FeynmanKac.PdeCoefficients (JMSL Numerical Library)

Enclosing class:

FeynmanKac
```
public static interface FeynmanKac.PdeCoefficients
```
Public interface for user supplied PDE coefficients in the Feynman-Kac PDE.

Method Summary

Methods
Modifier and Type	Method and Description
`double`	`kappa(double x, double t)` Returns the value of the coefficient at the given point.
`double`	`mu(double x, double t)` Returns the value of the coefficient at the given point.
`double`	`sigma(double x, double t)` Returns the value of the coefficient at the given point.
`double`	`sigmaPrime(double x, double t)` Returns the value of $sigma^prime=frac{partial sigma(x,t)}{partial x}$ at the given point.

- Method Detail
  - kappa
```
double kappa(double x,
           double t)
```
    Returns the value of the coefficient at the given point.
    Time dependency of 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:
    x - a double, the point in space at which is to be evaluated.
    t - a double, the time point at which is to be evaluated.
    
    Returns:
    a double, the value of at (x,t).
  - mu
```
double mu(double x,
        double t)
```
    Returns the value of the coefficient at the given point.
    Time dependency of 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:
    x - a double, the point in space at which is to be evaluated.
    t - a double, the time point at which is to be evaluated.
    
    Returns:
    a double, the value of at (x,t).
  - sigma
```
double sigma(double x,
           double t)
```
    Returns the value of the coefficient at the given point.
    Time dependency of 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:
    x - a double, the point in space at which is to be evaluated.
    t - a double, the time point at which is to be evaluated.
    
    Returns:
    a double, the value of at (x,t).
  - sigmaPrime
```
double sigmaPrime(double x,
                double t)
```
    Returns the value of $sigma^prime=frac{partial sigma(x,t)}{partial x}$ at the given point.
    Time dependency of 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:
    x - a double, the point in space at which is to be evaluated.
    t - a double, the time point at which is to be evaluated.
    
    Returns:
    a double, the value of at (x,t).

Interface FeynmanKac.PdeCoefficients

Method Summary

Method Detail

kappa

mu

sigma

sigmaPrime