Numerical and theoretical considerations for sensitivity calculation of discontinuous flow

Numerical and theoretical considerations for sensitivity calculation of discontinuous ow

Linearization of 1-D Euler equations about a discontinuous solution is discussed from both the theoretical and numerical point of view. Estimates for the norm of the solution of the linearized system are shown to be valid for the case presented. Numerically, the linearization is performed following the guidelines of tangent linear model and sensitivities with respect to a ow parameter are compu...

Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options

Option valuation has been a challenging issue of financial engineering and optimization for a long time. The increasing complexity of market conditions requires utilization of advanced models that, commonly, do not lead to closed-form solutions. Development of novel numerical procedures, which prove to be efficient within various option valuation problems, is therefore worthwhile. Notwithstan...

Thermal Analysis of Shell-Side Flow of Shell-and-Tube Heat Exchanger Using Experimental and Theoretical Methods

In this paper the thermal behavior of the shell-side flow of a shell-and-tufe heat exchanger has been studied using theoretical and experimental methods. The experimental method Provided the effect of the major parameters of the shell-side flow on thermal energy exchange. In the numerical method, besides the effect of the major paramerers, the effect of different geometric parameters and Re on ...

Numerical Study of Non - Equilibrium Air Dissociation For Calculation of Electron Density in Hypersonic Flow

Numerical modelling of induced rip currents by discontinuous submerged breakwaters

Submerged breakwaters are one of the shore protective structures. Any discontinuity in these breakwaters causes changes on current parameters including speed and water surface profile. In this paper, discontinuous submerged breakwaters were modelled to investigate the changes in the wave and flow pattern.To investigate the phenomenon, three models including a shore with constant slope, a shore ...