21-Jan-2019 19:11:55

FEYNMAN_KAC_2D_TEST:
  MATLAB version
  Test FEYNMAN_KAC_2D.
21-Jan-2019 19:11:55

FEYNMAN_KAC_2D:
  MATLAB version.

  Program parameters:

  The calculation takes place inside a 2D ellipse.
  A rectangular grid of points will be defined.
  The solution will be estimated for those grid points
  that lie inside the ellipse.

  Each solution will be estimated by computing 10000 trajectories
  from the point to the boundary.

    (X/A)^2 + (Y/B)^2 = 1

  The ellipse parameters A, B are set to:

    A = 2.000000
    B = 1.000000
  Stepsize H = 0.001000

  X coordinate marked by 11 points
  Y coordinate marked by 6 points

        X             Y             W             W             Error    Average
                                    approx        exact                    Steps

     -2.000000     -1.000000      1.000000      1.000000      0.000000         0
     -2.000000     -0.600000      1.000000      1.000000      0.000000         0
     -2.000000     -0.200000      1.000000      1.000000      0.000000         0
     -2.000000      0.200000      1.000000      1.000000      0.000000         0
     -2.000000      0.600000      1.000000      1.000000      0.000000         0
     -2.000000      1.000000      1.000000      1.000000      0.000000         0
     -1.600000     -1.000000      1.000000      1.000000      0.000000         0
     -1.600000     -0.600000      0.970409      1.000000      0.029591        23
     -1.600000     -0.200000      0.714988      0.726149      0.011161       268