The FeynmanKac type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | FeynmanKac |
Constructs a PDE solver to solve the Feynman-Kac PDE.
|
Methods
| Name | Description | |
|---|---|---|
| ComputeCoefficients |
Determines the coefficients of the Hermite quintic splines that represent
an approximate solution for the Feynman-Kac PDE.
|
| Equals | (Inherited from Object.) |
 | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
| GetAbsoluteErrorTolerances |
Returns absolute error tolerances.
|
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
| GetRelativeErrorTolerances |
Returns relative error tolerances.
|
| GetSplineCoefficients |
Returns the coefficients of the Hermite quintic splines that represent an
approximate solution of the Feynman-Kac PDE.
|
| GetSplineCoefficientsPrime |
Returns the first derivatives of the Hermite quintic spline coefficients
that represent an approximate solution of the Feynman-Kac PDE.
|
| GetSplineValue |
Evaluates for time value 0 or a time value in tGrid the derivative
of the Hermite quintic spline interpolant at evaluation points within the
range of xGrid.
|
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
| SetAbsoluteErrorTolerances | Overloaded. |
| SetForcingTerm |
Sets the user-supplied method that computes approximations to the forcing term
 and its derivative 
used in the FeynmanKac PDE.
|
| SetInitialData |
Sets the user-supplied method for adjustment of initial data or as an opportunity
for output during the integration steps.
|
| SetRelativeErrorTolerances | Overloaded. |
| SetTimeDependence |
Sets the time dependence of the coefficients, boundary conditions and
function  in the Feynman Kac equation.
|
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
 | GaussLegendreDegree |
The number of quadrature points used in the
Gauss-Legendre quadrature formula.
|
| InitialStepsize |
The starting step size for the integration.
|
| MaximumBDFOrder |
The maximum order of the backward differentiation formulas (BDF).
|
| MaximumStepsize |
The maximum internal step size used by the integrator.
|
| MaxSteps |
The maximum number of internal steps allowed.
|
| Method |
The step control method used in the integration of the
Feynman-Kac PDE.
|
| TimeBarrier |
Sets or returns the barrier used for integration in the time direction.
|
