A distribution on the real line has a continuous primitive integral if it is
the distributional derivative of a function that is continuous on the extended
real line. The space of distributions integrable in this sense is a Banach
space that includes all functions integrable in the Lebesgue and
Henstock--Kurzweil senses. The one-dimensional heat equation is considered with
initial data that is integrable in the sense of the continuous primitive
integral. Let Θt(x)=exp(−x2/(4t))/4πt be the heat kernel.
With initial data f that is the distributional derivative of a continuous
function, it is shown that ut(x):=u(x,t):=f∗Θt(x) is a classical
solution of the heat equation u11=u2. The estimate
∥f∗Θt∥∞≤∥f∥/πt holds. The Alexiewicz norm is
∥f∥=supI∣∫If∣, the supremum taken over all intervals. The initial
data is taken on in the Alexiewicz norm, ∥ut−f∥→0 as t→0+. The
solution of the heat equation is unique under the assumptions that ∥ut∥ is
bounded and ut→f in the Alexiewicz norm for some integrable f. The heat
equation is also considered with initial data that is the nth derivative of a
continuous function and in weighted spaces such that ∫−∞∞f(x)exp(−ax2)dx exists for some a>0. Similar results are obtained