The FeynmanKac type exposes the following members.

Methods

NameDescription
ComputeCoefficients
Determines the coefficients of the Hermite quintic splines that represent an approximate solution for the Feynman-Kac PDE.
Equals
Determines whether the specified Object is equal to the current Object.
(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.)
SetAbsoluteErrorTolerancesOverloaded.
SetForcingTerm
Sets the user-supplied method that computes approximations to the forcing term \phi(x) and its derivative \partial \phi/\partial y 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.
SetRelativeErrorTolerancesOverloaded.
SetTimeDependence
Sets the time dependence of the coefficients, boundary conditions and function \phi in the Feynman Kac equation.
ToString
Returns a String that represents the current Object.
(Inherited from Object.)

See Also