FeynmanKac Properties |
The FeynmanKac type exposes the following members.
Name | Description | |
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GaussLegendreDegree |
The number of quadrature points used in the
Gauss-Legendre quadrature formula.
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InitialStepsize |
The starting step size for the integration.
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MaximumBDFOrder |
The maximum order of the backward differentiation formulas (BDF).
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MaximumStepsize |
The maximum internal step size used by the integrator.
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MaxSteps |
The maximum number of internal steps allowed.
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Method |
The step control method used in the integration of the
Feynman-Kac PDE.
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TimeBarrier |
Sets or returns the barrier used for integration in the time direction.
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