$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\dfc}{\alpha} % diffusion coefficient $$

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Example

Test problem: $$ \begin{align*} u_t &= u_{xx},\quad &x\in (0,1),\ t\in (0,T]\\ u(0,t) &= u(1,t) = 0,\quad &t\in (0,T]\\ u(x,0) & = \sin (\pi x) + 0.1\sin(100\pi x) \end{align*} $$

Exact solution: $$ u(x,t) = e^{-\pi^2 t}\sin (\pi x) + 0.1e^{-\pi^2 10^4 t}\sin (100\pi x) $$

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