feynman_kac_1d_test, a Fortran90 code which calls feynman_kac_1d(), which demonstrates the use of the Feynman-Kac algorithm to solve Poisson's equation in a 1D interval by averaging stochastic paths to the boundary.
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feynman_kac_1d, a Fortran90 code which demonstrates the use of the Feynman-Kac algorithm to solve Poisson's equation in a 1D interval by averaging stochastic paths to the boundary.