Diferencie sob o sinal de integral para verificar que:
[tex] u(x,t)~=~\dfrac{1}{\sqrt{4\pi t}}\displaystyle\int_{-\infty}^{+\infty}F(y)\cdot e^{-(x-y)^2/4t} dy [/tex]

satisfaz a equação [tex]u_t~=~u_{xx} \\[/tex]​
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