| FeynmanKac Methods |
The FeynmanKac type exposes the following members.
| Name | Description | |
|---|---|---|
| ComputeCoefficients |
Determines the coefficients of the Hermite quintic splines that represent
an approximate solution for the Feynman-Kac PDE.
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| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it 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.
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| 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.
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| GetType | Gets the Type of the current instance. (Inherited from Object.) | |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
| SetAbsoluteErrorTolerances(Double) |
Sets the absolute error tolerances.
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| SetAbsoluteErrorTolerances(Double) |
Sets the absolute error tolerances.
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| SetForcingTerm |
Sets the user-supplied method that computes approximations to the forcing term
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| SetInitialData |
Sets the user-supplied method for adjustment of initial data or as an opportunity
for output during the integration steps.
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| SetRelativeErrorTolerances(Double) |
Sets the relative error tolerances.
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| SetRelativeErrorTolerances(Double) |
Sets the relative error tolerances.
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| SetTimeDependence |
Sets the time dependence of the coefficients, boundary conditions and
function | |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |