feynman_kac_2d_test, a C code which calls feynman_kac_2d() to demonstrate the use of the Feynman-Kac algorithm to solve Poisson's equation in a 2D ellipse by averaging stochastic paths to the boundary.
The computer code and data files described and made available on this web page are distributed under the MIT license
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.