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Wever, Teun (author)In this research a new method for pricing continuous Arithmetic averaged Asian options is proposed. The computation is based on Fourier-cosine expansion, namely the COS method. Therefore, we derive the characteristic function of Integrated Geometric Brownian Motion based on Bougerol's identity. <br/><br/>Extensive numerical error analysis on the...master thesis 2023
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Heijnders, Tom (author)The EAD metric is widely used in the calculations for the capital requirements concerning Counterparty Credit Risk (CCR). In this thesis we compare several methods for calculating this EAD. Basel III gives us two methods, the Standardized Approach for CCR (SA-CCR) and the Internal Model Method (IMM). Furthermore, we introduce an integrated...master thesis 2023
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Sitaldin, Dewwret (author)In the open world, machine learning (ML) models can encounter a multitude of unknown or novel classes. In a surveillance, safety, or security use case, unknown samples can pose potential threats that are hard to detect since those samples have never been trained on. At the same time, most of the unknowns that will be encountered by a...master thesis 2022
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Kemna, Mirko (author)The goal of this work is to evaluate the aptness of generative adversarial networks (GANs) for use as surrogate reduced order fluid models. In contrast to previously published work, the focus is placed on analyzing the specific effect of adversarial training, by comparing GAN outcomes with those from an identical generator network trained...master thesis 2022
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Crossman, Genya (author)Scientific computing and applied mathematics enable the exploration of and, sometimes even, the simplification of complex systems through various optimized modeling and simulation methods. These fields create and utilize computational resources to do so. Many problems, however, are still unsolvable or very difficult to solve with current well...master thesis 2022
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de Heus, Yfke (author)The COVID-19 pandemic has infected millions of people worldwide and many countries have suffered one of the worst recessions in history. While there are numerous studies of mathematical models trying to predict and understand the evolution of the pandemic, research into the effects of the coronavirus on the economy remained in the background....bachelor thesis 2022
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Everingham, Dylan (author)The development of optical metamaterials in recent years has enabled the design of novel optical devices with exciting properties and applications ranging across many fields, including in scientific instrumentation for space missions. This in<br/>turn has led to demand for computational methods which can produce efficient device designs....master thesis 2022
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van Tegelen, Eva (author)A big proportion of hospital-associated infections caused by Staphylococcus aureus can be attributed to Methicillin-resistant S. aureus (MRSA). Many countries take interventions to try and minimise the spread of MRSA. Interventions, such as a search-and-destroy policy and restrictive antibiotics use, have proven to be effective. Different...master thesis 2022
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Perrenet, Joris (author)The goal of seismic imaging is to create a model of the subsurface from samples of a transmitted wavefield that is reflected in soil layers.<br/>The created model can be used to locate storage possibilities for CO2 or H2 or to find oil and gas reservoirs or other natural resources.<br/>Seismic imaging relies on the propagation of wavefields,...bachelor thesis 2022
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Frank, Abel (author)The level-set approach in the field of topology optimisation has been studied thoroughly the last two decennia, but there is a lack of challenging standard benchmark problems. Besides two standard benchmark problems, this master's thesis tackles one difficult benchmark problem in particular: the inverter. For every benchmark the minimum...master thesis 2022
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Looije, Mark (author)Isogeometric Analysis (IgA) is an extension of the more well known Finite Element Method (FEM). It allows for more accurate descriptions of boundary value problems on irregular domains. However, many of the traditional iterative solution strategies that are known to work well in FEM do not show the same behavior in IgA, especially for increasing...master thesis 2022
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Vermeulen, Mark (author)Current research on osteoporosis detection and transcranial imaging suggests that it is necessary to find a method to calculate the speed of sound in curved bones. A popular method to find the speed of sound in bones is by the bidirectional axial transmission technique. Currently, this method assumes that the arrival time of the head wave...bachelor thesis 2022
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Mooiman, Arthur (author)In this thesis the Conjugate Gradient method used in the forecasting of the number of students in the Netherlands is investigated. The addition of international students to the forecasting led to mathematical problem of which a solution could not be computed. While the numerical method is working as intended, the work presented in this thesis...master thesis 2022
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Hoofwijk, Jorn (author)In finite element software one has to solve a system of non-linear equations, which is commonly simplified to a sequence of linear system. We research the possibility to solve these systems on a GPU to improve the solve time. We are particularly interested in systems arising from geotechnical models. We compare several combinations of Krylov...master thesis 2022
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Breunissen, Rens (author)Numerical methods for solving problems with a large contrast in the coefficients are investigated in this report. These types of problems typically appear in basin modeling. Specifically, the deflation and restricted additive Schwarz (RAS) methods are compared for their effectiveness in solving this type of problem in combination with the...master thesis 2022
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Uleman, Kasper (author)This research investigates whether contrast agents can be replaced by synthetically generated contrast. Using Generative Adversarial Networks (GANs), pre-contrast scans are synthetically transformed to approximate the corresponding post-contrast images, revealing the tumor location if successful.master thesis 2022
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Bard, Apolline (author)An increasing part of European electricity is provided by renewable sources, whose output varies considerably. In order to offset these variations, gas can be used as an auxiliary source of energy for power production, but extra power can also be used to produce hydrogen or methane for storage. As a consequence, gas and power networks are...master thesis 2022
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Bonfanti, Benedetta (author)Thyroid hormones are fundamental in the development and function of the human body. They are produced by the thyroid and their concentration is regulated by a negative feedback loop involving also the hypothalamus and the pituitary. Many studies have shown that each individual has a unique HPT axis set-point, which means that everyone has his or...master thesis 2021
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Gopalan Jayashankar, Gopalan (author)Multiphase flows are very common in many Nuclear engineering applications. During high pressurized conditions there are possibilities of high thermal loads on the pressure vessel, leading to pipe ruptures. As part of breakdown measures, the emergency core cooling system is activated and the coolant is mixed with the fluid in the cold leg, giving...master thesis 2021
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Verburg, Corné (author)This work aims at finding a second order accurate level-set method which solves the Stefan problem with non-homogeneous Dirichlet boundary conditions in one dimension. The numerical accuracy of the FTCS-scheme, BTCS-scheme and Crank-Nicolson scheme for the discretization of the heat equation was considered, as well as the accuracy of the first...bachelor thesis 2021