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Trygve Kastberg Nilssen

Førsteamanuensis

Institutt for økonomi

E-post: trygve.k.nilssen@uia.no
Telefon: +47 38141828
Mobiltelefon: +4799308878

Kontor 9I264 (Universitetsveien 19, 4630 Kristiansand, Norway)

Ansvarsområde

Trygve Kastberg Nilssen er førsteamanuensis ved Institutt for økonomi på Handelshøyskolen ved Universitetet i Agder. Han har studert anvendt matematikk og har tatt doktorgrad ved Universitetet i Bergen og hovedfag ved Universitetet i Oslo.

Nilssen har forsket på beregningsvitenskap innen fagfeltene strømning av olje, medisin og finans.Det har resultert i en serie vitenskapelige artikler som er publisert i internasjonale tidsskrifter som blant annetJournal of Energy Markets, Mathematics of Computation, Advances in Computational Mathematics, Journal of Optimization, Theory and Application, Computational GeosciencesogSIAM Journal on Scientific Computing.

I 2010 vant Nilssen pris for beste artikkel (On the optimal exercise of swing options in electricity markets) på Energy Finance-konferansen i Tyskland.

Nilssen har holdt foredrag på et titalls internasjonale konferanser i Europa, USA og Asia. Han har også vært gjesteforsker ved University of California i Los Angeles.

Nilssen har lang fartstid fra næringslivet og har jobbet med utvikling av software og simulatorer, blant annet en simulator for å gjøre porteføljeoptimering for aksjeporteføljer, en simulator av et menneskehjerte og en simulator av strømning av olje og gass i rør. Han har også arbeidet med utvikling av programvare for tilstandsbasert vedlikehold i olje- og gassindustrien.

På videregående skole var Nilssen en av fem elever som representerte Norge i den internasjonale fysikkolympiaden.

Jungeilges, Jochen; Nilssen, Trygve Kastberg; Perevalova, Tatyana & Satov, Alexander (2021). Transitions between metastable long-run consumption behaviors in a stochastic peer-driven consumer network. Discrete and continuous dynamical systems. Series B. ISSN 1531-3492. 26(11), s. 5849–5871. doi: 10.3934/DCDSB.2021232.
Eriksson, Marcus Karl Viren; Lempa, Jukka & Nilssen, Trygve Kastberg (2014). Swing options in commodity markets: A multidimensional Lévy diffusion model. Mathematical Methods of Operations Research. ISSN 1432-2994. 79(1), s. 31–67. doi: 10.1007/s00186-013-0452-7. Fulltekst i vitenarkiv
Benth, Fred Espen; Lempa, Jukka & Nilssen, Trygve Kastberg (2012). On the optimal exercise of swing options in electricity markets. Journal of Energy Markets. ISSN 1756-3607. 4(4), s. 3–28. doi: 10.21314/jem.2011.065. Fulltekst i vitenarkiv
Nilssen, Trygve Kastberg; Staff, Gunnar Andreas & Mardal, Kent-Andre (2011). Order Optimal Preconditioners for Fully Implicit Runge-Kutta Schemes Applied to the Bidomain Equations. Numerical Methods for Partial Differential Equations. ISSN 0749-159X. 27(5), s. 1290–1312. doi: 10.1002/num.20582. Vis sammendrag
The partial differential equation part of the bidomain equations is discretized in time with fully implicit Runge–Kutta methods, and the resulting block systems are preconditioned with a block diagonal preconditioner. By studying the time-stepping operator in the proper Sobolev spaces, we show that the preconditioned systems have bounded condition numbers given that the Runge–Kutta scheme is A-stable and irreducible with an invertible coefficient matrix. A new proof of order optimality of the preconditioners for the one-leg discretization in time of the bidomain equations is also presented. The theoretical results are verified by numerical experiments. Additionally, the concept of weakly positive-definite matrices is introduced and analyzed.
Nilssen, Trygve Kastberg; Staff, Gunnar Andreas & Mardal, Kent-Andre (2010). Order optimal preconditioners for fully implicit Runge-Kutta schemes applied to the bidomain equations. Numerical Methods for Partial Differential Equations. ISSN 0749-159X. doi: 10.1002/num.20582. Vis sammendrag
The partial differential equation part of the bidomain equations is discretized in time with fully implicit Runge–Kutta methods, and the resulting block systems are preconditioned with a block diagonal preconditioner. By studying the time-stepping operator in the proper Sobolev spaces, we show that the preconditioned systems have bounded condition numbers given that the Runge–Kutta scheme is A-stable and irreducible with an invertible coefficient matrix. A new proof of order optimality of the preconditioners for the one-leg discretization in time of the bidomain equations is also presented. The theoretical results are verified by numerical experiments. Additionally, the concept of weakly positive-definite matrices is introduced and analyzed. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010
Nilssen, Trygve Kastberg (2009). Identification of diffusion parameters in a nonlinear convection-diffusion equation using the augmented Lagrangian method. Computational Geosciences. ISSN 1420-0597. 13(3), s. 317–329.
Nilssen, Trygve Kastberg; Karlsen, Kenneth Hvistendahl; Mannseth, T. & Tai, XC (2009). Identification of diffusion parameters in a nonlinear convection-diffusion equation using the augmented Lagrangian method. Computational Geosciences. ISSN 1420-0597. 13(3), s. 317–329. Vis sammendrag
Numerical identification of diffusion parameters in a nonlinear convection-diffusion equation is studied. This partial differential equation arises as the saturation equation in the fractional flow formulation of the two-phase porous media flow equations. The forward problem is discretized with the finite difference method, and the identification problem is formulated as a constrained minimization problem. We utilize the augmented Lagrangian method and transform the minimization problem into a coupled system of nonlinear algebraic equations, which is solved efficiently with the nonlinear conjugate gradient method. Numerical experiments are presented and discussed.
Staff, Gunnar Andreas; Mardal, Kent-Andre & Nilssen, Trygve Kastberg (2005). Preconditioning of fully implicit Runge-Kutta schemes for parabolic PDEs. I Amundsen, J; Andersson, H; Celledoni, E; Gravdahl, T; Michelsen, F; Nagel, H & Natvig, T (Red.), SIMS 2005. 46th Conference on Simulation and Modeling. Tapir Akademisk Forlag. ISSN 8251920930. s. 315–324.
Ingebrigtsen, Linda; Nilssen, Trygve Kastberg; Langtangen, Hans Petter & Tveito, Aslak (2003). On the accuracy of operator splitting for a fluid-structure interaction problem. International journal of nonlinear sciences and numerical simulation. ISSN 1565-1339. 4, s. 209–218.
Lyche, Tom Johan; Nilssen, Trygve Kastberg & Winther, Ragnar (2002). Preconditioned Iterative Methods for Scattered Data Interpolation. Advances in Computational Mathematics. ISSN 1019-7168. 17, s. 237–256.
Nilssen, Trygve Kastberg; Tai, Xue-Cheng & Winther, Ragnar (2001). A robust nonconforming H2-element. Mathematics of Computation. ISSN 0025-5718. 70, s. 489–505.

Se alle arbeider i Cristin

Nilssen, Trygve Kastberg (2023). Risk management for concession power in the Norwegian electricity market.
Nilssen, Trygve Kastberg (2023). Estimating the requirements for equity for Konsesjonskraft IKS and pricing swing options.
Nilssen, Trygve Kastberg (2022). Risikoberegninger i kraftmarkedet.
Nilssen, Trygve Kastberg (2022). Risikoberegninger med snittreverserende prosesser i kraftmarkedet.
Nilssen, Trygve Kastberg; Jungeilges, Jochen & Ryazanova, Tatyana (2019). Modelling behavioral change in a peer-driven consumer network.
Nilssen, Trygve Kastberg (2012). Pricing Swing Options in Electricity Markets.
Mardal, Kent-Andre; Staff, Gunnar Andreas & Nilssen, Trygve Kastberg (2005). Preconditioning of fully implicit Runge-Kutta schemes for parabolic PDEs.
Nilssen, Trygve Kastberg & Mardal, Kent-Andre (2004). Reuse of Standard Preconditioners for Higher--Order Time Discretizations of Parabolic PDEs.
Mardal, Kent-Andre; Nilssen, Trygve Kastberg & Staff, Gunnar Andreas (2005). Order optimal preconditioners for implicit Runge-Kutta schemes applied to parabolic PDE's. Simula Research Laboratory.
Nilssen, Trygve Kastberg; Ingebrigtsen, Linda; Hanslien, Monica; Lines, Glenn Terje & Tveito, Aslak (2004). Resolution requirements for a 1D monodomain model for simulating. Simula Research Laboratory.

Se alle arbeider i Cristin

Publisert 16. apr. 2024 10:59