Essays about: "Differential Equation Algorithm"
Showing result 1 - 5 of 19 essays containing the words Differential Equation Algorithm.
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1. Line Distance Protection in Power Grids with Variable Renewable Energy Sources : An Investigation on Time Domain Distance Protection via Parameter Estimation
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Variable renewable energy sources typically connect to the power grid through power electronic interfaces. Increased use of such sources can cause issues for conventional distance protection. READ MORE
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2. On the Modelling of Stochastic Gradient Descent with Stochastic Differential Equations
University essay from Uppsala universitet/Analys och partiella differentialekvationerAbstract : Stochastic gradient descent (SGD) is arguably the most important algorithm used in optimization problems for large-scale machine learning. Its behaviour has been studied extensively from the viewpoint of mathematical analysis and probability theory; it is widely held that in the limit where the learning rate in the algorithm tends to zero, a specific stochastic differential equation becomes an adequate model of the dynamics of the algorithm. READ MORE
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3. GPU-Accelerated Monte Carlo Geometry Processing for Gradient-Domain Methods
University essay from Linköpings universitet/Medie- och Informationsteknik; Linköpings universitet/Tekniska fakultetenAbstract : This thesis extends the utility of the Monte Carlo approach to PDE-based methods presented in the paper Monte Carlo Geometry Processing. In particular, we implement this method on the GPU using CUDA, and investigate more viable methods of estimating the source integral when solving Poisson’s equation with intricate source terms. READ MORE
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4. Comparative Analysis of Adaptive Domain Decomposition Algorithms for a Time-Spectral Method
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Time-spectral solvers for partial differential equations (PDE) have been explored in various forms during the last few decades. The generalized weighted residual method (GWRM) is one such method with a high accuracy and efficiency. The GWRM has so far been implemented almost exclusively with a uniform grid of subdomains in the spatial domain. READ MORE
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5. Monte Carlo Path Simulation and the Multilevel Monte Carlo Method
University essay from Umeå universitet/Institutionen för fysikAbstract : A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). READ MORE
