>> version1 05-Aug-2012 08:12:42 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 100 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 0.952496 1.000000 0.047504 41 -1.600000 -0.200000 0.711940 0.726149 0.014209 285 -1.600000 0.200000 0.687231 0.726149 0.038919 312 -1.600000 0.600000 0.967433 1.000000 0.032567 34 -1.600000 1.000000 1.000000 1.000000 0.000000 0 -1.200000 -1.000000 1.000000 1.000000 0.000000 0 -1.200000 -0.600000 0.718351 0.755784 0.037433 278 -1.200000 -0.200000 0.501625 0.548812 0.047186 542 -1.200000 0.200000 0.513423 0.548812 0.035389 512 -1.200000 0.600000 0.682445 0.755784 0.073339 317 -1.200000 1.000000 1.000000 1.000000 0.000000 0 -0.800000 -1.000000 1.000000 1.000000 0.000000 0 -0.800000 -0.600000 0.592232 0.618783 0.026551 441 -0.800000 -0.200000 0.446727 0.449329 0.002602 655 -0.800000 0.200000 0.457741 0.449329 0.008412 546 -0.800000 0.600000 0.585502 0.618783 0.033281 423 -0.800000 1.000000 1.000000 1.000000 0.000000 0 -0.400000 -1.000000 1.000000 1.000000 0.000000 0 -0.400000 -0.600000 0.533745 0.548812 0.015067 494 -0.400000 -0.200000 0.390368 0.398519 0.008151 791 -0.400000 0.200000 0.420836 0.398519 0.022317 686 -0.400000 0.600000 0.512429 0.548812 0.036383 557 -0.400000 1.000000 1.000000 1.000000 0.000000 0 0.000000 -1.000000 0.976838 1.000000 0.023162 13 0.000000 -0.600000 0.510693 0.527292 0.016599 547 0.000000 -0.200000 0.383872 0.382893 0.000979 743 0.000000 0.200000 0.355223 0.382893 0.027670 844 0.000000 0.600000 0.502044 0.527292 0.025248 552 0.000000 1.000000 0.987089 1.000000 0.012911 4 0.400000 -1.000000 1.000000 1.000000 0.000000 0 0.400000 -0.600000 0.526617 0.548812 0.022195 508 0.400000 -0.200000 0.397927 0.398519 0.000592 690 0.400000 0.200000 0.359061 0.398519 0.039458 851 0.400000 0.600000 0.576209 0.548812 0.027398 398 0.400000 1.000000 1.000000 1.000000 0.000000 0 0.800000 -1.000000 1.000000 1.000000 0.000000 0 0.800000 -0.600000 0.599024 0.618783 0.019759 410 0.800000 -0.200000 0.387742 0.449329 0.061587 772 0.800000 0.200000 0.397308 0.449329 0.052021 732 0.800000 0.600000 0.560314 0.618783 0.058469 432 0.800000 1.000000 1.000000 1.000000 0.000000 0 1.200000 -1.000000 1.000000 1.000000 0.000000 0 1.200000 -0.600000 0.735939 0.755784 0.019845 234 1.200000 -0.200000 0.543424 0.548812 0.005387 437 1.200000 0.200000 0.524442 0.548812 0.024369 533 1.200000 0.600000 0.747727 0.755784 0.008056 215 1.200000 1.000000 1.000000 1.000000 0.000000 0 1.600000 -1.000000 1.000000 1.000000 0.000000 0 1.600000 -0.600000 0.963979 1.000000 0.036021 23 1.600000 -0.200000 0.722675 0.726149 0.003474 241 1.600000 0.200000 0.727074 0.726149 0.000925 232 1.600000 0.600000 0.970016 1.000000 0.029984 37 1.600000 1.000000 1.000000 1.000000 0.000000 0 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 RMS absolute error in solution = 0.031656 FEYNMAN_KAC_2D: Normal end of execution. Elapsed time is 1.936539 seconds. 05-Aug-2012 08:12:44 >>