FeynmanKac.IBoundaries Interface

FeynmanKacIBoundaries Interface

Public interface for user supplied boundary coefficients and terminal condition the PDE must satisfy.

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

Syntax

public interface IBoundaries

Public Interface IBoundaries

public interface class IBoundaries

type IBoundaries =  interface end

The FeynmanKacIBoundaries type exposes the following members.

Methods

	Name	Description
	LeftBoundaries	Returns the coefficient values of the left boundary conditions. There are numLeftBounds conditions specified at the left end, $x_{\min}$ . The left boundary conditions are $a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\min},\, 1 \le i \le \text{numLeftBounds}.$
	RightBoundaries	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 $a_i(x,t)f+b_i(x,t)f_x+c_i(x,t)f_{xx} = d_i(x,t),\, x=x_{\max},\, 1 \le i \le \text{numRightBounds}.$
	Terminal	Returns the terminal condition value.