European Joint Doctorate Network on High Performance Computing

ECMI node Wuppertal joins the Horizon 2020 European Joint Doctorate Network  HPC-LEAP: High Performance Computing in Life Sciences, Engineering And Physics (04/2015 — 03/2019), coordinated by the Cyprus Institute. Main Objectives of HPC-LEAP Provide a rigorous research program, which is interdisciplinary and at the same time has the required depth, by engaging world-leaders in computational […]

German-Slovakian Project on Computational Finance

Sixteen mathematics students, doctoral candidates and professors are taking part in a new project on numerical financial mathematics between the Bergische Universität Wuppertal and the Comenius University Bratislava. The aim of the German-Slovakian cooperation is the analysis and construction of novel numerical methods for the effective solution of nonlinear extensions of the classical Black-Scholes theory […]

ACES – Applied Computing in Engineering and Science

ECMI node Wuppertal completed successfully the EU TEMPUS Project ACES – Applied Computing in Engineering and Science, (12/2013-10/2017), coordinated by TU Vienna. The Tempus project ACES was aimed at the development and implementation of new master programmes in the area of applied computing at the partner universities in Belarus and Russia in order to obtain a […]

International MSc programme Computer Simulation in Science

Since 2006 Wuppertal is successfully running an international M.Sc. programme entitled Computer Simulation in Science (CSiS)  that focuses on the development, implementation and application of computer-oriented simulation techniques and methods to modern research problems in natural sciences and engineering. All courses of this M.Sc. programme are taught in English language. The MSc programme lasts for […]

New European Joint Doctorate Network STIMULATE, Application deadline February 28th, 2018

Wuppertal is partner of a newly established Horizon2020 European Joint Doctorate Network entitled EJD STIMULATE, coordinated by the Cyprus Institute, that will run for the next 4 years offering triple joint degrees for the PhD Fellows, see Home page EJD STIMULATE. STIMULATE stands for: SimulaTIon in MUltiscaLe physicAl and biological sysTEms. Simulation alongside theory and […]

Shape optimization to minimize failure probability (and material consumption)

Movie: Shape flow for a 2D rod towards optimal reliability.   As three working groups (Optimization, High Performance Computing and Stochastics) at the IMACM in Wuppertal, we develop probabilistic shape optimization models for different failure mechanisms, notably for low cycle fatigue (LCF) problems, with gradient based methods. Low cycle fatigue is a surface driven failure […]

Student Projects in Data Analytics for Industries at IMACM / University of Wuppertal

During this winter term, 23 undergrad students of mathematics and economath make a special experience. In teams with up to fife students, they are invited to regional industry facilities where they are confronted with a data analytics task derived from a concrete industrial need. The industrial partners stem from markets as diverse as energy, insurance, […]

Successful outcomes of ITN STRIKE

In Dec 2016 the European Initial Training Network project “STRIKE – Novel Methods in Computational Finance” did end. The Bergische Universität Wuppertal, Germany, coordinated this project that involved a network of eleven universities for training twelve PhD-students (4 females, 8 males) and five PostDocs (2 females, 3 males). The project initiated the ECMI Special Interest […]

Co-simulation & UQ within the SIMUROM project

In many applications, coupled problems appear very naturally. For example, Fig.1 depicts a field/circuit problem, where a transformer can be modeled by a partial differential equation (PDE) and an electric circuit subsystem, which can be modeled by differential algebraic equations (DAEs). The coupled system is a PDAE [5]. A semi-discretization in space yields a system […]

High order ADI schemes for option pricing problems

In financial engineering the pricing of options and derivatives is a major field of interest. The behavior of assets is in general described via stochastic differential equations (SDEs). With the help of the Ito formula options prices can be shown to be solutions of parabolic partial differential equations (PDEs). Especially if option prices are driven by a basket of […]