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New colleagues 3TU.AMI december 2018

Tuesday, 8 December 2015
New colleagues 3TU.AMI december 2018

Introducing New Colleagues 3TU.AMI

A report of the seminar on December 8, 2015 in Utrecht:

One of the goals of AMI is to support the educational and research staff of the three Technical Universities in The Netherlands and to achieve greater cooperation between the universities in several research fields. The purpose of this kind of seminars is to think about, to evaluate and to find answers about the added value of AMI with regard to these themes.

Thanks to the AMI budget for new research positions the three deans of Applied Mathematics were able to recruit four new colleagues. During this seminar they have presented themselves and unfolded their research and future research plans to the audience.

1.         Kees Oosterlee in the name of Lech Grzelak  (Numerical Analysis, TUD)
2.         Leo van Iersel  ( Optimization, TUD)
3.         Jasper Goseling  (Stochastic Operations Research, UT)
4.         Edwin van de Heuvel (Statistics,TUE)

1.  Kees Oosterlee ’s lecture was about the work of Lech Grzelak, concerning more efficient models and better understanding of risk in finance. Lech was a master student of  Prof.dr. R.M. Cooke and did his master’s thesis in cooperation with the Gasunie. The subject of his PhD was in the field of computational finance, under supervision of Prof.dr.ir. C.W. Oosterlee. Currently he is employed for four days a week by the Rabobank and one day by the TU Delft. The focus of his research lies on long term investments, products with a running time of 30 years. The mathematical subjects (domains) involved are: stochastic differential equations and Monte-Carlo methods.

2. The subject of the presentation of Leo van Iersel was tree based polygenetic networks. Leo was a master student at the University of Twente, did his PhD at the Eindhoven University of Technology, and a postdoc at the University  of  Canterbury, he was a researcher at CWI and at the moment he is an assistant professor at the TU Delft. Applications of his research can be found in many biological subjects as the tree of life, about the relation of the DNA-structure to the phenotype of an organism (which has commercial values for the food industry), to locate the cause of a fungal disease (origin of a tropical pathogen), etc. The mathematical subjects (domains) involved are: network theory; tree based network reconstruction (hybridisation number, reduction rules), networks from subnets (Can we encode networks by their triplets/ clusters/ distances as we do with trees?), networks from sequences (Small parsimony problem for networks).

3.  Jasper Goseling’s mathematical work lies in the area of stochastic operation research. The subject of his presentation was about random walks (Bounding performance of random walks in the positive orthant). Jasper did his PhD at the TU Delft  (Electrical Engineering) and at the Ecole Polytechnique Fédérale de Lausanne, Switzerland. Nowadays he is an assistant professor at University of Twente in the field of stochastic operation research. The aim of Jasper is to extend the theory of perturbed random walks and to make software available to construct general software implementations in which transition probabilities and reward functions are the only input parameters.

4. The last lecture by Edwin van de Heuvel was about ‚ÄúComplex structured data:¬† Statistical modelling‚ÄĚ. Edwin started his career in mathematical statistics at the University of Amsterdam, both MSc and PhD, had a follow-up in the industry (Industrial statistics), returned to the university as a professor at UMCG/RUG (Groningen, 2010-2014) and nowadays he is a professor at the TU of Eindhoven. The subject of his talk is comparing and developing statistical models and techniques for analysis of complex structured and incomplete data sets from observational and experimental studies.

Date: 8 December 2015