Essays about: "adjoint mode"

Found 5 essays containing the words adjoint mode.

  1. 1. Inverse Atmospheric Dispersion Modeling in Complex Geometries

    University essay from Umeå universitet/Institutionen för fysik

    Author : Charlie Pelland; [2022]
    Keywords : atmospheric dispersion modeling; dispersion modeling; invers dispersion modeling; atmospheric dispersion; invers atmospheric dispersion; CFD; computational fluid dynamics; radioactive release; openfoam; CRBN; dry deposition; dry deposition velocity; scavenging effect; wet deposition; optimization model; Reynolds Averaged Navier-Stokes; adjoint mode; time-dependent rain simulation; time-dependent rain; time dependent rain simulation; time dependent rain;

    Abstract : 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. READ MORE

  3. 2. Efficient Barrier Option Greeks using Automatic Differentation

    University essay from Lunds universitet/Matematisk statistik

    Author : Gustav Hedin; [2019]
    Keywords : Automatic Differentiation; Greeks; Barrier Option; Vibrato Monte Carlo; Mathematics and Statistics;

    Abstract : 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. READ MORE

  4. 3. Model-Based Output-Only Identication of Coupled Thermoacoustic Modes

    University essay from KTH/MWL Marcus Wallenberg Laboratoriet

    Author : Michael Kristian Pau; [2017]
    Keywords : ;

    Abstract : 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. READ MORE

  5. 4. Efficient Sensitivity Analysis using Algorithmic  Differentiation in Financial Applications

    University essay from KTH/Matematisk statistik

    Author : Ludvig Lamm; Erik Sunnegårdh; [2015]
    Keywords : ;

    Abstract : 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. READ MORE

  6. 5. Development of Resistive MHD Code in Cylindrical Geometry and its Applications on EXTRAP T2R

    University essay from KTH/Fusionsplasmafysik

    Author : Cristian Gleason-González; [2012]
    Keywords : ;

    Abstract : 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). READ MORE