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.
News
Quality guarantee for tomographic images developed
CWI researcher Wagner Fortes has developed new methods to determine the quality of tomographic images. Tomography is an imaging technique used in for instance medical CT scanners and electron microscopes that uses penetrating beams to record a series of two-dimensional images from a range of angles.
Kees Oosterlee new editor-in-chief of Journal of Computational Finance
Kees Oosterlee is the new Editor-in-Chief of The Journal of Computational Finance. This international refereed journal focuses on the advances in numerical and computational techniques in pricing, hedging and risk management of financial instruments. Oosterlee will be taking responsibility of selecting papers for the journal from the Fall 2013 issue and onwards.
Scientific Computing group nominated for Huibregtsen Prize
CWI’s research group Scientific Computing, led by mathematician Kees Oosterlee, is nominated for the Huibregtsen Prize 2013. The Huibregtsen Prize is granted for the best scientific research in the Netherlands that is remarkably innovative and has a valuable social impact.
CWI research nominated for Huibregtsen Prize
Research from CWI’s research group Scientific Computing, led by mathematician Kees Oosterlee, is nominated for the Huibregtsen Prize 2013.
Current events
SC Seminar Alfons Hoekstra (UvA)
- 2018-06-19T15:00:00+02:00
- 2018-06-19T16:00:00+02:00
SC Seminar Alfons Hoekstra (UvA)
Start: 2018-06-19 15:00:00+02:00 End: 2018-06-19 16:00:00+02:00
TBA
PhD Defence Debarati Bhaumik (SC)
- 2018-05-30T10:00:00+02:00
- 2018-05-30T11:00:00+02:00
PhD Defence Debarati Bhaumik (SC)
Start: 2018-05-30 10:00:00+02:00 End: 2018-05-30 11:00:00+02:00
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 Jean Francois Rippoll (CEA, Paris)
- 2018-05-22T15:00:00+02:00
- 2018-05-22T16:00:00+02:00
SC Seminar Jean Francois Rippoll (CEA, Paris)
Start: 2018-05-22 15:00:00+02:00 End: 2018-05-22 16:00:00+02:00
TBA
SC Seminar Nikos Rekatsinas (UvA)
- 2018-05-08T15:00:00+02:00
- 2018-05-08T16:00:00+02:00
SC Seminar Nikos Rekatsinas (UvA)
Start: 2018-05-08 15:00:00+02:00 End: 2018-05-08 16:00:00+02:00
TBA
SC Seminar Bastiaan Braams (Multiscale Dynamics, CWI)
- 2018-04-24T15:00:00+02:00
- 2018-04-24T16:00:00+02:00
SC Seminar Bastiaan Braams (Multiscale Dynamics, CWI)
Start: 2018-04-24 15:00:00+02:00 End: 2018-04-24 16:00:00+02:00
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
- Krzysztof Bisewski
- Laurent van den Bos
- Jurriaan Buist
- Ki Chau
- Daan Crommelin
- Svetlana Dubinkina
- Wouter Edeling
- Anne Eggels
- Andrea Fontanari
- Francisco Gaspar
- Yous van Halder
- Fredrik Jansson
- Barry Koren
- Prashant Kumar
- Bart de Leeuw
- Paul Lodder
- Roeland Merks
- Kees Oosterlee
- Sangeetika Ruchi
- Benjamin Sanderse
- Jan Viebahn
Associated Members
Publications
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Fontanari, A, Taleb, N.N, & Cirillo, P. (2018). Gini estimation under infinite variance. Physica A: Statistical Mechanics and its Applications, 502, 256–269. doi:10.1016/j.physa.2018.02.102
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Colldeforns-Papiol, G, Ortiz Gracia, L, & Oosterlee, C.W. (2018). Quantifying credit portfolio losses under multi-factor models. International Journal of Computer Mathematics. doi:10.1080/00207160.2018.1447666
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Eggels, A.W, & Crommelin, D.T. (2018). Quantifying dependencies for sensitivity analysis with multivariate input sample data.
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Dubinkina, S. (2018). Relevance of conservative numerical schemes for an Ensemble Kalman Filter. Quarterly Journal of the Royal Meteorological Society. doi:10.1002/qj.3219
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Franco, S.R, Gaspar Lorenz, F.J, Villela Pinto, M.A, & Rodrigo, C. (2018). Multigrid method based on a space-time approach with standard coarsening for parabolic problems. Applied Mathematics and Computation, 317, 1339–1351. doi:10.1016/j.amc.2017.08.043
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Leitao Rodriguez, A, Oosterlee, C.W, Ortiz Gracia, L, & Bohte, S.M. (2018). On the data-driven COS method. Applied Mathematics and Computation, 317, 68–84. doi:10.1016/j.amc.2017.09.002
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Verheul, N, Viebahn, J.P, & Crommelin, D.T. (2017). Covariate-based stochastic parameterization of baroclinic ocean eddies. Mathematics of Climate and Weather Forecasting, 3(1), 90–117. doi:10.1515/mcwf-2017-0005
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Feng, Q, & Oosterlee, C.W. (2017). Monte Carlo Calculation of Exposure Profiles and Greeks for Bermudan and Barrier Options under the Heston Hull-White model. In R Melnik, R Makarov, & J Belair (Eds.), Recent Progress and Modern Challenges in Applied Mathematics (pp. 265–301).
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Gaspar Lorenz, F.J, & Rodrigo, C. (2017). On the fixed-stress split scheme as smoother in multigrid methods for coupling flow and geomechanics. Computer Methods in Applied Mechanics and Engineering, 326, 526–540. doi:10.1016/j.cma.2017.08.025
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Cong, F, & Oosterlee, C.W. (2017). On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization. International Journal of Theoretical and Applied Finance, 20(7), 1750049‐1–1750049‐2.
Current projects with external funding
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Accurate prediction of slugs in multiphase pipe flow simulation for improved oil and gas production
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Geometric Structure and Data Assimilation
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Probabilistic Uncertainty Assessments in Energy-Related Problems
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Realibilty and Robustness of Power Grids with Uncertain Generation
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Stochastic models for unresolved scales in geophysical flows
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Towards cloud-resolving climate simulations
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Uncertainty Quantication in Hydraulic Fracturing using Multi-Level Monte Carlo and Multigrid
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Excellence in Uncertainty Reduction of Offshore Wind Systems (EUROS)
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Efficient numerical methods for deformable porous media. Application to carbon dioxide storage (PORO SOS)
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Rare Event Simulation for Climate Extremes (RESClim)
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Sloshing of Liquefied Natural Gas: subproject Variability (14-10-project2) (SLING)
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Applied mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)
Related partners
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FOM
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Shell, Amsterdam
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Vortech
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Rijksuniversiteit Groningen
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Technische Universiteit Eindhoven
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Technische Universiteit Delft