Description

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.

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News

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…

CWI researcher simulates complex financial developments, from interest rates to the possibility of bankruptcy

CWI researcher simulates complex financial developments, from interest rates to the possibility of bankruptcy

PhD student Alvaro Leitao Rodriguez proposes new methods to tackle complex problems in the financial sector. With these methods, Leitao Rodriguez successfully simulates the movements of the interest rates in the Foreign eXchange (FX) markets and evaluates corresponding risks.

CWI researcher simulates complex financial developments, from interest rates to the possibility of bankruptcy - 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…

Current events

PhD Defence Debarati Bhaumik (SC)

  • 2018-05-30T10:00:00+02:00
  • 2018-05-30T11:00:00+02:00
May 30 Wednesday

Start: 2018-05-30 10:00:00+02:00 End: 2018-05-30 11:00:00+02:00

UvA

Everybody is invited to attend the public defence of Debarati Bhaumik of her thesis entitled 'Computational Techniques for Assessing Power Grids with Wind Energy and Storage'. 

Promotors: prof.dr. Daan Crommelin (CWI, UvA) and prof.dr. Bert Zwart (CWI, TU/e).

SC Seminar Nikos Rekatsinas (UvA)

SC Seminar Bastiaan Braams (Multiscale Dynamics, CWI)

  • 2018-04-24T15:00:00+02:00
  • 2018-04-24T16:00:00+02:00
April 24 Tuesday

Start: 2018-04-24 15:00:00+02:00 End: 2018-04-24 16:00:00+02:00

CWI, L120

Potential energy surfaces for molecular modelling

Potential energy surfaces represent the total energy of a system of nuclei and electrons as a function of the nuclear configuration. These surfaces (and property surfaces, such as the dipole moment) are key tools for quasi-classical trajectory calculations, molecular spectroscopy, quantum scattering and other applications in molecular science. In the talk I will first describe methods developed and used in collaboration with Joel Bowman (Emory University) to fit full-dimensional potential energy and dipole moment surfaces for small molecules and molecular reaction complexes, with up to about eight nuclei depending on the application. The methods take full account of permutational symmetry among like nuclei, and this required extensive use of computer algebra through the Magma system. I will follow up with discussion of areas for future work, including the treatment of electronic excited states, and of the need for high quality potential energy surfaces for studies of plasma-material interaction.

Members

Associated Members

Publications

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
  • 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
  • Shell, Amsterdam
  • Vortech
  • Rijksuniversiteit Groningen
  • Technische Universiteit Eindhoven
  • Technische Universiteit Delft