FeynmanKacTimeBarrier Property |
Sets or returns the barrier used for integration in the time direction.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double TimeBarrier { get; set; }
Public Property TimeBarrier As Double
Get
Set
public:
property double TimeBarrier {
double get ();
void set (double value);
}
member TimeBarrier : float with get, set
Property Value
Type:
Double
A
double scalar, the time point beyond which the integrator
should not integrate.
Default: TimeBarrier = tGrid[tGrid.Length-1].
Remarks
This time barrier controls whether the integrator
should integrate in the time direction beyond a special point,
TimeBarrier, and then interpolate to get the
Hermite quintic spline coefficients and its derivatives
at the points in tGrid. It is required that
TimeBarrier be greater than or equal to
tGrid[tGrid.Length-1].
See Also