29 May 2012 11:37:39 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.

29 May 2012 11:43:05 AM