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We describe a simple experimental arrangement for probing spatial variations in the index of refraction of air. Shadowgraph laser imaging techniques are used for the case of a horizontal cylinder heated to different temperatures which provides a highly symmetric and well defined geometry for demonstrating the usefulness of the shadowgraph approach. This experiment combines elements of geometrical and physical optics with concepts of thermal energy transfer and techniques for digital image analysis. The methodology can be adapted for the study of a wide range of optical media which exhibit variations in the index of refraction.