feynman_kac_2d_test

feynman_kac_2d_test, a C++ code which calls feyman_kac_2d(), 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.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

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.

Source Code:

• feynman_kac_2d_test.sh, runs all the tests.
• feynman_kac_2d_test.txt, the output file.