Profile
Profile

Prof. Dr. Michael Griebel

E-mail: griebel(at)ins.uni-bonn.de
Phone: +49 228 73 3437
Fax: +49 228 73 7527
Homepage: http://wissrech.ins.uni-bonn.de/people/griebel.html
Room: 6.008
Location: Wegelerstr. 6
Institute: Institute for Numerical Simulation
Fraunhofer Institute for Algorithms and Scientific Computing
Research Areas: Research Area J (Leader)
Research Area H (until 10/2012)
Former Research Area L
Date of birth: 13.Jan 1960
Mathscinet-Number: 270664

Academic Career

1985

Diploma in Computer Science, TU Munich (advisor: F. L. Bauer)

1985 - 1990

Research Assistant, Institute for Informatics, TU Munich

1989

PhD in Computer Science, TU Munich (advisor: C. Zenger)

1990 - 1993

Assistant Professor (C1), Institute for Informatics, TU Munich

1993

Habilitation in Computer Science, TU Munich (advisor: C. Zenger)

1994 - 1995

Assistant Professor (C2, Wissenschaftlicher Oberassistent), Institute for Informatics, TU Munich

1995

Venia Legendi in Computer Science, TU Munich

1995 - 1995

Priv.-Doz., Institute for Informatics, TU Munich

Since 1996

Professor (C4) of Scientific Computing and Numerical Simulation, University of Bonn

2000

Visiting Professor, University of California, San Diego, CA, USA

2003 - 2016

Founding Director, Institute for Numerical Simulation, University of Bonn

2009

Visiting Professor, Paris Diderot University (Paris 7), France

Since 2010

Director, Fraunhofer Institute for Algorithms and Scientific Computing (SCAI), Bonn

Research Profile

A main focus of current research is the approximation of high-dimensional functions and the solution of partial differential equations in high dimensions. Our central tool in this respect is the dimension-adaptive sparse grid method and its generalizations. Another focus is the development of efficient numerical methods for the treatment of two-phase-flow problems and for the simulation of materials on the atomistic and the continuous scale with special emphasis on nano-technology. Finally, adaptive discretizations for partial differential equations, multi-level solvers of the arising linear systems and their parallelization have been investigated.

A main focus of future research will be numerical data analysis. This involves high dimensional regression, density estimation and classification problems in high-dimensional spaces. The emphasis will be on the development of new numerical techniques and on proposing stable algorithms as well as on establishing theoretical results. The research will be driven by real data applications in econometrics and finance and by data-oriented problems from material science. Since data often stem from a low-dimensional manifold embedded in ambient space, we aim at exploiting this structure by applying adaptive sparse grid algorithms for the h-version, the p-version and the kernel-based versions of approximation. Moreover, we will develop nonlinear methods beyond the Hilbert space setting. To this end, we will replace the conventional Euclidean cost function by more appropriate distance measures such as Banach space norms or Bregman divergences. Here, we again aim at deriving both, a theoretical foundation and stability conditions with error estimates for practical purposes. Finally, we plan to study the relation of our nonlinear methods to deep neural networks.

Research Projects and Activities

DFG Collaborative Research Center SFB 1060 “The Mathematics of Emergent Effects”,
Principal Investigator

DFG Collaborative Research Center / Transregio SFB/TR 32 “Patterns in Soil-Vegetation-Atmosphere Systems - Monitoring, Modelling and Data Assimilation”

DFG Priority Program SPP 1648 “Software for Exascale Computing”,
Principal Investigator

DFG Priority Program SPP 1506 “Transport Processes at Fluidic Interfaces”,
Principal Investigator

DFG project “Likelihood Approximation for Discrete Choice Models with Sparse Grids”

DFG Cluster of Excellence “Hausdorff Center for Mathematics”,
Principal Investigator

Contribution to Research Areas

Research Area J
A main focus of research is the approximation of high-dimensional functions and the solution of partial differential equations in high dimensions. Also, data analysis problems are of interest here. Our central tool in this respect is the dimension-adaptive sparse grid method and its generalizations. Another focus is the development of efficient numerical methods for the treatment of two-phase-flow problems and for the simulation of materials on the atomistic and the continuous scale with special emphasis on nano-technology. Finally, adaptive discretizations for partial differential equations, multi-level solvers of the arising linear systems and their parallelization are under investigation.

Selected Publications

[1] Hans-Joachim Bungartz, Michael Griebel
Sparse grids
Acta Numer. , 13: : 147--269
2004
DOI: 10.1017/S0962492904000182
[2] Thomas Gerstner, Michael Griebel
Numerical integration using sparse grids
Numer. Algorithms , 18: (3-4): 209--232
1998
DOI: 10.1023/A:1019129717644
[3] S. J. V. Frankland, A. Caglar, D. W. Brenner, M. Griebel
Molecular simulation of the influence of chemical crosslinks on the shear strength of carbon nanotube-polymer interfaces
Journal of Physical Chemistry B , 106: (12): 3046--3048
2002
[4] Michael Griebel, Thomas Dornseifer, Tilman Neunhoeffer
Numerical simulation in fluid dynamics
A practical introduction, Translated from the German by Oliver Ernst
SIAM Monographs on Mathematical Modeling and Computation : xvi+217
Publisher: Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA
1998
ISBN: 0-89871-398-6
DOI: 10.1137/1.9780898719703
[5] T. Gerstner, M. Griebel
Dimension-adaptive tensor-product quadrature
Computing , 71: (1): 65--87
2003
DOI: 10.1007/s00607-003-0015-5
[6] Michael Griebel, Stephan Knapek, Gerhard Zumbusch
Numerical simulation in molecular dynamics
Numerics, algorithms, parallelization, applications
of Texts in Computational Science and Engineering : xii+470
Publisher: Springer, Berlin
2007
ISBN: 978-3-540-68094-9
[7] Michael Griebel, Peter Oswald
Schwarz iterative methods: infinite space splittings
Constr. Approx. , 44: (1): 121--139
2016
DOI: 10.1007/s00365-015-9318-y
[8] Michael Griebel, Frances Y. Kuo, Ian H. Sloan
The smoothing effect of integration in {\BbbR^d} and the ANOVA decomposition
Math. Comp. , 82: (281): 383--400
2013
DOI: 10.1090/S0025-5718-2012-02578-6
[9] Michael Griebel
Multilevel algorithms considered as iterative methods on semidefinite systems
Iterative methods in numerical linear algebra (Copper Mountain Resort, CO, 1992)
SIAM J. Sci. Comput. , 15: (3): 547--565
1994
DOI: 10.1137/0915036
[10] Bastian Bohn, Jochen Garcke, Michael Griebel
A sparse grid based method for generative dimensionality reduction of high-dimensional data
J. Comput. Phys. , 309: : 1--17
2016
DOI: 10.1016/j.jcp.2015.12.033

Publication List

Editorships

• Numerische Mathematik (Managing Editor)
• Springer Lecture Notes in Computational Science and Engineering
• Springer Texts in Computational Science and Engineering

Awards

2004

Fellow, Institute for Pure and Applied Mathematics, University of California, Los Angeles, CA, USA

2007

International Fellow, Australian Research Council (ARCIF), University of New South Wales, Sydney, NSW, Australia

2017

John von Neumann Visiting Professorship, TU Munich

Selected Invited Lectures

2006

International Congress on the Applications of Mathematics, Santiago de Chile, Chile

2006

World Congress on Computational Mechanics, Los Angeles, CA, USA

2006

International Congress of Mathematicians, Madrid, Spain

2006

Numerical Methods in Finance. An AMaMeF Conference, INRIA, Rocquencourt, France

2007

ENUMATH, Graz, Austria

2007

European Postgraduate Fluid Dynamics Conference, Birmingham, England, UK

2008

IUTAM, Symposium on Modeling Nanomaterials and Nanosystems, Aalborg, Denmark

2008

Summer School on Nanotechnology and Mathematics, Santiago de Compostela, Spain

2009

Algorithms and Complexity for Continuous Problems, Dagstuhl, Wadern

2010

Zürich Summer School, Sparse Tensor Discretizations of High-Dimensional Problems, Switzerland

2012

ESF-JSPS Frontier Science Conference for Young Researchers: Mathematics for Innovation Large and Complex Systems, Tokyo, Japan

2016

SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland

Offers

1995

C4 professorship in numerical mathematics, Düsseldorf

1998

C4 professorship in simulation of large systems, Stuttgart

1998

Research position at the Lawrence Livermore National Laboratory, CA, USA

2002

C4 professorship in technomathematics, TU Kaiserslautern, joint with leading position at the Fraunhofer Institute for Industrial Mathematics (Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, ITWM)

Habilitations

Gerhard Zumbusch (2001), now Professor, University of Jena

Thomas Gerstner (2007), now Professor, University of Frankfurt

Marc Alexander Schweitzer (2008), now Professor, University of Bonn

Christian Rieger (2016), now Priv.-Doz., Institute for Numerical Simulation, University of Bonn

Selected PhD students

Frank Kiefer (2001): “Multiskalen-Verfahren für Konvektions-Diffusions Probleme”,
now Programme Director, DFG

Jochen Garcke (2004): “Maschinelles Lernen durch Funktionsrekonstruktion mit verallgemeinerten dünnen Gittern”,
now Professor, University of Bonn

Jan Hamaekers (2009): “Tensor Product Multiscale Many-Particle Spaces with Finite-Order Weights for the Electronic Schödinger Equation”,
now Head of Department ''Virtual Material Design'', Fraunhofer SCAI
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