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Where innovation starts

2009

Documentation for the joint external evaluation of

research in industrial and applied mathematics in the

period 2002–2008, under the aegis of the 3TU.Institute

of Science and Technology

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Where innovation starts

Part B – Research Programs

25

CASA

27

Applied Analysis and Scientific Computing

Professors R.M.M. Mattheij and M.A. Peletier

SPOR

49

Statistics, Probability and Operations Research

Professors O.J. Boxma, R.W. van der Hofstad

and G.J. Woeginger

DMA

69

Discrete Mathematics and Applications

Professors A.M. Cohen and H.C.A. van Tilborg

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On the Origin of Species (1859; 5

th

ed. 1869)

Although the history of the mathematics division at the Technische Universiteit Eindhoven

only spans half a century, it has known many highlights. The contributions of Van Lint,

Sei-del, and De Bruijn have been enormous. After their influence abated, a second generation

maintained this high quality of research in many areas of mathematics, but now with a newly

added algorithmic slant. And currently, yet another generation is emerging. Three research

groups are led by this youngest generation, and three other research groups are led by the

second generation. The age of the seventh research group leader lies somewhat in between,

but his group is co-chaired by a young professor.

The key to our long-term strategy and the principal factor of our strength is the selection

of the best available researchers for our professorships (three of our young professors have

been awarded VICI grants). Since one of the three older research group leaders already

has a young professor in his group who will take over leadership in due course, the most

immediate long-term concern is finding successors to the other two leaders of the second

generation. We intend to finance the start-up of these positions by means of funds that

should become available through the 3TU initiative to build the Applied Mathematics Institute

(AMI).

With a department staffed so strongly, we are truly fit to address the problem areas

identified by society and industry. Indeed our short-term strategy is to adapt to the

vary-ing research needs in these areas, and to collaborate on applications with partners from

other disciplines and peers from other universities. This strategy is carried out by the

forma-tion of institutes and by participaforma-tion in activities such as research institutes and European

projects. The two institutes within the Department of Mathematics and Computer Science

are E

URANDOM

and EIPSI. The problems on which the division is actively working range

from glass bottle construction to queueing networks, from railway scheduling to security of

electronic data exchanges, and from interactive mathematical documents to the statistical

design of experiments. Two themes gaining in prominence at the time of writing are energy

and transport.

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mathematics division diminish, it is a necessity to look for activities funded by other agencies.

Over the last five years, external funding has doubled. Next to external financial support,

the department also becomes more dependent on Master students, PDEng students, and

PhD students entering our programs from abroad. These are the two greatest managerial

challenges of the coming years.

A global content-related challenge regards the ability to model and solve problems in

real-life applications. We consider this to be a key competence of a technical university. A

primary target is the further development of related modelling and design techniques.

Arjeh M. Cohen,

Dean of the Department of Mathematics and Computer Science

Eindhoven, June 2009

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Part A

Full title

Division of Mathematics

Department of Mathematics and Computer Science

Technische Universiteit Eindhoven

Date of establishment

1956

Affiliations:

Research schools

EIDMA

Euler Institute for Discrete Mathematics and its Applications

(chair TU/e, Department of Mathematics and Computer Science)

BETA

Institute for Business Engineering and Technology Applications

(chair TU/e, Department of Industrial Engineering and Innovation

Sci-ences)

EM

Engineering Mechanics

(chair TU/e, Department of Mechanical Engineering)

MATTeR

Materials Analysis, Testing, Technology and Research

(chair TU/e, Department of Chemical Engineering) (till 2004)

ASCI

Advanced School for Computing and Imaging

(chair Technische Universiteit Delft) (since 2007)

JMBC

J.M. Burgerscentrum Research School for Fluid Dynamics

(chair Technische Universiteit Delft)

SIMATH

Thomas Stieltjes Institute for Mathematics

(chair Universiteit Leiden)

Affiliations:

Clusters

D

IAMANT

Discrete, Interactive and Algorithmic Mathematics, Algebra and Number

Theory

(chair TU/e, Department of Mathematics and Computer Science)

NDNS

+

Nonlinear Dynamics of Natural Systems

(chair Rijksuniversiteit Groningen)

STAR

Stochastics – Theoretical and Applied Research

(chair TU/e, Department of Mathematics and Computer Science) (starting

2009)

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Affiliations:

3TU.Centres of Competence

FSM

Fluid and Solid Mechanics

NIRICT

Netherlands Institute for Research in ICT

Affiliations:

3TU.Institute

AMI

3TU Applied Mathematics Institute (starting 2009)

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investigations. The master program

Industrial and Applied Mathematics

and the post-master

program

Mathematics for Industry

offer a broad education and include a fair share of design

oriented projects. An extensive program of service teaching to other departments, rooted in

research cooperation, supports the academic level of curricula across campus.

2. Leadership and management

The Department of Mathematics and Computer Science is organized according to the MUB,

a system of university administration that was introduced nationally in 1998. In this system,

integral management and control are in the hands of the Department Board. During the

review period, the board consisted of a dean and a vice-dean (alternately a mathematician

and a computer scientist) and the managerial director (the head of the Department

Admin-istration). Since April 1, 2009, this board consists of the dean, the managerial director and

two vice-deans who are also the heads of divisions of the department, viz., the Division

of Mathematics and the Division of Computer Science. The dean has the decisive vote.

Currently the board members are prof.dr. A.M. Cohen (dean), prof.dr. J.C.M. Baeten and

prof.dr.ir. O.J. Boxma (vice-deans), and mr.drs. P.M.L. Tijssen (managerial director). The

members of the board are appointed by the Executive Board of the university. The

De-partment Board decides on the research strategy of the divisions and is involved in all staff

appointments: professors and associate professors are appointed by the Executive Board

of the university on recommendation of the board; assistant professors and other staff are

appointed by the board itself. In taking its decisions, the Department Board consults the

Department Council (which consists of elected representatives of staff and students).

The Division of Mathematics has its own board that is in charge of the day-to-day

run-ning of the division. This board has three members, who are appointed by the

Depart-ment Board. Currently these are prof.dr.ir. O.J. Boxma (chair), dr.ir. E.E.M. van Berkum, and

dr. J.M.L. Maubach. The division board is in charge of dividing the research and education

tasks of the division among the individual staff members. This assignment is made in concert

with the relevant curriculum director.

The Division of Mathematics is organized in seven expertise areas (also called research

groups), the school MFI (Mathematics for Industry), and the laboratory LIME (Laboratory for

Industrial Mathematics Eindhoven). The focus of the research evaluation is expected to

be on the work of the seven expertise areas. In this documentation, the seven expertise

areas are organized into three research programs: CASA (Centre for Analysis, Scientific

Computing, and Applications), DMA (Discrete Mathematics and Applications), and SPOR

(Statistics, Probability, and Operations Research).

The school MFI is headed by dr.ir. S.J.L. van Eijndhoven, and provides a two-year

post-graduate education geared towards applications of mathematics in industry.

The laboratory LIME is a separate unit that is firmly embedded within the division

through staff members serving on the Board of LIME and staff members and students

par-ticipating in LIME projects. LIME was established in 2007 by merging the Centre for

Mathe-matical Applications and Software (CeMAS) and CASA Consultancy. It regulates, stimulates,

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and extends industrial contacts over the full scope of the division’s mathematical expertise.

Currently, prof.dr. R.M.M. Mattheij is its director.

The Department houses the institutes EIPSI and E

URANDOM

. EIPSI (Eindhoven

Insti-tute for the Protection of Systems and Information) was established in 2007, when the

exper-tise area

Security

was installed within the Division of Computer Science. The Security group

(in computer science) and the

Coding and Crypto

group (in mathematics) are embedded in

this institute. Currently, prof.dr.ir. H.C.A. van Tilborg is its scientific director. E

URANDOM

was

founded in 1998, but only became part of the Department of Mathematics and Computer

Science on January 1, 2008. The research groups

Probability and Statistics

and

Stochastic

Operations Research

are embedded in this institute. Currently, prof.dr.ir. O.J. Boxma is its

scientific director.

Management

The style of management is geared towards reaching a broad base of

sup-port. In important decisions, the Department Board and the Division Board always consult

the council of leaders of the seven research groups in the division.

Management decisions are communicated extensively. The Department Board issues

communiqués on a regular basis to inform staff about recent developments, and its

deci-sions are listed on a web page. Similarly, the minutes of the weekly meetings of the Division

Board of Mathematics are distributed by email among staff members. This board meets

monthly with the Council of Group Leaders, and the group leaders have informal meetings

with their group members to report on these meetings and discuss current affairs. The

Divi-sion Board also arranges an informal lunch meeting with each group separately, once a year.

Other meetings intended to stimulate scientific exchange and to strengthen the social

coher-ence are: (i) a departmental research day, once a year (jointly for mathematics & computer

science); (ii) staff seminars, in which there is also room for announcements by the dean,

discussions of open problems, etc.; and (iii) meetings in which new staff members introduce

themselves.

Scientists are intrinsically motivated, and derive their satisfaction mainly from the kind

of work they do. However, management has a number of means of additional motivation,

like bonus awards, pay rises, and promotions to individuals. Both individuals and research

groups can be rewarded for bringing in projects with external parties. The Department Board

nominates researchers who have come very close to receiving a VICI or ERC grant to the

recently installed Fund for Excellence of TU/e; typically, one postdoc year will be made

available to such researchers.

Incentives exist also on the level of research groups. For tenured staff, career planning

is individual and depends to a lesser extent than before on formation planning of the

depart-ment; for instance, tenured staff members can become associate professors (UHD) on their

own merit without the need for a new vacancy at this level. Management training is offered

to those who are put in charge of important administrative duties, other courses are offered

based on specific needs. Distribution of research and teaching tasks is adapted to individual

capabilities, with a growing differentiation of available research time, and faculty is enabled

and encouraged to take sabbatical leaves.

Quality control and processes of improvement and innovation

The main mechanism

for quality control in the department is formed by the annual performance evaluations of all

employees. Research group leaders are responsible for the management of their group and

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egy plans for the divisions. These plans are intended to direct the development of a division

for a period of five years. They explicitly describe the choices that the division is facing with

respect to the course of its research, and translate the choices made into a projection of

the desired character of research groups and staff positions. The current strategy plan for

the Division of Mathematics covers the period 2006–2010. Within a group, there is much

autonomy regarding the research directions. Several group leaders have formulated their

long-term research plans in the form of a VIDI-, VICI- or ERC-proposal. In the review period,

three VICI-proposals were granted in the division (Florack, Van der Hofstad, Woeginger) and

two VIDI-proposals (Van der Hofstad, Peletier, not counting Van Zanten who joined us in

May 2009). Both the university and the department strongly stimulate submission of such

proposals, and offer the applicants ample training and support.

Each research group has one PhD student paid by the department, but the Department

Board can deploy additional PhD students and postdocs to encourage implementation of the

research strategies. For a little while each research group received a second PhD position,

but this is financially no longer feasible. A few years ago TU/e started its

Women in Science

program, to attract more talented female researchers in the higher university ranks. Currently,

the Mathematics Division employs two women participating in this program; they are hired in

a tenure track system and their salaries are partly paid by the board of the university.

External reviews are an important input for the strategy plans. In line with the

encour-aging remarks of the 2004 Assessment of Research Quality in Mathematics, the department

merged the research programs in applied analysis and scientific computing. External

re-views also influence funding (of the department as well as of the individual research groups)

because the scores in external reviews form a parameter in the financial model of the

uni-versity.

3. Strategy and policy

3.a. Strategy, policy and design in brief (incl. historical context; institute,

depart-ments, programs)

Our strategy plan of January 2006 states that mathematics in our division has an

algorith-mic profile, with specific expertise in discrete mathematics, stochastics, and computational

engineering. It is no coincidence that the three research programs DMA, SPOR, and CASA

follow this division. The long-term strategy is to strengthen our expertise in these fields, and

to address new and challenging problem areas in which our knowledge and experience can

be utilized.

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The seven research groups of the Mathematics Division cover the basic disciplines needed

for these three fields:

program

research group

group leader

CASA

Applied Analysis (AA)

prof.dr. M.A. Peletier

Scientific Computing (SC)

prof.dr. R.M.M. Mattheij

DMA

Coding Theory and Cryptology (C&C)

prof.dr.ir. H.C.A. van Tilborg

Discrete Algebra and Geometry (DAG)

prof.dr. A.M. Cohen

SPOR

Combinatorial Optimization (CO)

prof.dr. G.J. Woeginger

Probability and Statistics (P&S)

prof.dr. R.W. van der Hofstad

Stochastic Operations Research (SOR)

prof.dr.ir. O.J. Boxma

Compared to the previous research assessment from 2003 there are several changes, which

we will describe next.

The three research programs of this self-assessment (DMA, SPOR, and CASA)

corre-spond to the subdivision of tracks in the Master program IAM, Industrial and Applied

Mathe-matics, except that the Combinatorial Optimization group of prof. Woeginger fits into Master

track DMA as well as SPOR. The resulting bridge between two of our main research

direc-tions is considered to be very valuable. Figure 1 illustrates the close reladirec-tionships between

the seven groups.

CASA. In September 2004, the research groups ‘Applied Analysis’ and ‘Scientific

Com-puting’ decided to join forces under the name CASA. In 2004, prof. Peletier was appointed

next to prof. Van Duijn, who was appointed in 2000 as the envisaged successor of prof. De

Graaf. In March 2005, as a result of Van Duijn’s appointment to rector magnificus, Peletier

took over as group leader. In May 2005, prof. Hautus retired and the research group

‘Sys-tems and Control’ ended as planned. Most of the remaining staff joined CASA.

SPOR. Following prof. Van der Laan’s retirement in August 2001, prof. Den Hollander

led the research group (with a part-time appointment). In January 2005, after the

appoint-ment of prof. Van der Hofstad, the research group Statistics and Probability was renamed in

Probability and Statistics. In February 2004, prof. Woeginger was appointed as the leader of

the group Combinatorial Optimization, as the successor to prof. Lenstra. In 2006 prof. Borst

was appointed on a permanent basis in the research group Stochastic Operations Research.

He shares some of the leadership of this group with prof. Boxma.

DMA. In September 2006, prof. Lange was appointed as a D

IAMANT

-professor in the

group Coding Theory and Cryptology. She and dr. Schoenmakers have amplified the

cryp-tology expertise of the group. The joining in October 2005 of dr. Draisma is a beginning of

the required rejuvenation of the DAM group.

As stated before, besides the research groups, the division counts the postgraduate school

Mathematics for Industry and the laboratory LIME. The postgraduate school has been around

for a long time and was formally known before as

Wiskunde voor de Industrie

; it emphasises

modelling and design in an industrial context and thus forms an integral part of our strategy

to stay in close touch with the world of technical applications. The newly formed laboratory

LIME performs consultancy and is gradually expanding its activities from applied analysis

and scientific computing to the full scope of the division’s mathematical expertise. We value

its presence within the division because of the desired interaction between mathematical

research and industrial problems.

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RM

MP GW

HvT

Figure 1:

The Erd ˝os graph between the seven research group leaders. Two researchers are at distance 1 if they are co-authors of a joint paper in a journal reviewed in MathReviews, and they are at distanced if the shortest chain of papers (with overlapping author sets) between them consists of d papers. In the picture the edges represent distances2 (thick),3(medium), and 4(thin), whereas non-edges stand for distance 5.

The short-term strategy of the Mathematics Division concerns the choice of themes both

within mathematics and within society. The strategy often takes effect in collaborations at

the department level (institutes), the national mathematical research level (mathematics

clus-ters), and university or 3TU level (participation in institutes). Our two departmental institutes

of relevance to mathematics, E

URANDOM

and EIPSI, have already been discussed in the

subsection on formal leadership above. The 3TU level is discussed in §3.c.

As for the mathematics clusters, we strive for involvement in at least one of these by

each of the three research programs. Currently this goal is achieved: DMA is involved in

D

IAMANT

, SPOR in STAR (which started May 15, 2009), and CASA in NDNS

+

.

In terms of societal problem areas, our foci are

information and communication technology (ICT),

biological and biomedical applications (BIO), and

materials (MAT).

In each of these areas, we match existing expertise, practical appeal, and concrete

possibil-ities of cooperation with other departments. Examples are NIRICT for ICT, the TU/e Institute

for Complex Molecular Systems (ICMS), the Department of Chemical Engineering and the

Department of Biomedical Engineering for biological and biomedical applications, and the

Center for Computational Engineering Eindhoven for materials. We discuss the individual

three foci in a little greater detail.

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ICT. The ICT profile of the TU/e has a broad support within the mathematics division,

reputed for its work on performance analysis, network optimization, information security,

error correction, and also the development of interactive teaching material. In performance

analysis, the appointment of professor Borst has led to new initiatives in topics like wireless

and peer-to-peer networks, as exemplified by the participation in several European projects

on these topics. The combined expertise of our division and the Computer Science Division

makes TU/e a major player in ICT security in the Netherlands. At our side, the mathematical

aspects primarily regard cryptology. At the side of Computer Science, the existing expertise

has been strengthened by the appointment of prof. S. Etalle as full-time full professor in

Embedded Systems Security. This position is part of the 3TU.Centre for Dependable ICT

Systems (see §3.c). We have combined the expertise from both divisions in EIPSI.

BIO. This area was explored by dr. L. Stougie, who managed to identify interesting fields

of mathematical research (the PhD. work of Van Iersel being a witness), but moved to the

Free University before a clearly identifiable large scale activity emerged. However, our

divi-sion also works on biology oriented topics in various other ways: The bio profile that the TU/e

wishes to achieve generates a host of mathematical and statistical questions in, for example,

computational biology and medical image analysis. Research into anorganic and organic

materials is carried out in several departments and leads to fundamental mathematical and

computational issues. The CASA group is increasingly involved in research on biomedical

technology. Prof. Peletier’s group participates in ICMS. Prof. Florack, who has a VICI project

in biomedical image analysis, joined the division in September 2007, holding the chair in

Mathematical Image Analysis. He has a 0.2 appointment in the Department of Biomedical

Engineering.

MAT. The materials application area is receiving particular attention from CASA; much

of the research in scientific computing and applied analysis is inspired by questions related

to materials. The focus has broadened to semiconductors and multiscale phenomena. The

research on semiconductors is strongly promoted by external funding. The interest in

mul-tiscale phenomena is rapidly growing worldwide, and the combination of applied analysis

and scientific computing can provide fruitful contributions. The expertise in CASA has been

strengthened by appointing F. Toschi as a half-time full professor in Computational Physics of

Multi Scale Transport Phenomena (September 2008). This position is part of the 3TU.Centre

for Multiscale Phenomena (see §3.c).

3.b. Future developments (institute, departments, programs)

Our main research directions continu to be discrete mathematics, stochastics, and

compu-tational engineering. Before going into developments regarding these main research

pro-grams, let us briefly discuss the two parts of the division that are not embedded in the union

of the research groups: MFI and LIME.

The postgraduate school MFI will be continued; it is likely to be embedded in the

mathe-matics program of the graduate school envisaged by the rector for the whole TU/e. Thus, the

care for all mathematics PhD students, the Masters program, and the postgraduate school

will be joined into one school. At the same time, we expect and support that, at the national

level, the research schools in mathematics will join forces under the umbrella of the newly

formed PWN (Platform Wiskunde Nederland). As for the future role of LIME, we intend to

foster further expansion to the full scope of the division’s mathematical expertise. With a new

university-wide focus on energy, we strive for new contacts with industry leading to a new

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The report of the 2007 Midterm Review Committee contained considerable praise, but also

raised three main concerns.

(i) The uncertain future of

E

URANDOM

.

Attempts to secure external funding for E

U

-RANDOM

via NWO or the Ministry of OCW have not yet been successful. However, in 2008

two key strategy documents for Dutch mathematics were published, viz.,

Concentratie &

Dy-namiek

(Concentration and Dynamics) and the

Masterplan Toekomst Wiskunde

(Masterplan

for the future of Dutch mathematics). Both documents emphasize the very positive role that

E

URANDOM

is playing in Dutch stochastics, and they both advocate the establishment of a

stochastics cluster centered around E

URANDOM

as the fourth mathematics cluster. TU/e and

the Department of Mathematics and Computer Science strongly support this.

(ii) Allocation of research time is too uniform.

Some researchers who gradually were

moving away from research have recently become

docent

and/or have shifted the bulk of

their duties to administrative tasks. The research time of a few other researchers has been

reduced. This allowed us to give extra research time to some exceptionally talented

re-searchers, and as a general rule to newly appointed staff members in their first years.

(iii) Vulnerability of the Coding- and Crypto (C&C) group.

The appointment of prof. Lange

as D

IAMANT

-professor has given a new impulse to this group. The appointment of the

Ce-DICT professor Embedded Systems Security has led to the establishment of a Security

group (SEC) in the division of Computer Science. The collaboration of C&C and SEC in

EIPSI should lead to a further strengthening of the position of C&C.

In the next review period, the leader of the C&C group (prof. Van Tilborg) will retire, as will

prof. Cohen and prof. Mattheij. This poses considerable challenges, but also offers new

op-portunities. In discrete mathematics, the department aims for a new professor who does

research from an algebraic and geometric perspective, and who develops advanced

tech-niques for a variety of industrial applications. In computational science, we are planning to

appoint a new full professor and a part-time professor. The department is also investing

into statistics—a discipline which is highly relevant in a technical university, with many links

to other departments, industry, and E

URANDOM

. Next to the appointment of prof. Van

Zan-ten, additional positions in statistics will be made available. Some of these initiatives will be

enhanced by 3TU funding; see §3.c below.

Newly emerging societal focal areas are energy and transportation. The department

will participate in a new concerted TU/e program on energy, the Eindhoven Energy Institute,

on themes like biofuels, energy conversion and transport. The CASA group is particularly

interested in problems related to photovoltaic panels (solar cells) and LNG (Liquid Natural

Gas). SPOR will participate in the new 3TU.Centre for Supply Chains, Innovative Mainports

and Mobility (SCIMM), focussing on the stochastic analysis and optimization of transportation

phenomena.

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3.c. Cooperation with other Technical Universities in the Netherlands

For a number of years already, the division collaborates with the other TUs within research

schools like BETA (with UT), J.M. Burgerscentrum (with TUD and UT), EIDMA (with UT), and

Engineering Mechanics (with TUD and UT). The boards of the three mathematics divisions

are in permanent contact, and discuss and align their educational policies and research

strategies. In particular, the two sister divisions are always consulted before the appointment

of new professors.

Since 2005 the 3TUs offer a joint MSc program in Applied Mathematics. The MSc

pro-gram consists of common core courses (held at all three locations) and of common elective

courses (offered at central locations in the Netherlands). Most of the elective courses are

embedded into the Dutch national MSc program MasterMath.

The creation of the 3TU.Federation is providing a strong stimulus for the

collabora-tions between the three mathematics divisions. The division at Eindhoven participates in the

Center of Competence

Netherlands Institute for Research in ICT (NIRICT)

with the groups

Coding Theory and Cryptology, Combinatorial Optimization, and Stochastic Operations

Re-search, and in the Center of Competence

Fluid and Solid Mechanics (FSM)

with CASA.

In February 2006, the Dutch Government granted 50M

e

for thirty new chairs in the

Cen-ters of Excellence formed by the co-operating technical universities. Two of these support

our research plans: The chair in Embedded Systems Security, part of the

3TU.Centre for

Dependable ICT Systems (CeDICT)

, and the chair in Computational Physics of Multi Scale

Transport Phenomena, part of the

3TU.Centre for Multiscale Phenomena

.

In Spring 2009 (triggered by the 3TU Midterm Review) the three Technical Universities

decided to establish the

3TU Applied Mathematics Institute (3TU-AMI)

as a new Centre

of Excellence within the 3TU Institute for Science and Technology. The goals of AMI are

to provide better positioning of mathematical research at the 3 TUs, to contribute to the

coordination of focus and mass, to stimulate joint research and joint initiatives, and to act

as one desk for 3TU mathematics. AMI will be represented by a director and supported by

secretarial staff. An important task will be to increase the visibility of Applied Mathematics

at 3TU by organizing joint conferences and workshops and by inviting international visitors.

The Institute will also organise advanced courses for PhD students.

An important task of the 3TU Applied Mathematics Institute will be the coordination of

decisions on new professorial positions. The 3TU-AMI will provide financing for a five year

period to establish three professorial positions at each of the three Applied Mathematics

Departments.

3.d. Embedding and relations with(in) external parties (national and international)

The department strongly values the national mathematics clusters. It coordinates the cluster

D

IAMANT

, which covers our research in discrete mathematics, it participates in the cluster

NDNS

+

, in the field of applied analysis, and it has taken the initiative towards the stochastics

cluster STAR.

It is a policy of the department that every research group participates in a research

school, to strengthen further cooperation with other universities and to provide advanced

training of our PhD students. The department plays a major role in BETA (operations

re-search, statistics), EIDMA (discrete mathematics and combinatorics), and Stieltjes (applied

analysis, stochastics). Smaller participations include the J.M. Burgerscentrum (applied and

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The department has a longstanding and successful exchange program with the

Cen-trum voor Wiskunde en Informatica (CWI) in Amsterdam, where researchers from CWI and

TU/e “trade places” for one day a week. Currently this program involves three researchers

from either side.

On January 1, 2008, NWO funding for the European Institute for Stochastics E

URANDOM

ended, and E

URANDOM

formally became a part of the Department. The institute E

URANDOM

is presently using the reserves of the foundation E

URANDOM

to continue its scientific

activ-ities. The department is willing to assist E

URANDOM

in its strive to continue its scientific

activities at the present scope and level. It is strongly supporting the stochastics cluster

STAR centred around E

URANDOM

, and it has planned ample space for E

URANDOM

in its

new building. Furthermore it provides the scientific director (currently professor Boxma) and

several scientific advisors.

The department has a joint Master Program in Industrial Mathematics with

Technis-che Universität Kaiserslautern and Johannes Kepler Universität Linz. The Erasmus Mundus

program of the European Commission supports the program with (full) scholarships for third

country nationals. An application for Erasmus Mundus II has been recently submitted, aimed

at continuing this joint Master program and enlarging it with a joint PhD program. Finally, the

TU/e as a whole participates in the C

LUSTER

and C

ESAER

networks of European universities

of science and technology.

Within TU/e, the department has been involved in 7 of the 10 profile areas of the

univer-sity, which for a little while featured prominently on the agenda of TU/e. CASA (prof. Peletier)

plays a role in the newly installed TU/e Institute for Complex Molecular Systems (ICMS).

Besides all these formal cooperations, the research groups have extensive

collabora-tions with researchers from a wide variety of top institucollabora-tions, mostly in Europe and the US.

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3.e. An overview of participations, by research program

Research programs

CASA

SPOR

DMA

Research groups

TA

SC

KS

SB

CO

C&C

DAM

Research schools

– ASCI

– J.M. Burgerscentrum

– Engineering Mechanics

– Thomas Stieltjes Institute for Mathematics

– BETA Research School for Operations

Management and Logistics

– EIDMA

Mathematics clusters

– NDNS

+

(Nonlinear Dynamics of Natural

Systems)

– STAR (Stochastics

-Theoretical & Applied Research)

– D

IAMANT

(Discrete, Interactive and

Algorithmic Mathematics, Algebra, and

Number Theory)

3TU.Centres of Competence

– Fluid and Solid Mechanics

– NIRICT

3TU.Institute

– 3TU Applied Mathematics Institute

(starting 2009)

Research institutes

– ICMS

– E

URANDOM

– CWI

– EIPSI

Profileringsgebieden TU/e

– Mechanics and Control

– Polymer Science and Technology

– Biomedical Engineering Sciences

– Logistics, Operations and their Information

Systems (LOIS)

– Broadband Telecommunication

Technologies

– Science and Engineering of Embedded

Systems (SEES)

– Ambient Intelligence

(21)

As already mentioned, the Department Board is involved in all staff appointments:

Pro-fessors and associate proPro-fessors are appointed by the Executive Board of the university

on recommendation of the board. Assistant professors and other staff are appointed by the

board itself on recommendation of a hiring committee that always includes the relevant group

leader, the curriculum director, and the personnel manager. The policy is to only hire staff

members who are both strong researchers and (have the potential to become) very good

teachers. The department has an active policy of appointing a part-time professor in each

group, who provides a structured link with industrial applications and research institutes.

The university offers management training courses as well as didactic courses for its

staff. As a matter of policy, new staff members with little teaching experience take the relevant

didactic courses, and senior staff and others put in charge of important administrative duties

take management training courses.

Every group has secretarial support staff (with research groups sharing one part-time

secretary) and some groups also have technical support staff (in the form of a scientific

programmer).

The table shows the aggregated number of research staff in full time equivalents, subdivided

over tenured staff, non-tenured staff, and PhD students. Details per program are given in

§7 of the program descriptions; see page 37 for CASA, page 59 for SPOR and page 81 for

DMA. See also appendix F on page 215 for related statistics.

Division of Mathematics

2002

2003

2004

2005

2006

2007

2008

total

1

Tenured

15.6

16.0

16.9

17.0

15.4

14.9

15.4

95.6

Non-tenured

10.0

7.9

6.7

11.7

10.5

12.4

14.3

63.4

PhD students

26.4

22.6

26.3

27.6

28.2

29.5

35.5

169.8

Total research staff

52.0

46.5

49.9

56.4

54.1

56.9

65.1

328.9

1In the period 2003–2008.

4.a. PhD programs and policies

The Netherlands has a system of

research schools

. An important task of the research

schools is to provide training and education for PhD students. Research schools can be

accredited by the KNAW (Royal Netherlands Academy of Arts and Sciences) if they meet

certain quality criteria. It is a policy of the department that every research group participates

in at least one accredited research school.

Every PhD student participates in one research school, and follows the educational

program of this research school. PhD students are also offered general courses, such as

technical writing and presentation courses and language courses. Furthermore specific

in-dividual training is provided locally, through participation in the seminars run by the research

group, meetings with the daily supervisor, etc. The students are encouraged to present their

research at international conferences, and to publish their results in peer-reviewed journals.

(22)

The Personnel Department actively guards that each PhD student has a personal

train-ing and supervision plan. The plan is drawn up by the supervisor(s) together with the student.

PhD projects usually are scheduled for four years. At the beginning of the first year a clear

research plan is developed. At the end of the first year, the progress and the development of

the PhD student are assessed in a formal evaluation. A negative evaluation means that the

student has to stop his PhD project. A positive evaluation means that the supervisors are

convinced that the student is able to complete his project within the remaining three years.

In the following years, the progress is monitored through several informal evaluations.

List of PhD candidates

See appendix E on page 213.

Origin of PhD candidates

Over the last decade, we observe a radical change in the origin

of our PhD students. The percentage PhD students graduated as MSc in Eindhoven has

been halved, the percentage of PhD students coming from foreign universities has more than

doubled. This might be explained as the result of two opposite developments: on the one

hand the number of master students decreases, on the other hand the number of positions

funded increases.

1996–2000

2001–2005

Origin of PhD students

in total

per year

percentage

in total

per year

percentage

MSc IAM

19

3.8

49%

17

3.4

28%

other TU/e

4

0.8

10%

0

-

-other Netherlands

9

1.8

23%

18

3.6

30%

foreign universities

7

1.4

18%

25

5.0

42%

Total

39

7.8

100%

60

12

100%

Number of PhD theses

Division of Mathematics

2002

2003

2004

2005

2006

2007

2008

total

2

CASA

3

7

5

8

1

4

4

29

SPOR

4

3

1

3

2

4

2

15

DMA

4

3

-

5

-

3

2

13

Total

11

13

6

16

3

11

8

57

2In the period 2003–2008.

Success rates of PhD candidates

Met een stoommachine neemt men genoegen, als het nuttig effect slechts 20% bedraagt, en niemand denkt er aan, dat den vervaardiger als een tekortkoming te verwijten. – Prof.ir. W.H.L. Janssen van Raay, Rector Magnificus Technische Hogeschool te Delft (1926/27)

The table shows per calender year the number of standard PhD candidates (i.e. employed

as AiO or promovendus) enrolled as well as the numbers of those who graduated after the

specified number of years, those who have not yet finished, and those who discontinued

their studies.

(23)

starting

enrollment

graduation (numbers)

not yet

discont’d

year

(number)

> 4 yrs

> 4

12

yrs

> 5 yrs

> 6 yrs

finished

< 4 yrs

< 4

1

2

yrs

< 5 yrs

< 6 yrs

2005

10

1

8

1

2004

11

1

7

1

2

2003

8

1

5

1

1

2002

3

2

1

2001

13

4

4

1

4

2000

5

4

1

1999

3

1

1

1

1998

8

1

1

1

3

1

1

1997

10

3

5

1

1

1996

7

3

1

1

2

starting

enrollment

graduation (cumulative percentage)

not yet

discont’d

year

(number)

> 4 yrs

> 4

12

yrs

> 5 yrs

> 6 yrs

finished

< 4 yrs

< 4

1

2

yrs

< 5 yrs

< 6 yrs

2005

10

10%

-

-

-

-

80%

10%

2004

11

9%

73%

82%

-

-

18%

0%

2003

8

13%

75%

88%

100%

100%

0%

0%

2002

3

0%

67%

67%

100%

100%

0%

0%

2001

13

31%

62%

69%

69%

69%

0%

31%

2000

5

0%

80%

80%

80%

80%

0%

20%

1999

3

33%

67%

67%

67%

67%

0%

33%

1998

8

13%

25%

38%

75%

88%

0%

13%

1997

10

30%

80%

80%

90%

90%

0%

10%

1996

7

0%

43%

57%

71%

71%

0%

29%

Cum Laude

End of 1999, TU/e reintroduced the judicium Cum Laude to award doctoral

re-search of exceptionally high quality, conducted with an exceptional degree of independence.

In the period 2000–2008, 44 out of 1301 doctorates (=3,4%) were referred as Cum Laude.

For the Division of Mathematics, there were 8 Cum Laude’s on a total of 93 doctorates

(=8,6%).

(24)

Career destination of PhD graduates

The table shows the career destination of the 57 PhD graduates in the period 2003–2008.

Career destination

Number

Percentage

Academic staff in the Netherlands

12

21%

Academic staff abroad

12

21%

Trade and Industry

22

39%

Electronics industry

11

19%

Finance and banking

7

12%

Other

4

7%

Government

1

2%

Consultancy

7

12%

Miscellaneous

3

5%

Education

2

3%

Other

1

2%

Unemployed

-

-5. Resources, funding and facilities

Funding and expenditure

The table shows funding and expenditure for the Division of

Mathematics. Both funding and costs include education as well as research.

Funding in k

e

2002

2003

2004

2005

2006

2007

2008

Direct funding

5287

5612

5210

5637

4965

6265

5329

Research funds

381

566

610

853

1162

1192

1495

Contracts

1421

1038

1340

1398

1446

1777

3315

Total

7089

7216

7160

7888

7573

9234

10139

Funding in percentage

2002

2003

2004

2005

2006

2007

2008

Direct funding

75%

78%

73%

71%

66%

68%

53%

Research funds

5%

8%

9%

11%

15%

13%

15%

Contracts

20%

14%

19%

18%

19%

19%

33%

Total

100%

100%

100%

100%

100%

100%

100%

Expenditure in k

e

2002

2003

2004

2005

2006

2007

2008

Personnel costs

6222

6191

6276

6644

6944

8297

9745

Other costs

642

577

620

648

598

955

1172

Total

6864

6768

6896

7292

7542

9252

10917

Expenditure in percentage

2002

2003

2004

2005

2006

2007

2008

Personnel costs

91%

91%

91%

91%

92%

90%

89%

Other costs

9%

9%

9%

9%

8%

10%

11%

Total

100%

100%

100%

100%

100%

100%

100%

The considerable increase in 2008 in funding (contracts) and expenditure (personnel costs)

(25)

see page 40 for CASA, page 62 for SPOR and page 83 for DMA.

PhDs

2002

2003

2004

2005

2006

2007

2008

Direct funding

42%

39%

33%

24%

23%

23%

23%

Research funds

36%

41%

42%

49%

52%

44%

35%

Contracts

19%

17%

19%

18%

19%

28%

33%

Other

3%

4%

6%

9%

7%

6%

8%

Postdocs

2002

2003

2004

2005

2006

2007

2008

Direct funding

21%

11%

0%

0%

0%

7%

16%

Research funds

3%

15%

28%

39%

51%

52%

52%

Contracts

76%

74%

72%

61%

49%

41%

32%

Other

0%

0%

0%

0%

0%

0%

0%

PhDs+Postdocs

2002

2003

2004

2005

2006

2007

2008

Direct funding

38%

33%

28%

18%

19%

21%

22%

Research funds

29%

36%

40%

46%

51%

45%

38%

Contracts

31%

28%

27%

28%

24%

29%

33%

Other

2%

3%

5%

7%

6%

5%

7%

Facilities

At the time of the previous review in 2003 we wrote: “The TU/e main building,

which houses the department, offers less than ideal working conditions. Its renovation is

subject to continual postponement.” In 2009 the department still resides in the main building,

but the Executive Board of TU/e has decided meanwhile for a new building to be realised

next to the main building. We hope to settle in the new building by January 2012.

By then, the department will lose its library as a facility especially dedicated to the

disciplines of mathematics and computer science. The library will be integrated in the Central

Library, which fortunately will be housed on the lower floors of the same new building.

6. Overview of the results

The table shows the aggregated number of publications. Details per program are given in

appendix A on page 93 for CASA, appendix B on page 135 for SPOR and appendix C on

page 185 for DMA. See also appendix F on page 216 for related statistics.

(26)

Publications

2002

2003

2004

2005

2006

2007

2008

total

4

Academic publications

Journal articles

84

108

85

105

114

115

126

653

Conference papers

59

45

53

50

95

81

78

402

Book chapters

6

4

3

7

5

8

3

30

Monographs

1

4

-

2

2

1

3

12

PhD theses

11

13

6

16

3

11

8

57

Patents

6

3

2

5

8

4

1

23

4In the period 2003–2008.
(27)

SWOT analysis

Strengths:

A substantial rejuvenation in the corps of full professors carried through.

High quality, as reflected in a sizable number of awards and grants.

Continuing growth in external funding, both from research funds and contracts.

Broad expertise in industrial mathematics, in areas fitting a technical university.

The successful role of LIME in knowledge exchange with industry.

Presence of the research institutes E

URANDOM

and EIPSI.

Active participation in the clusters D

IAMANT

, NDNS

+

, and STAR.

Fruitful embedding of mathematics and computer science in one department.

Weaknesses:

The (traditionally) small scale and individuality of research in mathematics, while

re-search funding is increasingly available only for large consortia.

Persistently low influx of students in both bachelor and master programs in industrial

and applied mathematics.

Opportunities:

3TU activities: Collaboration with TUD and UT in the 3TU Applied Mathematics Institute

(AMI), and 3TU funding of a few professorship positions.

Collaboration between the Divisions of Mathematics and Computer Science in the field

of security in EIPSI.

Synergy with LIME and MFI will further strengthen our profile in modelling and

techno-logical design.

Threats:

Lack of external funding of E

URANDOM

.

Since an increasing percentage of the total funding is based on project money, the

number of scientific staff on temporary contracts has grown. This threatens the

consol-idation of knowledge within the division. Furthermore, in many cases external funding

requires matching from our own funds. These developments threaten to disturb the

balance between fundamental and more applied research.

Demographic developments (minus 15%) point in the direction of a smaller number of

potential students in the region.

High teaching load.

(28)

Conclusions

New appointments of full professors have given strong stimuli to our research, and have

helped to increase external funding. The three groups with aging leaders will be restructured

and refocused over the coming decade, which will open up new opportunities. The 3TU

developments will allow us to further raise the quality and visibility of our research in the

three focal areas discrete mathematics, stochastics, and computational engineering.

In the past few years we have realized a considerable rise in the influx of

foreign

PhD

students. It is essential to continue this effort, and to broaden it across the whole division.

In many application areas the mathematician’s involvement is usually indirect, through

collaboration with researchers having expertise in the application area itself. The reason is

that scientists and engineers involved in real life applications tend to use off-the-shelf

math-ematical tools. As a general rule, our staff will be involved in such applications at the time

these tools prove to be insufficient. Consequently, the rules of engagement in applications

are often through collaborations with other faculty or research laboratories, formulated in

themes. We will continue to look for new themes of societal and industrial relevance and to

collaborate intensively with other disciplines.

Les fondements sont solides, la direction est bonne,

toute notre tâche peut se résumer d’un mot,

continuons.

– H. Petitot, Introduction à la Philosophie traditionelle ou classique (1914)

2

(29)
(30)
(31)

Where innovation starts

Professors R.M.M. Mattheij and M.A. Peletier

SPOR

49–65

Statistics, Probability and Operations Research

Professors O.J. Boxma, R.W. van der Hofstad

and G.J. Woeginger

DMA

69–86

Discrete Mathematics and Applications

(32)
(33)

Applied Analysis and Scientific Computing

Full title

Applied Analysis and Scientific Computing (CASA)

Coordinator

prof.dr. R.M.M. Mattheij

Research groups

AA

Applied analysis

prof.dr. M.A. Peletier

SC

Scientific computing

prof.dr. R.M.M. Mattheij

Starting date

before 1996

Research area

Partial Differential Equations, Scientific Computing and

Applica-tions.

NABS-code

N07

MSC-classification

34, 35, 42, 43, 49, 58, 65, 74, 76, 78, 80, 86, 92

continued on the next page

(34)

Affiliations and cooperations

research schools:

ASCI (Advanced School for Computing and Imaging) [since 2007]

EM (Engineering Mechanics)

JMBC (J.M. Burgerscentrum Research School for Fluid

Dynam-ics)

MATTeR (Materials Analysis, Testing, Technology and Research)

[until December 2004]

SIMATH (Thomas Stieltjes Institute for Mathematics)

mathematics cluster:

NDNS

+

(Nonlinear Dynamics of Natural Systems)

Delft:

Analysis, Mathematical Physics, Scientific Computing,

Mathe-matical Systems and Control Theory.

Enschede:

Applied Analysis and Mathematical Physics (AAMP), Numerical

Analysis and Computational Mechanics (NACM), Mathematical

Systems and Control Theory (WSB).

national:

strongest links with CWI (MAS), VU (group of Hulshof), UvA

(group of Doelman), Leiden (group of Verduyn-Lunel, LA

Peletier).

international:

strongest links with Kaiserslautern, Linz, Paris VI, Bonn, Max

Planck-Institut Leipzig, Köln, Imperial College London,

Cam-bridge, Bath.

CASA is a founding member of the European Consortium of

Mathematics with Industry.

(35)

and numerical) for the study of PDEs arising from a wide range of application areas. This

research is combined with and stimulated by a wide range of contacts and joint projects

with various application areas. CASA aims at becoming a worldwide leading centre for the

numerical and analytical study of PDEs.

2. Leadership

The professors act as natural focal points in CASA, initiating activities for (new) research and

stimulating the tenured staff to develop their own. These activities are structured on various

levels and in a variety of ways. There are weekly meetings between young researchers

and their supervisors, as well as biweekly technical meetings of tenured members of the

chair. The young researchers are encouraged to prepare these meetings by providing written

material beforehand, both to make these meetings more effective (and controllable) and to

practice the art of writing. CASA has a biweekly colloquium with almost exclusively speakers

from outside. There are biweekly seminar series, organised by the young researchers on

relevant and timely topics. Both the colloquium and the seminars are attended by the full

staff as well as master students. On top they are usually attended by visitors from industry

and other TU departments, adding to a very fruitful discussion and interaction.

Twice a year ‘CASA-days’ are organised, in a venue outside the university (sometimes

lasting two days), where the young researchers give presentations about their recent results

as well as plans for the immediate future. In addition there are full-afternoon minisymposia,

on an ad hoc basis, where three to four speakers present lectures focused on a specific

topic. The cooperation between the various researchers is further reinforced by a series of

working groups on special research topics. These groups discuss literature as well as new

own achievements, on a weekly basis and during a few months.

Each member belongs moreover to at least one research school, which holds annual

meetings (where posters and presentations are given). Researchers and PhD students are

stimulated to report on their work at international meetings; a good amount of funding is

made available for this purpose. At a national level, annual meetings like those of the

Dutch-Flemish Numerical mathematicians (one in Woudschoten, and so-called PhDays) add to a

proper encounter with colleagues working on related topics. They are strongly encouraged to

attend courses organised by the "onderzoekscholen". Finally there are frequent short-term

as well as long term visitors, who lecture on topics related to their expertise.

3. Strategy and policy

3.a. Design in brief

The groups represented by the chairs of Applied Analysis and Scientific Computing each

have their specific interest and expertise; in addition, the bundling of the two groups into

(36)

CASA has enabled many cross-boundary connections at professor, lecturer, and PhD level,

thus combining expertise on related problems.

The research of the group of Applied Analysis focuses on qualitative properties of

so-lutions of partial differential equations (PDEs). These range from issues of well-posedness

(existence, uniqueness or multiplicity, and stability of solutions) and regularity, through a wide

variety of other topics, such as singularity formation (blow-up and extinction), pattern

for-mation and evolution, to free-boundary behaviour, asymptotic behaviour for large time and

space, singular limit behaviour, and dependence on parameters. These issues are highly

linked; for instance, the regularity of solutions is closely connected to singular features such

as blow-up or free boundaries, and pattern-forming systems typically exhibit a wide variety

of solutions simultaneously.

The research of the Scientific Computing Group can be characterised by three major

aspects, viz. modelling of problems arising in an industrial context, development and

anal-ysis of numerical methods and design and implementation of numerical algorithms. More

specifically the research has been centered around the following themes: defect correction

techniques for both creeping viscous flow and turbulent pipe flow, multirate methods for

cir-cuit analysis, robust inverse methods for diffraction optics, boundary element methods for

potential problems, high order schemes. The transversality of mathematics makes that the

same methodologies can be used in a large variety of problems. As an example the group

has developed a significant expertise on local defect correction (LDC) that is shown its

ver-satility in virtually any type of numerical discretisation method.

The joining of the two chairs into CASA has created a wealth of opportunities for

re-search that builds on the combined expertise of both groups. As an example, robust

compu-tation of singularity formation requires an intimate knowledge of the structure of the solution,

and on the other hand simulations are essential in forming conjectures on the behaviour of

such solutions. Obviously, appropriate analytical knowledge is of paramount importance to

understand a problem before tackling it numerically. In addition, certain themes and

applica-tion areas overlay the whole of CASA, further pulling together the research of the two groups.

In terms of methodology these are in particular

multi-scale phenomena

and

variational

struc-tures

; in terms of application areas these are

fluid flow

,

materials

,

electromagnetics

and

life

sciences

. These themes give a common direction to the research, giving CASA a clear focus

and a unique national and international position. These applications areas are firmly based

within the TU/e profiling-areas

Dynamics of Fluids and Solids

and

Biomedical Engineering

,

providing CASA with ample opportunities for collaboration.

3.b. Program development

3.b.1. Personnel

Some important changes have taken place during the reporting period.

One was the appointment of Peletier as full professor (2004), adding important expertise in

the field of variational methods as well as strengthening the interest in life sciences. In 2005

Prof. Van Duijn was appointed as rector of the university, implying a substantial reduction of

his research time. Fortunately the department has realised the importance of his field of

ex-pertise and opened positions for new staff members. With the appointments of Remco Duits

and Luc Florack, CASA started a new line of research into mathematical image analysis.

Here we aim to further develop PDEs as processing tools, specifically in combination with

other methods such as wavelet transformations (orientation scores) and variational methods.

CASA has also strengthened its formal ties with industry. In addition to part-time

(37)

this CoC Mattheij is member of the Centre of Excellence “Multiscale Phenomena in Fluids

and Solids”; in 2008 Toschi was appointed on the new CoC chair “Computational physics of

multi-scale transport phenomena” (jointly with the department of Applied Physics).

3.b.2. Science

The research of CASA spans a continuum from fundamental to applied

and covers a wide range of applications. We have grouped the projects by what appears

to be the strongest link between them, while realising that any partitioning into larger blocks

belies the many connections between the various activities.

Viscous flow

The flow of viscous fluids is a large research area in CASA, both analytically and numerically,

with many active members of the faculty (Van Duijn, Mattheij, Molenaar, Peletier, Prokert,

Ti-jsseling, Van der Ven). A long-running project concerns the analysis and simulation of glass

flow in (partially) confined areas, such as in moulds for producing jars and bottles as well

as flows in a glass tank (oven). Results have been obtained using both finite and boundary

elements and these results have been incorporated in industrial projects. Fronts in viscous

flow are studied in a variety of different contexts and with various methods. Instabilities in

advancing fronts arising in injection moulding were studied using matched asymptotic

ex-pansions. a further topic here is the study of large-time behaviour of moving boundaries

in Hele-Shaw and Stokes flows. Finally, the stability of gravity-driven groundwater flow has

been characterized by investigating the steady flow of a viscous jet that falls onto a moving

surface, exactly identifying the parameter regimes of straight and curved flow.

Oscillating gas flow

A typical problem is understanding the fluid dynamics of so-called pulse tubes in order to

make quantitative improvements in their performance.

A two-dimensional mathematical

model has been developed to describe oscillating Helium flow in the tube of a pulse-tube

refrigerator. The model has been used to study the flow of energy in the tube, and in detail,

the dynamic heat transfer to the tube wall. The project has been completed with an

(indus-trially funded) PhD thesis. A second PhD, paid by STW is studying more complex geometry

and physics. Another problem is to develop methods to study of the influence of

produc-tion inaccuracies on the heat transfer in turbine blades. A particular aspect is the use of

non-reflecting boundary conditions. This PhD project is jointly undertaken with Mechanical

Engineering and paid by STW. Yet another (though related) theme is noise reduction in

do-mestic heaters. This STW project (jointly with Mechanical Engineering) on finding numerical

solutions for the G-equation and determining the transfer function is well underway.

Pattern formation

This new direction of research was initiated with the appointment of Peletier as full professor.

A Vernieuwingsimpuls (VIDI) grant is devoted to the stability of lipid bilayers, the biological

membranes that form the exterior of living cells. The mathematical counterpart of this stability

(38)

is the phenomenon of Partial Localization, self-aggregation of molecules into one- or

two-dimensional structures. This research is part of a programme of study of patterns and their

formation and evolution, with applications in biology (membranes and DNA), and also in

geological folding, elastic stability theory, block copolymers, and more generic models such

as the Swift-Hohenberg equation.

Singular-limit analysis and homogenisation

This existing line of research was strengthened with the appointments of Peletier and dr.

Muntean (2007). It builds on the general principle of scale bridging, or multi-scale

anal-ysis, as a tool for the analysis and numerical approximation of a wide variety of

math-ematical models. Since 2004 the research has branched out in directions such as

two-scale reaction-diffusion models, fast-reaction limits, singular limits in pattern-forming

sys-tems, blow-up problems, and homogenization of micro-scale moving-boundary problems.

This activity meshes closely with other lines of research within CASA and other departments

of TU/e (e.g. Materials Science, Biomedical Technology).

Porous media

Models involving flow and transport in porous media and the mechanics of deformable

me-dia arise from studies in the environmental sciences, from industry and from particular

ques-tions related to transport in the human body. The mathematics focuses on applied partial

differential equations, upscaling by homogenisation and numerical methods (mixed finite

el-ement method). Reactive flows with homogenization are studied in the context of the Bsik

project BRICKS. Another topic is the investigation of the consequences of time-dependent

constitutive laws for the admissibility of shocks. A PhD thesis was written on the stability of

gravity-driven groundwater flow. Funded by NWO and jointly with the department of

Biomed-ical Technology, a mixed and mixed-hybrid finite element method is employed to study a four

component mixture for cartilage. Another NWO-funded project dealt with various aspects of

wet paper production.

Mathematical Image Analysis

The recent appointments of assistant professor Remco Duits and full professor Florack (VICI)

within CASA has initiated another new research direction track, devoted to the

mathemat-ical analysis of images. This track combines fundamental and applied mathematics from

across all CASA themes. There is a strong collaboration with the biomedical image

anal-ysis activities in the Department of Biomedical Engineering (Bart ter Haar Romeny, Klaas

Nicolay, a.o.). Research mainly focuses on challenging imaging modalities and protocols for

which traditional paradigms are problematic, e.g. due to high dimensionality of image

do-main and/or cododo-main. From a fundamental point of view it aims at developing new, generic

paradigms for image understanding, the relevance of which reaches beyond specific

appli-cations. The concepts of scale and orientation are pivotal in these paradigms. From an

application point of view it focuses mainly, but not exclusively, on certain advanced magnetic

resonance imaging (MRI) techniques, for which TU/e has gained a particularly strong

exper-tise, and on biomedical applications based on these. These pertain to the analysis of time

sequences of volumetric a

References

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