static void Main(string[] args) { // var modelConfig = Examples.Normal1(); var modelConfig = Examples.BlackScholes1(); Func <double, double> p_upper = x0 => { return(.0); }; Func <double, double> p_lower = x0 => { return(.0); }; var fokkerPlanck = new FokkerPlanck(modelConfig, p_upper, p_lower); var p = fokkerPlanck.Solve(); Helpers.WriteToFile(p, String.Format("density_{0}.csv", modelConfig.Name), fokkerPlanck.T, fokkerPlanck.X); }