Here is a plot of the numerical solution to the heat equation (in time and space) on the intervall [0,1] with known border value and initial value conditions using the Crank-Nicolson method.
If you should be interested the calculations were done in Octave with the following files:

• main.m: main script
• f.m: initial values for t = 0
• g0.m: border values for x = 0
• g1.m: border values for x = 1
• G.m: function to calculate the vector G used in main.m.

As you might notice the scripts are general so that it is possible to change the border and initial values. (I hope.)
Also, some credit should go to my friend Jens who helped me make the scripts, but if there are any mistakes they are obviously his.

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