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