[Quantlib-users] Diffusion PDE with Crank-Nicolson

[Yev <ye...@ya...>]

Hi,
I have a Python code that solves a 1-dimentional Heat Diffusion PDE.My PDE has Diffusion Coefficient D(x,t) = x+tMy grid has 400 points in range [0,0.4]I have a set of x values at time 0, and I iterate for 500 time steps.
I'd like to rewrite it using Quantlib, as I hope it will speed up my process.  I looked through documentation and source code, but couldn't figure out what classes should I use to implement it.
Can you point me to how such problem can be solved with Quantlib?
Thank you,
Yevgeniy