Automation of the Continuous Integration (CI) - Continuous Delivery/Deployment (CD) Software Development

Continuous Integration (CI) is a practice in software development where developers periodically merge code changes in a central shared repository, after which automatic versions and tests are executed. CI entails an automation component (the target of this project) and a cultural one, as developers have to learn to integrate code periodically. The main goal of CI is to reduce the time to feedback over the software integration process, allowing to locate and fix bugs more easily and quickly, thus enhancing it quality while reducing the time to validate and publish new soIn traditional software development, where teams of developers worked on the same project in isolation, often led to problems integrating the resulting code. Due to this isolation, the project was not deliverable until the integration of all its parts, which was tedious and generated errors. The Continuous Integration (CI ) emerged as a practice to solve the problems of traditional methodology, with the aim of improving the quality of the code. This thesis sets out what is it and how Continuous Integration is achieved, the principles that makes it as effective as possible and the processes that follow as a consequence, to thus introduce the context of its objective: the creation of a system that automates the start-up and set-up of an environment to be able to apply the methodology of continuous integration

On phenomenon of scattering on resonances associated with discretisation of systems with fast rotating phase

Numerical integration of ODEs by standard numerical methods reduces a continuous time problems to discrete time problems. Discrete time problems have intrinsic properties that are absent in continuous time problems. As a result, numerical solution of an ODE may demonstrate dynamical phenomena that are absent in the original ODE. We show that numerical integration of system with one fast rotating phase lead to a situation of such kind: numerical solution demonstrate phenomenon of scattering on resonances that is absent in the original system.Comment: 10 pages, 5 figure

Stochastic integration for uncoupled continuous-time random walks

Continuous-time random walks are pure-jump processes with several applications in physics, but also in insurance, finance and economics. Based on heuristic considerations, a definition is given for the stochastic integral driven by continuous-time random walks. The martingale properties of the integral are investigated. Finally, it is shown how the definition can be used to easily compute the stochastic integral by means of Monte Carlo simulations.Continuous-time random walks; models of tick-by-tick financial data; stochastic integration

Mimetic Finite Difference methods for Hamiltonian wave equations in 2D

In this paper we consider the numerical solution of the Hamiltonian wave equation in two spatial dimension. We use the Mimetic Finite Difference (MFD) method to approximate the continuous problem combined with a symplectic integration in time to integrate the semi-discrete Hamiltonian system. The main characteristic of MFD methods, when applied to stationary problems, is to mimic important properties of the continuous system. This approach, associated with a symplectic method for the time integration yields a full numerical procedure suitable to integrate Hamiltonian problems. A complete theoretical analysis of the method and some numerical simulations are developed in the paper.Comment: 26 pages, 8 figure