Leader of the group Scientific Computing: Daan Crommelin.

The world is full of uncertainties. Being able to assess those uncertainties and their impact on predictions is critical for many real-world problems. Our research group works to investigate and develop methods that contribute to a better understanding of hard-to-predict developments in vital areas such as climate, energy, and finance. It’s all about finding efficient mathematical solutions for complex problems and thereby increasing understanding. With the computational methods we develop, it is possible to quantify the range of potential outcomes of systems that are extremely difficult to predict, enabling better forecasting. Our work is targeted in particular at applications in energy systems, finance and climate science. We always aim to make the connection between fundamental research and practical application.








Instable blood supply may help healthy cells compete with tumor cells

Instable blood supply may help healthy cells compete with tumor cells

Researchers of CWI’s Scientific Computing group have found that instabilities in the blood supply in cancerous tissue can, surprisingly, lead to a less favorable environment for tumor cells. Their findings shed light on the potential negative side effects of current treatments that aim to actually normalize the blood supply in cancerous tissues.

Instable blood supply may help healthy cells compete with tumor cells - Read More…

Better estimation of financial risks possible with maths

Better estimation of financial risks possible with maths

Due to the recent financial crisis, the requirements imposed on banks have been made stricter. Banks must model the credit risk of the counterparties now in their portfolios, for instance. A measure for this is the credit value adjustment (CVA): the difference between the value of a portfolio without credit risk and the value if a possible bankruptcy of the counterparty is included. Qian Feng modelled CVAs and designed a new algorithm that can help banks estimate the risks precisely, so they can take appropriate measures if necessary.

Better estimation of financial risks possible with maths - Read More…

The Netherlands’ smallest supercomputer is here

The Netherlands’ smallest supercomputer is here

A team of Dutch scientists has built a supercomputer the size of four pizza boxes. The Little Green Machine II has the computing power of 10,000 PCs and will be used by researchers in oceanography, computer science, artificial intelligence, financial modeling and astronomy. CWI researchers Joost Batenburg and Kees Oosterlee, who were part of the development team, will use the machine for computational imaging and machine learning for time series respectively. The computer is based at Leiden University (the Netherlands) and developed with help from IBM.

The Netherlands’ smallest supercomputer is here - Read More…


Associated Members


Current projects with external funding

  • Accurate prediction of slugs in multiphase pipe flow simulation for improved oil and gas production
  • Geometric Structure and Data Assimilation
  • Non-destructive 3D spectral imaging: applications in the poultry industry
  • Probabilistic Uncertainty Assessments in Energy-Related Problems
  • Realibilty and Robustness of Power Grids with Uncertain Generation
  • Stochastic models for unresolved scales in geophysical flows
  • Towards cloud-resolving climate simulations
  • Uncertainty Quantication in Hydraulic Fracturing using Multi-Level Monte Carlo and Multigrid
  • Excellence in Uncertainty Reduction of Offshore Wind Systems (EUROS)
  • Efficient numerical methods for deformable porous media. Application to carbon dioxide storage (PORO SOS)
  • Rare Event Simulation for Climate Extremes (RESClim)
  • Sloshing of Liquefied Natural Gas: subproject Variability (14-10-project2) (SLING)
  • Applied mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)

Related partners

  • FOM
  • Meyn Food Processing Technology B.V.
  • Shell, Amsterdam
  • Vortech
  • Rijksuniversiteit Groningen
  • Technische Universiteit Eindhoven
  • Technische Universiteit Delft