A low-dimensional heat equation solver written in Rcpp for two boundary conditions. Just a method of playing around with Rcpp.
if (!require(devtools)) {install.packages("devtools")}
devtools::install_github("TWilliamBell/heateq")
Should allow you to install it if you want to try it out, I have two master functions (one.d.heat.equation, and two.d.heat.eq) which gives you the opportunity to solve the heat equation using either C++ functions written with the help of Rcpp. You also have the option to save intermediates or not in the one-dimensional case. I've written a few basic S3 Methods for the function if you wish to have some decent defaults for plotting and printing (otherwise it just prints everything).