Consider the heat equation
.
Show that if where and is a constant, then satisfies the ordinary differential equation
, (where ).
Show that
=
is independent of only if . Further, show that if then
where C is an arbitrary constant. From this last ordinary differential equation, and assuming , deduce that
is a solution of the heat equation (here A is an arbitrary constant).
Show that as tends to zero from above,
for
and that for all
where B is a (finite) constant.
Given that , find B. What physical and/or probabilistic interpretation might one give to
A heat equation is investigated. The solution is detailed and well presented. The response received a rating of "5" from the student who originally posted the question.