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Research Group of Prof. Dr. Jochen Garcke

INS Preprints of this group

Go to publications of this group.


  1. Efficient higher order time discretization schemes for Hamilton-Jacobi-Bellman equations based on diagonally implicit symplectic Runge-Kutta methods. J. Garcke and I. Kalmykov. In D. Kalise, K. Kunisch, and Z. Rao, editors, Hamilton-Jacobi-Bellman Equations: Numerical Methods and Applications in Optimal Control, pages 97–128. De Gruyter, 2018. BibTeX PDF Publisher


  1. Operator based multi-scale analysis of simulation bundles. R. Iza-Teran and J. Garcke. Submitted, also available as INS Preprint No. 1524, 2015. BibTeX PDF
  2. Suboptimal Feedback Control of PDEs by Solving HJB Equations on Adaptive Sparse Grids. J. Garcke and A. Kröner. Journal of Scientific Computing, 70(1):1–28, 2017. also available as INS Preprint No. 1518. BibTeX PDF Publisher Link


  1. An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations. O. Bokanowski, J. Garcke, M. Griebel, and I. Klompmaker. Journal of Scientific Computing, 55(3):575–605, 2013. also available as INS Preprint No. 1207. BibTeX PDF Publisher


  1. Intraday foreign exchange rate forecasting using sparse grids. J. Garcke, T. Gerstner, and M. Griebel. In J. Garcke and M. Griebel, editors, Sparse grids and applications, volume 88 of Lecture Notes in Computational Science and Engineering, pages 81–105. Springer, 2013. BibTeX PDF Publisher