public static interface FeynmanKac.Boundaries
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.

void leftBoundaries(double time, double[][] coefficients)
numLeftBounds
conditions specified at the left end,
. The left boundary conditions are
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.
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 rowwise according
to the matrix scheme
void rightBoundaries(double time, double[][] coefficients)
numRightBounds
conditions specified at the right end,
. The right boundary conditions are
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.
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 rowwise
according to the matrix scheme
double terminal(double z)
z
 a double
scalar, the point in x
direction,
where the terminal condition is evaluated.double
scalar, the value of the terminal condition
at point z
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Built October 13 2015.