feynman_kac_1d_test


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

Licensing:

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

Related Data and Programs:

feynman_kac_1d, a MATLAB 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.

Source Code:


Last revised on 18 January 2019.