Description
Leader of the group Scientific Computing: Benjamin Sanderse.
The Scientific Computing group at CWI develops efficient mathematical methods to simulate and predict real-world phenomena with inherent uncertainties. Such uncertainties arise from e.g. uncertain model parameters, chaotic dynamics or intrinsic randomness, and can have major impact on model outputs and predictions. Our work is targeted in particular at applications in climate, energy, and finance. In these vital areas, the ability to assess uncertainties and their impact on model predictions is of paramount importance. Expertise in the SC group includes uncertainty quantification, reduced order modeling, data assimilation, and stochastic multiscale modeling. The availability of data to inform and improve simulations and predictions, for example through learning and data-driven modeling, plays an important role in our research.
The SC group organizes the seminar on Machine Learning and Uncertainty Quantification in Scientific Computing.
Vacancies
No vacancies currently.
News
New Shell-CWI project to improve CO2 transport simulations
To help reduce global warming, transport of CO2 for underground storing should be optimized. CWI will develop new mathematical modelling techniques to improve this, in a new research project in collaboration with Shell.
Researchers find substantial uncertainties in Covid-19 pandemic simulations
Computer modelling to forecast Covid-19 mortality contains significant uncertainty in its predictions, according to an international study led by researchers at UCL and CWI. Their article was published in Nature Computational Science on 22 February.
Multiple simulations best for Covid-19 predictions
Computer modelling used to forecast Covid-19 mortality contains significant uncertainty in its predictions, according to a new study led by researchers at UCL and CWI in the Netherlands. This was described in a news item in Nature on 13 November.
Benjamin Sanderse wins Vidi grant to study complex fluid flows
To predict the output of a wind farm, the weather or the blood flow through a heart valve, accurate fluid flow models are needed. CWI researcher Benjamin Sanderse received a Vidi grant from NWO to develop a new generation of such models, based on discrete mathematics.
Members
Associated Members
Publications
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Groen, D, Arabnejad, H, Suleimenova, D, Edeling, W.N, Raffin, E, Xue, Y, … Coveney, P.V. (2023). FabSim3: An automation toolkit for verified simulations using high performance computing. Computer Physics Communications, 283, 108596.1–108596.18. doi:10.1016/j.cpc.2022.108596
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Versluis, D.M, Schoemaker, R, Looijesteijn, E, Muysken, D, Jeurink, P.V, Paques, M, … Merks, R.M.H. (2022). A multiscale spatiotemporal model including a switch from aerobic to anaerobic metabolism reproduces succession in the early infant gut microbiota. mSystems, 7(5), e00446‐22.1–e00446‐22.24. doi:10.1128/msystems.00446-22
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Liu, S, Leitao Rodriguez, Á, Borovykh, A.I, & Oosterlee, C.W. (2022). On a neural network to extract implied information from American options. Applied Mathematical Finance, 28(5), 449–475. doi:10.1080/1350486X.2022.2097099
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Koren, B. (2022). Denker en doener : in memoriam Piet Hemker (1941-2019). Nieuw Archief voor Wiskunde, 23(2), 113–118.
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van Halder, Y. (2022, January 18). Efficient sampling and solver enhancement for uncertainty quantification.
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de Leeuw, B.M. (2021, December 22). On shadowing methods for data assimilation.
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Boonstra, B.C, & Oosterlee, C.W. (2021). Valuation of electricity storage contracts using the COS method. Applied Mathematics and Computation, 410. doi:10.1016/j.amc.2021.126416
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Gugole, F, Coffeng, L.E, Edeling, W.N, Sanderse, B, de Vlas, S.J, & Crommelin, D.T. (2021). Uncertainty quantification and sensitivity analysis of COVID-19 exit strategies in an individual-based transmission model. PLoS Computational Biology, 17(9). doi:10.1371/journal.pcbi.1009355
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Crommelin, D.T, & Edeling, W.N. (2021). Resampling with neural networks for stochastic parameterization in multiscale systems. Physica - D, Nonlinear Phenomena, 422. doi:10.1016/j.physd.2021.132894
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Vassaux, M, Wan, S, Edeling, W.N, & Coveney, P.V. (2021). Ensembles are required to handle aleatoric and parametric uncertainty in molecular dynamics simulation. Journal of Chemical Theory and Computation, 17(8), 5187–5197. doi:10.1021/acs.jctc.1c00526
Current projects with external funding
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Physics based ICT: The digital twin in pipelines (DP-Trans)
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Learning small closure models for large multiscale problems. (None)
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Robust numerical modelling for transient multiphase CO2 transport (SHELL)
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Unravelling Neural Networks with Structure-Preserving Computing (Unravelling Neural Networks)
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Discretize first, reduce next: a new paradigm to closure for fluid flow simulation (Vidi Sanderse)
Related partners
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Shell, Amsterdam
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MeitY
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Technische Universiteit Eindhoven
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Universiteit Leiden