Schedule of Workshop 1: Sparse Grids and Applications

Monday, May 16

09:00-10:00 Opening
10:15-10:45 Coffee break
10:45-11:30 Jochen Garcke: Sparse Grids in a Nutshell
11:30-12:15 Christoph Reisinger: Numerical analysis and applications of the sparse grid combination technique
12:15-13:45 Lunch
13:45-14:30 Bastian Bohn: An adaptive sparse grid approach to time series prediction
14:30-15:15 Alexander Hullmann: On preconditioners for sparse grid systems
15:15-16:00 Cake
16:00-17:00 Rob Stevenson: Adaptive, piecewise sparse grid solution of elliptic boundary value problems on polyhedral domains

Tuesday, May 17

09:00-10:00 Hermann G. Matthies: Bayesian Update in low-rank tensor format
10:15-10:45 Coffee break
10:45-11:30 Lorenzo Tamellini: Optimal sparse grids for linear elliptic PDEs with random coefficients
11:30-12:15 John Jakeman: Uncertainty Quanti fication Using High-Order Sparse Grids with Local Adaptivity in High Dimensions
12:15-13:45 Lunch
13:45-14:30 Helmut Harbrecht: On the construction of sparse tensor product spaces
15:15-16:00 Cake

Wednesday, May 18

09:00-10:00 Ralf Hiptmair: Sparse Adaptive Finite Elements For Radiative Transfer
10:15-10:45 Coffee break
10:45-11:30 Olivier Bokanowski: The need for high-dimensional nonlinear PDE solvers for applications in optimal control
11:30-12:15 Irene Klompmaker: An Adaptive Sparse Grid Scheme for HJB Equations
12:15-13:45 Lunch
13:45-14:30 Alexander Heinecke: Towards a highly-parallel PDE-Solver using Adaptive Sparse Grids on Compute Clusters
14:30-15:15 Christoph Kowitz: The Combination Technique for the Plasma Turbulence Code GENE
15:15-16:00 Cake
16:00-17:00 Wolfgang Hackbusch: Conversion of sparse-grid representation into r-term tensor format

Thursday, May 19

09:00-10:00 Heinz-Jürgen Flad: Explicit incorporation of asymptotic behaviour in electronic structure calculations
10:15-10:45 Coffee break
10:45-11:30 Markus Bachmayr: Solving the Electronic Schroedinger Equation in Wavelet Coordinates: The Two-Electron Case
11:30-12:15 Dinh Dung: Sampling recovery on sparse Smolyak's grids
12:15-13:45 Lunch
15:15-16:00 Cake

Friday, May 20

09:00-10:00 Florian Heiss: Integration on Sparse Grids in Statistics and Econometrics: Estimation of the Panel Probit Model
10:15-10:45 Coffee break
10:45-11:30 Viktor Winschel: Towards System Theoretical Economics and Coalgebraic Sparse Grids
11:30-12:15 Dirk Pflüger: Problem-Adapted Spatially Adaptive Sparse Grids
12:15-13:45 Lunch
13:45-14:30 Benjamin Peherstorfer: Reduced Basis Methods and Sparse Grids
14:30-15:15 Stefanie Schraufstetter: Option Pricing With Sparse Grids
15:15-16:00 Cake
16:00-17:00 Thomas Gerstner: Sparse Grids and Multilevel Monte Carlo

Download the abstracts:

hi_di_prob_prog.pdf