**feynman_kac_1d_test**,
a MATLAB program which
calls feynman_kac_1d() to demonstrate 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 GNU LGPL license.

feynman_kac_1d, a MATLAB program 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.

- feynman_kac_1d.m, calls all the tests.
- feynman_kac_1d.sh, runs all the tests.
- feynman_kac_1d.txt, the output file.