The step control method used in the integration of the Feynman-Kac PDE.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public FeynmanKac..::.PDEStepControlMethod Method { get; set; }
Visual Basic (Declaration)
Public Property Method As FeynmanKac..::.PDEStepControlMethod
Visual C++
public:
property FeynmanKac..::.PDEStepControlMethod Method {
	FeynmanKac..::.PDEStepControlMethod get ();
	void set (FeynmanKac..::.PDEStepControlMethod value);
}

Field Value

A PDEStepControlMethod value specifying the step control method used in the integration.

Default: Method = FeynmanKac.PDEStepControlMethod.MethodOfSoederlind.

Remarks

PDEStepControlMethod Description
MethodOfSoederlind Use method of Soederlind.
MethodOfPetzold Use method from the original Petzold code DASSL.

See Also