Exercise 7.1: Solution by explicit
differencing. The goal is to reproduce a portion of the fundamental solution of the diffusion equation.
Take the diffusion coefficient to be D = 1, and work on a
uniform grid of 201 points running from x = -10 to
x = 10. Start with the fundamental solution at
t = 1 and integrate the system forward in time to
t = 10 in steps of size dt. Plot your
solution at t = 10 for dt = 0.1, 0.05, 0.01,
and 0.005.