News
Scientific Computing group news
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.
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.
Willem Haverkort in De Wereld Leert Door
On 17 January, CWI / DIFFER researcher Willem Haverkort told about his research on nuclear fusion in science show 'De Wereld Leert Door'.
Janis Bajars defends thesis on simulation of Hamiltonian systems
CWI researcher Janis Bajars has developed new methods for numerical simulations of forced Hamiltonian systems. These can be used to simulate complex problems such as the development of internal ocean waves or climate models more accurately.
Better traffic flow at highway ramps with help of mathematics
Mathematical coordination of traffic control measures at highway ramps leads to a better traffic flow.
Seven greatest math puzzles on Radio 1
CWI's Barry Koren wrote, together with three co-authors, a book on the seven greatest puzzles in mathematics - called “De zeven grootste raadsels van de wiskunde” - 'solve them and you will be a millionaire'.
Vidi grant for modelling ocean currents in climate models
The Netherlands Organisation for Scientific Research (NWO) has awarded a Vidi grant to Daan Crommelin of Centrum Wiskunde & Informatica (CWI). The grant allows researchers to develop their own lines of research and build up their own research groups over a five-year period.
Mathematics helps to predict desertification
Poster Award for Willem Haverkort at Physics@FOM congress
Jan van Schuppen appointed CWI Fellow
Control theory with applications in traffic and engineering
Mathematics for Dry Feet
On September 1st Joris Bierkens joined the Center of Mathematics & Computer Science (CWI) as an assistant in the Deltares funded project 'Mathematics for Dike Height Control'.