If Ω \Omega is an open subset of R n + 1 {{\mathbf {R}}^{n + 1}} , the approximation problem is to decide whether every solution of the heat equation on Ω \Omega can be approximated by solutions defined on all of R n + 1 {{\mathbf {R}}^{n + 1}} . The necessary and sufficient condition on Ω \Omega which insures this type of approximation is that every section of Ω \Omega taken by hyperplanes orthogonal to the t t -axis be an open set without “holes,” i.e., whose complement has no compact component. Part of the proof involves the Tychonoff counterexample for the initial value problem.