FeynmanKac.PDEStepControlMethod Enumeration

IMSL .NET Numerical Libraries

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FeynmanKacPDEStepControlMethod Enumeration

Indicates which step control method is used in the integration of the Feynman-Kac PDE.

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

Syntax

public enum PDEStepControlMethod

Public Enumeration PDEStepControlMethod

public enum class PDEStepControlMethod

type PDEStepControlMethod

Members

	Member name	Value	Description
	MethodOfSoederlind	0	Indicates that the step control method by Soederlind is used in the integration.
	MethodOfPetzold	1	Indicates that the step control algorithm of the original Petzold code is used in the integration.

See Also

Reference

Imsl.Math Namespace

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