FeynmanKacMethod Property |
The step control method used in the integration of the
Feynman-Kac PDE.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public FeynmanKacPDEStepControlMethod Method { get; set; }
Public Property Method As FeynmanKacPDEStepControlMethod
Get
Set
public:
property FeynmanKacPDEStepControlMethod Method {
FeynmanKacPDEStepControlMethod get ();
void set (FeynmanKacPDEStepControlMethod value);
}
member Method : FeynmanKacPDEStepControlMethod with get, set
Property Value
Type:
FeynmanKacPDEStepControlMethod
A
PDEStepControlMethod value specifying the step control method
used in the integration.
Default: Method = FeynmanKac.PDEStepControlMethod.MethodOfSoederlind.
Remarks PDEStepControlMethod | Description |
---|
MethodOfSoederlind | Use method of Soederlind. |
MethodOfPetzold | Use method from the original Petzold code DASSL. |
See Also