C 代码 演示费曼-Kac算法的使用 通过平均求解一维区间内的泊松方程 到边界的随机路径.rar

19 January 2020 11:30:35 AM FEYNMAN_KAC_1D: C version. Program parameters: The calculation takes place inside an interval. The solution will be estimated at 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 = 0.0001 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 0.995002 0.0049985 180 0 2 3 -1.8 0.826959 0.82546 0.00149959 7691 0.76 3 4 -1.6 0.697676 0.698553 0.000877146 14161 1.44 4 5 -1.4 0.600496 0.599939 0.000556512 20642 2.04 5 6 -1.2 0.527292 0.527782 0.000489343 25708 2.56 6 7 -1 0.472367 0.471661 0.000706042 30142 3 7 8 -0.8 0.431711 0.430899 0.00081167 33805 3.36 8 9 -0.6 0.402524 0.400942 0.0015822 36707 3.64 9 10 -0.4 0.382893 0.382781 0.000111446 38520 3.84 10 11 -0.2 0.371577 0.371345 0.000231401 39739 3.96 11 12 0 0.367879 0.367065 0.000814064 40145 4 12 13 0.2 0.371577 0.371539 3.75304e-05 39711 3.96 13 14 0.4 0.382893 0.383274 0.000381278 38394 3.84 14 15 0.6 0.402524 0.397937 0.00458714 37109 3.64 15 16 0.8 0.431711 0.431001 0.00070934 33717 3.36 16 17 1 0.472367 0.469081 0.00328521 30278 3 17 18 1.2 0.527292 0.529106 0.00181333 25498 2.56 18 19 1.4 0.600496 0.598789 0.00170609 20501 2.04 19 20 1.6 0.697676 0.702664 0.00498816 14066 1.44 20 21 1.8 0.826959 0.827484 0.000524808 7672 0.76 21 22 2 1 0.995034 0.00496628 213 0 22 23 2.2 1 1 0 0 -0.84 RMS absolute error in solution = 0.00240482 FEYNMAN_KAC_1D: Normal end of execution. 19 January 2020 11:34:38 AM