PDC Technical Reports

Note that the ISSN for the reports is 1401-2731.

On Spectral Laws of 2D-Turbulence in Shell Models
P. Frick & E. Aurell
TRITA-PDC Report 1993:1
ISRN KTH/PDC/R--93/1--SE

Self-Preservation of large-Scale Stuctures in Burgers' Turbulence
E. Aurell, S.N. Gurbatov & I.I. Wertgeim
TRITA-PDC Report 1993:2
ISRN KTH/PDC/R--93/2--SE

Optimization of a Hierarchical Tree-Model of 2D-Turbulence
E. Aurell & P. Frick
TRITA-PDC Report 1993:3
ISRN KTH/PDC/R--93/3--SE

Fast Parallel Legendre Transforms
E. Aurell & I. Wertgeim
TRITA-PDC Report 1993:4
ISRN KTH/PDC/R--93/4--SE

Hierarchical Tree-Model of 2D-Turbulence
E. Aurell, P. Frick & V. Shaidurov
TRITA-PDC Report 1994:1
ISRN KTH/PDC/R--94/1--SE

Option Pricing & Partial Hedging: Theory of Polish Options
E. Aurell & K. Zyczkowski
TRITA-PDC Report 1995:1
ISRN KTH/PDC/R--95/1--SE

Entropy and Atomic Transport in Condensed Matter
M. Dzugutov
TRITA-PDC Report 1996:1
ISRN KTH/PDC/R--96/1--SE

Numerical Proof of Self-Similarity in Burgers' Turbulence
E. Aurell, S.N. Gurbatov & S.I. Simdyankin
TRITA-PDC Report 1996:2
ISRN KTH/PDC/R--96/2--SE

Genetic Programming and Analysis of High-Frequency Financial Data
P. Madjidi
TRITA-PDC Report 1996:3
ISRN KTH/PDC/R--96/3--SE

Gravitational Instability of Salt Layer and Relic Slab: Numerical Experiments
A.T. Ismail-Zadeh & B.M. Naimark
TRITA-PDC Report 1996:4
ISRN KTH/PDC/R--96/4--SE

Models of Passive and Reactive Tracer Motion: An Application of ITO Calculus
P.M. Ginanneschi
TRITA-PDC Report 1996:5
ISRN KTH/PDC/R--96/5--SE

Option Pricing and Hedging Beyond Black-Scholes
E. Aurell, J. Bouchaud, M. Potters & K. Zyczkowski
TRITA-PDC Report 1996:6
ISRN KTH/PDC/R--96/6--SE

Fast Aperture Algorithms in One and More Dimensions
P.M. Ginanneschi
TRITA-PDC Report 1996:7
ISRN KTH/PDC/R--96/7--SE

Bifractality of the Devil's Staircase Appearing in the Burgers Equation with Brownian Initial Velocity
E. Aurell, U. Frisch, A. Noullez & M. Blank
TRITA-PDC Report 1996:8
ISRN KTH/PDC/R--96/8--SE

The Correlation Coefficient in Burgers' Turbulence
G.V. Pasmanik
TRITA-PDC Report 1996:9
ISRN KTH/PDC/R--96/9--SE

The Particles-Based Approach for Solving the 2-D System of Pressureless Gas Dynamics
Y.G. Rykov
TRITA-PDC Report 1996:10
ISRN KTH/PDC/R--96/10--SE

Pricing Risky Options Simply
E. Aurell & S.I. Simdyankin
TRITA-PDC Report 1996:11
ISRN KTH/PDC/R--96/11--SE

On the Decay of Burgers Turbulence
S.N. Gurbatov, S.I. Simdyankin, E. Aurell, U. Frisch & G. Tóth
TRITA-PDC Report 1996:12
ISRN KTH/PDC/R--96/12--SE

Wavelet Analysis of Foreign Exchange Data
D. Galyagin
TRITA-PDC Report 1996:13
ISRN KTH/PDC/R--96/13--SE

The Decay of Pulses with Complex Structure According to Burgers' Equation
S.N. Gurbatov, B.O. Enflo & G.V. Pasmanik
TRITA-PDC Report 1996:14
ISRN KTH/PDC/R--96/14--SE

On the Mass Transport by a Burgers Velocity Field
P.M. Ginanneschi
TRITA-PDC Report 1997:1
ISRN KTH/PDC/R--97/1--SE

A Fast Algorithm for the 2D System of Gas Dynamics without Pressure
A. Sobolevsky
TRITA-PDC Report 1997:2
ISRN KTH/PDC/R--97/2--SE

Bid Frequency Analysis in Liquid Markets
E. Aurell & J. Hemmingsson
TRITA-PDC Report 1997:3
ISRN KTH/PDC/R--97/3--SE

Binary Tree Midols of High Reynolds Turbulence
E. Aurell, E. Dormy & P. Frick
TRITA-PDC Report 1997:4
ISRN KTH/PDC/R--97/4--SE

Evolution of Trading Rules for the FX Market or How to Make Money Out of GP
H. Jonsson, P. Madjidi & M.G. Nordahl
TRITA-PDC Report 1997:5
ISRN KTH/PDC/R--97/5--SE

Three-Dimensionalc Numerical Modelling of Basin Information
T. Ismail-Zadeh, B. M. Naimark, A. P. Suetov, I. A. Tsepelev & A. I. Korotkii
TRITA-PDC Report 1997:6
ISRN KTH/PDC/R--97/6--SE

The Devonian to Permian Subsidence Mechanisms in Basins of the East-European Platform
T. Ismail-Zadeh
TRITA-PDC Report 1997:7
ISRN KTH/PDC/R--97/7--SE

Cascade and Dynamo Action in a Shell Model of Magnetohydrodynamical Turbulence
P. Frick & D. Solokoff
TRITA-PDC Report 1997:8
ISRN KTH/PDC/R--97/8--SE

Using Agent-Based Software for Scientific Computing in the Netsolve System
H.Casanova & J.Dongarra
TRITA-PDC Report 1997:9
ISRN KTH/PDC/R--97/9--SE

Yee_bench - A PDC Benchmark Code
Ulf Andersson
TRITA-PDC Report 2002:1
ISRN KTH/PDC/R--02/1--SE

Case Study: Computational Physics - The Molecular Dynamics Method
Sergei I. Simdyankin & Mikhail Dzugutov
TRITA-PDC Report 2003:1
ISRN KTH/PDC/R--03/1--SE

The GemsTD Benchmark Suite
Ulf Andersson
TRITA-PDC Report 2003:2
ISRN KTH/PDC/R--03/2--SE

Datalagring i en beräkningsmiljö - Terminologi och teknik
Per Ekman
TRITA-PDC Report 2004:1
ISRN KTH/PDC/R--04/1--SE

Introduction to High-Performance Computing - material for the PDC Summer School 2005
Ulf Andersson (editor)
TRITA-PDC Report 2005:1
ISRN KTH/PDC/R--05/1--SE