I have heat-formed Divinycell PVC foam (available at the link below) It forms fine at temperatures above 200 deg F. The difficult thing about the operation is getting a uniform heat into the foam and then keeping it hot during the bend. An oven is best for uniform heating. A heat gun can also be used, but hot spots are easy to get. One trick is to cover the foam with a piece of sheet aluminum, then use a heat gun on it, not the foam. The aluminum will spread the heat more evenly. Again, keeping the foam hot during the bend is a challenge. If you bend over a form, try to preheat it. If you can cold bend the part over a form (without it cracking) and hold it there, you can then heat the foam and it will stress-relieve and hold the shape. This method reduces then need for even heating. Experiment, and do it in a ventilated area. PVC out-gasses when heated. If you don't know what density core to start with, I would suggest 6 lb/cuft.

Cheers,

Jon