FeynmanKac Methods |
The FeynmanKac type exposes the following members.
Name | Description | |
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ComputeCoefficients |
Determines the coefficients of the Hermite quintic splines that represent
an approximate solution for the Feynman-Kac PDE.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetAbsoluteErrorTolerances |
Returns absolute error tolerances.
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GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetRelativeErrorTolerances |
Returns relative error tolerances.
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GetSplineCoefficients |
Returns the coefficients of the Hermite quintic splines that represent an
approximate solution of the Feynman-Kac PDE.
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GetSplineCoefficientsPrime |
Returns the first derivatives of the Hermite quintic spline coefficients
that represent an approximate solution of the Feynman-Kac PDE.
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GetSplineValue |
Evaluates for time value 0 or a time value in tGrid the derivative
of the Hermite quintic spline interpolant at evaluation points within the
range of xGrid.
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GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
SetAbsoluteErrorTolerances(Double) |
Sets the absolute error tolerances.
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SetAbsoluteErrorTolerances(Double) |
Sets the absolute error tolerances.
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SetForcingTerm |
Sets the user-supplied method that computes approximations to the forcing term
and its derivative
used in the FeynmanKac PDE.
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SetInitialData |
Sets the user-supplied method for adjustment of initial data or as an opportunity
for output during the integration steps.
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SetRelativeErrorTolerances(Double) |
Sets the relative error tolerances.
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SetRelativeErrorTolerances(Double) |
Sets the relative error tolerances.
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SetTimeDependence |
Sets the time dependence of the coefficients, boundary conditions and
function in the Feynman Kac equation.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |