JMSLTM Numerical Library 6.1

com.imsl.math
Interface FeynmanKac.InitialData

Enclosing class:
FeynmanKac

public static interface FeynmanKac.InitialData

Public interface for adjustment of initial data or as an opportunity for output during the integration steps.


Method Summary
 void init(double[] xGrid, double[] tGrid, double time, double[] yprime, double[] y, double[] absoluteErrorTolerance, double[] relativeErrorTolerance)
          Method that allows for adjustment of initial data or as an opportunity for output during the integration steps.
 

Method Detail

init

void init(double[] xGrid,
          double[] tGrid,
          double time,
          double[] yprime,
          double[] y,
          double[] absoluteErrorTolerance,
          double[] relativeErrorTolerance)
Method that allows for adjustment of initial data or as an opportunity for output during the integration steps.

Parameters:
xGrid - a double array containing the grid points in the x-direction.
tGrid - a double array containing the grid points in the t-direction.
time - a double, containing the time point for the evaluation.
yprime - a double array of length 3*xGrid.length containing the derivatives of the Hermite quintic spline coefficients at time point time.
y - a double array of length 3*xGrid.length containing the coefficients of the Hermite quintic spline at time point time.
absoluteErrorTolerance - a double array of length 3*xGrid.length containing absolute error tolerances.
relativeErrorTolerance - a double array of length 3*xGrid.length containing relative error tolerances.

JMSLTM Numerical Library 6.1

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Built July 30 2010.