14-May-2025 23:35:34

feynman_kac_1d_test():
  MATLAB/Octave version 6.4.0
  Test feynman_kac_1d().

feynman_kac_1d():
  MATLAB/Octave version 6.4.0

  The calculation takes place inside an interval.
  The solution will be estimated at NG points
  on a regular spaced grid within the interval.
  Each solution will be estimated by computing 10000 trajectories
  from the point to the boundary.

    (X/A)^2 = 1

  The interval parameter A is:

    A = 2

  Path stepsize H = 0.01
  The random number generator being used is rand().

  X coordinate discretized by 23 points

     I     K       X           W exact      W Approx        Error      Ave Steps  Test

     0     1          -2.2             1             1             0         0     -0.84
     1     2            -2             1      0.947686     0.0523136        21         0
     2     3          -1.8      0.826959      0.829623    0.00266381        73      0.76
     3     4          -1.6      0.697676      0.697296   0.000380782       144      1.44
     4     5          -1.4      0.600496      0.599834   0.000662012       206      2.04
     5     6          -1.2      0.527292      0.522085    0.00520732       259      2.56
     6     7            -1      0.472367      0.465893    0.00647402       309         3
     7     8          -0.8      0.431711      0.432419   0.000708364       334      3.36
     8     9          -0.6      0.402524      0.400881    0.00164354       365      3.64
     9    10          -0.4      0.382893      0.387785    0.00489201       377      3.84
    10    11          -0.2      0.371577      0.369544    0.00203245       397      3.96
    11    12             0      0.367879      0.367164   0.000715346       399         4
    12    13           0.2      0.371577      0.370834   0.000743162       394      3.96
    13    14           0.4      0.382893      0.381106     0.0017872       389      3.84
    14    15           0.6      0.402524      0.404063    0.00153907       359      3.64
    15    16           0.8      0.431711      0.429842    0.00186874       337      3.36
    16    17             1      0.472367      0.473849    0.00148272       298         3
    17    18           1.2      0.527292      0.526995   0.000297042       253      2.56
    18    19           1.4      0.600496      0.599031    0.00146499       204      2.04
    19    20           1.6      0.697676      0.695172    0.00250439       144      1.44
    20    21           1.8      0.826959      0.826673   0.000286576        76      0.76
    21    22             2             1      0.947168     0.0528324        20         0
    22    23           2.2             1             1             0         0     -0.84
Elapsed time is 1132.26 seconds.

  RMS absolute error in solution = 0.0164126

feynman_kac_1d_test():
  Normal end of execution.

14-May-2025 23:54:26