A numerical Fourier cosine method for forward backward stochastic differential equations with jumps

In financial and egineering problems, we are often faced with solving Partial-Integro Differential Equations (PIDEs). Rarely we can find an analytic solution in a closed form expression for these PIDEs, hence we turn to numerical schemes to accurately approximate the solution instead. Classically these methods are based on finite difference...

Bi-Static Sense and Avoid System for Drones (BiSAD) – The transmitter

Wings for Aid is a company which develops an airborne aid-delivery system in emergency-struck areas and wants to use the radar system of Selfly to make an autonomously flying system. The goal of this project is to optimise the current ground-based radar system of Selfly for this application. This is done through the design of a Bi-static radar...