Description

Leader of the group Scientific Computing: Daan Crommelin.

The SC groups 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, data assimilation, stochastic multiscale modeling and risk assessment. 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.

 

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Vacancies

No vacancies currently.

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…

Members

Associated Members

Publications

Current projects with external funding

  • Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)
  • Physics based ICT: The digital twin in pipelines (DP-Trans)
  • Discretize first, reduce next: a new paradigm to closure for fluid flow simulation (None)
  • Unravelling Neural Networks with Structure-Preserving Computing (Unravelling Neural Networks)
  • Verified Exascale Computing for Multiscale Applications (VECMA)

Related partners

  • Max Planck Institute for Informatics
  • Bull Sas
  • CBK Sci Con Ltd
  • Bayerische Akademie der Wissenschaften
  • MeitY
  • Instytut Chemii Bioorganicznej Polskiej Akademii Nauk
  • Technische Universiteit Eindhoven
  • Brunel University London
  • University College London
  • Universiteit Leiden
  • Universiteit van Amsterdam