Kees Oosterlee will be installed as a professor at the TU Delft (TUD) with his inaugural speech: "Met sprongen". His focus is on engineering problems, such as problems in computational finance that require heavy and fast computation. One of the examples of his research is the development of numerical methods in credit portfolio loss modelling.

Oosterlee works since October 2007 one day in the week as a full professor at the TUD. At CWI, Oosterlee works four days a week as a senior researcher in the Scientific Computing and Control Theory group (MAS2), in the field of numerical analysis and computational science and engineering.

He is specialized in an efficient method - the multigrid method - which employs different problem scales or 'hierarchies' during the solution process. Oosterlee will concentrate his research at the TU Delft on the efficient combination of deterministic and stochastic solution methods.

Location: TUD, Aula Congress Centre.

Time: 15.00 uur