[Math] What does the heat kernel in the heat equation represent $u(x,t)$

partial differential equations

Okay so I am studying for my PDE course and I am convering Fourier transforms. In fact I am using fourier transforms to find a solution to the heat equation on an infinite length rod.

After going through the derivation of the fourier transform and applying it to the heat equation we get the following solution:
$$u(x,t) = a(x) \ast K(x,t)$$ where K(x,t) is the heat kernel so $$K(x,t) = \frac{1}{\sqrt{4\pi kt}}e^{\frac{-x^2}{4kt}}$$

Okay so given an initial condition $u(x,0) = F(x)$ we can not simply plug it in since when $t=0$ the denominator is undefined. It is at this point where I am getting confused

Our professor told us that to solve the heat equation using the IC (initial condition) we have to study what the convolution is doing. So lets see what happens when we take the limit as $t \rightarrow 0$.
$$\lim_{t\rightarrow 0}\ \ a \ast K(x,t) = \lim_{t\rightarrow 0} \int_{-\infty}^{\infty} a(x')K(x-x', t) dt $$

okay so what is $x'$? Where did it come from? and why does our professor do this? I do know for a fact that the integration over the infinite bounds means the kernal has area 1 due to the fact that it is a Guassian function.

After a little bit of notes he ends up with the following
$$\lim_{t\rightarrow 0}\int_{-\infty}^\infty a(x')K(x-x',t) dx' = a(x)$$ and then he says that we can now replace the $a(x)$ with $F(x)$ (our initial condition). Okay well the last line makes sense but the limit of the integral dosn't make sense.

But how does this relate to solving the heat equation and ultimately how does this end up as the Dirac-Delta function ?

So if anyone can explain with a little intuition what it happening. Maybe a graph (i have a graph in my notes but I am confused about it). Thanks

Best Answer

As $t \to 0$ the kernel $K(x,t)$ tends to the Dirac delta function $\delta(x)$ (which is not actually a function, but a so-called distribution, or generalized function). You can recognize this at least informally because the area under $K(x,t)$ stays constant, equal to $1$, but as $t \to 0$ it becomes more and more concentrated at the point $x =0$, with a higher and higher peak there.

Formally, what this convergence statement means is that the equation that you wrote down holds, namely that $$a(x) = \lim_{t \to 0} \int_{-\infty}^{\infty} a(x') K(x-x',t)\, dx'.$$

(Note also that in your first convoluton integral, there is a typo, as pointed out by Pacciu; the $dt$ there should be $dx'$.)

Now think about $K(x,t)$ as $t$ tends from $0$ to $\infty$: it flows from being a peak concentrated at $x = 0$ to a more-and-more shallow graph that spreads out over the whole $x$-axis. You should think of this as heat flowing from a point source at the origin and slowly spreading out over the whole axis. (Imagine blasting a point on a long steel beam with a blow torch for an instant, and then think about how the heat will diffuse along the beam.)

Now when you have initial conditions $a(x)$, this describes heat being applied at $t = 0$ not just at the point $x = 0$, but along the whole $x$-axis, according to the density $a(x)$. The convolution $a(x)*K(x,t)$ then describes how this heat has diffused through the line at time $t$; as sos440 writes in their answer, it is the superposition of the diffusion of the heat from each point $x$ that was present at time $t = 0$.

(If we took $a(x)$ to be $\delta(x)$, then we would be back at the situation of all the heat being initially concentrated at the single point $x = 0$; mathematically this corresponds to the formula $\delta(x)*K(x,t) = K(x,t)$ --- i.e. the $\delta$ function is the identity for convolution.)

Added in response to a question in the comments below:

Imagine for a moment that we had a certain amount of heat $A_i$ initially applied at the points $x_i$, for $i = 1, \ldots, n$. When one unit of heat is placed at $x =0$, it diffuses according to $K(x,t)$. So the amount $A_i$ of heat at $x_i$ diffuses according to $A_i K(x-x_i,t)$. (I am just changing the variable in $K(x,t)$ to shifts its centre from $x = 0$ to $x = x_i$, and scaling it by the amount $A_i$.)

So the total heat at a point $x$ and time $t$ will be $\sum_{i = 1}^n A_i K(x-x_i,t)$. (I am just adding up the heat which has arrived at the point $x$ at time $t$ from each of the points $x_1, \ldots, x_n$.)

Now imagine that instead of just having heat concentrated at $n$ point sources at time $t$, we instead have heat distributed throughout the line with density $a(x)$, so that the amount of heat in the (infinitesimally) small interval $[x',x' + dx']$ is $a(x') dx'$. Then the above sum becomes the integral $\int_{-\infty}^{\infty} a(x') K(x-x',t) dx'$, i.e. $a(x) * K(x,t)$.

Hence the amount of heat at a point $x$ at time $t$ is exactly given by $a(x) * K(x,t)$, as your professor explained.

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