We have a long experience in the mathematical modelling and numerical simulation of technical systems in areas like chemical and metallurgical engineering, in optimization and control of heating or cooling processes or in the simulation of automotive components.

Typically, the mathematical formulation leads to systems of nonlinear partial or ordinary differential equations or to differential algebraic equations, which all need advanced numerical techniques for their successful treatment.

Surprisingly, the modelling of quite different real-world phenomena may lead to similar mathematical models and therefore to similar analysis and numerical solution techniques. A prominent example is the melting of ice (or solification of steel) and the numerical valuation of put options with American exercise. See the Projects page for more sample projects.

June 2008:
UnRisk FACTORY released

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