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Staff Dr. Jens Oettershagen

Ms. Oettershagen is now at Deutsche Post DHL. This page is no longer maintained.

Contact Information

E-Mail: ed tod nnob-inu tod sni ta negahsretteoa tod b@foo tod de

Research Interests

  • Complexity of high-dimensional problems and tractability
  • Kernel methods
  • (Quasi-)Monte Carlo methods
  • Sparse grids
  • (Global) optimization

with applications to

  • Econometrics
  • Computational finance
  • Machine learning
  • Quantum mechanics


WS 17/18

  • Graduate Seminar on Numerical Analysis Post-graduate seminar, module S5E1.
  • Hauptseminar Numerik Neural Networks in Approximation Theory Seminar, module S2E1.

SS 17

See all teachings of the group.

Research projects


A new sparse grid cumulant method for the electronic Schrödinger equation

Project A07, DFG SFB 1060.


High-dimensional problems and multi-scale methods

Project Area J, Cluster of Excellence.


Likelihood-approximation for discrete choice models with sparse grids

DFG GR 1144/21-1.



Efficient enumeration of Frolov lattice points



Theses (co-supervised)

  1. Quadrature Approximation for Feature Maps in Kernel Methods. T. Ruland. Masterarbeit, Institut für Numerische Simulation, Universität Bonn, 2017. BibTeX
  2. Realization of the Frolov cubature formula via orthogonal Chebyshev-Frolov lattices. C. Kacwin. Masterarbeit, Institut für Numerische Simulation, Universität Bonn, 2016. BibTeX PDF
  3. Maximum-Likelihood-Approximation mit dünnen Gittern. F. Schildmann. Bachelorarbeit, Institut für Numerische Simulation, Universität Bonn, 2012. BibTeX PDF


  1. Comparing nested sequences of Leja and PseudoGauss points to interpolate in 1D and solve the Schroedinger equation in 9D. G. Avila, J. Oettershagen, and T. Carrington. In Sparse grids and Applications, Lecture Notes in Computational Science and Engineering. Springer, 2018. BibTeX
  2. Optimally rotated coordinate systems for adaptive least-squares regression on sparse grids. B. Bohn, M. Griebel, and J. Oettershagen. Submitted to SIAM International Conference on Data Mining 2019. Also available as INS Preprint No. 1812, 2018. BibTeX PDF
  3. On optimal quadrature in reproducing kernel Hilbert spaces. J. Oettershagen. submitted, 2018. BibTeX PDF
  4. Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces. C. Kacwin, J. Oettershagen, M. Ullrich, and T. Ullrich. Preprint Uni Bonn, pages 1–40, 2018. INS Preprint No. 1801. BibTeX PDF
  5. On the orthogonality of the Chebyshev-Frolov lattice and applications. C. Kacwin, J. Oettershagen, and T. Ullrich. Monatshefte für Mathematik, 184(3):425–441, 2017. BibTeX Publisher arXiv
  6. Construction of Optimal Cubature Algorithms with Applications to Econometrics and Uncertainty Quantification. J. Oettershagen. Dissertation, Institut für Numerische Simulation, Universität Bonn, jan 2017. BibTeX PDF
  7. On tensor product approximation of analytic functions. M. Griebel and J. Oettershagen. Journal of Approximation Theory, 207:348–379, 2016. Also available as INS Preprint No. 1512. BibTeX PDF
  8. Optimal quasi-Monte Carlo rules on higher order digital nets for the numerical integration of multivariate periodic functions. A. Hinrichs, L. Markhasin, J. Oettershagen, and T. Ullrich. Numerische Mathematik, 134(1):163–196, 2016. BibTeX Publisher arXiv
  9. Optimal point sets for quasi-Monte Carlo integration of bivariate periodic functions with bounded mixed derivatives. A. Hinrichs and J. Oettershagen. In R. Cools and D. Nuyens, editors, Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014, pages 385–405. Springer International Publishing, 2016. BibTeX Publisher arXiv
  10. Dimension-adaptive sparse grid quadrature for integrals with boundary singularities. M. Griebel and J. Oettershagen. In Sparse grids and Applications, volume 97 of Lecture Notes in Computational Science and Engineering, pages 109–136. Springer, 2014. BibTeX PDF
  11. Reduktion der effektiven Dimension und ihre Anwendung auf hochdimensionale Probleme. J. Oettershagen. Diplomarbeit, Institut für Numerische Simulation, Universität Bonn, 2011. BibTeX PDF