Take c = 1 and and experiment with different values of space
step h and time step k.
Hint: The following Gaussian elimination scheme for tridiagonal linear systems
may be
a useful starting point in constructing a solution to this problem:
program trid
parameter(n=50)
c a holds subdiagonal, b the diagonal, and c the superdiagonal
c d initially holds the right hand side of the linear system
c d contains the solution at program termination
dimension a(n), b(n), c(n), d(n)
data a /n*-1.0/
data b /n*2.0/
data c /n*-1.0/
data d/n*1.0/
do 1 i = 2,n
ratio = a(i)/b(i-1)
b(i) = b(i) - ratio*c(i-1)
d(i) = d(i) - ratio*d(i-1)
1 continue
d(n) = d(n)/b(n)
do 2 i = n-1,1,-1
d(i) = (d(i) - c(i)*d(i+1))/b(i)
2 continue
end