Description
Leader of the group Scientific Computing: Benjamin Sanderse.
The Scientific Computing group at CWI 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, reduced order modeling, data assimilation, and stochastic multiscale modeling. 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.
The SC group organizes the seminar on Machine Learning and Uncertainty Quantification in Scientific Computing.
Vacancies
No vacancies currently.
News
Reality check for financial risk assessment tool concludes CWI-led project
One of the most promising tools for assessing financial risks proves to hold up after a thorough mathematical gauging. CWI researcher Ki Wai Chau developed a numerical analysis of complex algorithms that are developed to support financial risk management. His method provides a reality check for those algorithms, paving the way for future applications.
Smart mobility start-up Skialabs launched by CWI researchers
Traffic flows in cities could be managed much more efficiently thanks to cutting-edge technology pioneered by the new start-up Skialabs. By using huge dataflows collected in cities, the Skialabs platform provides a real-time view on the mobility flows in the city. This allows creating cost-effective and sustainable mobility services that react instantly to the demands of the end-users.
Extreme events better investigated with new math method
Fortunately, incidents like extreme weather, earthquakes or massive power grid blackouts are a rare occurrence. Analysing properly how likely such rare incidents are to happen can be very valuable, but also very challenging. In his PhD thesis, Krzysztof Bisewski developed mathematical methods that greatly speed up simulations for estimating the probability of rare events.
New data framework illuminates uncertainties in offshore wind farm conditions
Wind speeds and wave heights can have a major effect on offshore wind farms. But because they are correlated, their combined significance for wind farm designs couldn’t be factored in until now. CWI researcher Anne Eggels developed methods which take the effect of such correlations or dependencies into account. Today, she will publicly defend her thesis at the University of Amsterdam.
Members
Associated Members
Publications
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Groen, D, Arabnejad, H, Suleimenova, D, Edeling, W.N, Raffin, E, Xue, Y, … Coveney, P.V. (2023). FabSim3: An automation toolkit for verified simulations using high performance computing. Computer Physics Communications, 283, 108596.1–108596.18. doi:10.1016/j.cpc.2022.108596
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Versluis, D.M, Schoemaker, R, Looijesteijn, E, Muysken, D, Jeurink, P.V, Paques, M, … Merks, R.M.H. (2022). A multiscale spatiotemporal model including a switch from aerobic to anaerobic metabolism reproduces succession in the early infant gut microbiota. mSystems, 7(5), e00446‐22.1–e00446‐22.24. doi:10.1128/msystems.00446-22
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Liu, S, Leitao Rodriguez, Á, Borovykh, A.I, & Oosterlee, C.W. (2022). On a neural network to extract implied information from American options. Applied Mathematical Finance, 28(5), 449–475. doi:10.1080/1350486X.2022.2097099
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Koren, B. (2022). Denker en doener : in memoriam Piet Hemker (1941-2019). Nieuw Archief voor Wiskunde, 23(2), 113–118.
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van Halder, Y. (2022, January 18). Efficient sampling and solver enhancement for uncertainty quantification.
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Boonstra, B.C, & Oosterlee, C.W. (2021). Valuation of electricity storage contracts using the COS method. Applied Mathematics and Computation, 410. doi:10.1016/j.amc.2021.126416
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Gugole, F, Coffeng, L.E, Edeling, W.N, Sanderse, B, de Vlas, S.J, & Crommelin, D.T. (2021). Uncertainty quantification and sensitivity analysis of COVID-19 exit strategies in an individual-based transmission model. PLoS Computational Biology, 17(9). doi:10.1371/journal.pcbi.1009355
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Crommelin, D.T, & Edeling, W.N. (2021). Resampling with neural networks for stochastic parameterization in multiscale systems. Physica - D, Nonlinear Phenomena, 422. doi:10.1016/j.physd.2021.132894
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Vassaux, M, Wan, S, Edeling, W.N, & Coveney, P.V. (2021). Ensembles are required to handle aleatoric and parametric uncertainty in molecular dynamics simulation. Journal of Chemical Theory and Computation, 17(8), 5187–5197. doi:10.1021/acs.jctc.1c00526
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van den Oord, G, Chertova, M, Jansson, F.R, Pelupessy, F.I, Siebesma, A.P, & Crommelin, D.T. (2021). Performance optimization and load-balancing modeling for superparametrization by 3D LES. In Proceedings of the Platform for Advanced Scientific Computing Conference (pp. 1–8). doi:10.1145/3468267.3470611
Current projects with external funding
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Physics based ICT: The digital twin in pipelines (DP-Trans)
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Learning small closure models for large multiscale problems. (None)
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Robust numerical modelling for transient multiphase CO2 transport (SHELL)
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Unravelling Neural Networks with Structure-Preserving Computing (Unravelling Neural Networks)
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Discretize first, reduce next: a new paradigm to closure for fluid flow simulation (Vidi Sanderse)
Related partners
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Shell, Amsterdam
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MeitY
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Technische Universiteit Eindhoven
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Universiteit Leiden