JMSLTM Numerical Library 7.2.0
com.imsl.math

## Interface FeynmanKac.ForcingTerm

• Enclosing class:
FeynmanKac

`public static interface FeynmanKac.ForcingTerm`
Public interface for non-zero forcing term in the Feynman-Kac equation.
• ### Method Summary

Methods
Modifier and Type Method and Description
`void` ```force(int interval, double[] y, double time, double width, double[] xlocal, double[] qw, double[][] u, double[] phi, double[][] dphi)```
Computes approximations to the forcing term and its derivative .
• ### Method Detail

• #### force

```void force(int interval,
double[] y,
double time,
double width,
double[] xlocal,
double[] qw,
double[][] u,
double[] phi,
double[][] dphi)```
Computes approximations to the forcing term and its derivative .
Parameters:
`interval` - an `int`, the index related to the integration interval `[xGrid[interval-1], xGrid[interval]]`.
`y` - an input `double` array of length `3*xGrid.length` containing the coefficients of the Hermite quintic spline representing the solution of the Feynman-Kac equation at time point `time`. For each the approximate solution is locally defined by The values are stored as successive triplets in `y`.
`time` - a `double`, the time point.
`width` - a `double`, the width of the integration interval, `width=xGrid[interval]-xGrid[interval-1]`.
`xlocal` - an input `double` array containing the Gauss-Legendre points translated and normalized to the interval `[xGrid[interval-1], xGrid[interval]]`.
`qw` - an input `double` array containing the Gauss-Legendre weights.
`u` - an input `double` array of dimension `12 by xlocal.length` containing the basis function values that define at the Gauss-Legendre points `xlocal`. Setting vector is defined as `phi` - an output `double` array of length 6 containing Gauss-Legendre approximations for the local contributions where `t=time` and Denoting by `degree` the number of Gauss-Legendre points (`xlocal.length`) and setting , vector `phi` contains elements for `i=0,...,5`.
`dphi` - an output `double` array of dimension `6 by 6` containing a Gauss-Legendre approximation for the Jacobian of the local contributions at time point `t=time`, The approximation to this symmetric matrix is stored row-wise, i.e. for `i,j=0,...,5`.
JMSLTM Numerical Library 7.2.0