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)
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Built October 13 2015.