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Lin, Sicong (author)
The topic of this thesis project is to use the particle-tracking framework to study salt intrusion.<br/>This project was proposed by Deltares and is a small part of the SALTISolutions project, that attempts to build a digital twin model of the Rhine-Meuse Delta. From a mathematical perspective, the particle-tracking framework is inspired by the...
master thesis 2024
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Veeger, Lucas (author)
Reducing cost and improving computability of reservoir simulation is an important goal in the process of enabling CCS (Carbon Capture \&amp; Storage) as a large-scale technology for mitigating CO2 emissions. In terms of computation time data-driven approaches have potential to outweigh the performance of numerical reservoir simulators, learning...
master thesis 2023
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Roşiu, Cristian (author)
Rendering accurate water reflections is crucial for achieving realism in computer graphics. Their integration with VR and AR technologies can further elevate experiences in sectors like education, engineering, and medicine. Even though various monoscopic reflection techniques exist they either demand substantial computational resources or cannot...
master thesis 2023
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Bangerter, Felix (author)
This thesis presents a comprehensive exploration of the rough Heston model as a means to enhance financial derivative pricing and calibration in the context of the complex behavior of market volatility. Recognizing the limitations of classical models, such as the Black-Scholes and the standard Heston model, which assume constant or mean...
master thesis 2023
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Marques da Rocha Feliciano Pereira, Sofia (author)
Barrier options, although highly liquid financial derivatives, present notable pricing challenges. In this thesis, we present a novel pricing approach for valuing continuously-monitored knock-out barrier options within the framework of stochastic volatility models.<br/><br/>The underlying process is firstly modelled under geometric Brownian...
master thesis 2023
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Lokin, Felix (author)
Financial markets continue to see an increase in the share of trades executed by algorithmic trading systems. A key component of an efficient algorithmic trading system is its ability to accurately estimate the probability an order will be executed: the fill probability. This thesis aims to determine whether the dynamics of the order book can be...
master thesis 2023
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Sleijfer, Josh (author)
Humans are efficient at moving due to their exceptional mastery of bipedal locomotion. Several models have been made that attempt to model the motion of the centre of mass with a spring-mass system with various degree of success. For example, a two dimensional model tracks the height of the centre of mass well and a three dimensional model...
bachelor thesis 2023
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Brus, Daniël (author)
In many fields we are interested in inference for a complex stochastic process given limited observations regarding its state over time. This thesis therefore introduces an expectation propagation approach to backward filtering forward guiding for high-dimensional finite-state space models. The backward filtering forward guiding method is first...
master thesis 2023
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de Groot, Hugo (author)
The salinity profile in a coastal sea-river system is the result of balancing of salt transport due to mixing of the water by tides and the freshwater discharge from the river. When for example during times of drought freshwater discharge suddenly declines, the salinity in the river may increase significantly and threaten drinking water supplies...
bachelor thesis 2023
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Brands, Marnix (author)
The computation of multivariate expectations is a common task in various fields related to probability theory. This thesis aims to develop a generic and efficient solver for multivariate expectation problems, with a focus on its application in the field of quantitative finance, specifically for the quantification of Counterparty Credit Risk (CCR...
master thesis 2023
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Keur, Hans (author)
In biology, phylogenetics is the study of the evolutionary history of and relations between e.g. species. Such data are often represented in trees. Remarkably, trees lack the representation of reticulation events, such as hybridization, while such events are believed to be important. One of the reasons why trees are widely used, is the enormous...
master thesis 2023
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Pomari, Antoine (author)
Coupled mathematical models are used successfully to represent systemic blood flow with different degrees of precision: for example, 3D representations in zones of particular interest (e.g., the aortic bifurcation) are embedded into 1D models who account for systemic blood circulation. When it comes to the lymphatic system, various 1D models for...
master thesis 2022
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Dijkstra, Kevin (author)
Existence of commuting THB-spline projectors is of importance in the field of numerical mathematics. These projectors are required to show that numerical solutions to the abstract Hodge Laplace problem are stable and consistent. We have introduced a local THB-spline projector based on Bezier projection, that commutes in the one-dimensional case....
master thesis 2022
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Veldkamp, Susan (author)
ILP-based solvers that intake a line planning, an infrastructure and a set of constraints and then output a cyclic train timetable have been researched extensively in the world of trains. However, these types of solvers are not able to automatically output a timetable when the problem gets overconstrained and no feasible solution exists.<br/><br...
master thesis 2022
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Sieburgh, Erik (author)
Wave phenomena play an important role in many different applications such as MRI scans, seismology and acoustics [41, 49, 47]. At the core of such applications lies the Helmholtz equation, which represents the time-independent version of the wave equation. Simulating a Helmholtz problem numerically with accurate numerical solutions for large...
master thesis 2022
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CHENG, ZHIMIN (author)
A wide range of practical problems involve computing multi-dimensional integrations. However, in most cases, it is hard to find analytical solutions to these multi-dimensional integrations. Their numerical solutions always suffer from the `curse of dimension', which means the computational complexity grows exponentially with respect to the...
master thesis 2022
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Roest, Raoul (author)
Due to their attractive characteristics, convertible and callable bonds became a more important class of fixed-income products within the financial market. Therefore, the need for fair and accurate pricing of convertible and callable bonds increases. Where the convertible option can be considered as a right for the bondholder, the callable...
master thesis 2022
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ZHANG, ZILIANG (author)
In this work, an efficient compositional framework is developed to simulate CO2 storage in saline aquifers with complex geological geometries during a lifelong injection and migration process. The novelty of the development is that essential physics for CO2 trapping are considered by a parametrization method. <br/>The numerical framework...
master thesis 2022
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Leenders, Mats (author)
The right to use a certain amount of capacity in an electrical cable between two countries for the purpose of trading energy is an asset that can be bought. Each hour of capacity can be seen as a real spread option with the energy prices of each country being the underlying processes. In this thesis we build a model to find the fair value of a...
master thesis 2022
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in 't Veld, Niels (author)
Optimal control is a paradigm for solving optimization problems involving dynamical systems, which are to be controlled. It is able to solve fish harvesting problems, in which we want to optimize harvesting out-take by considering fishing as a control function that acts on the state of the dynamical system, which represents the growth of fish...
master thesis 2022
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