Abstract
In the case of the heat equation on the real line there are some remarkable potentials for which the asymptotic expansion of the fundamental solution becomes a finite sum and gives an exact formula. We show that a similar phenomenon holds when one replaces the real line by the integers. In this case the second derivative is replaced by the second difference operator . We show if denotes the result of applying a finite number of Darboux transformations to then the fundamental solution of is given by a finite sum of terms involving the Bessel function of imaginary argument.
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