their total integrals remain constant. More quantitatively, the variances of their normalized profiles are $1/(2a_0)+2t$ and $(b-a{)}^2/12+2t$, respectively, confirming the same width law.