public static interface FeynmanKac.PdeCoefficients
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
at the given point.

double kappa(double x, double t)
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.
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.double
, the value of at (x,t)
.double mu(double x, double t)
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.
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.double
, the value of at (x,t)
.double sigma(double x, double t)
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.
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.double
, the value of at (x,t)
.double sigmaPrime(double x, double t)
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.
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.double
, the value of at
(x,t)
.Copyright © 19702015 Rogue Wave Software
Built October 13 2015.