For an integrable initial profile , use its Fourier transform with the conventionThe transformed diffusion equation is , soEquivalently the heat-kernel convolution isThis also accommodates bounded piecewise-continuous initial profiles; it recovers at continuity points as . For periodic initial data use a Fourier series and multiply each mode by ; the constant mean mode remains unchanged. “Any function” needs the usual existence/integrability or growth conditions: an arbitrarily fast-growing initial function need not give a finite heat-kernel integral.
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