FeynmanKac.Method Property

FeynmanKacMethod Property

The step control method used in the integration of the Feynman-Kac PDE.

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

Syntax

public FeynmanKacPDEStepControlMethod Method { get; set; }

Public Property Method As FeynmanKacPDEStepControlMethod
	Get
	Set

public:
property FeynmanKacPDEStepControlMethod Method {
	FeynmanKacPDEStepControlMethod get ();
	void set (FeynmanKacPDEStepControlMethod value);
}

member Method : FeynmanKacPDEStepControlMethod with get, set

Type: FeynmanKacPDEStepControlMethod
A PDEStepControlMethod value specifying the step control method used in the integration.

Default: Method = FeynmanKac.PDEStepControlMethod.MethodOfSoederlind.

Remarks

PDEStepControlMethod	Description
MethodOfSoederlind	Use method of Soederlind.
MethodOfPetzold	Use method from the original Petzold code DASSL.