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| 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 | | 2013 | Visiting Professor at the School of Mathematics, University of New South Wales, Sydney, Australia | | 2013 - 2016 | Associate Dean of the Faculty of Mathematics and Natural Sciences, University of Bonn | | Since 2010 | Director, Fraunhofer Institute for Algorithms and Scientific Computing (SCAI), Bonn | | Since 2013 | Member of the Collaborative Research Center SFB 1060 “The Mathematics of Emergent Effects” of the Deutsche Forschungsgemeinschaft, University of Bonn |
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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.
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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
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[ 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 |
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• Numerische Mathematik (Managing Editor)
• Springer Lecture Notes in Computational Science and Engineering
• Springer Texts in Computational Science and Engineering
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| 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 | | 2016 | John von Neumann Visiting Professorship, TU Munich | | 2017 | Visiting Professorship at Institute for Applied Mathematics, University of New South Wales, Australia |
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| 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 | | 2019 | SIAM Conference International Conference on Data Mining, Calgary, Canada |
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| 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) |
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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): ''Spectral Approximation in Reproducing Kernel Hilbert Spaces'',
now Professor, Philipps University Marburg
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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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