matlab *.m files to solve the heat equation.

If these programs strike you as slightly slow, they are. They would run more quickly if they were coded up in C or fortran. As matlab programs, would run more quickly if they were compiled using the matlab compiler and then run within matlab. And, of course, I don't write in a way that takes advantage of matlab's various cunning properties.

This solves the heat equation with Forward Euler time-stepping, and finite-differences in space. The domain is [0,L] and Dirichlet boundary conditions. heat_eul_dir.m

This solves the heat equation with Forward Euler time-stepping, and finite-differences in space. The domain is [0,L] and Neumann boundary conditions. heat_eul_neu.m

This solves the heat equation with Crank-Nicolson time-stepping, and finite-differences in space. The domain is [0,2pi] and the boundary conditions are periodic. heat_cn.m . It also needs the subroutines periodic_tridiag.m and tri_diag.m .