The FeynmanKac type exposes the following members.
Constructors
Name | Description | |
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FeynmanKac |
Constructs a PDE solver to solve the Feynman-Kac PDE.
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Methods
Name | Description | |
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ComputeCoefficients |
Determines the coefficients of the Hermite quintic splines that represent
an approximate solution for the Feynman-Kac PDE.
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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.
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GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
GetRelativeErrorTolerances |
Returns relative error tolerances.
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GetSplineCoefficients |
Returns the coefficients of the Hermite quintic splines that represent an
approximate solution of the Feynman-Kac PDE.
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GetSplineCoefficientsPrime |
Returns the first derivatives of the Hermite quintic spline coefficients
that represent an approximate solution of the Feynman-Kac PDE.
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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.
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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.
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SetInitialData |
Sets the user-supplied method for adjustment of initial data or as an opportunity
for output during the integration steps.
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SetRelativeErrorTolerances | Overloaded. | |
SetTimeDependence |
Sets the time dependence of the coefficients, boundary conditions and
function in the Feynman Kac equation.
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ToString | (Inherited from Object.) |
Properties
Name | Description | |
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GaussLegendreDegree |
The number of quadrature points used in the
Gauss-Legendre quadrature formula.
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InitialStepsize |
The starting step size for the integration.
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MaximumBDFOrder |
The maximum order of the backward differentiation formulas (BDF).
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MaximumStepsize |
The maximum internal step size used by the integrator.
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MaxSteps |
The maximum number of internal steps allowed.
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Method |
The step control method used in the integration of the
Feynman-Kac PDE.
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TimeBarrier |
Sets or returns the barrier used for integration in the time direction.
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