Sökning: "adjoint mode"
Hittade 5 uppsatser innehållade orden adjoint mode.
1. Inverse Atmospheric Dispersion Modeling in Complex Geometries
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : In the event of a radioactive release in an urban environment the consequent response mustbe swift and precise. As soon as first responders have correct information, they can make anaccurate risk assessment. However, if the position, release rate and time of the radioactiverelease is unknown it is hard to know how the pollutant will spread. LÄS MER
2. Efficient Barrier Option Greeks using Automatic Differentation
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Automatic Differentiation (AD) is an effective method for calculation of derivatives. It can evaluate an unlimited number of derivatives to a fixed cost relative to the computing time of the original function. The AD technique is used in many fields for large and complex calculations in order to get accurate values of derivatives fast. LÄS MER
3. Model-Based Output-Only Identication of Coupled Thermoacoustic Modes
Master-uppsats, KTH/MWL Marcus Wallenberg LaboratorietSammanfattning : A model-based output-only method for identifying from time-series data the parameters that determine the dynamics of a stochastically forced thermoacoustic oscillator has previously been implemented in the case of a single standing thermoacoustic mode. This thesis presents an extension of the method in question to two coupled standing modes at the same frequency. LÄS MER
4. Efficient Sensitivity Analysis using Algorithmic Differentiation in Financial Applications
Master-uppsats, KTH/Matematisk statistikSammanfattning : One of the most essential tasks of a financial institution is to keep the financial risk the institution is facing down to an acceptable level. This risk can for example be incurred due to bought or sold financial contracts, however, it can usually be dealt with using some kind of hedging technique. LÄS MER
5. Development of Resistive MHD Code in Cylindrical Geometry and its Applications on EXTRAP T2R
Master-uppsats, KTH/FusionsplasmafysikSammanfattning : A resistive magnetohydrodynamic (MHD) code is presented in detail for a cylindrical plasma column surrounded by a perfect conducting wall. The objective is to develop a full eigenvalue problem solver with resistive wall type boundary conditions that can be integrated into the feedback control algorithms of the EXTRAP T2R reversed field pinch (RFP). LÄS MER