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FeynmanKacIPdeCoefficientsSigma Method
Returns the value of the \sigma coefficient at the given point.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
double Sigma(
	double x,
	double t
)

Parameters

x
Type: SystemDouble
A double scalar, the point in space at which \sigma is to be evaluated.
t
Type: SystemDouble
A double scalar, the time point at which \sigma is to be evaluated.

Return Value

Type: Double
A double scalar, the value of \sigma at (x,t).
Remarks
Time dependency of \sigma 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