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Let $G(t,x)$ be the heat kernel $$ G(t,x)=\frac{1}{\sqrt{2\pi t}}e^{-\frac{x^2}{2t}}, \quad t>0, \:x\in\mathbb{R}. $$ Here is one approximation to $G(t,x)$: $$ G_\epsilon(t,x)=e^{-t/\epsilon} \...