# Study Group Mathematics with Industry 2007

SWI 2007 was held at the Utrecht University. Problems were submitted by AMC, ASML, ING, Innogrow, KLM and UMC.

Organisation committee SWI 2007:

Rob Bisseling,

Karma Dajani,

Tammo Jan Dijkema,

Johan van de Leur,

Paul Zegeling.

**Programme SWI 2007**

**Monday January 29**

9.00 | – | 9.30 | : | Registration and Coffee/Tea in Minnaert building |

9.30 | – | 9.45 | : | Opening by rector magnificus Willem Hendrik Gispen, in Minnaert-building, room 208 (“Zonnezaal”) |

9.50 | – | 10.00 | : | Talk by dr. Rik Janssen (Technology Foundation STW) |

10.00 | – | 10.30 | : | First problem presentation: Optimizing the reserve strategy of cabin crew (KLM) |

10.30 | – | 11.00 | : | Second problem presentation: Optimizing a closed greenhouse (Innogrow) |

11.00 | – | 11.15 | : | Coffee/Tea in Minnaert building |

11.15 | – | 11.45 | : | Third problem presentation: Rasterizing a chip layout (ASML) |

11.45 | – | 12.15 | : | Fourth problem presentation: Improving an option pricing model (ING) |

12.30 | – | 13.30 | : | Lunch in Minnaert building |

13.30 | – | 14.00 | : | Fifth problem presentation: Rapid calculation of the radiofrequency field pattern in MRI (UMC) |

14.00 | – | 14.30 | : | Sixth problem presentation: Optimizing the function of artificial heart pumps in humans (AMC) |

14.30 | – | 15.00 | : | Coffee/Tea and group formation, library of Mathematics building |

15.00 | – | 18.00 | : | Group discussion |

18:00 | : | Reception, library of Mathematics building, sponsored by ECMI |
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20:00 | : | Mathematics building closes |

**Tuesday January 30**

9.00 | – | 18.00 | : | Group discussion |

10.30 | : | Coffee/Tea, library of Mathematics Building |
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12.30 | – | 13.30 | : | Lunch, library of Mathematics Building |

15.00 | : | Coffee/Tea, library of Mathematics Building |
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20:00 | : | Mathematics building closes |

**Wednesday January 31**

9.00 | – | 15.00 | : | Group discussion |

10.30 | : | Coffee/Tea, library of Mathematics Building |
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12.30 | – | 13.30 | : | Lunch, library of Mathematics Building |

15.00 | : | Coffee/Tea, Minnaert building |
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16.00 | – | 18.00 | : | Six informal progress reports of 10 minutes, discussion and drinks, Minnaertgebouw room 208 |

19:00 | : | Conference Dinner, restaurant DjakartaAfter-dinner speaker: Prof. Ferdinand Verhulst (Utrecht University) |

**Thursday February 1**

9.00 | – | 18.00 | : | Group discussion |

10.30 | : | Coffee/Tea, library of Mathematics building |
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12.30 | – | 13.30 | : | Lunch, Olympos |

15.00 | : | Coffee/Tea, library of Mathematics building |
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18.30 | : | Informal dinner, “Eigenruimte”, basement of Mathematics building, sponsored by the GQT cluster |
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22:00 | : | Mathematics building closes |

**Friday February 2**

9.30 | – | 9.45 | : | Coffee/Tea, Minnaert building |

9.45 | – | 10.15 | : | Presentation UMC, Minnaert building, room 208 |

10.15 | – | 10.45 | : | Presentation Innogrow, Minnaert building, room 208 |

10.45 | – | 11.15 | : | Presentation ASML, Minnaert building, room 208 |

11.15 | – | 11.30 | : | Coffee/Tea, Minnaert building |

11.30 | – | 12.00 | : | Presentation AMC, Minnaert building, room 208 |

12.00 | – | 12.30 | : | Presentation ING, Minnaert building, room 208 |

12.30 | – | 13.00 | : | Presentation KLM, Minnaert building, room 208 |

13.00 | : | Closing and Lunch, Minnaert building |

### SWI 2007 News

No news available## Companies & Problems

A sampling problem

Improving an equity option pricing model

Optimizing a closed greenhouse by Innogrow

Optimizing the function of artificial heart pumps in humans

Optimizing the reserve strategy of cabin crew at KLM

Rapid calculation of the radiofrequency field pattern in MRI

#### A sampling problem

ASML develops machines to perform the very critical lithographic step in the process of integrated circuit manufacturing. Lithography boils down to exposing a photo lacquer (resist) present on a silicon plaque (wafer) with ultra violet light using a mask (glass plate called reticle with a chrome pattern, derived from the integrated circuit layout, on it).View problem details

#### Improving an equity option pricing model

Introduction Volatility, i.e., the uncertain fluctuations in the prices of financial assets such as stocks, is of paramount importance in financial markets theory and practice. Volatility characterizes the risk of an investment. Moreover, volatility is a major determinant of the price of a financial derivative. A financial derivative is a contract that derives its valueView problem details

#### Optimizing a closed greenhouse by Innogrow

Innogrow develops and sells a new type of greenhouse, called GeslotenKas®. By closing the windows of a greenhouse and providing it with an integrated climate and energy system, maximal control is obtained over the growth factors and energy use. The closed greenhouse also functions as an energy source. Excess heat is saved in a seasonalView problem details

#### Optimizing the function of artificial heart pumps in humans

In acute heart failure, the cardiologist or cardio-thoracic surgeon may introduce a catheter-mounted pump into the left heart chamber. The left heart chamber is responsible for maintaining the circulation through the following organs: brains, muscles, intestines, kidneys etc. Therefore, acute heart failure, and specifically heart failure of the left chamber, results in so-called cardiogenic shockView problem details

#### Optimizing the reserve strategy of cabin crew at KLM

The cabin crew of KLM receive a new roster every week, which shows their assignment for the next several weeks. A typical flight assignment consists of several days of duty followed by a number of days off. Such a combination of duty time and free time is fixed for each type of flight and isView problem details

#### Rapid calculation of the radiofrequency field pattern in MRI

Introduction The physical principle of MRI is based upon the application of a strong static magnetic field to the patient. This field forces the magnetic spin moment of hydrogen nuclei in the patients to precess around the external field with a particular frequency which scales proportionally with the magnetic field strength. Central in the imagingView problem details