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