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, finance and biology. 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

News

European consortium starts research on financial risk models

European consortium starts research on financial risk models

A European consortium of partners in academia and industry from the Netherlands, Italy and Spain has been granted 1,5 million euro for the Horizon 2020 research project WAKEUPCALL. The project, which  is coordinated by the Centrum Wiskunde & Informatica (CWI) in Amsterdam, combines academic expertise in financial mathematics with experience from partners in the finance and insurance industries.

European consortium starts research on financial risk models - Read More…

Current events

PhD defence Ki Wai Chau (SC)

  • 2020-01-16T10:00:00+01:00
  • 2020-01-16T11:00:00+01:00
January 16 Thursday

Start: 2020-01-16 10:00:00+01:00 End: 2020-01-16 11:00:00+01:00

Senaatszaal of the Auditorium, Mekelweg 5 in Delft

You are cordially invited to the public defence of Ki Wai Chau on his PhD thesis titled:

Numerical Finance with Backward Stochastic Differential Equations

Promotor: prof. dr.ir. Cornelis W. Oosterlee (CWI, TU Delft)

PhD Defence Sangeetika Ruchi (SC)

  • 2020-01-20T12:45:00+01:00
  • 2020-01-20T13:30:00+01:00
January 20 Monday

Start: 2020-01-20 12:45:00+01:00 End: 2020-01-20 13:30:00+01:00

the Senate hall of Academiegebouw, Domplein 29, 3512 JE Utrecht

You are cordially invited to the public defence of Sangeetika Ruchi on her thesis:

"Parameter Estimation in Random Energy Systems using Data Assimilation"

Promotor: prof.dr.ir. Jason Frank (UU)

co-promotor: dr. Svetlana Dubinkina (CWI)

PhD Defence Laurent van den Bos (SC)

  • 2020-02-04T12:00:00+01:00
  • 2020-02-04T14:00:00+01:00
February 4 Tuesday

Start: 2020-02-04 12:00:00+01:00 End: 2020-02-04 14:00:00+01:00

TUD, Senaatszaal of the Auditorium, Mekelweg 5 in Delft

You are cordially invited to the public defence of Laurent van den Bos on his thesis:

Quadrature Methods for Wind Turbine Load Calculations

Promotor: Prof. dr. G. J.W. van Bussel (TUD)
Co-promotoren: dr.ir. W. A. A. M. Bierbooms (TUD) en dr.ir. B. Sanderse (CWI)

 

Time schedule
12:00 - 12:20 Introductory talk
12:30 - 13:30 Defense
13:45 - 14:00 Graduation ceremony
14:00 -             Reception (in the same building)

 

Members

Associated Members

Publications

Current projects with external funding

  • Accurate prediction of slugs in multiphase pipe flow simulation for improved oil and gas production
  • Towards cloud-resolving climate simulations
  • Valuation Adjustments for Improved Risk Management (ABC-EU-XVA)
  • Physics based ICT: The digital twin in pipelines (DP-Trans)
  • Excellence in Uncertainty Reduction of Offshore Wind Systems / Loads and Damage (EUROS)
  • Sloshing of Liquefied Natural Gas: subproject Variability (14-10-project2) (SLING)
  • Verified Exascale Computing for Multiscale Applications (VECMA)
  • WIND Turbine Rotor aeroelasticity UncErtainty quantification (WINDTRUE)

Related partners

  • DNV GL Netherlands B.V
  • FOM
  • Max Planck Institute for Informatics
  • Shell, Amsterdam
  • Bull Sas
  • CBK Sci Con Ltd
  • Bayerische Akademie der Wissenschaften
  • MeitY
  • Instytut Chemii Bioorganicznej Polskiej Akademii Nauk
  • Rijksuniversiteit Groningen
  • Suzlon Blades Technology
  • TNO
  • Technische Universiteit Eindhoven
  • Technische Universiteit Delft
  • Brunel University London
  • University College London
  • Universiteit van Amsterdam