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This is an archived course. The content might be broken.

Lecture course in sommer semester 2012:

V5E2 - Selected Topics in Scientific Computing
Numerical Methods for High-Dimensional Problems

Prof. Dr. Jochen Garcke

Location: Room 6.020, Wegelerstr. 6
Time: Wednesday, 10:15-12:00
Start: The lecture starts in the second week of the teaching period.
Office hours: on appointment, e-mail

Mündliche Prüfungen

Termine für die mündlichen Prüfungen sind am 1./2. August. Im September wird es bei Bedarf weitere Termine am 25./26. geben.
Sofern beides nicht passt, möglichst bald nachfragen.

Content of the lecture:

There has been growing interest in the numerical treatment of high-dimensional problems in the recent decade. It is a challenging problem, since classical numerical discretization schemes fail in more than three or four dimensions due to the curse of dimensionality. This lecture will cover phenoma in high dimensions, describe numerical schemes which can be applied for high dimensional problems, and give examples for applications.

The lecture will cover some, but can not cover all of the following topics. The particular focus of the lecture will be adapted to the interest and background of the participants.
  • Geometry in High Dimensions / Concentration of Measure
  • Dimensionwise Decomposition / ANOVA
  • Sparse Grids
  • Low-Rank Tensor Representations
  • Nonlinear Dimensionality Reduction
  • High Dimensional Data Analysis


The lectures on Numerische Mathematik are prerequisite for attending the lecture.