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Cornelis W. Oosterlee

Cornelis W. Oosterlee

Utrecht University
Netherlands

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Mathematics
Netherlands
2026

D-Index & Metrics

Discipline name D-Index World Ranking Current World Ranking National Ranking Current National Ranking Publications Citations
Mathematics 48 1203 1029 9 8 287 9658
Engineering and Technology 47 4825 4642 99 94 284 9155

Cornelis W. Oosterlee publications per year

The chart shows the history of publications by Cornelis W. Oosterlee between 1991 and 2025, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Cornelis W. Oosterlee published across 35 years, from 1991 to 2025, averaging 9.4 papers a year. Output peaked at 24 publications in 2021. 23 of the 330 publications appeared in the last two years.

No. of publications
5 10 15 20
Bar chart. Horizontal axis: year, 1991 to 2025. Vertical axis: number of publications, 0 to 24. Peak 24 publications in 2021. 1991: 2 publications 1992: 3 publications 1993: 4 publications 1994: 3 publications 1995: 4 publications 1996: 3 publications 1997: 2 publications 1998: 4 publications 1999: 3 publications 2000: 4 publications 2001: 2 publications 2002: 1 publication 2003: 4 publications 2004: 5 publications 2005: 3 publications 2006: 12 publications 2007: 12 publications 2008: 14 publications 2009: 11 publications 2010: 7 publications 2011: 14 publications 2012: 15 publications 2013: 14 publications 2014: 20 publications 2015: 11 publications 2016: 22 publications 2017: 22 publications 2018: 13 publications 2019: 17 publications 2020: 12 publications 2021: 24 publications 2022: 9 publications 2023: 11 publications 2024: 17 publications 2025: 6 publications
1991 2025

330 publications in total across all disciplines

View publications per year as a table
Cornelis W. Oosterlee: publications per year, 1991 to 2025
Year Publications
1991 2
1992 3
1993 4
1994 3
1995 4
1996 3
1997 2
1998 4
1999 3
2000 4
2001 2
2002 1
2003 4
2004 5
2005 3
2006 12
2007 12
2008 14
2009 11
2010 7
2011 14
2012 15
2013 14
2014 20
2015 11
2016 22
2017 22
2018 13
2019 17
2020 12
2021 24
2022 9
2023 11
2024 17
2025 6
Total 330
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Cornelis W. Oosterlee publications per year - data summary

  • Cornelis W. Oosterlee, a Mathematics scholar from Utrecht University, has 330 publications recorded across 35 years, from 1991 to 2025.
  • The oldest publication on record dates to 1991 and the most recent to 2025.
  • The most productive year is 2021, with 24 publications.
  • The least productive year with any output is 2002, with 1 publication.
  • The rate of publication averages 9.4 papers per year over the whole span, or 9.4 per year counting only the 35 years with at least one publication.
  • The last 5 years on the chart (2021-2025) hold 67 publications, 20% of the career total.
  • Split into equal eras - 1991-2002: 35 publications (2.9 per year); 2003-2014: 131 publications (10.9 per year); 2015-2025: 164 publications (14.9 per year).
  • Comparing the opening and closing eras, the overall trend of publication is rising.

Cornelis W. Oosterlee publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Cornelis W. Oosterlee sits on this spectrum.

No. of scientists
25 50 75 100
Bar chart with 100 bars. Horizontal axis: publications, 42–46 to 537+. Vertical axis: number of scientists, 0 to 112. Most scientists, 112, have 142–146 publications. The last bar groups every scientist with 537 publications or more. The highlighted bar, 287–291 publications, is where this scientist sits. 42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientist 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientist 522–526 publications: 3 scientists 527–531 publications: 1 scientist 532–536 publications: 4 scientists 537+ publications: 100 scientists
42–46 publications 537+

This scientist: 287 publications — 84th percentile

84% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

View publications distribution as a table
Number of Mathematics scientists by publication count, Research.com 2026 ranking edition. Based on 3,584 ranked scientists.
Publications Scientists This scientist
42–46 3
47–51 5
52–56 7
57–61 20
62–66 14
67–71 25
72–76 19
77–81 35
82–86 50
87–91 60
92–96 86
97–101 84
102–106 83
107–111 90
112–116 99
117–121 90
122–126 91
127–131 109
132–136 110
137–141 98
142–146 112
147–151 102
152–156 88
157–161 106
162–166 83
167–171 102
172–176 77
177–181 81
182–186 78
187–191 71
192–196 92
197–201 64
202–206 69
207–211 64
212–216 62
217–221 58
222–226 53
227–231 50
232–236 46
237–241 46
242–246 46
247–251 43
252–256 29
257–261 45
262–266 30
267–271 33
272–276 34
277–281 30
282–286 31
287–291 21 287
292–296 34
297–301 26
302–306 10
307–311 17
312–316 23
317–321 13
322–326 16
327–331 26
332–336 13
337–341 13
342–346 16
347–351 17
352–356 12
357–361 18
362–366 18
367–371 9
372–376 11
377–381 8
382–386 8
387–391 9
392–396 9
397–401 8
402–406 11
407–411 6
412–416 6
417–421 9
422–426 8
427–431 5
432–436 8
437–441 8
442–446 4
447–451 4
452–456 4
457–461 2
462–466 2
467–471 4
472–476 3
477–481 3
482–486 6
487–491 3
492–496 5
497–501 5
502–506 1
507–511 6
512–516 4
517–521 1
522–526 3
527–531 1
532–536 4
537+ 100
Download as CSV

Cornelis W. Oosterlee publication distribution in Mathematics in 2026 - data summary

  • The chart plots the publication count of all 3,584 Mathematics scientists ranked by Research.com in 2026, grouped into 100 ranges running from 42–46 to 537+ publications.
  • Cornelis W. Oosterlee, a Mathematics scholar from Utrecht University, records 287 publications - the 84th percentile of the discipline.
  • 84% of ranked Mathematics scientists score the same or lower than Cornelis W. Oosterlee, and about 16% score higher.
  • The median of the discipline falls in the 172–176 publications range, and Cornelis W. Oosterlee ranks above the median.
  • The most crowded range is 142–146 publications, holding 112 scientists (3% of the field).
  • 47% of the field sits in the lowest quarter of the value range (up to 162–166 publications), so the distribution leans towards the lower end of the scale.
  • The final bar has no upper bound: it groups every scientist with 537 publications or more, 100 scientists in all (3% of the field).

Cornelis W. Oosterlee D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Cornelis W. Oosterlee sits on this spectrum.

No. of scientists
50 100 150
Bar chart with 57 bars. Horizontal axis: D-Index, 30 to 86+. Vertical axis: number of scientists, 0 to 174. Most scientists, 174, have 30 D-Index. The last bar groups every scientist with 86 D-Index or more. The highlighted bar, 48 D-Index, is where this scientist sits. 30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 48 D-Index — 67th percentile

67% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

View D-Index distribution as a table
Number of Mathematics scientists by D-index, Research.com 2026 ranking edition. Based on 3,584 ranked scientists.
D-Index Scientists This scientist
30 174
31 151
32 174
33 117
34 136
35 127
36 145
37 153
38 150
39 150
40 138
41 136
42 93
43 108
44 115
45 112
46 103
47 75
48 59 48
49 67
50 60
51 57
52 59
53 62
54 60
55 50
56 42
57 54
58 50
59 42
60 41
61 35
62 40
63 21
64 31
65 27
66 29
67 19
68 25
69 17
70 18
71 12
72 14
73 13
74 18
75 9
76 11
77 10
78 9
79 16
80 12
81 10
82 5
83 5
84 13
85 6
86+ 99
Download as CSV

Cornelis W. Oosterlee D-index placement in Mathematics in 2026 - data summary

  • The chart plots the discipline H-index (D-index) of all 3,584 Mathematics scientists ranked by Research.com in 2026, grouped into 57 ranges running from 30 to 86+ D-Index.
  • Cornelis W. Oosterlee, a Mathematics scholar from Utrecht University, records 48 D-Index - the 67th percentile of the discipline.
  • 67% of ranked Mathematics scientists score the same or lower than Cornelis W. Oosterlee, and about 33% score higher.
  • The median of the discipline falls in the 42 D-Index range, and Cornelis W. Oosterlee ranks above the median.
  • The most crowded range is 30 D-Index, holding 174 scientists (5% of the field).
  • 58% of the field sits in the lowest quarter of the value range (up to 44 D-Index), so the distribution is heavily right-skewed and high scores are rare.
  • The final bar has no upper bound: it groups every scientist with 86 D-Index or more, 99 scientists in all (3% of the field).

Research.com Recognitions

  • 2026 - Research.com Mathematics in Netherlands Leader Award
  • 2025 - Research.com Mathematics in Netherlands Leader Award
  • 2023 - Research.com Mathematics in Netherlands Leader Award
  • 2022 - Research.com Mathematics in Netherlands Leader Award

Overview

Cornelis W. Oosterlee is affiliated with Utrecht University in the Netherlands. Their research primarily intersects the fields of Economics, Econometrics, and Finance, with a focus on topics that include stochastic processes and financial applications, model reduction and neural networks, financial risk and volatility modeling, credit risk and financial regulations, insurance, mortality, demography, and risk management, fluid dynamics and turbulent flows, as well as probabilistic and robust engineering design.

Oosterlee's scholarly output spans various publication venues where they have contributed multiple works. Frequent venues for their research include:

  • arXiv (Cornell University)
  • Applied Mathematics and Computation
  • SSRN Electronic Journal
  • Journal of Computational and Applied Mathematics
  • International Journal of Theoretical and Applied Finance

Key recent papers from Oosterlee and their coauthors reflect an emphasis on computational methods, neural networks, and applications to financial mathematics and pattern recognition. Selected recent works include:

  • "Optimally weighted loss functions for solving PDEs with Neural Networks," published in 2021 in the Journal of Computational and Applied Mathematics
  • "Optimally weighted loss functions for solving PDEs with Neural Networks," published in 2022 in Data Archiving and Networked Services (DANS)
  • "AIDA: Analytic isolation and distance-based anomaly detection algorithm," published in 2023 in Pattern Recognition
  • "A Probabilistic Digital Twin for Leak Localization in Water Distribution Networks Using Generative Deep Learning," published in 2023 in Sensors
  • "Financial option valuation by unsupervised learning with artificial neural networks," published in 2021 in Data Archiving and Networked Services (DANS)

Their collaboration network includes frequent coauthors such as Lech A. Grzelak, Pasquale Cirillo, Luis Antonio Souto Arias, Shuaiqiang Liu, and Nikolaj T. Mücke, indicating a multidisciplinary approach and engagement with diverse research communities.

The scientific topics addressed in Oosterlee's work show a strong orientation towards integrating advanced mathematical methods and neural network techniques into financial and engineering contexts. The range of subfields covered includes:

  • Finance
  • Statistical and Nonlinear Physics
  • Computational Mechanics
  • Management Science and Operations Research
  • Economics and Econometrics

Overall, Oosterlee's research portfolio demonstrates an emphasis on quantitative modeling, the application of computational algorithms to partial differential equations, machine learning methods, and their utilization in finance and risk management. This is reflected across a substantial number of publications and sustained collaboration within the research community.

Best Publications

  • A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions

    F. Fang;C. W. Oosterlee

  • Conditional time series forecasting with convolutional neural networks

    Anastasia Borovykh;Sander Bohte;Cornelis W. Oosterlee

  • A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems

    Y. A. Erlangga;C. W. Oosterlee;C. Vuik

  • On a class of preconditioners for solving the Helmholtz equation

    Y. A. Erlangga;C. Vuik;C. W. Oosterlee

  • A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under Lévy Processes

    R. Lord;F. Fang;F. Bervoets;C. W. Oosterlee

  • Pricing early-exercise and discrete barrier options by fourier-cosine series expansions

    F. Fang;C. W. Oosterlee

  • On the Heston Model with Stochastic Interest Rates

    Lech A. Grzelak;Cornelis W. Oosterlee

  • Geometric multigrid with applications to computational fluid dynamics

    P. Wesseling;C. W. Oosterlee

  • Numerical valuation of options with jumps in the underlying

    Ariel Almendral;Cornelis W. Oosterlee

  • On multigrid for linear complementarity problems with application to American-style options.

    C.W. Oosterlee

  • A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model

    Fang Fang;Cornelis W. Oosterlee

  • Pricing options and computing implied volatilities using neural networks

    Shuaiqiang Liu;Cornelis W. Oosterlee;Sander M. Bohte

  • Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options

    Marjon Ruijter;Cornelis Oosterlee

  • Dilated convolutional neural networks for time series forecasting

    Anastasia Borovykh;Sander Bohte;Cornelis W. Oosterlee

  • Optimally weighted loss functions for solving PDEs with Neural Networks

    Remco van der Meer;Cornelis W. Oosterlee;Anastasia Borovykh

  • Comparison of multigrid and incomplete LU shifted-Laplace preconditioners for the inhomogeneous Helmholtz equation

    Y. A. Erlangga;C. Vuik;C. W. Oosterlee

  • Invariant discretization of the incompressible Navier‐Stokes equations in boundary fitted co‐ordinates

    A. Segal;P. Wesseling;J. Van Kan;C. W. Oosterlee

  • A neural network-based framework for financial model calibration

    Shuaiqiang Liu;Anastasia Borovykh;Lech A. Grzelak;Cornelis W. Oosterlee;Cornelis W. Oosterlee

  • A parallel multigrid-based preconditioner for the 3D heterogeneous high-frequency Helmholtz equation

    C. D. Riyanti;A. Kononov;Y. A. Erlangga;C. Vuik

  • Benchmark solutions for the incompressible Navier–Stokes equations in general co‐ordinates on staggered grids

    C.W. Oosterlee;P. Wesseling;A. Segal;E. Brakkee

  • Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions

    Bowen Zhang;Cornelis W. Oosterlee

  • Krylov Subspace Acceleration of Nonlinear Multigrid with Application to Recirculating Flows

    C. W. Oosterlee;T. Washio

  • THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION

    Anthonie W. Van Der Stoep;Lech A. Grzelak;Cornelis W. Oosterlee

Frequent Co-Authors

Cornelis Vuik
Cornelis Vuik Delft University of Technology
Wim Schoutens
Wim Schoutens KU Leuven
Ursula Keller
Ursula Keller ETH Zurich

External Links

Personal website of Cornelis W. Oosterlee Google Scholar page

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Publications: 22

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Publications: 18

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Publications: 13

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Publications: 13

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Publications: 11

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Publications: 11

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Ivan G. Graham

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Publications: 11

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Publications: 10

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Publications: 10

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Publications: 9

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