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Monte-Carlo valuation engines can generate pathwise sensitivities of a derivative value with respect to a high-dimensional vector of model primitives. Hedge ratios with respect to market instruments are then linked to these primitive…
Recent progress in PDE constrained optimization on shape manifolds is based on the Hadamard form of shape derivatives, i.e., in the form of integrals at the boundary of the shape under investigation, as well as on intrinsic shape metrics.…
In soft matter systems the local displacement field can be accessed directly by video microscopy enabling one to compute local strain fields and hence the elastic moduli using a coarse-graining procedure. We study this process for a simple…
In this paper, we derive a new drift-kinetic method for estimating gradients in the plasma properties through a velocity space distribution at a single point. The gradients are intrinsically related to agyrotropic features of the…
An automated algorithm to construct island divertors for stellarators is presented and is used to find divertors that meet heat flux requirements determined by engineering and material limits. The algorithm uses just two initial conditions:…
Magnetic droplets obtained by induced phase separation in a magnetic colloid show a large variety of shapes when exposed to an external field. However, the description of shapes is often limited. Here we formulate an algorithm based on…
Most quasisymmetric stellarators to date have been designed by numerically optimizing the plasma boundary shape to minimize symmetry-breaking Fourier modes of the magnetic field strength $B$. At high aspect ratio, a faster approach is to…
One aim of dimensionality reduction is to discover the main factors that explain the data, and as such is paramount to many applications. When working with high dimensional data, autoencoders offer a simple yet effective approach to learn…
Tolerancing of assembly mechanisms is a major interest in the product life cycle. One can distinguish several models with growing complexity, from 1-dimensional (1D) to 3-dimensional (3D) (including form deviations), and two main…
A variational method is used to derive a self-consistent macro-particle model for relativistic electromagnetic kinetic plasma simulations. Extending earlier work [E. G. Evstatiev and B. A. Shadwick, J. Comput. Phys., vol. 245, pp. 376-398,…
Three-dimensional (3D) etching of materials by plasmas is an ultimate challenge in microstructuring applications. A method is proposed to reach a controllable 3D structure by using masks in front of the surface in a plasma etch reactor in…
The nonlinear space-charge effects in a high intensity or high brightness accelerator can have a significant impact on the beam properties through the accelerator. These effects are included in the accelerator design via self-consistent…
In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…
In the simulation of biological molecules, it is customary to impose constraints on the fastest degrees of freedom to increase the time step. The evaluation of the involved constraint forces must be performed in an efficient manner, for…
The design of any large stellarator requires a plan for the removal of the particles and heat that are exhausted across the plasma edge. This is called the divertor problem, for the particle exhaust must be diverted into pumping chambers.…
It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…
A new method to obtain the radial profile of the magnetic perturbation in a toroidal force-free plasma having circular cross section is developed. The method is quite general and can be applied to any circular low-beta plasma once suitable…
In this paper a general approach to reconstruct three dimensional field solutions in particle accelerator magnets from distributed magnetic measurements is presented. To exploit the locality of the measurement operation a special…
This paper describes the surface environment of the dense plasma arcs that damage rf accelerators, tokamaks and other high gradient structures. We simulate the dense, non-ideal plasma sheath near a metallic surface using Molecular Dynamics…
The design and later use of modern spectropolarimeters and magnetographs require a number of tolerance specifications that allow the developers to build the instrument and then the scientists to interpret the data accuracy. Such…