The main goal was to refactorize and integrate a code interacting with a FPGA (Field Programmable Gate Array) dispositive. The code performance and the interaction with the user was improved. Later on, this code was used in the investigation and developing tasks. This improved code was later used in the investigation and development of other tasks.
Investigation and implementation of Monte Carlo simulations in finance and fluid dynamics, using the improved code mentioned above. Monte Carlo simulations use random numbers to numerically solve problems that are too difficult to solve with conventional analytical methods, problems such as fluid dynamics, where there is not an analytical solution.
Skills used: C++, Python, Microsoft Project, LaTex, OpenFoam