FeynmanKac.SetForcingTerm Method

FeynmanKacSetForcingTerm Method

Sets the user-supplied method that computes approximations to the forcing term $\phi(x)$ and its derivative $\partial \phi/\partial y$ used in the FeynmanKac PDE.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

Copy

public void SetForcingTerm(
	FeynmanKacIForcingTerm forceTerm
)

Public Sub SetForcingTerm ( 
	forceTerm As FeynmanKacIForcingTerm
)

public:
void SetForcingTerm(
	FeynmanKacIForcingTerm^ forceTerm
)

member SetForcingTerm : 
        forceTerm : FeynmanKacIForcingTerm -> unit

Parameters

forceTerm: Type: Imsl.MathFeynmanKacIForcingTerm
An IForcingTerm object specifying the user defined function used for computation of the forcing term $\phi(f,x,t)$ and its derivative $\partial \phi/\partial y$ .
Default: If this member function is not called it is assumed that $\phi(f,x,t)$ is identically zero.

Reference

FeynmanKac Class

Imsl.Math Namespace