Leader of the group Scientific Computing and Control Theory (MAC2): Kees Oosterlee 

At present, the group covers four research areas:

• Computational Energy Systems
• Computational Finance
• Computational Imaging
• Control and System Theory

This group is part of the cluster Modelling, Analysis and Computing (MAC).

Objectives and research area.

Scientific Computing relates to the robust and efficient numerical solution of mathematical equations on state-of-the-art hardware. Advanced discretization and solution methods are developed to handle a next generation of applied problems.  The emphasis has been on problems in electrical engineering, ship hydrodynamics, and is currently on computational energy systems (sustainable energy), with a focus on nonlinear partial differential equations (PDEs), optimisation of designs with PDE constraints, as well as on economic decision-making and financial engineering. This latter research topic is at the intersection of numerics and stochastics. Here, the treatment of integral equations by spectral methods is of particular interest.

Computerized Tomography has become an active research topic with the recent arrival of Joost Batenburg in this group.  The mathematics of the related inverse problems is now also an area of active interest. With Batenburg's research working relations with the computer science groups within CWI, like Visualization and 3D Interfaces, have been established.

Control and System Theory is primarily motivated by control problems from engineering and biology (mechanical and manufacturing systems, communication and biochemical reaction networks).  Research focuses on fundamental control and realization problems for hybrid systems, discrete-event systems, rational positive systems, and nonlinear stochastic systems. In addition, research has been done on computational topology for dynamical and hybrid systems. Common research with the scientific computing group is on a mathematical formulation of the optimal control of dike height to balance the expected cost of flooding and dike increases.

Strategy

This research group will continue to develop efficient numerical techniques for challenging problems from science and engineering. One focus will be on applications in which stochastics and numerics play an important role. Another focus will be on numerical techniques for inverse problems and optimal design.

From the application side, computational energy systems will play a central role. Computing will take place more and more on graphics processing units in the group.  Within Control and System Theory, the research focus in the coming years is on control of distributed systems with applications in engineering, and on system theory and system identification for systems biology and biotechnology.  The potential benefits of Scientific Computing and Control are still enormous. Simulation, design and control are desired for ever more realistic problems.