Click or drag to resize
IBoundaries Methods

The FeynmanKacIBoundaries type exposes the following members.

Methods
  NameDescription
Public methodLeftBoundaries
Returns the coefficient values of the left boundary conditions. There are numLeftBounds conditions specified at the left end, x_{\min}. The left boundary conditions are

            a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\min},\, 1 \le i \le \text{numLeftBounds}.
Public methodRightBoundaries
Returns the coefficient values of the right boundary conditions. There are numRightBounds conditions specified at the right end, x_{\max}. The right boundary conditions are

            a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\max},\, 1 \le i \le \text{numRightBounds}.
Public methodTerminal
Returns the terminal condition value.
Top
See Also