feynman_kac_2d_test, a C code which calls feynman_kac_2d(), which demonstrates the Feynman-Kac algorithm to solve Poisson's equation in a 2D ellipse by averaging stochastic paths to the boundary.
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feynman_kac_2d, a C code which demonstrates the use of the Feynman-Kac algorithm to solve Poisson's equation in a 2D ellipse by averaging stochastic paths to the boundary.