This code provides a simple, pedagogical implementation of the finite element method for solving parabolic partial differential equations (PDEs) in one dimension. This code is designed to illustrate a ...
$$\begin{equation*} \begin{array}{ll} \text{minimize} & (1/2) x^T P x + q^T x + r + g(x) \\ \text{subject to} & Ax = b \end{array} \end{equation*}$$ ...