The Heat Equation - Examples and Constructions
Explicit solutions to the heat equation reveal the fundamental mechanisms of diffusion and provide building blocks for understanding general solutions.
The fundamental solution or heat kernel in dimensions is:
This satisfies for and (Dirac delta). It represents the temperature distribution from a unit point source at , .
In one dimension:
This is a Gaussian with variance , showing that diffusion spreads as .
The solution to the Cauchy problem on with initial data is:
This convolution formula shows how initial temperature distribution is "smeared out" by the Gaussian kernel.
For the heat equation on with boundary conditions , separation of variables yields:
The general solution is:
where are Fourier coefficients of the initial data. Note the exponential decay of each mode, with higher modes decaying faster.
The exponential decay rates are the eigenvalues of the Laplacian with Dirichlet boundary conditions. Higher frequency components (larger ) are damped more rapidly, explaining why solutions become increasingly smooth over time.
The Barenblatt solution for the porous medium equation (a nonlinear variant) and certain similarity solutions to the heat equation have the form: for appropriate . These describe spreading of localized initial disturbances.
These explicit solutions illustrate key diffusion phenomena: Gaussian spreading, exponential decay, and the smoothing of initial irregularities.