FeynmanKac.IBoundaries.RightBoundaries Method

FeynmanKacIBoundariesRightBoundaries Method

Returns the coefficient values of the right boundary conditions. There are numRightBounds conditions specified at the right end, $x_{\max}$ . The right boundary conditions are

$a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\max},\, 1 \le i \le \text{numRightBounds}.$

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

Copy

void RightBoundaries(
	double time,
	double[,] coefficients
)

Sub RightBoundaries ( 
	time As Double,
	coefficients As Double(,)
)

void RightBoundaries(
	double time, 
	array<double,2>^ coefficients
)

abstract RightBoundaries : 
        time : float * 
        coefficients : float[,] -> unit

Parameters

time: Type: SystemDouble
A double, the time point at which the boundary coefficients are to be evaluated.
coefficients: Type: SystemDouble
An output double matrix of dimension numRightBounds by 4, containing the computed boundary coefficient values. The coefficients are stored row-wise according to the matrix scheme
$( a_i(x_{\max},t), b_i(x_{\max},t),c_i(x_{\max},t), d_i(x_{\max},t) )_{1 \le i \le \text{numRightBounds}}\,.$

Remarks

Time dependency of the boundary coefficients can be controlled via method SetTimeDependence. Use of this method will usually yield a more efficient algorithm because some finite element matrices do not have to be reassembled for each t value.

Reference

FeynmanKacIBoundaries Interface

Imsl.Math Namespace