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FeynmanKacMethod Property
The step control method used in the integration of the Feynman-Kac PDE.

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

Property Value

Type: FeynmanKacPDEStepControlMethod
A PDEStepControlMethod value specifying the step control method used in the integration.

Default: Method = FeynmanKac.PDEStepControlMethod.MethodOfSoederlind.

Remarks

PDEStepControlMethodDescription
MethodOfSoederlindUse method of Soederlind.
MethodOfPetzoldUse method from the original Petzold code DASSL.

See Also