The FeynmanKac type exposes the following members.
Methods
Name | Description | |
---|---|---|
![]() | ComputeCoefficients |
Determines the coefficients of the Hermite quintic splines that represent
an approximate solution for the Feynman-Kac PDE.
|
![]() | Equals | (Inherited from Object.) |
![]() | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
![]() | GetAbsoluteErrorTolerances |
Returns absolute error tolerances.
|
![]() | GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
![]() | GetRelativeErrorTolerances |
Returns relative error tolerances.
|
![]() | GetSplineCoefficients |
Returns the coefficients of the Hermite quintic splines that represent an
approximate solution of the Feynman-Kac PDE.
|
![]() | GetSplineCoefficientsPrime |
Returns the first derivatives of the Hermite quintic spline coefficients
that represent an approximate solution of the Feynman-Kac PDE.
|
![]() | GetSplineValue |
Evaluates for time value 0 or a time value in tGrid the derivative
of the Hermite quintic spline interpolant at evaluation points within the
range of xGrid.
|
![]() | GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
![]() | MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
![]() | SetAbsoluteErrorTolerances | Overloaded. |
![]() | SetForcingTerm |
Sets the user-supplied method that computes approximations to the forcing term
![]() ![]() |
![]() | SetInitialData |
Sets the user-supplied method for adjustment of initial data or as an opportunity
for output during the integration steps.
|
![]() | SetRelativeErrorTolerances | Overloaded. |
![]() | SetTimeDependence |
Sets the time dependence of the coefficients, boundary conditions and
function ![]() |
![]() | ToString | (Inherited from Object.) |