The FeynmanKac..::.IBoundaries type exposes the following members.

Methods

NameDescription
LeftBoundaries
Returns the coefficient values of the left boundary conditions. There are numLeftBounds conditions specified at the left end, x_{\min}. The left boundary conditions are

            a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\min},\, 1 \le i \le \text{numLeftBounds}.
RightBoundaries
Returns the coefficient values of the right boundary conditions. There are numRightBounds conditions specified at the right end, x_{\max}. The right boundary conditions are

            a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\max},\, 1 \le i \le \text{numRightBounds}.
Terminal
Returns the terminal condition value.

See Also