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 .