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FeynmanKacInitialStepsize Property
The starting step size for the integration.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double InitialStepsize { get; set; }

Property Value

Type: Double
A double scalar, the starting step size used in the integrator.

Default: InitialStepsize = -1.1102230246252e-16.

Remarks
The starting step size must be less than zero since the integration is internally done from t=0 to t=tGrid[tGrid.Length-1] in a negative direction.
See Also