FeynmanKac.Boundaries (JMSL Numerical Library)

Enclosing class:

FeynmanKac
```
public static interface FeynmanKac.Boundaries
```
Public interface for user supplied boundary coefficients and terminal condition the PDE must satisfy.

Method Summary

Methods
Modifier and Type	Method and Description
`void`	`leftBoundaries(double time, double[][] coefficients)` Returns the coefficient values of the left boundary conditions.
`void`	`rightBoundaries(double time, double[][] coefficients)` Returns the coefficient values of the right boundary conditions.
`double`	`terminal(double z)` Returns the terminal condition value.

- Method Detail
  - leftBoundaries
```
void leftBoundaries(double time,
                  double[][] coefficients)
```
    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
    $a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),, x=x_{min},, 1 le i le text{numLeftBounds}.$
    
    Time dependency of the boundary coefficients can be controlled via method setTimeDependence. Use of this method will usually yield a more efficient algorithm because some finite element matrices do not have to be reassembled for each t value.
    
    Parameters:
    time - a double, the time point at which the boundary coefficients are to be evaluated.
    coefficients - an output double array of dimension numLeftBounds by 4 containing the computed boundary coefficient values. The coefficients are stored row-wise according to the matrix scheme
    $( a_i(x_{min},t), b_i(x_{min},t),c_i(x_{min},t), d_i(x_{min},t) )_{1 le i le text{numLeftBounds}},.$
  - rightBoundaries
```
void rightBoundaries(double time,
                   double[][] coefficients)
```
    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
    $a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),, x=x_{max},, 1 le i le text{numRightBounds}.$
    
    Time dependency of the boundary coefficients can be controlled via method setTimeDependence. Use of this method will usually yield a more efficient algorithm because some finite element matrices do not have to be reassembled for each t value.
    
    Parameters:
    time - a double, the time point at which the boundary coefficients are to be evaluated.
    coefficients - an output double array of dimension numRightBounds by 4, containing the computed boundary coefficient values. The coefficients are stored row-wise according to the matrix scheme
    $( a_i(x_{max},t), b_i(x_{max},t),c_i(x_{max},t), d_i(x_{max},t) )_{1 le i le text{numRightBounds}},.$
  - terminal
```
double terminal(double z)
```
    Returns the terminal condition value.
    
    Parameters:
    z - a double scalar, the point in x- direction, where the terminal condition is evaluated.
    
    Returns:
    a double scalar, the value of the terminal condition at point z.

Interface FeynmanKac.Boundaries

Method Summary

Method Detail

leftBoundaries

rightBoundaries

terminal