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.
The computer code and data files described and made available on this web page are distributed under the MIT license
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.