feynman_kac_1d_test

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.

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 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.

Source Code:

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