HIM Trimester Program on

Analysis and Numerics for High Dimensional Problems

May - August 2011

Organizers: Michael Griebel, Wolfgang Hackbusch, Markus Hegland, Christoph Schwab

Partial differential equations related to high-dimensional parameter spaces are a major challenge in science, engineering and finance. Here, the well-known curse of dimension prevents an efficient treatment by standard numerical discretization for most of the problems. The resulting enormous computational challenges cannot be met merely by larger computers, but require fundamentally new mathematical and algorithmic ideas. These can only be envisioned by an interdisciplinary attempt which involves modeling, analysis, stochastics and numerics. To this end, we bring together leading experts from these areas.

Selected planned activities

Furthermore, the HDA2011, the 4th Workshop on High-Dimensional Approximation, will be held in Bonn from June 26 - 30 and a Summerschool on H-matrices from July 25 - 29.