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FeynmanKac Methods

The FeynmanKac type exposes the following members.

Methods
  NameDescription
Public methodComputeCoefficients
Determines the coefficients of the Hermite quintic splines that represent an approximate solution for the Feynman-Kac PDE.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetAbsoluteErrorTolerances
Returns absolute error tolerances.
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetRelativeErrorTolerances
Returns relative error tolerances.
Public methodGetSplineCoefficients
Returns the coefficients of the Hermite quintic splines that represent an approximate solution of the Feynman-Kac PDE.
Public methodGetSplineCoefficientsPrime
Returns the first derivatives of the Hermite quintic spline coefficients that represent an approximate solution of the Feynman-Kac PDE.
Public methodGetSplineValue
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.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodSetAbsoluteErrorTolerances(Double)
Sets the absolute error tolerances.
Public methodSetAbsoluteErrorTolerances(Double)
Sets the absolute error tolerances.
Public methodSetForcingTerm
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.
Public methodSetInitialData
Sets the user-supplied method for adjustment of initial data or as an opportunity for output during the integration steps.
Public methodSetRelativeErrorTolerances(Double)
Sets the relative error tolerances.
Public methodSetRelativeErrorTolerances(Double)
Sets the relative error tolerances.
Public methodSetTimeDependence
Sets the time dependence of the coefficients, boundary conditions and function \phi in the Feynman Kac equation.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also