Cornelis W. Oosterlee

124 papers A 1Misc 1Journal 120Unranked 2

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Modeling and replication of the prepayment option of mortgages including behavioral uncertainty. J. Comput. Appl. Math. Leonardo Perotti, Lech A. Grzelak, Cornelis W. Oosterlee
2026	J	`jnl`	SigMA: Path signatures and multi-head attention for learning parameters in fBm-driven SDEs. Neurocomputing Xianglin Wu, Chiheb Ben Hammouda, Cornelis W. Oosterlee
2026	J	`jnl`	The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance. CoRR Zhipeng Huang, Cornelis W. Oosterlee
2026	J	`jnl`	The Deep Multi-FBSDE Method: A Robust Deep Learning Method for Coupled FBSDEs. J. Sci. Comput. Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee
2025	J	`jnl`	A numerical Fourier cosine expansion method with higher order Taylor schemes for fully coupled FBSDEs. CoRR Balint Negyesi, Cornelis W. Oosterlee
2025	J	`jnl`	Convergence of the Markovian iteration for coupled FBSDEs via a differentiation approach. CoRR Zhipeng Huang, Cornelis W. Oosterlee
2025	J	`jnl`	Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. Math. Comput. Simul. Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee
2025	J	`jnl`	SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs. CoRR Xianglin Wu, Chiheb Ben Hammouda, Cornelis W. Oosterlee
2025	J	`jnl`	The Heston-Queue-Hawkes process: A new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. J. Comput. Appl. Math. Luis Antonio Souto Arias, Pasquale Cirillo, Cornelis W. Oosterlee
2025	J	`jnl`	The deep multi-FBSDE method: a robust deep learning method for coupled FBSDEs. CoRR Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee
2024	J	`jnl`	A deep learning-based Monte Carlo simulation scheme for stochastic differential equations driven by fractional Brownian motion. Neurocomputing Fei Gao, Cornelis W. Oosterlee, Jiangshe Zhang
2024	J	`jnl`	A parallel preconditioner for the all-at-once linear system from evolutionary PDEs with Crank-Nicolson discretization. CoRR Yong-Liang Zhao, Xian-Ming Gu, Cornelis W. Oosterlee
2024	J	`jnl`	Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle. CoRR Zhipeng Huang, Balint Negyesi, Cornelis W. Oosterlee
2024	J	`jnl`	Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control. CoRR Balint Negyesi, Zhipeng Huang, Cornelis W. Oosterlee
2024	J	`jnl`	Parallel-in-Time Iterative Methods for Pricing American Options. CoRR Xian-Ming Gu, Jun Liu, Cornelis W. Oosterlee
2024	J	`jnl`	The Deep Latent Space Particle Filter for Real-Time Data Assimilation with Uncertainty Quantification. CoRR Nikolaj Takata Mücke, Sander M. Bohté, Cornelis W. Oosterlee
2023	J	`jnl`	A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning. Sensors Nikolaj Takata Mücke, Prerna Pandey, Shashi Jain, Sander M. Bohté, Cornelis W. Oosterlee
2023	J	`jnl`	AIDA: Analytic isolation and distance-based anomaly detection algorithm. Pattern Recognit. Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo
2023	J	`jnl`	Convergence of a Robust Deep FBSDE Method for Stochastic Control. SIAM J. Sci. Comput. Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee
2023	J	`jnl`	Energy-stable discretization of the one-dimensional two-fluid model. CoRR J. F. H. Buist, Benjamin Sanderse, S. Dubinkina, Cornelis W. Oosterlee, R. A. W. M. Henkes
2023	J	`jnl`	Evaluation of integrals with fractional Brownian motion for different Hurst indices. Int. J. Comput. Math. Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme
2023	J	`jnl`	GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations. CoRR Shuaiqiang Liu, Graziana Colonna, Lech A. Grzelak, Cornelis W. Oosterlee
2023	J	`jnl`	Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications. Comput. Math. Appl. Nikolaj Takata Mücke, Benjamin Sanderse, Sander M. Bohté, Cornelis W. Oosterlee
2022	J	`jnl`	AIDA: Analytic Isolation and Distance-based Anomaly Detection Algorithm. CoRR Luis Antonio Souto Arias, Cornelis W. Oosterlee, Pasquale Cirillo
2022	J	`jnl`	Convergence of a robust deep FBSDE method for stochastic control. CoRR Kristoffer Andersson, Adam Andersson, Cornelis W. Oosterlee
2022	J	`jnl`	Optimally weighted loss functions for solving PDEs with Neural Networks. J. Comput. Appl. Math. Remco van der Meer, Cornelis W. Oosterlee, Anastasia Borovykh
2022	J	`jnl`	Solution of integrals with fractional Brownian motion for different Hurst indices. CoRR Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme
2021	J	`jnl`	A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting. Appl. Math. Comput. Thomas van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee
2021	J	`jnl`	A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options. Appl. Math. Comput. Kristoffer Andersson, Cornelis W. Oosterlee
2021	J	`jnl`	Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model". Appl. Math. Comput. Beatriz Salvador, Cornelis W. Oosterlee
2021	J	`jnl`	Deep learning for CVA computations of large portfolios of financial derivatives. Appl. Math. Comput. Kristoffer Andersson, Cornelis W. Oosterlee
2021	J	`jnl`	Energy-conserving formulation of the two-fluid model for incompressible two-phase flow in channels and pipes. CoRR J. F. H. Buist, Benjamin Sanderse, S. Dubinkina, R. A. W. M. Henkes, Cornelis W. Oosterlee
2021	J	`jnl`	Markov Chain Generative Adversarial Neural Networks for Solving Bayesian Inverse Problems in Physics Applications. CoRR Nikolaj Takata Mücke, Benjamin Sanderse, Sander M. Bohté, Cornelis W. Oosterlee
2021	J	`jnl`	Monte Carlo Simulation of SDEs using GANs. CoRR Jorino van Rhijn, Cornelis W. Oosterlee, Lech A. Grzelak, Shuaiqiang Liu
2021	J	`jnl`	Reduced order modeling for parameterized time-dependent PDEs using spatially and memory aware deep learning. J. Comput. Sci. Nikolaj Takata Mücke, Sander M. Bohté, Cornelis W. Oosterlee
2021	J	`jnl`	The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions. CoRR Balint Negyesi, Kristoffer Andersson, Cornelis W. Oosterlee
2021	J	`jnl`	Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model. Appl. Math. Comput. Beatriz Salvador, Cornelis W. Oosterlee
2021	J	`jnl`	Valuation of electricity storage contracts using the COS method. Appl. Math. Comput. Boris C. Boonstra, Cornelis W. Oosterlee
2020	J	`jnl`	On Calibration Neural Networks for extracting implied information from American options. CoRR Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee
2020	J	`jnl`	On high-order schemes for tempered fractional partial differential equations. CoRR Linlin Bu, Cornelis W. Oosterlee
2020	J	`jnl`	Optimally weighted loss functions for solving PDEs with Neural Networks. CoRR Remco van der Meer, Cornelis W. Oosterlee, Anastasia Borovykh
2020	J	`jnl`	Reduced Order Modeling for Parameterized Time-Dependent PDEs using Spatially and Memory Aware Deep Learning. CoRR Nikolaj Takata Mücke, Sander M. Bohté, Cornelis W. Oosterlee
2020	J	`jnl`	The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations. CoRR Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee
2019	J	`jnl`	A neural network-based framework for financial model calibration. CoRR Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee
2019	J	`jnl`	Approximation of insurance liability contracts using radial basis functions. Int. J. Comput. Math. Stefan N. Singor, Eric Schols, Cornelis W. Oosterlee
2019	J	`jnl`	BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. Int. J. Comput. Math. Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén
2019	J	`jnl`	Exploration of a Cosine Expansion Lattice Scheme. CoRR Ki Wai Chau, Cornelis W. Oosterlee
2019	J	`jnl`	Generalisation in fully-connected neural networks for time series forecasting. CoRR Anastasia Borovykh, Cornelis W. Oosterlee, Sander M. Bohté
2019	J	`jnl`	Generalization in fully-connected neural networks for time series forecasting. J. Comput. Sci. Anastasia Borovykh, Cornelis W. Oosterlee, Sander M. Bohté
2019	J	`jnl`	On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients. SIAM J. Sci. Comput. Prashant Kumar, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee
2019	J	`jnl`	Pricing options and computing implied volatilities using neural networks. CoRR Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté
2019	J	`jnl`	Quantifying credit portfolio losses under multi-factor models. Int. J. Comput. Math. Gemma Colldeforns-Papiol, Luis Ortiz-Gracia, Cornelis W. Oosterlee
2019	J	`jnl`	Stochastic grid bundling method for backward stochastic differential equations. Int. J. Comput. Math. Ki Wai Chau, Cornelis W. Oosterlee
2018	J	`jnl`	A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system. J. Comput. Phys. Prashant Kumar, Peiyao Luo, Francisco José Gaspar, Cornelis W. Oosterlee
2018	J	`jnl`	Efficient Computation of Various Valuation Adjustments Under Local Lévy Models. SIAM J. Financial Math. Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee
2018	J	`jnl`	Monolithic multigrid method for the coupled Stokes flow and deformable porous medium system. J. Comput. Phys. Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee
2018	J	`jnl`	On the data-driven COS method. Appl. Math. Comput. Álvaro Leitao, Cornelis W. Oosterlee, Luis Ortiz-Gracia, Sander M. Bohté
2018	J	`jnl`	The COS method for option valuation under the SABR dynamics. Int. J. Comput. Math. Z. van der Have, Cornelis W. Oosterlee
2017	J	`jnl`	On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options. Appl. Math. Comput. Álvaro Leitao, Lech A. Grzelak, Cornelis W. Oosterlee
2017	J	`jnl`	On an Uzawa smoother in multigrid for poroelasticity equations. Numer. Linear Algebra Appl. Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee
2017	J	`jnl`	Pricing early-exercise and discrete barrier options by Shannon wavelet expansions. Numerische Mathematik S. C. Maree, Luis Ortiz-Gracia, Cornelis W. Oosterlee
2017	J	`jnl`	Uzawa Smoother in Multigrid for the Coupled Porous Medium and Stokes Flow System. SIAM J. Sci. Comput. Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar Lorenz, Cornelis W. Oosterlee
2016	J	`jnl`	A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options. SIAM J. Sci. Comput. Luis Ortiz-Gracia, Cornelis W. Oosterlee
2016	J	`jnl`	Efficient numerical Fourier methods for coupled forward-backward SDEs. J. Comput. Appl. Math. T. P. Huijskens, Maria J. Ruijter, Cornelis W. Oosterlee
2015	J	`jnl`	A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs. SIAM J. Sci. Comput. Marjon J. Ruijter, Cornelis W. Oosterlee
2015	J	`jnl`	A fast nonlinear conjugate gradient based method for 3D concentrated frictional contact problems. J. Comput. Phys. Jing Zhao, Edwin A. H. Vollebregt, Cornelis W. Oosterlee
2015	J	`jnl`	BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao
2015	J	`jnl`	Editorial. Int. J. Comput. Math. Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen
2015	J	`jnl`	GPU acceleration of the stochastic grid bundling method for early-exercise options. Int. J. Comput. Math. Álvaro Leitao, Cornelis W. Oosterlee
2015	J	`jnl`	Multigrid method for nonlinear poroelasticity equations. Comput. Vis. Sci. Peiyao Luo, Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee
2015	J	`jnl`	Pricing Bermudan options under Merton jump-diffusion asset dynamics. Int. J. Comput. Math. Fei Cong, Cornelis W. Oosterlee
2015	J	`jnl`	The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks. Appl. Math. Comput. Shashi Jain, Cornelis W. Oosterlee
2014	J	`jnl`	A Simple and Efficient Segregated Smoother for the Discrete Stokes Equations. SIAM J. Sci. Comput. Francisco José Gaspar, Yvan Notay, Cornelis W. Oosterlee, Carmen Rodrigo
2014	J	`jnl`	Acceleration of option pricing technique on graphics processing units. Concurr. Comput. Pract. Exp. Bowen Zhang, Cornelis W. Oosterlee
2014	J	`jnl`	Efficient VaR and Expected Shortfall computations for nonlinear portfolios within the delta-gamma approach. Appl. Math. Comput. Luis Ortiz-Gracia, Cornelis W. Oosterlee
2014	J	`jnl`	Multigrid with FFT smoother for a simplified 2D frictional contact problem. Numer. Linear Algebra Appl. Jing Zhao, Edwin A. H. Vollebregt, Cornelis W. Oosterlee
2013	J	`jnl`	Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions. SIAM J. Financial Math. Bowen Zhang, Cornelis W. Oosterlee
2013	J	`jnl`	Fast solvers for simulation, inversion, and control of wave propagation problems. Numer. Linear Algebra Appl. Alfio Borzì, Cornelis W. Oosterlee
2013	J	`jnl`	On the Fourier cosine series expansion method for stochastic control problems. Numer. Linear Algebra Appl. Marjon J. Ruijter, Cornelis W. Oosterlee, Rob F. T. Aalbers
2013	J	`jnl`	Robust Pricing of European Options with Wavelets and the Characteristic Function. SIAM J. Sci. Comput. Luis Ortiz-Gracia, Cornelis W. Oosterlee
2012	J	`jnl`	An ENO-Based Method for Second-Order Equations and Application to the Control of Dike Levels. J. Sci. Comput. S. P. van der Pijl, Cornelis W. Oosterlee
2012	J	`jnl`	Computational methods for PDEs in finance. Int. J. Comput. Math. Jari Toivanen, Cornelis W. Oosterlee, Song-Ping Zhu
2012	J	`jnl`	Pricing high-dimensional Bermudan options using the stochastic grid method. Int. J. Comput. Math. Shashi Jain, Cornelis W. Oosterlee
2012	J	`jnl`	Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options. SIAM J. Sci. Comput. Marjon J. Ruijter, Cornelis W. Oosterlee
2011	J	`jnl`	A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model. SIAM J. Financial Math. Fang Fang, Cornelis W. Oosterlee
2011	J	`jnl`	GPU implementation of a Helmholtz Krylov solver preconditioned by a shifted Laplace multigrid method. J. Comput. Appl. Math. H. Knibbe, Cornelis W. Oosterlee, Cornelis Vuik
2011	J	`jnl`	Local Fourier analysis for multigrid with overlapping smoothers applied to systems of PDEs. Numer. Linear Algebra Appl. Scott P. MacLachlan, Cornelis W. Oosterlee
2011	J	`jnl`	On the Heston Model with Stochastic Interest Rates. SIAM J. Financial Math. Lech A. Grzelak, Cornelis W. Oosterlee
2011	J	`jnl`	Saddlepoint Approximations for Expectations and an Application to CDO Pricing. SIAM J. Financial Math. Xinzheng Huang, Cornelis W. Oosterlee
2011	J	`jnl`	Special issue in computing and visualization in science (CVS) related to the European Multigrid conference, EMG 2010. Comput. Vis. Sci. Alfio Borzì, Cornelis W. Oosterlee
2011	J	`jnl`	Special issue in computing and visualization in science (CVS), related to the European multigrid conference, EMG 2010. Comput. Vis. Sci. Alfio Borzì, Cornelis W. Oosterlee
2010	J	`jnl`	A geometric multigrid method based on L-shaped coarsening for PDEs on stretched grids. Numer. Linear Algebra Appl. Hisham Bin Zubair, Scott P. MacLachlan, Cornelis W. Oosterlee
2010	J	`jnl`	Accuracy Measures and Fourier Analysis for the Full Multigrid Algorithm. SIAM J. Sci. Comput. Carmen Rodrigo, Francisco José Gaspar, Cornelis W. Oosterlee, Irad Yavneh
2009	J	`jnl`	A multigrid-based shifted Laplacian preconditioner for a fourth-order Helmholtz discretization. Numer. Linear Algebra Appl. Nobuyuki Umetani, Scott P. MacLachlan, Cornelis W. Oosterlee
2009	J	`jnl`	Adaptive integration for multi-factor portfolio credit loss models. J. Comput. Appl. Math. Xinzheng Huang, Cornelis W. Oosterlee
2009	J	`jnl`	Fast Pricing of Hybrid Derivative Products. ERCIM News Cornelis W. Oosterlee, Lech A. Grzelak
2009	J	`jnl`	Improving Banks' Credit Risk Management. ERCIM News Xinzheng Huang, Cornelis W. Oosterlee
2009	A	`conf`	Option pricing with COS method on graphics processing units. IPDPS Bowen Zhang, Cornelis W. Oosterlee
2009	J	`jnl`	Pricing early-exercise and discrete barrier options by fourier-cosine series expansions. Numerische Mathematik Fang Fang, Cornelis W. Oosterlee
2008	J	`jnl`	A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under L[e-acute]vy Processes. SIAM J. Sci. Comput. R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee
2008	J	`jnl`	A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions. SIAM J. Sci. Comput. Fang Fang, Cornelis W. Oosterlee
2008	J	`jnl`	Algebraic Multigrid Solvers for Complex-Valued Matrices. SIAM J. Sci. Comput. Scott P. MacLachlan, Cornelis W. Oosterlee
2008	J	`jnl`	Distributive smoothers in multigrid for problems with dominating grad-div operators. Numer. Linear Algebra Appl. Francisco José Gaspar, José Luis Gracia, Francisco Javier Lisbona, Cornelis W. Oosterlee
2007	Misc	`conf`	A Fast Method for Pricing Early-Exercise Options with the FFT. International Conference on Computational Science (2) R. Lord, Fang Fang, F. Bervoets, Cornelis W. Oosterlee
2007	J	`jnl`	A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation. J. Comput. Phys. C. D. Riyanti, A. Kononov, Yogi A. Erlangga, Cornelis Vuik, Cornelis W. Oosterlee, René-Edouard Plessix, Wim A. Mulder
2007	J	`jnl`	Accurate Evaluation of European and American Options Under the CGMY Process. SIAM J. Sci. Comput. Ariel Almendral, Cornelis W. Oosterlee
2007	J	`jnl`	Greedy Tikhonov regularization for large linear ill-posed problems. Int. J. Comput. Math. Hisham Bin Zubair, Coenraad Cornelis Willem Leentvaar, Cornelis W. Oosterlee
2007	J	`jnl`	Multigrid for High-Dimensional Elliptic Partial Differential Equations on Non-equidistant Grids. SIAM J. Sci. Comput. Hisham Bin Zubair, Cornelis W. Oosterlee, Roman Wienands
2006	J	`jnl`	A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems. SIAM J. Sci. Comput. Yogi A. Erlangga, Cornelis W. Oosterlee, Cornelis Vuik
2006	J	`jnl`	Multigrid Methods for the Stokes System. Comput. Sci. Eng. Cornelis W. Oosterlee, Francisco José Gaspar Lorenz
2004	J	`jnl`	A systematic comparison of coupled and distributive smoothing in multigrid for the poroelasticity system. Numer. Linear Algebra Appl. Francisco José Gaspar, Francisco Javier Lisbona, Cornelis W. Oosterlee, Roman Wienands
2004	J	`jnl`	An Efficient Multigrid Solver based on Distributive Smoothing for Poroelasticity Equations. Computing Roman Wienands, Francisco José Gaspar, Francisco Javier Lisbona, Cornelis W. Oosterlee
2003	J	`jnl`	A Genetic Search for Optimal Multigrid Components Within a Fourier Analysis Setting. SIAM J. Sci. Comput. Cornelis W. Oosterlee, Roman Wienands
2001	J	`jnl`	On Three-Grid Fourier Analysis for Multigrid. SIAM J. Sci. Comput. Roman Wienands, Cornelis W. Oosterlee
2000	J	`jnl`	Error analysis for a potential problem on locally refined grids. Numerische Mathematik Takumi Washio, Cornelis W. Oosterlee
2000	J	`jnl`	Fourier Analysis of GMRES( SIAM J. Sci. Comput. Roman Wienands, Cornelis W. Oosterlee, Takumi Washio
2000	J	`jnl`	Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows. SIAM J. Sci. Comput. Cornelis W. Oosterlee, Takumi Washio
1998	J	`jnl`	An Evaluation of Parallel Multigrid as a Solver and a Preconditioner for Singularly Perturbed Problems. SIAM J. Sci. Comput. Cornelis W. Oosterlee, Takumi Washio
1998	J	`jnl`	Flexible Multiple Semicoarsening for Three-Dimensional Singularly Perturbed Problems. SIAM J. Sci. Comput. Takashi Washio, Cornelis W. Oosterlee
1996	J	`jnl`	Real Applications on the New Parallel System NEC Cenju-3. Parallel Comput. Rolf Hempel, Robin Calkin, Reinhold Hess, Wolfgang Joppich, Cornelis W. Oosterlee, Hubert Ritzdorf, Peter Wypior, Wolfgang Ziegler, Nubohiko Koike, Takashi Washio, Udo Keller
1995	—	`conf`	A Robust Parallel Solver for 3D Fluid Flow Problems Using a High-Level Communications Library. PARCO Cornelis W. Oosterlee, Hubert Ritzdorf
1994	—	`conf`	Parallel Multigrid Reesults for Euler Equations and Grid Partitioning into a Large Number of Blocks. HPCN Cornelis W. Oosterlee, Hubert Ritzdorf, Anton Schüller, Barbara Steckel
1993	J	`jnl`	A Robust Multigrid Method for a Discretization of the Incompressible Navier-Stokes Equations in General Coordinates. IMPACT Comput. Sci. Eng. Cornelis W. Oosterlee, P. Wesseling
1993	J	`jnl`	Multigrid Schemes for Time-Dependent Incompressible Navier-Stokes Equations. IMPACT Comput. Sci. Eng. Cornelis W. Oosterlee, P. Wesseling