FeynmanKacIPdeCoefficientsSigma Method |
Returns the value of the
coefficient at the given point.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax double Sigma(
double x,
double t
)
Function Sigma (
x As Double,
t As Double
) As Double
double Sigma(
double x,
double t
)
abstract Sigma :
x : float *
t : float -> float
Parameters
- x
- Type: SystemDouble
A double scalar, the point in space at which
is to be evaluated.
- t
- Type: SystemDouble
A double scalar, the time point at which is
to be evaluated.
Return Value
Type:
Double
A
double scalar, the value of
at
(x,t).
Remarks
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.
See Also