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Trygve Kastberg Nilssen

Trygve Kastberg Nilssen

Associate Professor

Department of Economics and Finance >

 

+47 38 14 18 28

+47 993 08 878

Kontor:
9I264 ( Universitetsveien 19, Kristiansand )
Kontortid:
9-15

Trygve Kastberg Nilssen is an associate professor at Department of Economics and Finance at School of business and law at University of Agder. He has studied applied mathematics and has a PhD from University of Bergen and master from University of Oslo.

Nilssen’s research is within computational science and he’s been working on problems in finance, medicine and multiphase flow problems from the oil industry. This has resulted in a series of scientific papers which are published in international journals like:Journal of Energy Markets, Mathematics of Computation, Advances in Computational Mathematics, Journal of Optimization, Theory and Application, Computational GeosciencesandSIAM Journal on Scientific Computing.

In 2010 Nilssen won a “Best Paper Award” (On the optimal exercise of swing options in electricity markets) on the Energy Finance-conference in Germany.

Nilssen has held tens of presentations on international conferences in Europe, USA and Asia. He has also been a visiting researcher at University of California at Los Angeles.

Nilssen has also experience from the private sector and he has been working on development of software and simulators, e.g.  a simulator for stock selection in the stock market, a simulator of the electrical activity of the human heart and a simulator of multiphase flow in oil and gas. He has also been developing software for doing condition based maintenance in the oil- and gas industry.

At high school Nilssen was one out of five students who qualified for representing Norway in the international physics Olympiad.

Vitenskapelige publikasjoner

  • 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.
  • 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.
  • 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.
  • 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.
  • 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.
  • Staff, Gunnar Andreas; Mardal, Kent-Andre; Nilssen, Trygve Kastberg (2005). Preconditioning of fully implicit Runge-Kutta schemes for parabolic PDEs. SIMS 2005. 46th Conference on Simulation and Modeling. ISBN: 8251920930. Tapir Akademisk Forlag. Kapittel. 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. 4s 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. 17s 237 - 256.
  • Nilssen, Trygve Kastberg; Tai, Xue-Cheng; Winther, Ragnar (2001). A robust nonconforming H2-element. Mathematics of Computation. ISSN: 0025-5718. 70s 489 - 505.
  • 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.

Ekspertområder

Sist endret: 6.05.2020 08:05