Assistant professor probability theory and analysis at TU Delft
Systems engineer and researcher sensorfusion at TNO
r.c.kraaij (at) tudelft.nl
Room HB.07.080
Mekelweg 4
2628 CD Delft, The Netherlands
Master projects at TU Delft
Rigorously understanding the Unscented Kalman filter for non-linear state estimation [Wiki on the Kalman filter, Engineering paper, Math]
Large deviations for empirical measures of Markov processes: how well can one approximate empirical measures. [Math ]
Master internships at TNO
Sensor fusion algorithms
Simultaneous localization and mapping (SLAM)
Short CV
Assistant professor at Delft University of Technology
Systems engineer at TNO
PhD students
Serena Della Corte
Hidde van Wiechen (joint supervision with Frank Redig and Elena Pulvirenti, TU Delft)
Yanyan Hu (joint supervision with Fubao Xi from Beijing Institute of Technology)
Jointly organizing
The Dutch yearly meeting of stochastics in Lunteren 2020-...
Projects
NWO: Large deviations of stochastic two-scale systems (Serena Della Corte)
Prizes
Most enthusiastic lecturer at mathematics 2023 (by study association Christiaan Huygens)
Second prize for lecturer of the year at mathematics 2022 (by study association Christiaan Huygens)
Stieltjes prize for best mathematics PhD thesis written at a Dutch research institute (joint with Jordjo Milovic) 2016 (by Platform Wiskunde Nederland)
Before
Member and treasurer of D66 development program Route66 2022-2023
Secretary of faculty works council 2020-2023
Postdoc at the Ruhr-University of Bochum 2016-2018
Invited researcher at École Polytechnique in Paris in December 2019, May and December 2018 and September 2017
PhD student in Delft 2012-2016
Masterstudent at VU in Amsterdam 2010-2012
Chair of the mathematics study association Desda, Nijmegen 2010
Treasurer of the science faculty study association Olympus, Nijmegen 2009
Bachelorstudent in Nijmegen 2007-2010
CV.pdfResearch interests:
Viscosity solutions for Hamilton-Jacobi, Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Isaacs equations
Convergence problems: large deviations and weak convergence for Markov processes and fields, Gamma convergence for PDE's
Applications to phase-transitions, synchronization, self-organized criticality, averaging, homogenization.
Partially observed Markov processes and applications to sensor fusion.
Current projects:
Giovanni Conforti, Daniela Tonon, Luca Tamanini: Well-posedness of Hamilton-Jacobi equations on infinite dimensional spaces
Max Nendel, Fabian Fuchs and Serena Della Corte: Comparison principle for Hamilton-Jacobi-Bellman equations for Levy processes
Serena Della Corte: Well-posedness for Hamilton-Jacobi equations arising from homogenisation
Yanyan Hu: Large deviations for slow-fast systems on Riemannian manifolds
Sensor fusion algorithms
Co-authors:
Francesca Collet, Giovanni Conforti, Serena Della Corte, Matthias Gorny, Florian Henning, Christof Külske, Alexandre Lazarescu, Christian Maes, Louis Mahé, Mark Peletier, Frank Redig, Moritz Schauer, Mikola Schlottke, Daniela Tonon, Rik Versendaal, Willem van Zuijlen
PhD thesis:
Kraaij_Thesis.pdf