Dr.ir. Cornelis W. Oosterlee

Publications

  • Download list of publications(pdf)

    Monograph

    U. Trottenberg, C.W. Oosterlee and A. Schüller: "Multigrid". (+/- 650 pages)
    ISBN 0-12-701070-X, Academic Press, London (2001).

    Journal publications

    1. A. Almendral and C.W. Oosterlee,
      `Numerical valuation of options with jumps in the underlying', Applied Num. Math. 53, 1-18 (2005). Download: (pdf)
    2. R. Wienands, F.J. Gaspar, F.J. Lisbona and C.W. Oosterlee, ,
      `An efficient multigrid solver based on distributive smoothing for poroelasticity equations.', Computing 73, 99-119 (2004). Download: (pdf)
    3. Y.A. Erlangga, C. Vuik and C.W. Oosterlee,
      `On a class of preconditioners for solving the Helmholtz equation', Applied Num. Math. 50, 409-425 (2004). Download: (pdf)
    4. F.J. Gaspar, F.J. Lisbona, C.W. Oosterlee and R. Wienands, ,
      `A systematic comparison of coupled and distributive smoothing in multigrid for the poroelasticity system', Num. Lin. Algebra Appl. 11, 93-113 (2004). Download: (pdf)
    5. C.W. Oosterlee , J.C. Frisch and F.J. Gaspar, ,
      `TVD, WENO and blended BDF discretizations for Asian options', Comput. Vis. Science, 6, 131-138 (2004). Download: (ps.gz)
    6. C.W. Oosterlee,
      `On multigrid for linear complementarity problems with application to American-style options', Electr. Trans. on Num. Analysis, 15, 165-185 (2003). Download: (pdf)
    7. C.W. Oosterlee and R. Wienands ,
      `A genetic search for optimal multigrid components within a Fourier analysis setting', SIAM J. Scient. Comp. 24, 924-944 (2002). Download: (pdf)
    8. R. Wienands and C.W. Oosterlee,
      `On three-grid Fourier analysis for multigrid', SIAM J. Scient. Comp. 23, 651-671 (2001). Download: (ps.gz)
    9. P. Wesseling and C.W. Oosterlee,
      `Geometric multigrid with applications to computational fluid dynamics', J. Comp. Appl. Math. 128, 311-334 (2001). Download: (ps.gz)
    10. T. Washio and C.W. Oosterlee,
      `Error analysis for a potential problem on locally refined grids', Numer. Math. 86, 539-563 (2000). Download: (pdf)
    11. R. Wienands, C.W. Oosterlee and T. Washio,
      `Fourier analysis of GMRES(m) preconditioned by multigrid', SIAM J. Scient. Comp. 22, 582-603 (2000). Download: (ps.gz)
    12. C.W. Oosterlee and T. Washio,
      `Krylov subspace acceleration of nonlinear multigrid with application to recirculating flows', SIAM J. Scient. Comp. 21, 1670-1690 (2000). Download: (ps.gz)
    13. T. Washio and C.W. Oosterlee,
      `Flexible multiple semicoarsening for three dimensional singularly perturbed problems', SIAM J. Scient. Comp. 19, 1646-1666 (1998). Download: (ps.gz)
    14. C.W. Oosterlee, F.J. Gaspar, T. Washio and R. Wienands.
      `Multigrid line smoothers for higher order upwind discretizations of convection-dominated problems' Journ. Comp. Physics 139, 274-307 (1998). Download: (ps.gz)
    15. C.W. Oosterlee and T. Washio,
      `An evaluation of parallel multigrid as a solver and as a preconditioner for singularly perturbed problems.' SIAM J. Scient. Comp. 19, 87-110 (1998). Download: (ps.gz)
    16. T. Washio and C.W. Oosterlee,
      `Krylov subspace acceleration for nonlinear multigrid schemes'. Electr. Trans. on Num. Analysis, 6, 271-290 (1997). Download: (ps.gz)
    17. C.W. Oosterlee.
      `A GMRES-based plane smoother in multigrid to solve 3D anisotropic fluid flow problems' Journ. Comp. Physics 130, 41-53 (1997). Download: (ps.gz)
    18. J.Wu, H.Ritzdorf, C.W. Oosterlee, B. Steckel and A. Schüller,
      `Adaptive parallel multigrid solution of 2D incompressible Navier-Stokes equations' Int. J. Num. Methods in Fluids 24, 875 -892 (1997).
    19. C.W. Oosterlee and H. Ritzdorf,
      `Flux difference splitting for three-dimensional steady incompressible Navier-Stokes equations in curvilinear coordinates' Int. J. Num. Methods in Fluids 23, 347-366 (1996). Download: (ps.gz)
    20. R. Hempel, R. Calkin, R. Hess, W. Joppich, C.W. Oosterlee, H. Ritzdorf, P. Wypior, W. Ziegler, N. Koike, T. Washio and U. Keller,
      `Real applications on the new parallel system NEC Cenju-3' Parallel Computing 22, 131-148 (1996).
    21. C.W. Oosterlee,
      `The convergence of parallel multiblock multigrid methods' Appl. Num. Mathematics 19, 115 -128 (1995). Download: (ps.gz)
    22. C.W. Oosterlee and P. Wesseling,
      `On the robustness of a Multiple Semi-coarsened Grid method'. Z. Angew. Math. Mech. 75(4), 251-257 (1995).
    23. C.W. Oosterlee and P. Wesseling,
      `Steady incompressible flow around objects in general coordinates with a multigrid solution method'. Num. Methods for Part. Diff. Equations. 10, 295-308 (1994).
    24. C.W. Oosterlee and P. Wesseling,
      `Multigrid schemes for time-dependent incompressible Navier-Stokes equations'. Impact Comp. Science and Eng. 5, 153--175 (1993).
    25. C.W. Oosterlee P. Wesseling, A. Segal and E. Brakkee,
      `Benchmark solutions for the incompressible Navier-Stokes equations in general coordinates on staggered grids'. Int. J. Num. Methods in Fluids 17, 301-321 (1993).
    26. C.W. Oosterlee and P. Wesseling,
      `A robust multigrid method for a discretization of the incompressible Navier-Stokes equations in general coordinates'. Impact Comp. Science and Eng. 5, 128-151 (1993).
    27. P. Wesseling, A. Segal, J. van Kan, C.W. Oosterlee and C.G.M. Kassels.
      `Finite volume discretization of the incompressible Navier-Stokes equations in general coordinates on staggered grids'. Comp. Fluids Dyn. Journal, 1, 27-33, (1992).
    28. A. Segal, P. Wesseling, J. van Kan, C.W. Oosterlee and C.G.M.. Kassels,
      `Invariant discretization of the incompressible Navier-Stokes equations in boundary fitted co-ordinates'. Int. J. Num. Methods in Fluids 15, 411-426 (1992).
    29. C.W. Oosterlee and P. Wesseling,
      `A multigrid method for an invariant formulation of the incompressible Navier-Stokes equations in general coordinates'. Comm. Appl. Num. Methods 8, 721-734 (1992).

    Papers accepted for publication

    1. A. Almendral and C.W. Oosterlee,
      `Numerical valuation of options with jumps in the underlying' to appear in Appl. Num. Math. (2004). Download: (pdf)
    2. R. Wienands, F.J. Gaspar, F.J. Lisbona and {`An efficient multigrid solver based on distributive smoothing for poroelasticity equations´}. C.W. Oosterlee F.J. Gaspar and J.C. Frisch.
      `An efficient multigrid solver based on distributive smoothing for poroelasticity equations' to appear in Computing (2004). Download: (pdf)

    Proceedings contributions

    1. In: A. Schüller (Ed.) `Portable Parallelization of Industrial Aerodynamic Applications (POPINDA), Results of a BMBF Project'
      Notes on Num. Fluid Mech. 71, Vieweg Braunschweig (1999):
    2. in Section 3.4: N. Kroll, S. Leicher, C.W. Oosterlee and B. Steckel, `Convergence for increasing numbers of blocks'.
    3. in Section 3.5: C.W. Oosterlee, F.J. Gaspar, T. Washio and R. Wienands,
      `New smoothers for higher order upwind discretizations of convection-dominated problems like the Euler equations'.
    4. in Section 3.6: C.W. Oosterlee and T. Washio,
      `Krylov subspace acceleration for linear and nonlinear multigrid schemes'.
    5. in Section 3.7: T. Washio and C.W. Oosterlee,
      `Multiple semi-coarsening for 3D singularly perturbed scalar partial differential equations'.
    6. in Section 4.1: C.W. Oosterlee, A. Schüller and U. Trottenberg,
      `Why use adaptive grids ?'.
    7. C.W. Oosterlee, F.J. Gaspar, T. Washio and R. Wienands,
      `Fast multigrid solvers for higher order upwind discretizations of convection-dominated problems' In: W. Hackbusch, G. Wittum (Eds.) Multigrid Methods V, Lecture Notes in Computational Science and Engineering 3, Springer Berlin, 212-224 (1998).
    8. T. Washio and C.W. Oosterlee,
      `Krylov subspace acceleration for nonlinear multigrid schemes' In: W. Hackbusch, G. Wittum (Eds.) "Proc. of the 5th Europ. Multigrid conf., special topics and applications'', Report n98/6 ICA Univ. of Stuttgart, 125--137 (1998).
    9. A. Schüller, C.W. Oosterlee, H. Ritzdorf, H. Schwichtenberg, B. Steckel and J. Wu
      `Parallelization and adaptive grids for industrial aerodynamic multigrid codes'
      In: W. Hackbusch, G. Wittum (Eds.) "Proc. of the 5th Europ. Multigrid conf., special topics and applications'', Report n98/6 ICA Univ. of Stuttgart, 113 -124 (1998).
    10. F.J. Gaspar and C.W. Oosterlee,
      `A parallel adaptive mesh refinement multigrid solution method for 3D CFD problems' In: S.K. Dey et al. (Eds.), "Proc. of Advances in Sci. Comput. and Modeling'', IMACS'98 Konferenz, Alicante Spain, 38-42 (1998).
    11. C.W. Oosterlee, F.J. Gaspar and T. Washio,
      `Parallel adaptive multigrid with nonlinear Krylov subspace acceleration for steady 3D CFD problems' In: K.D. Papailiou et al. (Eds.), Computational Fluid Dynamics'98, "Proceedings of the ECCOMAS conference'' Vol 2, 272-277 Wiley Chichester (1998).
    12. U. Trottenberg and C.W. Oosterlee,
      `Parallel Adaptive Multigrid - an Elementary Introduction' In: W.E. Nagel (Eds.), Partielle Differentialgleichungen, Numerik und Anwendungen. Manuskripte der Vorlesungen der Sommerschule, KFA Jülich, September 1996, Germany, 159-194 (1996).
    13. C.W. Oosterlee and T. Washio,
      `On the use of multigrid as a preconditioner' In: P.E. Bjorstad et al. (Eds.) "Proceedings of the 9th Int. Conf. on Domain Decomposition Methods'', Bergen Norway 441-448 (1996).
    14. C.W. Oosterlee and H. Ritzdorf,
      `A robust parallel solver for 3D fluid flow problems using a high-level communications library' In: E.D'Hollander, G.R.Joubert, F.Peters, D.Trystram (Eds.), Parallel Computing: State-of-the-Art and Perspectives, Advances in parallel computing 11, Elsevier, Amsterdam Netherlands, 77-84 (1996).
    15. C.W. Oosterlee, H. Ritzdorf, H.M. Bleecke and B. Eisfeld,
      `Benchmarking the FLOWer code on different parallel and vector machines' In: A. Ecer, J. Pe'riaux, N. Satofuka and S. Taylor (Eds.), Parallel Computational Fluid Dynamics: Implementations and Results Using Parallel Computers, 281--288, Elsevier Science, Amsterdam (1996).
    16. C.W. Oosterlee, H. Ritzdorf, A. Schüller and B. Steckel,
      `Experiences with a parallel multiblock multigrid solution technique for the Euler equations'. In: W. Hackbusch, G. Wittum (Eds.), "Proc. of the 10th GAMM Seminar Kiel, Fast solvers for flow problems'', Ser. Notes on Num. Fluid Mech. 49, 192--203, Vieweg, Braunschweig (1995).
    17. C.W. Oosterlee, H. Ritzdorf, A. Schüller and B. Steckel,
      `Parallel multigrid results for Euler equations and grid partitioning into a large number of blocks'. In: W. Gentzsch, U. Harms (Eds.) High Performance Computing and Networking, ``Proc. of the HPCN Conference München'', Lecture Notes in Computer Science 796, pp. 145--150, Springer, Berlin (1994).
    18. P. Wesseling, C.G.M. Kassels, C.W. Oosterlee, A. Segal, C. Vuik, S. Zeng and M. Zijlema,
      `Computing incompressible flows in general domains'. In: F.K. Hebeker, R. Rannacher, G. Wittum (Eds.) `Num. methods for the Navier-Stokes equations', ``Proc. Int. Workshop Heidelberg'', 298-341, Heidelberg (1994).
    19. C.W. Oosterlee and P. Wesseling,
      `A multigrid waveform relaxation method for time-dependent incompressible Navier-Stokes equations'. In: P.W. Hemker, P Wesseling (Eds.) Contributions to multigrid, "Proc. of the 4th EMG Conference'', CWI Tract 103, 169--180, CWI, Amsterdam (1994).
    20. C.W. Oosterlee and P. Wesseling,
      `A robust multigrid method for a discretization of the incompressible Navier-Stokes equations in general coordinates'. In: Ch. Hirsch, J. Periaux, W. Kordulla (Eds.), ``Proc. of the 1th Europ. Fluid Dyn. Conf.'', 101 --108, Elsevier, Amsterdam (1992).
    21. C.W. Oosterlee and P. Wesseling,
      `A multigrid method for a discretization of the incompressible Navier-Stokes equations in general coordinates'. In: J.B. Vos, A. Rizzi, I.L. Ryhming (Eds.), ``Proc. of the 9th GAMM Conf. on Num. Meth. in Fluid Mech.'', Ser. Notes on Num. Fluid Mech. 35, 99 -- 106, Vieweg, Braunschweig (1992).

    Habilitationsschrift

    1. C.W. Oosterlee,
      `Multigrid for singularly perturbed problems from fluid dynamics, including multigrid preconditioning and multiple semi-coarsening.'
      Habilitationsschrift, Manuscript (1998).

    Ph.D. Thesis

    1. C.W. Oosterlee,
      `Robust multigrid methods for the steady and unsteady incompressible Navier-Stokes equations in general coordinates'. Dissertation, TU Delft, Delft Netherlands (1993).
      Download: Thesis Part I (ps.gz), Thesis Part II (ps.gz), Thesis Part III (ps.gz),

    Other (Technical Reports etc.)

    1. C.W. Oosterlee, A. Schüller, U. Trottenberg.
      Durchbruch im wissenschaftlichen Rechnen durch adaptive Mehrgitterverfahren auf Parallelrechnern, GMD Spiegel 3 (1997).
    2. P. Aumann, K. Becker, S. Leicher, H. Rieger, R. Höld, H.-M. Bleecke, N. Kroll, C.W. Oosterlee, A. Schüller, H. Schwichtenberg, B. Steckel, J. Wu, H. Ritzdorf, H. Holthoff, M. Hoffmann, and U. Reissig.
      Verbundprojekt POPINDA: Portable Parallelisierung industrieller aerodynamischer Anwendungen II. In: G. Wolf and R. Krahl (Eds.), Statustagung des BMBF HPSC97, Stand und Perspektiven des Parallelen H"ochstleistungsrechnens und seiner Anwendungen (1997).
    3. P. Aumann, K. Becker, S. Rill, S. Leicher, H. Rieger, R. Höld, H.-M. Bleecke, B. Eisfeld, N. Kroll, C.W. Oosterlee, H. Ritzdorf, A. Schüller, B. Steckel, J. Wu, H. Holthoff, W. Rönsch, M. Hoffmann, and U. Reissig.
      Verbundprojekt POPINDA: Portable Parallelisierung industrieller aerodynamischer Anwendungen. In: G. Wolf and R. Krahl (Eds.), Statustagung des BMBF HPSC95, Stand und Perspektiven des Parallelen Höchstleistungsrechnens und seiner Anwendungen (1995).
    4. C.W. Oosterlee, H. Ritzdorf, A. Schüller, B. Steckel, and J. Wu.
      Entwurf von Flugzeugen mit parallelen Rechnern. GMD Jahresbericht 94/95 (1995).
    5. C.W. Oosterlee, H. Ritzdorf, A. Schüller, H. Schwichtenberg, B. Steckel, K. Stüben, U. Trottenberg, G. Umlauf and J. Wu,
      Adaptive parallel multigrid on the IBM SP2 - Some results for Euler und incompressible Navier-Stokes equations.
      GMD Arbeitspapier 1019, Sankt Augustin, September (1996).