The heat equation is given by:
$$u_t = a u_{xx}$$
with boundary conditions:
$$u(0,t) = 0, \quad t > 0$$
$$u(T,t) = 0, \quad t > 0$$
and initial condition:
$$u(x,0) = f(x), \quad 0 < x < T$$
We can solve this equation using separation of variables. Let
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