Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Adjoint Equation"”.
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Sensitivities in Option Pricing Models
… the unknown parameters of the pricing equation from the values quoted from the market. We formulate the inverse problem as a minimization problem for an appropriate cost function to minimize the difference between the solution of the model and the market observations. Efficient gradient …
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Two-state systems with non-Markovian thermal and squeezed quantum noise inputs
… Our approach to these problems is based on the adjoint equation, which describes the evolution of a quantum stochastic density operator. This equation is amenable to solution by ordinary stochastic methods, of which numerical simulation plays the most significant role in our calculations. The …
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Shape optimization theory and applications in hydrodynamics
… boundary conditions and the Laplace's governing equation is adjoined to the objective functional to construct the Lagrangian, the dependence of the state on the control is disconnected and they are treated as independent variables; whereas in the first approach, dependences are preserved for the …
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The Computational Kleinman-Newton Method in Solving Nonlinear Nonquadratic Control Problems
This thesis deals with non-linear non-quadratic optimal control problems in an autonomous system and a related iterative numerical method, the Kleinman-Newton method, for solving the problem. The thesis proves the local convergence of Kleinman-Newton method using the contraction mapping theorem and …