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