News — CWI Amsterdam

CWI awarded Industrial Doctorates program on Financial Risk Management

Recently, Kees Oosterlee from CWI's Scientific Computing group has been awarded a project from the H2020 European Industrial Doctorates (EID) Program.

Debarati Bhaumik developed models that can help make the energy grid ‘renewables-proof’

On 30 May 2018, CWI PhD student Debarati Bhaumik will publicly defend her thesis at the University of Amsterdam. Her work focuses on computational techniques for assessing the reliability of power grids that are integrated with renewable energy sources like wind and solar power.

Tackling messy blood vessels to fight cancer

With a Vici grant of 1.5 million euro, Roeland Merks (CWI and UL) looks for ways to fix messy and leaky blood vessels in tumours. To do so, he combines mathematical simulations and lab experiments in a unique way.

Vici grants for Nikhil Bansal and Roeland Merks

CWI researchers Nikhil Bansal and Roeland Merks have been awarded Vici grants from NWO. With the 1.5 million euro grant, Bansal and Merks can develop their own research lines in the next five years.

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.

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.

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.

The Netherlands’ smallest supercomputer is here

A team of Dutch scientists has built a supercomputer the size of four pizza boxes. The Little Green Machine II has the computing power of 10,000 PCs and will be used by researchers in oceanography, computer science, artificial intelligence, financial modeling and astronomy. CWI researchers Joost Batenburg and Kees Oosterlee, who were part of the development team, will use the machine for computational imaging and machine learning for time series respectively. The computer is based at Leiden University (the Netherlands) and developed with help from IBM.

CWI develops new calculation methods in collaboration with ING bank and UvA

Centrum Wiskunde & Informatica (CWI) and the University of Amsterdam (UvA) have developed new calculation methods for the estimation of financial risks.

Dealing with uncertainties in simulations

Understanding uncertainties is crucial when designing computer simulations. Incorporating such uncertainties in simulations and mapping the bandwith of possbile values is the central topic of the inaugural lecture of Daan Crommelin at the University of Amsterdam on Thursday 21 April 2016.

Netherlands eScience Center grants two projects at CWI

CWI reduces perturbations in tomography

Researcher Folkert Bleichrodt of CWI has developed new methods to improve the applicability of tomography. These methods reduce unwanted perturbations. This allows for applying tomography on a very small scale or based on a small number of measurements.

More accurate climate predictions

Predicting the future climate is a grand mathematical challenge. Our climate is a chaotic dynamical system in which minor disturbances can have a major impact in the longterm. Researcher Keith Myerscough of CWI has developed new simulation methods to improve the accuracy of such long term predictions.

Rare events in sustainable energy grids simulated

The transition to renewable energy sources poses new challenges to the reliability of power grids. As renewable energy is very variable, rare combinations of factors might lead to instabilities and even black-outs. Wander Wadman of Centrum Wiskunde & Informatica (CWI) developed new simulation methods that can determine the probability of such rare events.

Simulations for nuclear fusion

The plasma inside a nuclear fusion reactor is prone to instabilities due to the extreme temperatures and high magnetic fields necessary for nuclear fusion. The future of nuclear fusion as an energy source depends on a large extent on methods to control these instabilities.

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.

Cum laude for thesis on financial mathematics

Marjon Ruijter graduated with honours ('cum laude') on her thesis on Fourier methods for finance and economics. She defended her thesis on Friday 6 February 2015 at Delft University of Technology.

CWI joins two large-scale energy projects

Researchers of CWI will participate in the projects ‘Smart Energy Systems in the Built Environment’ and ‘Excellence in Uncertainty Reduction of Offshore Wind Systems (EUROS)’ of the STW Perspective research programmes that were recently awarded.

Stieltjes Prize 2013 for Benjamin Sanderse

Benjamin Sanderse, former PhD Student of CWI, has been awarded the Stieltjes Prize 2013, the prize for the best PhD thesis in mathematics in the Netherlands in 2013. In March 2013 Sanderse defended his thesis 'Energy-conserving discretization methods for the incompressible Navier-Stokes equations' at Eindhoven University of Technology under the supervision of Prof. dr. ir. Barry Koren.

CWI and ExxonMobil Chemical start research on imaging of nanomaterials

Researchers from CWI and ExxonMobil Chemical Europe Inc. in Machelen (Belgium) are starting a joint research program on three-dimensional imaging of nanomaterials.

Five Veni grants for CWI researchers

The Netherlands Organisation for Scientific Research (NWO) has awarded Veni grants to Jop Briët, Jiyin He, Wouter Koolen, Marc Stevens and Xiaodong Zhuge of CWI.

Daan Crommelin professor of Numerical Analysis and Dynamical Systems

Daan Crommelin has been appointed as professor by special appointment of Numerical Analysis and Dynamical Systems at the University of Amsterdam's (UvA) Faculty of Science. The chair was established on behalf of the Stichting voor Hoger Onderwijs in de Toegepaste Wiskunde.

NAW publication on Mathematics and Planet Earth

Daan Crommelin (CWI) and Henk Schuttelaars (TU Delft) were guest editors of a special issue of Nieuw Archief voor Wiskunde (NAW) on Mathematics and Planet Earth that was recently published. Daan Crommelin also wrote a blog post for the Daily Blog of the 'Mathematics of Planet Earth 2013' (MPE) website on this special publication. A summary follows below.

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.

Solar cells imaged at the nanoscale in 3D

Researchers of Centrum Wiskunde & Informatica (CWI) in Amsterdam succeeded in imaging the three-dimensional structure of solar cells with unprecedented accuracy. The results of this joint research with colleagues from the University of California in Davis and the Pacific Northwest National Laboratory are published today in the journal Advanced Functional Materials.

Coriolis effect can stabilise plasma in fusion reactors

Researchers at Centrum Wiskunde & Informatica (CWI) and at FOM Institute for fundamental energy research DIFFER discovered that the Coriolis effect can help stabilise the plasma in nuclear fusion experiments.

Cum laude for thesis from Benjamin Sanderse

Recent figures by CBS (Statistics Netherlands) show that 4% of the energy produced in the Netherlands comes from renewable sources.