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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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

The forty-fourth Woudschoten Conference

  • 2019-10-09T08:30:00+02:00
  • 2019-10-11T12:00:00+02:00
October 9 Wednesday

Start: 2019-10-09 08:30:00+02:00 End: 2019-10-11 12:00:00+02:00

The Woudschoten Conference Centre, Zeist, The Netherlands

Dear SCS member,

We are pleased to announce the registration for the 44th Woudschoten Conference is now open.

Note: You will be asked to pay directly at the registration, with iDEAL, Mister Cash or credit card. Please have your payment ready. iDEAL or Mister Cash are preferred.

More information about the prices and packages can be found here.

We are very grateful to our sponsors NWO, VORtech, 4TU.AMI, NDNS+ and Sioux Lime.

For further information please contact the secretariat of the organizing committee:
Martine Anholt
CWI - Centrum Wiskunde & Informatica
Organizing committee Woudschoten Conference
Science Park 123, 1098 XG Amsterdam
P.O. Box 94079, NL-1090 GB Amsterdam
Telephone Martine Anholt: +31 20 592 4058

PhD defense Anne Eggels (SC)

  • 2019-11-06T10:00:00+01:00
  • 2019-11-06T11:00:00+01:00
November 6 Wednesday

Start: 2019-11-06 10:00:00+01:00 End: 2019-11-06 11:00:00+01:00

UvA, Agnietenkapel

You are cordially invited to the public defense of Anne Eggels on her thesis:

Uncertainty quantification with dependent input data
including applications to offshore wind farm

Promotor: Prof.dr. Daan Crommelin
Co-promotor: prof.dr.ir. Barry Koren

 

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)
  • Rare Event Simulation for Climate Extremes (RESClim)
  • 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