# Workshop 1: Sparse Grids and Applications

**Date: **May 16 - 20, 2011

**Venue:** HIM lecture hall, Poppelsdorfer Allee 45

**Organizers: **Michael Griebel, Markus Hegland

In the recent decade, there has been growing interest in the numerical treatment of high-dimensional problems with sparse grids. Sparse grids are based on a multi-scale approach which are obtained from univariate multi-scale bases by tensor product constructions. Under suitable regularity assumptions sparse grids allow to overcome the curse of dimension to a certain extent.

Nowadays, sparse grids are employed in various areas. The applications include

- partial differential equations
- data mining
- integral equations
- numerical quadrature
- stochastic partial differential equations
- numerical finance

but are not restricted to these topics.

The workshop brought together researchers in sparse grids and related areas. Some of the key topics to be featured were

- space / dimension adaptive refinement
- higher order methods
- effective numerical implementation
- (pre-) wavelets